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.

McCormick & Company, Incorporated (MKC) had 30-Day Put-Call Implied Volatility Ratio of 1.0040 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)	0.3536
Historical Volatility (Parkinson)	0.2381
Implied Volatility (Calls)	0.3511
Implied Volatility (Puts)	0.3525
Implied Volatility (Mean)	0.3518
Put-Call Implied Volatility Ratio	1.0040
Implied Volatility Skew	0.0582
Option Statistics
Put-Call Ratio (Volume)	6.1729
Put-Call Ratio (Open Interest)	2.2330
Forward Price	73.41
Call Breakeven Price	78.39
Put Breakeven Price	68.67
Option Breakeven Price	71.86

Data from Quantcha