Put-Call Implied Volatility Ratio (30-Day)

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

Vanguard High Dividend Yield Index Fund ETF Shares (VYM) had 30-Day Put-Call Implied Volatility Ratio of 0.8062 for 2026-06-05.

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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1066
Historical Volatility (Parkinson)	0.0764
Implied Volatility (Calls)	0.1526
Implied Volatility (Puts)	0.1230
Implied Volatility (Mean)	0.1378
Put-Call Implied Volatility Ratio	0.8062
Implied Volatility Skew	0.1613
Option Statistics
Put-Call Ratio (Volume)	0.5620
Put-Call Ratio (Open Interest)	0.1409