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Quantitative Finance · Glossaire

Qu'est-ce que « Put–call ratio, option-to-stock volume ratio » ?

Aussi appelé : put--call ratio · option-to-stock volume ratio

Definition 15.3 Strategies I: Equities and Futures · Chapitre 15 — Options-Implied Signals for Stocks

A stock’s put–call ratio is its put option volume divided by its call option volume over a period, ideally counting only volume that opens new long positions. Its option-to-stock volume ratio is its total option volume (in shares of the underlying) divided by its stock volume.

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