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.

Merck & Co., Inc. (MRK) had 30-Day Put-Call Implied Volatility Ratio of 1.0106 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)	0.2042
Historical Volatility (Parkinson)	0.1798
Implied Volatility (Calls)	0.2554
Implied Volatility (Puts)	0.2581
Implied Volatility (Mean)	0.2568
Put-Call Implied Volatility Ratio	1.0106
Implied Volatility Skew	0.0842
Option Statistics
Put-Call Ratio (Volume)	1.7845
Put-Call Ratio (Open Interest)	0.0510
Forward Price	88.80
Call Breakeven Price	94.45
Put Breakeven Price	82.31
Option Breakeven Price	93.86

Data from Quantcha