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.

State Street SPDR MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) had 180-Day Put-Call Implied Volatility Ratio of 0.9659 for 2026-01-20.

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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0461
Historical Volatility (Parkinson)	0.0173
Implied Volatility (Calls)	0.0555
Implied Volatility (Puts)	0.0536
Implied Volatility (Mean)	0.0546
Put-Call Implied Volatility Ratio	0.9659
Implied Volatility Skew	-0.0196
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--