Put-Call Implied Volatility Ratio (20-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 High Dividend Yield Index Fund ETF Shares (VYMI) had 20-Day Put-Call Implied Volatility Ratio of 1.0372 for 2026-06-03.

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Figures for 2026-06-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1280
Historical Volatility (Parkinson)	0.0753
Implied Volatility (Calls)	0.1882
Implied Volatility (Puts)	0.1952
Implied Volatility (Mean)	0.1917
Put-Call Implied Volatility Ratio	1.0372
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.0000
Put-Call Ratio (Open Interest)	0.9172