Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Invesco Dorsey Wright Consumer Staples Momentum ETF (PSL) had 120-Day Put-Call Implied Volatility Ratio of 1.0265 for 2026-04-21.

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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1309
Historical Volatility (Parkinson)	0.0730
Implied Volatility (Calls)	0.1645
Implied Volatility (Puts)	0.1689
Implied Volatility (Mean)	0.1667
Put-Call Implied Volatility Ratio	1.0265
Implied Volatility Skew	0.0366
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--