The Equity Put/Call Ratio is a simple measure defined as volume_puts / volume_calls where volume is the total volume of traded puts or calls on all tradable stocks on Nasdaq or NYSE.
Below, both the historical Equity Put/Call Ratio and the current (for the current day) live Equity Put/Call Ratio are shown.
Download the whole dataset with daily Equity Put/Call Ratios here. Note that you have to be logged in (but an account is free for 14 days). For developers: Just send the cookie in the headers.
Example:
import requests
cookies = {'session': '1a7267418c87b18a9ab6241...'}
r = requests.get(
'https://alphalerts.com/live-historical-equity-pcr/download',
cookies=cookies
)
print(r.content.decode())
# 1162339200000,0.64
# 1162425600000,0.61
# ...
Live Equity Put/Call Ratio: 0.8556652415485884