Tag Archives: Put – Call Ratio

Pack A Forward Strip, each corresponding to a particular year, of four consecutive, quarterly Eurodollar or Euroyen futures contracts. Markets, such as Simex offer a Pack as a convenient package of futures contracts, without the execution risk inherent in building up the Strip, contract by contract. A trader can use Packs and Bundles (q.v.) to ...

The Put-Call Ratio is the number of put options traded divided by the number of call options traded in a given period. While typically the trading volume is used to compute the Put-Call Ratio, it is sometimes calculated using open interest volume or total dollar value instead. Weekly or monthly ...