Call Historical Vol/OI Ratio

Returns the Vol/OI ratio for call options on an underlying stock on a specific historical date. This is a specialized use of opt_Vol_OI_Historical() with the option type set to "Call".

Parameters

Parameter Required Description
Symbol Yes Stock ticker symbol (e.g., AAPL, MSFT)
OnDate Yes Historical date (DATE function or string)
OptionType Yes Set to "Call" for call options only

Use Cases

  • Analyze historical call options activity
  • Study bullish sentiment on past dates
  • Backtest call-based strategies
  • Compare call activity around events

Notes

  • This is the same function as opt_Vol_OI_Historical() with OptionType="Call"
  • Use trading days only; weekends/holidays will fail
  • Compare with put Vol/OI to assess sentiment

Examples

=opt_Vol_OI_Historical("AAPL", DATE(2025,12,15), "Call")
Call Vol/OI on date
=opt_Vol_OI_Historical("MSFT", DATE(2025,11,20), "Call")
MSFT call Vol/OI
=opt_Vol_OI_Historical("SPY", "2025-10-10", "Call")
Using string date
=opt_Vol_OI_Historical(A1, B1, "Call")
From cell references

When to Use

  • Analyze historical call options activity
  • Study bullish sentiment on specific dates
  • Backtest strategies based on call Vol/OI
  • Compare call/put activity around events
  • Build historical sentiment indicators

When NOT to Use

Scenario Use Instead
Need put Vol/OI opt_Vol_OI_Historical() with "Put"
Need total Vol/OI opt_Vol_OI_Historical() with "All"
Need current call Vol/OI opt_Vol_OI() with "Call"
Need average call Vol/OI opt_Vol_OI_Avg() with "Call"

Common Issues & FAQ

Q: How do I compare call vs put activity on a past date? A: Calculate ratio: =opt_Vol_OI_Historical("AAPL",DATE(2025,12,15),"Call")/opt_Vol_OI_Historical("AAPL",DATE(2025,12,15),"Put")

Q: What does high historical call Vol/OI indicate? A: High call Vol/OI on a past date suggests there was significant call trading activity relative to existing positions, potentially indicating bullish sentiment.

Q: Why am I getting no data? A: Ensure the date is a valid trading day (not a weekend or holiday).

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