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Call/Put Options Ratio
A leading sentiment indicator is the call-put ratio. It
is calculated by dividing the volume of call options by the volume of put
options.
A call-put ratio of 1 indicates that a neutral view is currently
prevalent in the market. A call-put ratio greater than 1 indicates a
bullish market sentiment. The higher the ratio, the greater the degree of
bullishness. A call-put ratio less than 1 indicates a bearish sentiment.
While the call-put ratio is a good indicator for the current investor
sentiment, a look at how it trends over time is even more reliable. Even
though call�put ratios may stay at levels greater than 1 for a
(considerable) period of time, this may not really indicate bullishness
if the indicator is falling over that time. Conversely, call-put ratios
at levels below 1 need not necessarily indicate bearishness, as long as
the ratio is rising. In other words, call/put ratios are a market
sentiment indicator, not a trend confirmation indicator.
The number of the custom indicators based on call/put
ratio are used to track market sentiment:
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Call/Put Ratio Open Interest
This indicator is calculated by dividing the open interest of all
call options by the open interest of all put options. Big call
volume appears at market tops and big put volume at bottoms.
-
Call/Put Ratio
This indicator is calculated by dividing the of call options by the
volume of put options. Big call volume appears at market tops
indicating extremely bullish market and big put volume at bottoms
indicating extremely bearish market.
- Index
Options Call/Put Ratio Open Interest S&P 100 (OEX)
This indicator is calculated by dividing the open interest volume of
S&P 100 call options by the volume of S&P 100 put options. Big call
volume appears at market tops revealing great degree of bullishness
and big put volume at bottoms revealing great degree of bearishness.
- Index
Options Call/Put Ratio S&P 100 (OEX)
This indicator is calculated by dividing the volume of S&P 100 call
options by the volume of S&P 100 put options. Big call volume
appears at market tops (ratio bigger then 1) and big put volume at
bottoms (ration less then 1).
- Index
Options Call/Put Ratio S&P 500
This indicator is calculated by dividing the volume of S&P 500 call
options by the volume of S&P 500 put options. Greater then 1 ration
(big call volume) indicate bullish sentiment and less then 1 value
(bug put volume) indicate bearish sentiment.
- Index
Options Call/Put Ratio Open Interest S&P 500
This indicator is calculated by dividing the open interest volume of
S&P 500 call options by the volume of S&P 500 put options. Big call
volume (high ratio values) appears at market tops and big put volume
(low ratio values) at bottoms.
- Index
Options Call/Put Ratio Open Interest SPY
This indicator is calculated by dividing the open interest volume of
SPY call options by the volume of SPY put options. Big call volume
(high ratio values) appears at market tops indicating
extremely bullish market and big put volume (low ratio values) at
bottoms indicating extremely bearish market.
- Index
Options Call/Put Ratio SPY
This indicator is calculated by dividing the volume of SPY call
options by the volume of SPY put options. Greater then 1 ration (big
call volume) indicate bullish sentiment and less then 1 value (bug
put volume) indicate bearish sentiment.
- Index
Options Call/Put Ratio Open Interest QQQQ
This indicator is calculated by dividing the open interest volume of
QQQQ call options by the volume of QQQQ put options. Big call volume
appears at market tops revealing great degree of bullishness and big
put volume at bottoms revealing great degree of bearishness.
- Index
Options Call/Put Ratio QQQQ
This indicator is calculated by dividing the volume of QQQQ call
options by the volume of QQQQ put options. Greater then 1 ration
(big call volume) indicate bullish sentiment and less then 1 value
(bug put volume) indicate bearish sentiment.
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