Put-Call Implied Volatility Ratio (90-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 90-Day Put-Call Implied Volatility Ratio of 2.7355 for 2026-07-20.

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Figures for 2026-07-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0178
Historical Volatility (Parkinson)	0.0128
Implied Volatility (Calls)	0.0343
Implied Volatility (Puts)	0.0938
Implied Volatility (Mean)	0.0641
Put-Call Implied Volatility Ratio	2.7355
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	1.8394