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 Technology Select Sector SPDR ETF (XLK) had 20-Day Put-Call Implied Volatility Ratio of 0.8143 for 2026-04-21.

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Figures for 2026-04-21

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1398
Historical Volatility (Parkinson)	0.1735
Implied Volatility (Calls)	0.3021
Implied Volatility (Puts)	0.2460
Implied Volatility (Mean)	0.2741
Put-Call Implied Volatility Ratio	0.8143
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	1.3893
Put-Call Ratio (Open Interest)	1.3805