Put Call option data for stocks
Author: kbellare
Creation Date: 6/12/2016 6:59 PM
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kbellare

#1
Is there a dataset that provides Put/Call ratio for each stock (# of puts/call contracts by date) or other Put call data such as avg Implied volatility of puts vs calls. Would like to use that as an indicator for stock directional movement.

Didn't find this in Fidelity Fundamental dataset.

thanks
Kiran
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Cone

#2
You can use the CBOE Provider extension to get P/C series for the S&P 500.

Do you know of a provider (web feed) that has these series historically for individual instruments?