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CBOE Equity Put/Call Ratio

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CBOE Equity Put/Call Ratio

What it is

CBOE Equity Put/Call Ratio — registry key cboe_equity_pc.

CBOE equity-only options put/call ratio (free CBOE CDN equitypc.csv). Classic contrarian sentiment / hedging-demand gauge. Drawdown-risk / state-description research carrier; ingested + persisted, not yet scored / banded / aligned. Series starts at the 2026-06-05 deploy and FILLS FORWARD – the sparse history is intentional, not a defect (REFACTOR inventory Cat-1B); no backfill planned.

Data-pyramid tier

T0 — Raw input. This metric sits at the raw input layer of the platform’s six-tier data pyramid (T0 raw inputs → T5 actionable read). The tier reflects how far the value is from a raw measurement — not how strongly it is validated. Abstraction and validation are separate axes: a higher tier is not a claim of stronger evidence.

Horizon & validation

No validated skill horizon is on file for this metric — read it as context / a data carrier, not a validated edge. Stamps are added only when a gated research verdict lands.

Source

Source module: cboe
Data source: back_fillable

Fetched directly from app/sources/cboe.py; see source code for the upstream API call and any provider-specific handling.

How it’s computed

Fetched directly from the cboe source; see app/sources/cboe.py for the upstream API call.

Where it surfaces

Health-score / alignment role

Data carrier — no implication, no health-score contribution.

Persisted for downstream consumers (sparklines, base-rate matcher, calibration substrate) but does not classify into BULLISH / NEUTRAL / BEARISH and does not contribute to the 0-100 health score.

Release cadence

CBOE equitypc.csv archive stopped updating 2019-10-04 (see app/sources/cboe.py’s module docstring) — this feed will structurally never receive another observation absent a vendor swap (PR #111 replacement-decision thread). ‘ad_hoc’ (not ‘daily’) so freshness_class stops implying a live EOD cadence for a permanently dead source.

See also