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.

State Street SPDR S&P Oil & Gas Equipment & Services ETF (XES) had 30-Day Put-Call Implied Volatility Ratio of 1.1889 for 2026-07-17.

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Figures for 2026-07-17

Volatility Metrics
Historical Volatility (Close-to-Close)	0.3040
Historical Volatility (Parkinson)	0.2435
Implied Volatility (Calls)	0.3160
Implied Volatility (Puts)	0.3757
Implied Volatility (Mean)	0.3459
Put-Call Implied Volatility Ratio	1.1889
Implied Volatility Skew	-0.0385
Option Statistics
Put-Call Ratio (Volume)	0.5000
Put-Call Ratio (Open Interest)	0.6111