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.
| category | p10_ratio | median_ratio | p90_ratio |
|---|---|---|---|
| Broad market ETFs | 1.25 | 1.54 | 1.86 |
| Single stocks | 0.45 | 0.58 | 0.76 |
| All eight names | 0.83 | 1.02 | 1.24 |
- Rows × columns
- 3 × 4
- 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 |
|---|---|---|---|
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.
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.
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