Historical Put/Call OI Ratio
Returns the put/call open interest ratio for a historical date.
Parameters
| Parameter | Required | Description |
|---|---|---|
| Underlying | Yes | Stock ticker symbol |
| OnDate | Yes | Historical date |
Syntax
=opt_PutCallOIRatioHistorical(Underlying, OnDate)Parameters
underlyingstringRequired
onDatedateRequired
Returns
number
Historical put/call OI ratio
Examples
=opt_PutCallOIRatioHistorical("AAPL", "2024-01-15")=opt_PutCallOIRatioHistorical("SPY", DATE(2024,1,10))When to Use
- Tracking positioning changes over time
- Historical sentiment analysis
- Backtesting
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Need current ratio | opt_PutCallOIRatio() |
| Need volume ratio | opt_PutCallVolRatioHistorical() |
Common Issues & FAQ
When is OI data updated?
OI is updated end of day by OCC, so historical data reflects end-of-day values.
Excel Templates Using OI Ratio (Specific Expiry) (Options)
These ready-made MarketXLS templates call opt_PutCallOIRatioHistorical() in their worksheet formulas. Open one to see the function working inside a complete model.
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
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