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 Nuveen ICE Short Term Municipal Bond ETF (SHM) had 120-Day Put-Call Implied Volatility Ratio of 1.3616 for 2026-06-18.

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Figures for 2026-06-18

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0135
Historical Volatility (Parkinson)	0.0144
Implied Volatility (Calls)	0.1122
Implied Volatility (Puts)	0.1527
Implied Volatility (Mean)	0.1324
Put-Call Implied Volatility Ratio	1.3616
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--