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Where the daily ratio actually sits, twelve months of 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 2026-08-06, from How the Put/Call Ratio Is Calculated.

as of ranking 3×4read in context →
Where the daily ratio actually sits, twelve months of sessions — 3 rows by 4 columns, computed from US exchange, SIP and OPRA data.
categoryp10_ratiomedian_ratiop90_ratio
Broad market ETFs1.251.541.86
Single stocks0.450.580.76
All eight names0.831.021.24
Rows × columns
3 × 4
Computed
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 Where the daily ratio actually sits, twelve months of sessions, derived from the stored result.
ColumnTypeRangeNotes
category text 3 distinct values
p10_ratio number 0.45 to 1.25 ratio or rate
median_ratio number 0.58 to 1.54 ratio or rate
p90_ratio number 0.76 to 1.86 ratio or rate

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.

the exact SQL behind every number 
WITH
    daily AS
    (
        SELECT
            d,
            toFloat64(sumIf(volume, right_letter = 'P' AND sym IN ('SPY', 'QQQ', 'IWM')))
                / toFloat64(sumIf(volume, right_letter = 'C' AND sym IN ('SPY', 'QQQ', 'IWM')))     AS etf_ratio,
            toFloat64(sumIf(volume, right_letter = 'P' AND sym NOT IN ('SPY', 'QQQ', 'IWM')))
                / toFloat64(sumIf(volume, right_letter = 'C' AND sym NOT IN ('SPY', 'QQQ', 'IWM'))) AS stock_ratio,
            toFloat64(sumIf(volume, right_letter = 'P'))
                / toFloat64(sumIf(volume, right_letter = 'C'))                                      AS all_ratio
        FROM
        (
            SELECT
                date                                     AS d,
                underlying_symbol                        AS sym,
                volume,
                substring(ticker, length(ticker) - 8, 1) AS right_letter
            FROM global_markets.options_greeks
            WHERE date >= '2025-08-01'
              AND date <  '2026-08-01'
              AND underlying_symbol IN ('SPY', 'QQQ', 'IWM', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'KO')
              AND volume > 0
        )
        GROUP BY d
        HAVING countIf(right_letter = 'C' AND sym IN ('SPY', 'QQQ', 'IWM')) > 0
           AND countIf(right_letter = 'C' AND sym NOT IN ('SPY', 'QQQ', 'IWM')) > 0
    )
SELECT
    p.2                                  AS category,
    round(quantileExact(0.1)(p.3), 2)    AS p10_ratio,
    round(quantileExact(0.5)(p.3), 2)    AS median_ratio,
    round(quantileExact(0.9)(p.3), 2)    AS p90_ratio
FROM
(
    SELECT arrayJoin([
        tuple(1, 'Broad market ETFs', etf_ratio),
        tuple(2, 'Single stocks',     stock_ratio),
        tuple(3, 'All eight names',   all_ratio)
    ]) AS p
    FROM daily
)
GROUP BY p.1, p.2
ORDER BY p.1

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