Put/call volume ratio by underlying, trailing 60 sessions

Name: Put/call volume ratio by underlying, trailing 60 sessions
Creator: Strasmore
Published: 2026-08-22
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-08-22, from Equity vs Index Put/Call Ratio: What's High?.

as of 2026-08-22 table 12×5read in context →

Put/call volume ratio by underlying, trailing 60 sessions — 12 rows by 5 columns, computed 2026-08-22 from US exchange, SIP and OPRA data.
symbol	bucket	put_call_ratio	call_volume_millions	put_volume_millions
MSFT	single stock	0.42	14.5	6.1
AMZN	single stock	0.46	17.5	8.1
KO	single stock	0.48	1.4	0.7
NVDA	single stock	0.53	54.4	29
AAPL	single stock	0.59	22.6	13.2
JNJ	single stock	0.59	0.7	0.4
TSLA	single stock	0.68	33	22.4
JPM	single stock	0.69	1.3	0.9
DIA	broad-market ETF	1.04	1.1	1.1
QQQ	broad-market ETF	1.18	43.2	51.1
SPY	broad-market ETF	1.34	69.1	92.3
IWM	broad-market ETF	2.87	9.3	26.7

Rows × columns: 12 × 5
Computed: 2026-08-22
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for Put/call volume ratio by underlying, trailing 60 sessions, derived from the stored result.
Column	Type	Range	Notes
`symbol`	text	12 distinct values (AAPL, AMZN, DIA…)
`bucket`	text	2 distinct values (broad-market ETF, single stock)
`put_call_ratio`	number	0.42 to 2.87	ratio or rate
`call_volume_millions`	number	0.7 to 69.1	count
`put_volume_millions`	number	0.4 to 92.3	count

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-08-22, and the query below is what returned them.

the exact SQL behind every number

SELECT
    underlying_symbol                                                    AS symbol,
    if(underlying_symbol IN ('SPY', 'QQQ', 'IWM', 'DIA'),
       'broad-market ETF',
       'single stock')                                                   AS bucket,
    round(sumIf(volume, startsWith(lower(option_type), 'p'))
          / sumIf(volume, startsWith(lower(option_type), 'c')), 2)       AS put_call_ratio,
    round(sumIf(volume, startsWith(lower(option_type), 'c')) / 1e6, 1)   AS call_volume_millions,
    round(sumIf(volume, startsWith(lower(option_type), 'p')) / 1e6, 1)   AS put_volume_millions
FROM global_markets.options_greeks
WHERE date >= (SELECT toDate(max(date))
               FROM global_markets.options_greeks
               WHERE volume > 0) - 60
  AND volume > 0
  AND underlying_symbol IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'TSLA', 'JPM', 'KO', 'JNJ',
                            'SPY', 'QQQ', 'IWM', 'DIA')
GROUP BY symbol
HAVING sumIf(volume, startsWith(lower(option_type), 'c')) > 0
ORDER BY put_call_ratio ASC

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisEquity vs Index Put/Call Ratio: What's High?

Single-stock bucket vs ETF bucket, session by session series 33×6 → The same equity ratio, computed with and without ETF options series 23×4 → The total is a call-volume-weighted blend of the two buckets ranking 11×4 → S&P 500 tracker moves after each fifth of the equity put/call ratio, 2022 to July 2026 table 5×7 → Daily single stock put/call ratio against its 21 session average series 84×4 → Daily put/call volume ratio, SPY against AAPL, July 2026 series 22×4 → See all 2,170 queries →