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 Industrial Select Sector SPDR ETF (XLI) had 30-Day Put-Call Implied Volatility Ratio of 1.2254 for 2026-02-19.

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Figures for 2026-02-19

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1452
Historical Volatility (Parkinson)	0.1429
Implied Volatility (Calls)	0.1792
Implied Volatility (Puts)	0.2196
Implied Volatility (Mean)	0.1994
Put-Call Implied Volatility Ratio	1.2254
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.8035
Put-Call Ratio (Open Interest)	11.1822