Put-Call Implied Volatility Ratio (180-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 180-Day Put-Call Implied Volatility Ratio of 1.2026 for 2026-01-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2687
Historical Volatility (Parkinson)	0.1318
Implied Volatility (Calls)	0.2165
Implied Volatility (Puts)	0.2603
Implied Volatility (Mean)	0.2384
Put-Call Implied Volatility Ratio	1.2026
Implied Volatility Skew	0.0198
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000