Put-Call Implied Volatility Ratio (180-Day)

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

Vanguard Intermediate-Term Treasury Index Fund ETF Shares (VGIT) had 180-Day Put-Call Implied Volatility Ratio of 1.1040 for 2026-06-03.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0332
Historical Volatility (Parkinson)	0.0225
Implied Volatility (Calls)	0.0475
Implied Volatility (Puts)	0.0524
Implied Volatility (Mean)	0.0499
Put-Call Implied Volatility Ratio	1.1040
Implied Volatility Skew	0.0287
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.7237