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 1.0019 for 2021-10-25.

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

Figures for 2021-10-25

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0923
Historical Volatility (Parkinson)	0.0861
Implied Volatility (Calls)	0.1077
Implied Volatility (Puts)	0.1079
Implied Volatility (Mean)	0.1078
Put-Call Implied Volatility Ratio	1.0019
Implied Volatility Skew	0.0764
Option Statistics
Put-Call Ratio (Volume)	1.0971
Put-Call Ratio (Open Interest)	2.3136
Forward Price	455.40
Call Breakeven Price	462.95
Put Breakeven Price	416.50
Option Breakeven Price	430.38

Data from Quantcha