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 S&P 1500 Composite Stock Market ETF (SPTM) had 180-Day Put-Call Implied Volatility Ratio of 1.0188 for 2026-03-05.

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Figures for 2026-03-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1162
Historical Volatility (Parkinson)	0.1037
Implied Volatility (Calls)	0.1880
Implied Volatility (Puts)	0.1916
Implied Volatility (Mean)	0.1898
Put-Call Implied Volatility Ratio	1.0188
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0813