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Update on the CBOE Equity-only Put-call Ratio for 2020 (Preview)

By Lawrence G. McMillan

In the November 15, 2020, issue we had a rather comprehensive discussion of the CBOE’s Equity-only put-call ratio. Both its history over the last 20 years and the comparison of 2020 statistics with those past 20 years were discussed. This is just a brief article to update the figures through the end of the year.

Below, the top chart shows the distribution of daily CBOE Equity-only put-call readings. The blue bars are the 20- year average. From that, you can see that most of the time, the daily readings are between 55 and 75.

On the same chart, the red bars are 2020 readings only. You can see how skewed they are towards the low numbers...

Read the full article, published on 1/22/2021, by subscribing to The Option Strategist Newsletter now. Existing subscribers can access the article here

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