Web13 Apr 2024 · Zoom: Put-Call Ratio (Volume): The ratio of puts traded to calls traded, for options with the relevant expiration date. SPDR S&P 500 ETF (SPY) had 30-Day Put-Call Ratio (Volume) of 1.5050 for 2024-04-10 . 10-Day 20-Day 30-Day 60-Day. 90-Day 120-Day … Put-Call Ratio (Volume): The ratio of puts traded to calls traded, for options with … Implied Volatility (Mean): The forecasted future volatility of the security over the … Put-Call Ratio (Open Interest): The ratio of outstanding put contracts to outstanding … Implied Volatility (Calls): The forecasted future volatility of the security over the … Historical Volatility (Close-to-Close): The past volatility of the security over the … Historical Volatility (Parkinson): The past volatility of the security over the selected … Forward Price: The price at which a synthetic long stock position (i.e., buying … Interested in downloading data? Check out our new product, EODmetrics!Query over … Web27 Feb 2013 · ISE data derives from the ISE Sentiment Index, which is a call-put ratio. We transform this index into a put-call ratio comparable to the CBOE data. The following chart summarizes correlations between the alternative put-call ratios and future returns for SPY over intervals of 5, 10, 21 and 63 trading days using all available data.
Put/Call Ratio for SPY - SPDR TRUST SR 1 ETF - Optionistics
Web6 Apr 2024 · Basic Info. CBOE Equity Put/Call Ratio is at a current level of 0.63, N/A from the previous market day and up from 0.57 one year ago. This is a change of N/A from the previous market day and 10.53% from one year ago. Report. WebPCR = Total put open interest/ Total call open interest. = 1300/1700. = 0.7647. Since the outcome is less than 1, it indicates that investors are buying more call options when compared to put options. It further symbolizes that investors are forecasting a … cable television providers
Put/Call Ratio for SPY - SPDR TRUST SR 1 ETF - Optionistics
Web19 Jun 2024 · The Strategy uses the Put/Call Options Ratio Inversaion as a Signal and Implements simple Money Management rules. It is adjusted for the NDX and for the SPX in the 30min Range. The Oscilation has to be finetuned to reflect the correct Reversal point. A good indicator of the correct Reversal Point is a solid range of good backtesting results.. 94. Web14 Apr 2024 · The ratio is almost always above one, meaning there are more puts bought to open than calls. This is because buying SPY puts is a popular way to hedge stock portfolios. The ratio has been... Web16 May 2024 · Especially now that they are losing/have lost the tax rebate thingie clustered opposite