Put-Call Implied Volatility Ratio (20-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 20-Day Put-Call Implied Volatility Ratio of 0.9544 for 2022-05-23.

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

Figures for 2022-05-23

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3541
Historical Volatility (Parkinson)	0.2647
Implied Volatility (Calls)	0.2567
Implied Volatility (Puts)	0.2450
Implied Volatility (Mean)	0.2508
Put-Call Implied Volatility Ratio	0.9544
Implied Volatility Skew	0.0861
Option Statistics
Put-Call Ratio (Volume)	1.3524
Put-Call Ratio (Open Interest)	0.9701
Forward Price	397.57
Call Breakeven Price	417.67
Put Breakeven Price	359.00
Option Breakeven Price	388.95

Data from Quantcha