Put/call volume ratio by underlying, trailing 60 sessions
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 2026-10-04, from Equity vs Index Put/Call Ratio: What's High?.
| symbol | bucket | put_call_ratio | call_volume_millions | put_volume_millions |
|---|---|---|---|---|
| KO | single stock | 0.4 | 1.3 | 0.5 |
| AMZN | single stock | 0.46 | 17.3 | 7.9 |
| AAPL | single stock | 0.49 | 25.5 | 12.4 |
| MSFT | single stock | 0.5 | 10.4 | 5.2 |
| NVDA | single stock | 0.55 | 57.1 | 31.6 |
| TSLA | single stock | 0.63 | 35.1 | 22.2 |
| JNJ | single stock | 0.68 | 0.5 | 0.4 |
| JPM | single stock | 0.74 | 1.1 | 0.8 |
| DIA | broad-market ETF | 0.98 | 1.1 | 1.1 |
| QQQ | broad-market ETF | 1.27 | 44.2 | 56.1 |
| SPY | broad-market ETF | 1.29 | 66.6 | 85.8 |
| IWM | broad-market ETF | 2.23 | 12.3 | 27.4 |
- Rows × columns
- 12 × 5
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| 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 | 0.4 to 2.23 | ratio or rate |
call_volume_millions |
number | 0.5 to 66.6 | count |
put_volume_millions |
number | 0.4 to 85.8 | 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 , and the query below is what returned them.
Run it yourself
This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.
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
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