Put-Call Implied Volatility Ratio (30-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 Portfolio Developed World ex-US ETF (SPDW) had 30-Day Put-Call Implied Volatility Ratio of 1.1777 for 2026-03-06.

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Figures for 2026-03-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2105
Historical Volatility (Parkinson)	0.1259
Implied Volatility (Calls)	0.2447
Implied Volatility (Puts)	0.2882
Implied Volatility (Mean)	0.2664
Put-Call Implied Volatility Ratio	1.1777
Implied Volatility Skew	-0.0328
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.9524