Put-Call Implied Volatility Ratio (30-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 30-Day Put-Call Implied Volatility Ratio of 0.9751 for 2025-05-27.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2460
Historical Volatility (Parkinson)	0.2556
Implied Volatility (Calls)	0.4817
Implied Volatility (Puts)	0.4696
Implied Volatility (Mean)	0.4757
Put-Call Implied Volatility Ratio	0.9751
Implied Volatility Skew	0.0482
Option Statistics
Put-Call Ratio (Volume)	0.0476
Put-Call Ratio (Open Interest)	1.4755