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.

Mondelez International, Inc. (MDLZ) had 30-Day Put-Call Implied Volatility Ratio of 0.9771 for 2022-10-05.

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

Figures for 2022-10-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2609
Historical Volatility (Parkinson)	0.2076
Implied Volatility (Calls)	0.2702
Implied Volatility (Puts)	0.2640
Implied Volatility (Mean)	0.2671
Put-Call Implied Volatility Ratio	0.9771
Implied Volatility Skew	0.0946
Option Statistics
Put-Call Ratio (Volume)	1.8055
Put-Call Ratio (Open Interest)	0.3846
Forward Price	57.63
Call Breakeven Price	59.27
Put Breakeven Price	53.94
Option Breakeven Price	57.80

Data from Quantcha