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.

State Street SPDR Portfolio S&P 500 High Dividend ETF (SPYD) had 10-Day Put-Call Implied Volatility Ratio of 1.0832 for 2026-01-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-01-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1230
Historical Volatility (Parkinson)	0.0930
Implied Volatility (Calls)	0.1130
Implied Volatility (Puts)	0.1224
Implied Volatility (Mean)	0.1177
Put-Call Implied Volatility Ratio	1.0832
Implied Volatility Skew	0.0273
Option Statistics
Put-Call Ratio (Volume)	1.0556
Put-Call Ratio (Open Interest)	0.0528