Options, from the beginning

The put-call ratio, and the three ways to get it wrong

4 min read

In one line

The put-call ratio is total put open interest divided by total call open interest — one number describing how the whole chain is weighted.

How it works

Above one there are more puts outstanding than calls; below one, the reverse. It is computed over the WHOLE chain rather than the strikes on screen, because a ratio taken over twenty-one visible rows is a different number from the one every other page shows, and a reader comparing them would think one of them was broken.

There is a volume version as well as an open-interest version, and they answer different questions: one is about positions that exist, the other about activity today.

A bare ratio is hard to place, so the desk prints a PERCENTILE beside it — how this reading ranks against the past year of readings on the same index. That is the same treatment implied volatility gets, and for the same reason: the level that counts as high on one index in one year is ordinary on another.

What it is not

The ratio is not a contrarian signal, or any signal. Three specific errors are worth naming. Comparing NIFTY's ratio with BANKNIFTY's treats two differently structured chains as one scale. Reading a ratio without its own history mistakes an ordinary reading for an extreme. And treating a high reading as a statement about what comes next is a claim the number does not support — this desk shows where the ratio sits and how unusual that is, and stops there.

Mayawhat these words mean

Maya reads the desk’s written explainers and the glossary. She holds no market data at all, so she can say what a thing is and cannot say what it is doing today.