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.

State Street Industrial Select Sector SPDR ETF (XLI) had 20-Day Put-Call Implied Volatility Ratio of 0.7334 for 2025-12-15.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-12-15

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1405
Historical Volatility (Parkinson)	0.1057
Implied Volatility (Calls)	0.1817
Implied Volatility (Puts)	0.1333
Implied Volatility (Mean)	0.1575
Put-Call Implied Volatility Ratio	0.7334
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	92.4444
Put-Call Ratio (Open Interest)	0.2215