Put-Call Implied Volatility Ratio (90-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 90-Day Put-Call Implied Volatility Ratio of 1.0196 for 2026-03-06.
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