Put-Call Implied Volatility Ratio (90-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 90-Day Put-Call Implied Volatility Ratio of 0.9757 for 2026-07-17.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1361
Historical Volatility (Parkinson)	0.0993
Implied Volatility (Calls)	0.1930
Implied Volatility (Puts)	0.1883
Implied Volatility (Mean)	0.1906
Put-Call Implied Volatility Ratio	0.9757
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.0000