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.

T. Rowe Price Capital Appreciation Premium Income ETF (TCAL) had 20-Day Put-Call Implied Volatility Ratio of 0.9512 for 2026-04-21.

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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1002
Historical Volatility (Parkinson)	0.0779
Implied Volatility (Calls)	0.5196
Implied Volatility (Puts)	0.4943
Implied Volatility (Mean)	0.5070
Put-Call Implied Volatility Ratio	0.9512
Implied Volatility Skew	0.0989
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	--