Put-Call Implied Volatility Ratio (180-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

KraneShares Value Line Dynamic Dividend Equity Index ETF (KVLE) had 180-Day Put-Call Implied Volatility Ratio of 1.0567 for 2026-04-21.

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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1240
Historical Volatility (Parkinson)	0.0605
Implied Volatility (Calls)	0.3914
Implied Volatility (Puts)	0.4136
Implied Volatility (Mean)	0.4025
Put-Call Implied Volatility Ratio	1.0567
Implied Volatility Skew	0.0914
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--