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.

The ODP Corporation (ODP) had 30-Day Put-Call Implied Volatility Ratio of 1.1264 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6907
Historical Volatility (Parkinson)	0.4040
Implied Volatility (Calls)	0.5248
Implied Volatility (Puts)	0.5911
Implied Volatility (Mean)	0.5580
Put-Call Implied Volatility Ratio	1.1264
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	3.0381
Put-Call Ratio (Open Interest)	0.3289
Forward Price	41.01
Call Breakeven Price	59.41
Put Breakeven Price	39.25
Option Breakeven Price	54.64