Put/call volume ratio by underlying: January 1 to July 31, 2026

Name: Put/call volume ratio by underlying: January 1 to July 31, 2026
Creator: Strasmore
Published: 2026-08-03
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 2026-08-03, from Is a High Put/Call Ratio Bullish?.

as of 2026-08-03 ranking 13×4read in context →

Put/call volume ratio by underlying: January 1 to July 31, 2026 — 13 rows by 4 columns, computed 2026-08-03 from US exchange, SIP and OPRA data.
symbol	put_call_ratio	above_one_pct	observations
IWM	2.73	98.6	144
SPY	1.44	97.9	144
QQQ	1.31	97.2	144
TSLA	0.69	2.1	144
JPM	0.63	22.2	144
META	0.59	3.5	144
AAPL	0.55	2.8	144
NVDA	0.55	0.7	144
MSFT	0.55	16	144
GOOGL	0.53	2.8	144
AMZN	0.5	3.5	144
KO	0.49	7.6	144
XOM	0.38	2.8	144

Rows × columns: 13 × 4
Computed: 2026-08-03
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: January 1 to July 31, 2026, derived from the stored result.
Column	Type	Range	Notes
`symbol`	text	13 distinct values (AAPL, AMZN, GOOGL…)
`put_call_ratio`	number	0.38 to 2.73	ratio or rate
`above_one_pct`	number	0.7 to 98.6	percent
`observations`	number	every row is 144

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 2026-08-03, and the query below is what returned them.

the exact SQL behind every number

WITH symbol_days AS (
    SELECT underlying_symbol AS symbol,
           date AS day,
           sumIf(volume, upper(substring(ticker, length(ticker) - 8, 1)) = 'P') AS put_volume,
           sumIf(volume, upper(substring(ticker, length(ticker) - 8, 1)) = 'C') AS call_volume
    FROM global_markets.options_greeks
    WHERE date >= toDate('2026-01-01')
      AND date <= toDate('2026-07-31')
      AND volume > 0
      AND underlying_symbol IN ('SPY', 'QQQ', 'IWM', 'AAPL', 'MSFT', 'NVDA', 'AMZN',
                                'META', 'TSLA', 'GOOGL', 'JPM', 'KO', 'XOM')
    GROUP BY symbol, day
    HAVING call_volume > 0
)
SELECT symbol,
       round(toFloat64(sum(put_volume)) / toFloat64(sum(call_volume)), 2) AS put_call_ratio,
       round(100 * countIf(put_volume > call_volume) / count(), 1) AS above_one_pct,
       count() AS observations
FROM symbol_days
GROUP BY symbol
ORDER BY put_call_ratio DESC

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