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 1.0527 for 2026-10-19.

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Figures for 2026-10-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.0766
Historical Volatility (Parkinson)	0.0674
Implied Volatility (Calls)	0.1086
Implied Volatility (Puts)	0.1144
Implied Volatility (Mean)	0.1115
Put-Call Implied Volatility Ratio	1.0527
Implied Volatility Skew	0.0235
Option Statistics
Put-Call Ratio (Volume)	--
Put-Call Ratio (Open Interest)	0.0000