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 S&P Kensho Intelligent Structures ETF (SIMS) had 120-Day Put-Call Implied Volatility Ratio of 1.0333 for 2026-03-05.

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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2600
Historical Volatility (Parkinson)	0.1247
Implied Volatility (Calls)	0.2688
Implied Volatility (Puts)	0.2777
Implied Volatility (Mean)	0.2732
Put-Call Implied Volatility Ratio	1.0333
Implied Volatility Skew	0.0869
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000