Variable | Obs. | Mean | Median | Std. Dev. | Minimum | Maximum |
Put Implied Volatility | 10,366,256 | 0.4489 | 0.3924 | 0.2426 | 0.0018 | 7.0449 |
Call Implied Volatility | 10,366,256 | 0.4472 | 0.3872 | 0.2546 | 0.0015 | 13.9038 |
Average Implied Volatility | 10,366,256 | 0.4480 | 0.3904 | 0.2454 | 0.0028 | 7.0472 |
IV Difference (Put Minus Call) | 10,366,256 | 0.0016 | 0.0050 | 0.0805 | −13.7131 | 0.2000 |
IV Difference Percent (Put/Call-1) | 10,366,256 | 0.0141 | 0.0142 | 0.1392 | −1.9548 | 1.9415 |