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

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

Q: When is OI data updated? A: OI is updated end of day by OCC, so historical data reflects end-of-day values.

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