Put/Call Ratio

R

Rudi_P

I have been experimenting with using the PCR for trade entry for a while. I am now looking to extend this to individual equities but am having a tough time finding the raw data for daily call and put volumes.

Does anyone have an idea as to where to get this so that I can manipulate the data in an Excel spreadsheet?

Help greatly appreciated.

Rudi
 
Choad

thanks for this, but I already have this link as well as the one to the OCC. Both of these, however, only cover the market as a whole.

I was wondering whether there is a data vendor/supplier which will allow me to determine the individual tickers for which I want the PCR, eg each Dow constituent or each of the S&P100 constituents.

Rudi
 
Profitaker

Thanks for the link. I had a look. IVolatility provide the put and call volume data on a per options contract basis. It would mean that I would have to aggregate it to a per ticker code basis. I have now asked them whether they provide this on a per ticker code basis and let everyone know the outcome.

Thanks again.

Rudi
 
Just to follow up. IVolatiltiy can and do provide the daily call and put contract volume data.

Thanks again Profitaker for the info.

Rudi
 
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