Put-Call Implied Volatility Ratio (60-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 60-Day Put-Call Implied Volatility Ratio of 1.0031 for 2020-08-03.

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

Figures for 2020-08-03

Volatility Metrics
Historical Volatility (Close-to-Close)	0.6349
Historical Volatility (Parkinson)	0.4808
Implied Volatility (Calls)	0.5428
Implied Volatility (Puts)	0.5445
Implied Volatility (Mean)	0.5436
Put-Call Implied Volatility Ratio	1.0031
Implied Volatility Skew	0.0336
Option Statistics
Put-Call Ratio (Volume)	0.0905
Put-Call Ratio (Open Interest)	1.5518
Forward Price	16.02
Call Breakeven Price	20.09
Put Breakeven Price	13.31
Option Breakeven Price	16.68

Data from Quantcha