Put-Call Implied Volatility Ratio (90-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 Bloomberg Short Term High Yield Bond ETF (SJNK) had 90-Day Put-Call Implied Volatility Ratio of 1.2946 for 2026-06-03.

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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0449
Historical Volatility (Parkinson)	0.0333
Implied Volatility (Calls)	0.1010
Implied Volatility (Puts)	0.1307
Implied Volatility (Mean)	0.1159
Put-Call Implied Volatility Ratio	1.2946
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.5714