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 0.9140 for 2023-06-02.

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

Figures for 2023-06-02

Volatility Metrics
Historical Volatility (Close-to-Close)	0.2841
Historical Volatility (Parkinson)	0.2196
Implied Volatility (Calls)	0.2367
Implied Volatility (Puts)	0.2163
Implied Volatility (Mean)	0.2265
Put-Call Implied Volatility Ratio	0.9140
Implied Volatility Skew	0.0324
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	2.0000
Forward Price	144.76
Call Breakeven Price	144.45
Put Breakeven Price	137.72
Option Breakeven Price	139.97