Implied Volatility (Puts) (30-Day)

Implied Volatility (Puts): The forecasted future volatility of the security over the selected time frame, derived from the pricing of the at-the-money put options with the relevant expiration date.

SPDR MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) had 30-Day Implied Volatility (Puts) of 0.0642 for 2025-08-28.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0489
Historical Volatility (Parkinson)	0.0185
Implied Volatility (Calls)	0.0550
Implied Volatility (Puts)	0.0642
Implied Volatility (Mean)	0.0596
Put-Call Implied Volatility Ratio	1.1672
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000