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 Short-Term Inflation-Protected Securities Index Fund ETF Shares (VTIP) had 120-Day Put-Call Implied Volatility Ratio of 3.0148 for 2026-06-04.

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Figures for 2026-06-04

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0161
Historical Volatility (Parkinson)	0.0116
Implied Volatility (Calls)	0.0312
Implied Volatility (Puts)	0.0941
Implied Volatility (Mean)	0.0627
Put-Call Implied Volatility Ratio	3.0148
Implied Volatility Skew	0.0753
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	2.8185