Put-Call Implied Volatility Ratio (120-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 MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) had 120-Day Put-Call Implied Volatility Ratio of 1.1160 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0420
Historical Volatility (Parkinson)	0.0175
Implied Volatility (Calls)	0.0617
Implied Volatility (Puts)	0.0688
Implied Volatility (Mean)	0.0652
Put-Call Implied Volatility Ratio	1.1160
Implied Volatility Skew	-0.0202
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--