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