Put/Call Ratios for Options API
Jun 25, 2021
We continue to improve our APIs and today we have published Put/Call Ratios for our Stock Options Data API. Put/Call ratios for options data is very important for trading analysis and can be used to estimate changes in market sentiment within specific time-frames.
There are two aggregates and two ratios for each expiration date we calculate:
- Volume Ratio. The total put volume divided by the total call volume for the particular expiration date.
- Open Interest Ratio. The total put open interest divided by the total call open interest for the expiration date.
The example of JSON data with ratios you can find below, to get more information about our Stock Options Data, please check the documentation.
Thank you and we are always open for any suggestions.