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Put-call ratio by days to expiration: every listed US option, June 2026

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 2026-08-11, from What Is the Put-Call Ratio? A Data Guide.

as of ranking 5×4read in context →
Put-call ratio by days to expiration: every listed US option, June 2026 — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
expiry_bucketput_call_ratiocontracts_mmpct_of_volume
0DTE (expires today)0.957506.334.3
1-7 days0.75640627.5
8-30 days0.717261.217.7
31-90 days0.634164.311.1
91+ days0.5641409.5
Rows × columns
5 × 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 Put-call ratio by days to expiration: every listed US option, June 2026, derived from the stored result.
ColumnTypeRangeNotes
expiry_bucket text 5 distinct values
put_call_ratio number 0.564 to 0.957 ratio or rate
contracts_mm number 140 to 506.3 count
pct_of_volume number 9.5 to 34.3 percent

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 toDate(toTimeZone(window_start, 'America/New_York')) AS trade_day,
     toDate(concat('20', substring(ticker, length(ticker) - 14, 2), '-',
                   substring(ticker, length(ticker) - 12, 2), '-',
                   substring(ticker, length(ticker) - 10, 2))) AS expiry,
     dateDiff('day', trade_day, expiry) AS dte
SELECT multiIf(dte <= 0, '0DTE (expires today)', dte <= 7, '1-7 days', dte <= 30, '8-30 days',
               dte <= 90, '31-90 days', '91+ days') AS expiry_bucket,
       round(sumIf(toFloat64(volume), substring(ticker, length(ticker) - 8, 1) = 'P')
             / sumIf(toFloat64(volume), substring(ticker, length(ticker) - 8, 1) = 'C'), 3) AS put_call_ratio,
       round(sum(toFloat64(volume)) / 1e6, 1) AS contracts_mm,
       round(100 * sum(toFloat64(volume)) / sum(sum(toFloat64(volume))) OVER (), 1) AS pct_of_volume
FROM global_markets.options_minute_aggs
WHERE window_start >= '2026-06-01 04:00:00'
  AND window_start < '2026-07-01 04:00:00'
GROUP BY expiry_bucket
ORDER BY min(dte)

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