Put-Call Implied Volatility Ratio (60-Day)

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

Manulife Financial Corp (MFC) had 60-Day Put-Call Implied Volatility Ratio of 1.8145 for 2024-05-15.

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

Figures for 2024-05-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2116
Historical Volatility (Parkinson)	0.1774
Implied Volatility (Calls)	0.1141
Implied Volatility (Puts)	0.2071
Implied Volatility (Mean)	0.1606
Put-Call Implied Volatility Ratio	1.8145
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.1794
Put-Call Ratio (Open Interest)	0.5812
Forward Price	26.02
Call Breakeven Price	26.43
Put Breakeven Price	21.06
Option Breakeven Price	24.45