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 1.0340 for 2026-07-06.

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Figures for 2026-07-06

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1985
Historical Volatility (Parkinson)	0.1484
Implied Volatility (Calls)	0.2068
Implied Volatility (Puts)	0.2139
Implied Volatility (Mean)	0.2104
Put-Call Implied Volatility Ratio	1.0340
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.1621
Put-Call Ratio (Open Interest)	0.4532