Put-Call Implied Volatility Ratio (20-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 S&P Kensho Final Frontiers ETF (ROKT) had 20-Day Put-Call Implied Volatility Ratio of 0.7235 for 2026-06-05.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.4507
Implied Volatility (Puts)	0.3261
Implied Volatility (Mean)	0.3884
Put-Call Implied Volatility Ratio	0.7235
Implied Volatility Skew	0.0862
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	0.4023