Put/Call Ratio Leaders* as of 3:00 PM

| February 17, 2012 | 2 Comments More

Symbol Name Puts Calls RealTime P/C Avg P/C
BBD Banco Bradesco SA 10,102 181 55.81 1.60
ERIC LM Ericsson Telephone Company 9,592 282 34.01 0.75
SKS Saks Inc 3,000 176 17.05 0.27
FTK Flotek Industries Inc 15,250 1,127 13.53 0.50
CSC Computer Sciences Corp 4,887 507 9.64 1.24
GGB Gerdau SA 3,638 385 9.45 2.37
BWA BorgWarner Inc 2,600 333 7.81 0.87
HOT Starwood Hotels and Resorts Worldwide Inc 6,228 822 7.58 1.14
AMX America Movil SAB de CV 2,578 531 4.85 0.94
NSC Norfolk Southern Corp 4,967 1,258 3.95 1.00

*Scanning all single-stocks subject to 2500 contracts minimum call or put volume

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  1. fredruffy says:

    Question from User: How do you determine Put/Call Leaders, and Top Bearish and Bullish Flow that is on your homepage? Is there a formula involved? In other words, how are they defined?

  2. fredruffy says:

    Put-to-call ratio leaders is simply based on volume. It’s the top 10 that have the highest put volume relative to call volume. The ticker must see a minimum average daily volume of 2500 to be included in the scan.

    The bullish and bearish tables are based on call and put activity, respectively. It looks at symbols that see 2X (double) the average daily (call or put) volume. The percentages tell you how much of the volume traded at the offer. So, if is 75 percent bullish, 75 percent of the call volume is traded at the offer.

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