Put-Call Implied Volatility Ratio (30-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 Growth ETF (SPYG) had 30-Day Put-Call Implied Volatility Ratio of 0.9024 for 2025-12-04.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1949
Historical Volatility (Parkinson)	0.1817
Implied Volatility (Calls)	0.1738
Implied Volatility (Puts)	0.1569
Implied Volatility (Mean)	0.1654
Put-Call Implied Volatility Ratio	0.9024
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.6240
Put-Call Ratio (Open Interest)	0.5712