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.

State Street SPDR MSCI Emerging Markets StrategicFactors ETF (QEMM) had 120-Day Put-Call Implied Volatility Ratio of 1.0213 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2562
Historical Volatility (Parkinson)	0.0996
Implied Volatility (Calls)	0.2731
Implied Volatility (Puts)	0.2789
Implied Volatility (Mean)	0.2760
Put-Call Implied Volatility Ratio	1.0213
Implied Volatility Skew	0.0435
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--