Put-Call Implied Volatility Ratio (120-Day)

Put-Call Implied Volatility Ratio: The ratio of implied volatilities of the at-the-money puts to the at-the-money calls.

Sysco Corporation (SYY) had 120-Day Put-Call Implied Volatility Ratio of 1.2759 for 2024-05-16.

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

Figures for 2024-05-16

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1963
Historical Volatility (Parkinson)	0.1604
Implied Volatility (Calls)	0.1574
Implied Volatility (Puts)	0.2008
Implied Volatility (Mean)	0.1791
Put-Call Implied Volatility Ratio	1.2759
Implied Volatility Skew	0.0301
Option Statistics
Put-Call Ratio (Volume)	0.6664
Put-Call Ratio (Open Interest)	1.1708
Forward Price	76.87
Call Breakeven Price	85.40
Put Breakeven Price	69.63
Option Breakeven Price	76.94