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.

SPDR S&P 500 ETF (SPY) had 180-Day Put-Call Implied Volatility Ratio of 1.1732 for 2022-11-29.

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

Figures for 2022-11-29

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2485
Historical Volatility (Parkinson)	0.1834
Implied Volatility (Calls)	0.2131
Implied Volatility (Puts)	0.2500
Implied Volatility (Mean)	0.2316
Put-Call Implied Volatility Ratio	1.1732
Implied Volatility Skew	0.0453
Option Statistics
Put-Call Ratio (Volume)	0.7232
Put-Call Ratio (Open Interest)	2.0917
Forward Price	400.67
Call Breakeven Price	458.97
Put Breakeven Price	313.84
Option Breakeven Price	366.60

Data from Quantcha