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Put Call Ratio

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The Put-Call ratio is the ratio of the volume traded of put options to the volume traded of call options.

The Put-Call ratio is a trading indicator derived from the options market and used by traders as a market sentiment tool. It is used to gauge the general market sentiment as well as the sentiment of individual securities.

As an example, a stock trader can use the Put-Call ratio of a given stock, which the volume of put options traded for that particular stock divided by the volume of call options, to gauge whether investors view of that stock is bullish or bearish.


Objects: Put Call Ratio
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Ratio of S&P 500 Index to Equity Put-Call Volume
by The trader, uploaded several months ago

This trading indicator returns the ratio of S&P 500 index to equity put-call volume. It gets the S&P 500 index (Symbol: ^GSPC using the following downloader 463) and divide it by the put/call ratio, which can be downloaded from 146.
The Equity put-call ratio is a sentiment indicator that measures the...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 3 downloads Notes Report an item
Put/Call Ratio for Individual Stocks
by QuantShare, uploaded several months ago

...put call ratio indicator (PutCallRatio) divides the total put transactions volume by the total call transactions volume. It is a parameterless function.
The options call volume is obtained from the "call_total" field of the "putcall_volume" database while the options put volume is obtained from the "put_total" field of the same database....
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 17 downloads Notes Report an item
NAAIM Survey of Manager Sentiment
by Caleb, uploaded several months ago

As you can see from the trading object title, this item gets historical data of the NAIIM survey of manager sentiment. The survey is conducted every week and it consists of getting the overall equity exposure on a specific day (Wednesdays) of active money managers. The survey results are averaged...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 9 downloads Notes Report an item
Put-Call Ratio Index using Market Makers Trades
by Patrick Fonce, uploaded several months ago

Put and Call volume data from options transactions are classified into three categories. This classification is based on the participant and it contains the following categories: Consumer, Firm and Market Maker.

Traditional Put/Call ratio calculation uses the volume of puts and calls from all these categories, while certain ratios uses only...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 8 downloads Notes Report an item
ISEE Index - ISE Sentiment Index
by The trader, uploaded several months ago

The International Securities Exchange (ISE), which is an fully electronic options market based in the United States, releases a put/call ratio (ISEE Index) that uses a different calculation methodology (to be more precise, it doesn't use all the call and put volume) than the put/call ratios calculated by many other...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 15 downloads Notes Report an item
Individual Stocks Put and Call Volume
by Patrick Fonce, uploaded several months ago

The OCC, which stands for Options Clearing Corporation, is the world largest equity derivatives clearing organization. The OCC was founded in 1973 and it is under the jurisdiction of the CFTC, Commodity Futures Trading Commission and the SEC, Securities and Exchange Commission.
One of the OCC role is to clear transactions...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 32 downloads Notes Report an item
EOX Put-Call Ratio (PCR)
by bug man, uploaded several months ago

The OEX Put-Call ratio or PCR is based on the S&P 100 Index, it is a measure of the number of puts versus the number of calls traded on the S&P 100 (Total put volume divided by total call volume). It is considered as a more reliable indicator than...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 16 downloads Notes Report an item
Equity Put-Call Ratio
by The trader, uploaded several months ago

This item downloads equity put and call data from the CBOE website. Three symbols are created and filled with historical data. These symbols are automatically added to your symbols list. Once symbols are created, you may want to fill their full names with the following information:
^PUT: Equity put options volume...
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Rate an item Rate an item Rate an item Rate an item Rate an item Write a review no reviews Number of downloads 22 downloads Notes Report an item
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