Dataset
MaxOptions Put/Call Ratio
Daily options volume and open-interest put/call ratios (a sentiment indicator).
What this data is
Each row is one trading day of market-wide option put/call sentiment, carrying put_call_volume_ratio, put_call_oi_ratio, put_volume, and call_volume. It is a market-level sentiment indicator — a high PCR is typically read as bearish (and often contrarian). Keyed on trade_date and point-in-time safe.
Use cases
- Read market sentiment and bearish/bullish extremes from the PCR.
- Use as a contrarian indicator for sentiment turns.
- Layer sentiment onto the index and volatility as a filter.
Why it matters for stock analysis
Inconsistent volume vs open-interest conventions distort PCR-based sentiment; taking the daily PCR on the TAIFEX basis gives consistent, point-in-time-safe sentiment analysis.
Coverage / Freshness / Source Policy
One row per trading day, with volume and open-interest ratios and put/call volumes. Keyed on trade_date, point-in-time safe.
Daily, updated with TAIFEX options.
From official TAIFEX options data; a sentiment indicator, not investment advice.
Developer entry points
- API docs: /docs/api/derivatives/taifex-put-call-ratio
- OpenAPI: /openapi.json