Market-wide put-call ratio by day: every listed US option, June 1 through July 10, 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.
| day | day_label | put_call_ratio | contracts_mm |
|---|---|---|---|
| 2026-06-01 | June 1 | 0.589 | 70.8 |
| 2026-06-02 | June 2 | 0.6 | 61.7 |
| 2026-06-03 | June 3 | 0.651 | 63.6 |
| 2026-06-04 | June 4 | 0.679 | 66.7 |
| 2026-06-05 | June 5 | 0.866 | 103.1 |
| 2026-06-08 | June 8 | 0.765 | 66 |
| 2026-06-09 | June 9 | 0.861 | 82.4 |
| 2026-06-10 | June 10 | 0.864 | 67.8 |
| 2026-06-11 | June 11 | 0.808 | 70 |
| 2026-06-12 | June 12 | 0.654 | 76.3 |
| 2026-06-15 | June 15 | 0.714 | 73.3 |
| 2026-06-16 | June 16 | 0.79 | 66 |
| 2026-06-17 | June 17 | 0.853 | 72.3 |
| 2026-06-18 | June 18 | 0.793 | 79.2 |
| 2026-06-22 | June 22 | 0.755 | 65.3 |
| 2026-06-23 | June 23 | 0.884 | 60.4 |
| 2026-06-24 | June 24 | 0.867 | 68.4 |
| 2026-06-25 | June 25 | 0.923 | 65.9 |
| 2026-06-26 | June 26 | 0.895 | 71.9 |
| 2026-06-29 | June 29 | 0.794 | 65.7 |
| 2026-06-30 | June 30 | 0.745 | 61.2 |
| 2026-07-01 | July 1 | 0.705 | 68.1 |
| 2026-07-02 | July 2 | 0.714 | 80.3 |
| 2026-07-06 | July 6 | 0.709 | 60.6 |
| 2026-07-07 | July 7 | 0.795 | 60.7 |
| 2026-07-08 | July 8 | 0.803 | 62.6 |
| 2026-07-09 | July 9 | 0.723 | 58.3 |
| 2026-07-10 | July 10 | 0.686 | 64.9 |
- Rows × columns
- 28 × 4
- 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 |
|---|---|---|---|
day |
date | 2026-06-01 to 2026-07-10 | |
day_label |
text | 28 distinct values (July 1, July 10, July 2…) | |
put_call_ratio |
number | 0.589 to 0.923 | ratio or rate |
contracts_mm |
number | 58.3 to 103.1 | count |
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(window_start, 'America/New_York')) AS day,
concat(monthName(day), ' ', toString(toDayOfMonth(day))) AS day_label,
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
FROM global_markets.options_minute_aggs
WHERE window_start >= '2026-06-01 04:00:00'
AND window_start < '2026-07-11 04:00:00'
GROUP BY day
ORDER BY day
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