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 1.1742 for 2026-03-06.

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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.2517
Implied Volatility (Puts)	0.2955
Implied Volatility (Mean)	0.2736
Put-Call Implied Volatility Ratio	1.1742
Implied Volatility Skew	0.0230
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--