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 Consumer Staples Select Sector SPDR ETF (XLP) had 20-Day Put-Call Implied Volatility Ratio of 0.7551 for 2026-06-05.

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Figures for 2026-06-05

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1668
Historical Volatility (Parkinson)	0.1447
Implied Volatility (Calls)	0.1989
Implied Volatility (Puts)	0.1502
Implied Volatility (Mean)	0.1745
Put-Call Implied Volatility Ratio	0.7551
Implied Volatility Skew	--
Option Statistics
Put-Call Ratio (Volume)	0.5812
Put-Call Ratio (Open Interest)	1.8845