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.

Xerox Corporation (XRX) had 30-Day Put-Call Implied Volatility Ratio of 0.9995 for 2020-07-01.

10-Day 20-Day 30-Day 60-Day
90-Day 120-Day 150-Day 180-Day

Figures for 2020-07-01

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6926
Historical Volatility (Parkinson)	0.4437
Implied Volatility (Calls)	0.6129
Implied Volatility (Puts)	0.6126
Implied Volatility (Mean)	0.6128
Put-Call Implied Volatility Ratio	0.9995
Implied Volatility Skew	0.0353
Option Statistics
Put-Call Ratio (Volume)	0.4537
Put-Call Ratio (Open Interest)	0.4618
Forward Price	15.34
Call Breakeven Price	17.58
Put Breakeven Price	13.86
Option Breakeven Price	15.88

Data from Quantcha