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