How to create trading rules based on Put and Call volume data
Updated on 2011-11-24 06:09:23
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First, you must download put and call volume data for each U.S. stock. This data can be retrieved using the following downloader: Individual Stocks Put and Call Volume.
After the data is downloaded, select "Analysis" then "Screener".
To calculate the Put/Call ratio, type the following formula:
ratio1 = GetData("putcall_volume", "put_total", LastData) / GetData("putcall_volume", "call_total", LastData);
Here is a screen example:
ratio1 = GetData("putcall_volume", "put_total", LastData) / GetData("putcall_volume", "call_total", LastData);
filter = ratio1 > 2;
The above screen shows stocks whose Put/Call ratio is higher than 2.
Here is how to plot this ratio on a chart:
How to plot put/call ratio of individual stocks
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