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.
ProShares Ultra FTSE China 50 (XPP) had 20-Day Put-Call Implied Volatility Ratio of 1.0532 for 2026-06-03.
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