Put-Call Implied Volatility Ratio (180-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 Treasury ETF (SPTI) had 180-Day Put-Call Implied Volatility Ratio of 2.2231 for 2026-04-21.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0322
Historical Volatility (Parkinson)	0.0218
Implied Volatility (Calls)	0.0470
Implied Volatility (Puts)	0.1046
Implied Volatility (Mean)	0.0758
Put-Call Implied Volatility Ratio	2.2231
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--