Put-Call Implied Volatility Ratio (10-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

SPDR S&P 500 ETF (SPY) had 10-Day Put-Call Implied Volatility Ratio of 1.0797 for 2022-07-05.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2022-07-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2582
Historical Volatility (Parkinson)	0.2057
Implied Volatility (Calls)	0.2409
Implied Volatility (Puts)	0.2601
Implied Volatility (Mean)	0.2505
Put-Call Implied Volatility Ratio	1.0797
Implied Volatility Skew	-0.0057
Option Statistics
Put-Call Ratio (Volume)	1.2957
Put-Call Ratio (Open Interest)	1.8409
Forward Price	381.63
Call Breakeven Price	404.53
Put Breakeven Price	351.62
Option Breakeven Price	367.29

Data from Quantcha