Is there some way to view (and chart) the put/call volume ratio for a particular equity? I know you can view it for all equities, all indices, or all equities+indices combined, but how about for a particular stock? I'd like to be able to do this in eSignal or Trader Workstation, but if neither of those, I'd still be interested to know. I know you can get some of that data for the current day by looking at an option chain, but I don't think you could easily chart that.
Such results like here (you can specify the underlying)? : http://theocc.com/webapps/volume-query but in your own app, I guess, right? At the above link you can also download the raw data as csv. Sorry, the data below is garbled; you can generate it at the above link. Code: Exchange Volume Call/Put Volume Transaction Type Opt. Symbol AMEX ARCA BATS BOX C2 CBOE EDGX GEM ISE MCRY MIAX NOBO NSDQ PHLX Calls Puts Cust MM Firm 2SPY 0 4,942 0 0 0 0 0 0 0 0 0 0 0 0 3,594 1,348 2,471 0 2,471 SPY 333,156 431,306 665,984 289,798 194,800 1,326,064 62,082 121,464 1,531,776 1,624 746,492 35,988 497,542 581,820 2,763,456 4,056,440 2,859,569 3,489,034 471,293 SPY7 0 0 8 0 0 240 0 0 0 0 0 0 0 16 238 26 136 128 0 Totals 333,156 436,248 665,992 289,798 194,800 1,326,304 62,082 121,464 1,531,776 1,624 746,492 35,988 497,542 581,836 2,767,288 4,057,814 2,862,176 3,489,162 473,764 Percentage 5% 6% 10% 4% 3% 19% 1% 2% 22% 0% 11% 1% 7% 9% 41% 59% 42% 51% 7% 1.46 Puts to 1 Call I would set up a small database for this with precalculated or imported values, and plot the values. If you need sub-EOD accuracy then things could get complicated.