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Put/Call Ratio (PCR)

Spread AnalysisSpread Analysis - Futures vs Spot Price Analysis Advanced spread analysis tool that compares futures/perp prices with spot prices across multiple exchanges, providing insights into market sentiment and potential trading opportunities. Multi-Asset Support: Automatically detects and analyzes crypto perpetual vs spot spreads, index futures vs cash indices (ES/SPX, NQ/NDX, YM/DJI), and commodity futures vs spot prices (GC/GOLD, CL/USOIL) Multi-Exchange Aggregation: For crypto, aggregates prices from Binance, BitMEX, Kraken, Bybit, OKX, and Coinbase to calculate mean perp and spot prices Z-Score Based Alerts: Uses statistical Z-score analysis to identify extreme spread conditions that may signal potential reversals or continuation patterns Visual Histogram Display: Shows spread differences as colored columns - green for futures premium, red for futures discount Flexible Calculation Methods: Supports absolute price differences, percentage spreads, or basis point calculations Trading Applications: Identify market sentiment divergence, spot potential reversal opportunities, and confirm trend strength Risk Management: Use extreme Z-scores to identify overvalued conditions and potential mean reversion setups Market Analysis: Understand the relationship between futures and spot markets across different asset classes Timing Tool: Spread momentum often precedes price moves, providing early signals for entry/exit decisions Perfect for traders who want to understand the relationship between futures and spot markets, identify divergences, and spot potential reversal opportunities across crypto, indices, and commodities. Key Features: • Automatic asset detection and appropriate spread calculation • Configurable Z-score alerts for extreme conditions • Comprehensive tooltips and information guide • Multiple calculation methods (absolute, percentage, basis points) • Clean, customizable visual display Use Cases: • Crypto traders analyzing perp vs spot relationships • Futures traders monitoring basis relationships • Mean reversion strategies using extreme spreads • Trend confirmation using spread momentum • Market sentiment analysis across asset classes
Pine Script® indicator
by mindyourbuisness
Fibonacci Extension Distance Table## 🧾 **Script Name**: Fibonacci Extension Distance Table ### 🎯 Purpose: This script helps traders visually track **key Fibonacci extension levels** on any chart and immediately see: * The **price target** at each extension * The **distance in percentage** from the current market price It is especially helpful for: * **Profit targets in trending trades** * Monitoring **potential resistance zones** in uptrends * Planning **entry/exit timing** --- ## 🧮 **How It Works** 1. **Swing Logic (A → B → C)** * It automatically finds: * `A`: the **lowest low** in the last `swingLen` bars * `B`: the **highest high** in that same lookback * `C`: current bar’s low is used as the **retracement point** (simplified) 2. **Extension Formula** Using the Fibonacci formula: ```text Extension Price = C + (B - A) × Fibonacci Ratio ``` The script calculates projected target prices at: * **100%** * **127.2%** * **161.8%** (Golden Ratio) * **200%** * **261.8%** 3. **Distance Calculation** For each level, it calculates: * The **absolute difference** between current price and the extension level * The **percentage difference**, which helps quickly assess how close or far the market is from that target --- ## 📋 **Table Output in Top Right** | Level | Target ₹ | Dist % from current price | | ------ | ---------- | ------------------------- | | 100% | Calculated | % Above/Below | | 127.2% | Calculated | % Above/Below | | 161.8% | Calculated | % Above/Below | | 200% | Calculated | % Above/Below | | 261.8% | Calculated | % Above/Below | * The table updates **live on each bar** * It **highlights levels** where price is nearing * Useful in **any time frame** and **any market** (stocks, crypto, forex) --- ## 🔔 Example Use Case You bought a stock at ₹100, and recent swing shows: * A = ₹80 * B = ₹110 * C = ₹100 The 161.8% extension = 100 + (110 − 80) × 1.618 = ₹148.54 If the current price is ₹144, the table will show: * Golden Ratio Target: ₹148.54 * Distance: −4.54 * Distance %: −3.05% You now know your **target is near** and can plan your **exit or trailing stop**. --- ## 🧠 Benefits * No need to draw extensions manually * Automatically adapts to new swing structures * Supports **scalping**, **swing**, and **positional** strategies
Pine Script® indicator
by raghavprakash05
Put/Call RatioPut/Call Ratio Indicator This indicator visualizes the Put/Call Ratio for various market symbols, helping traders assess market sentiment and potential reversals. It offers a dropdown menu to select from a range of Put/Call Ratios, including broad equities (CBOE), major indices (SPX, QQQ, IWM, VIX), and individual stocks (TSLA, GOOG, META, AMZN, MSFT, INTC). The indicator plots the Put/Call Ratio with adjustable moving averages and standard deviation bands to highlight overbought or oversold conditions. A short-term moving average (default: 10 periods) is displayed with trend-based coloring, while longer-term moving averages (defaults: 30 and 200 periods) are calculated but hidden by default. Bands at 1, 1.5, and 2 standard deviations provide context for extreme readings. Key Overbought/Oversold Signals: Short-Term Extremes: The 10-day moving average moves beyond 1 standard deviation from the 200-day moving average, signaling potential overbought (above) or oversold (below) conditions. This will be highlighted by red or green background color. Ratio Extremes: The Put/Call Ratio line itself crosses outside 2 standard deviations from the 200-day moving average, indicating stronger overbought or oversold zones. Conditional coloring of the ratio line reflects its position relative to the bands, and background shading highlights when the short-term moving average crosses key levels. Key Features: Selectable Put/Call Ratio symbols. Trend-colored moving averages. Standard deviation bands for volatility analysis. Dynamic line and background coloring for quick insights. Usage: Use this indicator to gauge market sentiment—high ratios may suggest bearish sentiment or oversold conditions, while low ratios may indicate bullish sentiment or overbought conditions. Combine with price action or other tools for confirmation.
