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 Portfolio Intermediate Term Corporate Bond ETF (SPIB) had 90-Day Put-Call Implied Volatility Ratio of 0.3334 for 2026-01-16.

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Figures for 2026-01-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0215
Historical Volatility (Parkinson)	0.0170
Implied Volatility (Calls)	0.1162
Implied Volatility (Puts)	0.0387
Implied Volatility (Mean)	0.0774
Put-Call Implied Volatility Ratio	0.3334
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000