ninjatrader/indicators/put-call-ratio/README.md

Put / Call Ratio

The Put / Call Ratio is defined as follows:

Put / Call Ratio = Total Put Options Volume / Total Call Options Volume

This indicator requires an IQFeed data subscription as it relies on the following market statistics symbols:

• VPOT.Z - Option Put Volume Total
• VCOT.Z - Option Call Volume Total

Parameters

N / A

Plots

Put / Call Ratio: The total put option volume divided by the total call option volume. (Default: Yellow Solid Line 3px)

Screenshots

Strategies

The Put / Call Ratio Highs and Lows strategy is based on this indicator.

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