Historical Put/Call Volume Ratio

Returns the put/call volume ratio for a historical date.

Parameters

Parameter Required Description
Underlying Yes Stock ticker symbol
OnDate Yes Historical date

Examples

=opt_PutCallVolRatioHistorical("AAPL", "2024-01-15")
=opt_PutCallVolRatioHistorical("SPY", DATE(2024,1,10))

When to Use

  • Analyzing historical sentiment
  • Tracking P/C ratio over time
  • Backtesting sentiment indicators

When NOT to Use

Scenario Use Instead
Need current ratio opt_PutCallVolRatio()
Need OI ratio opt_PutCallOIRatio()

Common Issues & FAQ

Q: How far back is data available? A: Typically 1-2 years of historical data.

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