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.

Invesco Optimum Yield Diversified Commodity Stratgy No K-1 ETF (PDBC) had 180-Day Put-Call Implied Volatility Ratio of 1.2750 for 2026-02-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-02-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1632
Historical Volatility (Parkinson)	0.0988
Implied Volatility (Calls)	0.1833
Implied Volatility (Puts)	0.2337
Implied Volatility (Mean)	0.2085
Put-Call Implied Volatility Ratio	1.2750
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0063