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.

iShares iBoxx $ Investment Grade Corporate Bond ETF (LQD) had 20-Day Put-Call Implied Volatility Ratio of 0.6177 for 2025-04-28.

Over 300 data fields encompassing historical volatility, implied volatility, and put-call ratios for multiple time frames
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Figures for 2025-04-28

Volatility Metrics
Historical Volatility (Close-to-Close)	0.1358
Historical Volatility (Parkinson)	0.1168
Implied Volatility (Calls)	0.2327
Implied Volatility (Puts)	0.1437
Implied Volatility (Mean)	0.1882
Put-Call Implied Volatility Ratio	0.6177
Implied Volatility Skew	-0.0126
Option Statistics
Put-Call Ratio (Volume)	0.3401
Put-Call Ratio (Open Interest)	5.7440