Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

McDonald's Corporation (MCD) had 20-Day Put-Call Implied Volatility Ratio of 1.3863 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1555
Historical Volatility (Parkinson)	0.2002
Implied Volatility (Calls)	0.1170
Implied Volatility (Puts)	0.1622
Implied Volatility (Mean)	0.1396
Put-Call Implied Volatility Ratio	1.3863
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	7.7168
Put-Call Ratio (Open Interest)	3.0128
Forward Price	273.16
Call Breakeven Price	283.30
Put Breakeven Price	262.59
Option Breakeven Price	270.84