Put-Call Implied Volatility Ratio (150-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 150-Day Put-Call Implied Volatility Ratio of 1.4128 for 2026-06-03.

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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0311
Historical Volatility (Parkinson)	0.0274
Implied Volatility (Calls)	0.1056
Implied Volatility (Puts)	0.1493
Implied Volatility (Mean)	0.1275
Put-Call Implied Volatility Ratio	1.4128
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1951