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 Emerging Markets Government Bond Index Fund ETF Shares (VWOB) had 180-Day Put-Call Implied Volatility Ratio of 0.8435 for 2026-06-05.

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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0598
Historical Volatility (Parkinson)	0.0383
Implied Volatility (Calls)	0.1499
Implied Volatility (Puts)	0.1265
Implied Volatility (Mean)	0.1382
Put-Call Implied Volatility Ratio	0.8435
Implied Volatility Skew	0.0402
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	12.2000