Put/Call ratios are popular indicators that measure mass psychology amongst market participants. The ratio is the trading volume of put options divided by the trading volume of call options. In very simple terms, a put option is market insurance against declining prices, and a call option is ...
PCR指标,即Put-Call Ratio,是一个衡量市场情绪的重要指标,用于反映看跌期权合约(Put)与看涨期权合约(Call)的交易或持仓比例。PCR指标的计算可以基于期权的成交量或持仓量,通过计算看跌期权与看涨期权的比率来得到PCR的数值。多种因素可以影响PCR指标,以下是其中的一些主要因素:市场情绪:市场情绪是影响PCR指标的关键因素...
This means that traders may view a high Put Call ratio of, say, 1.4 as a great opportunity to buy because they believe the market sentiment is extremely bearish and will soon adjust when those with short positions switch positions to cover, and the market will eventually face a downturn. We...
This article investigates the predictive power of the put-call ratios (PCRs) implied by China鈧瑂 50ETF option on the 50ETF return and its variance. By using simple partitional regressions, the relationship between the PCR and the 50ETF return is tested. This study conducts tests on their ...
When looking for an overall "mood" of a stock, traders look for indicators that provide a broad view from the majority of the participants in the market. To achieve this when looking at put call ratios, the idea is to lump strikes and/or expiration dates together to view the total traded...
多空指标PCR即Put Call Ratio,是指期权看跌看涨比,是衡量市场对于标的资产走势看法的重要指标之一,通过比较看跌期权持仓量与看涨期权持仓量的比率,为投资者提供对市场情绪和预期的一种参考.以下是具体介绍:计算方法PCR的计算方式是将看跌期权持仓量除以看涨期权持仓量,即PCR=看跌期权持仓量/看涨期权持仓量....
- Download and install the trading indicator:Put/Call Ratio for Individual Stocks - Create a chart with two panes (Right click then "Create new pane") - In the second pane, click on "Add Indicator" (first icon) - Select "All Indicators" tab ...
波动率锥与期权看跌涨比率(PUT/ CALL RATIO) 波动率锥通显示不同时间周期历史波动率百分位点,与隐含波动率进行比较,简单来说波动率终究会回归理性。如图所示,横轴表示不同周期时间,纵轴表示波动率,分别表示波动率各种百分位,如最大值、95%、50%,5%分位数以及最小值。注意是同周期对比,比如我们比较30天到期期权...
Put Call Ratio是以期权交易活动为基础的指标,用于衡量市场上买入看跌期权合约(Put)与买入看涨期权合约(Call)的比例。基于买家的利益,PCR指标可以体现市场的看涨情绪和看跌情绪之间的相对强弱。通常情况下,看涨情绪较强时,投资者更倾向于购买看涨期权,PCR指标较低;而看跌情绪较强时,则更倾向于购买看跌期权,PCR指标较...
strong bearish sentiment and the possibility of a market bottom. A relatively low put-call ratio with heavy trading volume in calls indicates very bullish sentiment and a probable market top. As with many other technical indicators, use of the put-call ratio assumes that most investors are ...