Put/call volume ratio by session, trailing three weeks
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 2026-10-05, from SPCX: SpaceX Stock Price Decline From Peak.
| session_date | session_label | pc_ratio | call_vol | put_vol |
|---|---|---|---|---|
| 2026-09-14 | Sep 14 | 0.55 | 436852 | 241781 |
| 2026-09-15 | Sep 15 | 0.71 | 532335 | 378266 |
| 2026-09-16 | Sep 16 | 0.68 | 711485 | 484512 |
| 2026-09-17 | Sep 17 | 1.12 | 672551 | 750533 |
| 2026-09-18 | Sep 18 | 0.57 | 1027174 | 581079 |
| 2026-09-21 | Sep 21 | 0.65 | 493806 | 322763 |
| 2026-09-22 | Sep 22 | 0.92 | 323961 | 298206 |
| 2026-09-23 | Sep 23 | 0.85 | 349025 | 296794 |
| 2026-09-24 | Sep 24 | 0.78 | 410115 | 320922 |
| 2026-09-25 | Sep 25 | 0.66 | 472003 | 312292 |
| 2026-09-28 | Sep 28 | 0.64 | 367289 | 235809 |
| 2026-09-29 | Sep 29 | 0.52 | 475801 | 247958 |
| 2026-09-30 | Sep 30 | 0.62 | 438347 | 270427 |
| 2026-10-01 | Oct 1 | 0.66 | 455750 | 300312 |
| 2026-10-02 | Oct 2 | 0.81 | 938299 | 762034 |
- Rows × columns
- 15 × 5
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2026-09-14 to 2026-10-02 | |
session_label |
text | 15 distinct values (Oct 1, Oct 2, Sep 14…) | |
pc_ratio |
number | 0.52 to 1.12 | ratio or rate |
call_vol |
number | 323,961 to 1,027,174 | |
put_vol |
number | 235,809 to 762,034 |
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
toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session_date,
formatDateTime(toDate(toTimeZone(sip_timestamp, 'America/New_York')), '%b %e') AS session_label,
round(sumIf(size, substring(ticker, 13, 1) = 'P') / sumIf(size, substring(ticker, 13, 1) = 'C'), 2) AS pc_ratio,
sumIf(size, substring(ticker, 13, 1) = 'C') AS call_vol,
sumIf(size, substring(ticker, 13, 1) = 'P') AS put_vol
FROM global_markets.options_trades
WHERE ticker LIKE 'O:SPCX%'
AND length(ticker) = 21
AND sip_timestamp >= now() - INTERVAL 21 DAY AND sip_timestamp < now()
GROUP BY session_date, session_label
HAVING sumIf(size, substring(ticker, 13, 1) = 'C') > 0
ORDER BY session_date
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