Pine Script® indicator
by nsnq5nwmy4
1
Accumulated Put/Call Ratio V2This is an updated version of the Accumulated P/C Ratio. Some changes include: - Pinescript privacy changed from protected to open. - Utilizes the "request.security_lower_tf" function for weekly and monthly charts. - Now acquires and sums raw put volume (ticker: PVOL) and call volume (ticker: CVOL) separately, then divides the aggregate put to aggregate call to get the P/C ratio, as opposed to the original version which directly sums the put call ratio (ticker: PCC). Mathematically this calculation makes more sense, but the major drawback of this change seems to be that PVOL and CVOL don't have as much historical data as PCC. The way to interpret the indicator is the same as the original version - higher values are bullish while lower values are bearish. A solid (0 transparency) bar means that the value is beyond 3 standard deviations within a particular period.
Pine Script® indicator
by skiviz
8
PIP BandsGot a little board due to the lock-down so I have written this little script. It allows you to set PIP Bands at levels on the chart. The Back Line is Close plus Spread, the Red Line is PIPs below and the Green Lines are spaced at PIPs above at equal distance. The top four lines can be toggled off. Set off as default. There is a toggle for JPY Currencies and also for Puts and Calls. You can change the Spread and also the distance between bands by a set amount of PIP's. You can either let it run at current close price or set price. Hope you enjoy. Be safe. Comments appreciated.
Pine Script® indicator
by rmireland63
3
Call / All Ratio ( C / A ) - NoldoFirst of all this script inspired by MagicEins' Put/Call-Ratio-Buschi script . What is the Put-Call Ratio The put-call ratio is an indicator ratio that provides information about relative trading volumes of an underlying security's put options to its call options. The put-call ratio has long been viewed as an indicator of investor sentiment in the markets, where a large proportion of puts to calls indicates bearish sentiment, and vice versa. Technical traders use the put-call ratio as an indicator of performance and as a barometer of overall market sentiment. Put-call ratios on broader indexes such as the S&P 500 are also used as more general gauges of market climate. Put-Call Ratio Interpretation One way to interpret the put-call ratio is to say that a higher ratio means it's time to sell and a lower ratio means it's time to buy, because when the ratio is high it suggests that people are either expecting or protecting more readily against a future decline in the price of the underlying. A Put-Call ratio between 0.5 and 1 is considered a sideways trend in the markets. Some also view the Put-Call ratio as a contrarian indicator. Traders know that derivatives are used to do more than place bets; they are used as hedges and insurance. If there's a lot of insurance being placed to the sell side, it means traders are worried about prices falling. Some traders buy when the put-call ratio is above 1, meaning the market is out of balance to the sell side, and sell when the put-call ratio is below 1, meaning the market is out of balance to the buy side. These traders are looking to make money on the correction. The interpretation of the ratio is left to the analyst's or trader's investment philosophy. Reference : Investopedia (www.investopedia.com) Let' s start. In short, calls represent "bulls" and puts represent "bears". Some analysts do the opposite,for trend reversals the choice is up to you. I usually look at the opposite comments in commercial positions because I look at this flow angle neutral. If you want to do the opposite, you must create Put / All Ratio. So i created this ratio to observe easily movements under or over 0.50 area . Or you can take the point close to 0.50 as a horizontal trend. Many more comments can be made.I have a few ideas about this, and I'm going to publish them soon . My best suggestion is that it covers a single bar and is very volatile, so you can look for averages and strong accelerations. This code is open source under the MIT license. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com Stay tuned , best regards.
Pine Script® indicator
by Noldo
2
CBOE PCR Factor Dependent Variable Odd Generator This script is the my Dependent Variable Odd Generator script : with the Put / Call Ratio ( PCR ) appended, only for CBOE and the instruments connected to it. For CBOE this script is more accurate and faster than Dependent Variable Odd Generator. And the stagnant market odds are better and more realistic. Do not use for timeframe periods less than 1 day. Because PCR data may give repaint error. My advice is to use the 1-week bars to gain insight into your analysis. This code is open source under the MIT license. If you have any improvements or corrections to suggest, please send me a pull request via the github repository github.com I hope it will help your work.Best regards!
Pine Script® indicator
by Noldo
26
Put/Call-Ratio-Buschi English: This script shows the Put/Call-Ratio as seen on the Cboe-Website: www.cboe.com A higher Put/Call-Ratio means a higher trading volume of puts compared to calls, which is a sign of a higher need for protection in the market. For best reflection of the Cboe's data, which is shown in 30 minutes intervals, a 30 min-chart is recommended. 30 min-data as well as end-of-day data are shown. Deutsch: Dieses Skript zeigt das Put/Call Ratio, wie es auf der Cboe-Website angegeben ist: www.cboe.com Ein höheres Put/Call Ratio bedeutet ein höheres Handelsvolumen von Puts gegenüber Calls, was ein Zeichen für Absicherungsbedarf im Markt darstellt. Um die Cboe-Daten bestmöglich wiederzugeben, die in 30 Minuten-Intervallen herausgegeben werden, wird ein 30 min-Chart empfohlen. Es werden sowohl die 30-Minuten-Daten als auch die Tagesenddaten angezeigt.
Pine Script® indicator
by MagicEins
13