Put-Call Implied Volatility Ratio (90-Day)

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

iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) had 90-Day Put-Call Implied Volatility Ratio of 1.2043 for 2026-06-18.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0580
Historical Volatility (Parkinson)	0.0439
Implied Volatility (Calls)	0.0588
Implied Volatility (Puts)	0.0708
Implied Volatility (Mean)	0.0648
Put-Call Implied Volatility Ratio	1.2043
Implied Volatility Skew	0.0331
Option Statistics
Put-Call Ratio (Volume)	2.2779
Put-Call Ratio (Open Interest)	1.6541