Hi, I would like to have call options volume and put options volume for all expiries, for the s&p 500 and Nasdaq100 index. Do you know any site or software who provide this? Not the options chain but the total volume traded for put and call, so that I can calculate the put/call ratio.
ok, great. thank you very much. I would need open interest as well. Do you know where to find it? also, you don't happen to know where I can get the same data for CAC40 (france) and AEX (amsterdam)? It's not on their website, euronext.
I use ThinkOrSwim (TOS) as my trading platform. If that's the platform you use, TOS provides you the put/call ratio at the bottom right of the option chain, under 'Today's Options Statistics".