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Optionalysis: The Put-Call Ratio and the Huge Outlier in PCROI

The Put-Call Ratio is often quoted as a statistic that could, perhaps, influence market behaviour. Let’s take a deeper look

Take the ratio of the total traded volume of put options traded and the volume of call options, on any given day. That’s the put-call ratio. Here’s how it’s looked for the overall market in the last few months.

As you can see there is very little real correlation with the index. The first shaded area has a . . .

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