Put-Call Implied Volatility Ratio (120-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 Intermediate Term Corporate Bond ETF (SPIB) had 120-Day Put-Call Implied Volatility Ratio of 0.5469 for 2026-06-05.

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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0346
Historical Volatility (Parkinson)	0.0298
Implied Volatility (Calls)	0.1867
Implied Volatility (Puts)	0.1021
Implied Volatility (Mean)	0.1444
Put-Call Implied Volatility Ratio	0.5469
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.1181