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.

State Street SPDR Portfolio Intermediate Term Corporate Bond ETF (SPIB) had 20-Day Put-Call Implied Volatility Ratio of 1.0951 for 2026-09-04.

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Figures for 2026-09-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0271
Historical Volatility (Parkinson)	0.0208
Implied Volatility (Calls)	0.0410
Implied Volatility (Puts)	0.0449
Implied Volatility (Mean)	0.0430
Put-Call Implied Volatility Ratio	1.0951
Implied Volatility Skew	0.0135
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--