Put-Call Implied Volatility Ratio (180-Day)
Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.
Roundhill NVDA WeeklyPay ETF (NVW) had 180-Day Put-Call Implied Volatility Ratio of 2.6969 for 2025-05-21.
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