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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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