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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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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.