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.

McCormick & Company, Incorporated (MKC) had 60-Day Put-Call Implied Volatility Ratio of 1.0049 for 2024-04-18.

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

Figures for 2024-04-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3072
Historical Volatility (Parkinson)	0.2053
Implied Volatility (Calls)	0.2114
Implied Volatility (Puts)	0.2124
Implied Volatility (Mean)	0.2119
Put-Call Implied Volatility Ratio	1.0049
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.7819
Put-Call Ratio (Open Interest)	0.8608
Forward Price	73.33
Call Breakeven Price	77.92
Put Breakeven Price	64.86
Option Breakeven Price	71.92