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.

State Street SPDR FTSE International Government Inflation-Protected Bond ETF (WIP) had 90-Day Put-Call Implied Volatility Ratio of 0.8700 for 2026-06-05.

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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	--
Historical Volatility (Parkinson)	--
Implied Volatility (Calls)	0.1571
Implied Volatility (Puts)	0.1367
Implied Volatility (Mean)	0.1469
Put-Call Implied Volatility Ratio	0.8700
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.1111