Put-Call Implied Volatility Ratio (30-Day)

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

State Street SPDR US Large Cap Low Volatility Index ETF (LGLV) had 30-Day Put-Call Implied Volatility Ratio of 1.0259 for 2026-03-05.

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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0922
Historical Volatility (Parkinson)	0.0774
Implied Volatility (Calls)	0.1497
Implied Volatility (Puts)	0.1536
Implied Volatility (Mean)	0.1516
Put-Call Implied Volatility Ratio	1.0259
Implied Volatility Skew	0.0092
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--