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 MarketAxess Investment Grade 400 Corporate Bond ETF (LQIG) had 30-Day Put-Call Implied Volatility Ratio of 0.9627 for 2025-12-04.

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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0551
Historical Volatility (Parkinson)	0.0088
Implied Volatility (Calls)	0.0644
Implied Volatility (Puts)	0.0620
Implied Volatility (Mean)	0.0632
Put-Call Implied Volatility Ratio	0.9627
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--