Put-Call Implied Volatility Ratio (20-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

The J. M. Smucker Company (SJM) had 20-Day Put-Call Implied Volatility Ratio of 1.0420 for 2024-05-16.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1286
Historical Volatility (Parkinson)	0.1665
Implied Volatility (Calls)	0.2766
Implied Volatility (Puts)	0.2882
Implied Volatility (Mean)	0.2824
Put-Call Implied Volatility Ratio	1.0420
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.6183
Put-Call Ratio (Open Interest)	0.5980
Forward Price	115.98
Call Breakeven Price	124.70
Put Breakeven Price	106.90
Option Breakeven Price	118.04