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 1.2286 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)	0.2911
Historical Volatility (Parkinson)	0.2547
Implied Volatility (Calls)	0.2415
Implied Volatility (Puts)	0.2967
Implied Volatility (Mean)	0.2691
Put-Call Implied Volatility Ratio	1.2286
Implied Volatility Skew	0.1697
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000
Forward Price	98.90
Call Breakeven Price	107.50
Put Breakeven Price	77.55
Option Breakeven Price	77.55

Data from Quantcha