Put-Call Ratio (Open Interest) (30-Day)

Put-Call Ratio (Open Interest): The ratio of outstanding put contracts to outstanding call contracts at the close of the trading day, for options with the relevant expiration date.

Unusual Whales Subversive Democratic Trading ETF (NANC) had 30-Day Put-Call Ratio (Open Interest) of 0.0848 for 2025-05-30.

For much more extensive volatility insights, check out our new product VolVue:

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
Download data in CSV, Excel, JSON, or XML format
Up to 20 years of data history
52-Week Rank and Percentile for all metrics and time frames

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

Figures for 2025-05-30

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1742
Historical Volatility (Parkinson)	0.1127
Implied Volatility (Calls)	0.2379
Implied Volatility (Puts)	0.3983
Implied Volatility (Mean)	0.3181
Put-Call Implied Volatility Ratio	1.6740
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0848