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.

Schwab Crypto Thematic Natural Language Processing ETF (STCE) had 180-Day Put-Call Implied Volatility Ratio of 0.7777 for 2026-10-16.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.5728
Historical Volatility (Parkinson)	0.4492
Implied Volatility (Calls)	0.6361
Implied Volatility (Puts)	0.4947
Implied Volatility (Mean)	0.5654
Put-Call Implied Volatility Ratio	0.7777
Implied Volatility Skew	-0.0203
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.5461