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The June 2026 put-call range: median, high and low of the daily market-wide ratio

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 scalar 1×5read in context →
june median
0.793
june high
0.923
june high day
June 25
june low
0.589
june low day
June 1
Rows × columns
1 × 5
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 The June 2026 put-call range: median, high and low of the daily market-wide ratio, derived from the stored result.
ColumnTypeRangeNotes
june_median number every row is 0.793
june_high number every row is 0.923 US dollars
june_high_day text 1 distinct value (June 25)
june_low number every row is 0.589 US dollars
june_low_day text 1 distinct value (June 1)

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 toDate(toTimeZone(window_start, 'America/New_York')) AS day,
           sumIf(toFloat64(volume), substring(ticker, length(ticker) - 8, 1) = 'P')
           / sumIf(toFloat64(volume), substring(ticker, length(ticker) - 8, 1) = 'C') AS ratio
    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 day
)
SELECT round(quantileDeterministic(0.5)(ratio, cityHash64(toString(day))), 3) AS june_median,
       round(max(ratio), 3) AS june_high,
       concat(monthName(argMax(day, ratio)), ' ', toString(toDayOfMonth(argMax(day, ratio)))) AS june_high_day,
       round(min(ratio), 3) AS june_low,
       concat(monthName(argMin(day, ratio)), ' ', toString(toDayOfMonth(argMin(day, ratio)))) AS june_low_day
FROM daily
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More from this analysisWhat Is the Put-Call Ratio? A Data Guide
Market-wide put-call ratio by day: every listed US option, June 1 through July 10, 2026 series 28×4 → A decade of SPY put-call ratios: median, low and high of the daily reading by year table 12×5 → Put-call ratio by underlying: five of the most active names, June 2026 ranking 5×3 → Put-call ratio by days to expiration: every listed US option, June 2026 ranking 5×4 → Index-linked vs single-stock options: put-call ratio by population, June 2026 ranking 3×4 → The arc on one row: issue price, first print, June peak, and the latest close scalar 1×18 → See all 3,256 queries →