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.

Vanguard International Dividend Appreciation Index Fund ETF Shares (VIGI) had 120-Day Put-Call Implied Volatility Ratio of 1.1655 for 2026-06-04.

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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1642
Historical Volatility (Parkinson)	0.1097
Implied Volatility (Calls)	0.1491
Implied Volatility (Puts)	0.1738
Implied Volatility (Mean)	0.1614
Put-Call Implied Volatility Ratio	1.1655
Implied Volatility Skew	0.0074
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0646