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 Innovation-100 0DTE Covered Call Strategy ETF (QDTE) had 180-Day Put-Call Implied Volatility Ratio of 3.1018 for 2026-01-07.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-07

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1922
Historical Volatility (Parkinson)	0.1120
Implied Volatility (Calls)	0.1910
Implied Volatility (Puts)	0.5925
Implied Volatility (Mean)	0.3918
Put-Call Implied Volatility Ratio	3.1018
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	2.0000
Put-Call Ratio (Open Interest)	9.7941