Put-Call Implied Volatility Ratio (10-Day)

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

Science Applications International Corporation (SAIC) had 10-Day Put-Call Implied Volatility Ratio of 1.1771 for 2025-05-28.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3730
Historical Volatility (Parkinson)	0.2605
Implied Volatility (Calls)	0.4678
Implied Volatility (Puts)	0.5507
Implied Volatility (Mean)	0.5093
Put-Call Implied Volatility Ratio	1.1771
Implied Volatility Skew	0.0985
Option Statistics
Put-Call Ratio (Volume)	2.1176
Put-Call Ratio (Open Interest)	1.5741