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 Consumer Discretionary Select Sector SPDR ETF (XLY) had 30-Day Put-Call Implied Volatility Ratio of 1.0945 for 2026-10-20.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2026-10-20

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1461
Historical Volatility (Parkinson)	0.1192
Implied Volatility (Calls)	0.1715
Implied Volatility (Puts)	0.1877
Implied Volatility (Mean)	0.1796
Put-Call Implied Volatility Ratio	1.0945
Implied Volatility Skew	0.0237
Option Statistics
Put-Call Ratio (Volume)	1.9696
Put-Call Ratio (Open Interest)	0.8537