Put-Call Implied Volatility Ratio (60-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 60-Day Put-Call Implied Volatility Ratio of 0.9879 for 2025-12-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.4682
Historical Volatility (Parkinson)	0.3330
Implied Volatility (Calls)	0.2924
Implied Volatility (Puts)	0.2889
Implied Volatility (Mean)	0.2906
Put-Call Implied Volatility Ratio	0.9879
Implied Volatility Skew	-0.0094
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.7766