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.

Standex International Corporation (SXI) had 180-Day Put-Call Implied Volatility Ratio of 1.0704 for 2022-05-27.

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

Figures for 2022-05-27

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2564
Historical Volatility (Parkinson)	0.2413
Implied Volatility (Calls)	0.3451
Implied Volatility (Puts)	0.3694
Implied Volatility (Mean)	0.3572
Put-Call Implied Volatility Ratio	1.0704
Implied Volatility Skew	0.0421
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	1.0000
Forward Price	98.20
Call Breakeven Price	121.50
Put Breakeven Price	67.29
Option Breakeven Price	94.40

Data from Quantcha