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Equity Put-Call Ratio

by The trader, 3060 days ago
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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 (The sum of all individual equities put options volume for each trading day)
^CALL: Equity call options volume (The sum of all individual equities call options volume for each trading day)
^PC_RATIO: Equity put-call ratio which is a ratio of the trading volume of put options to call options, that is, volume of put options contracts divided by the volume of call option contracts.

The symbols' data starts in October 2003 and are updated on a daily basis. The put/call ratio (PC_RATIO) is used as an investor sentiment gauge, where a high volume of puts compared to the volume of calls result in a high put/call ratio and indicate a bearish sentiment in the market. A high volume of calls compared to puts result in a low put/call ratio and indicate a bullish sentiment in the market. As many other sentiment indicators, the put/call ratio is mostly used as a contrarian tools where a bullish sentiment resulting from the put/call levels is a signal that a downside reversal is likely to happen.

The daily put/call data is very erratic and thus needs to be smoothed using for example a moving average or an exponential moving average. Ten is the most common time period used by traders to smooth the call/put raw data.

NB: Theses symbols use the volume of put and call options of individual equities that are traded only on the Chicago Board Options Exchange.


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Type: Download Script

Object ID: 146


Country:
United States

Market: Stock Market

Style:
Technical Analysis

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