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.

Standex International Corporation (SXI) had 20-Day Put-Call Implied Volatility Ratio of 1.0141 for 2024-04-22.

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

Figures for 2024-04-22

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2315
Historical Volatility (Parkinson)	0.1927
Implied Volatility (Calls)	0.3583
Implied Volatility (Puts)	0.3633
Implied Volatility (Mean)	0.3608
Put-Call Implied Volatility Ratio	1.0141
Implied Volatility Skew	0.0448
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.3136
Forward Price	169.61
Call Breakeven Price	183.55
Put Breakeven Price	154.85
Option Breakeven Price	176.70