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.

Franklin U.S. Low Volatility High Dividend Index ETF (LVHD) had 30-Day Put-Call Implied Volatility Ratio of 0.9746 for 2026-06-03.

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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0991
Historical Volatility (Parkinson)	0.0813
Implied Volatility (Calls)	0.2251
Implied Volatility (Puts)	0.2193
Implied Volatility (Mean)	0.2222
Put-Call Implied Volatility Ratio	0.9746
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000