SPY Put-Call Ratio Falls

Published 12/15/2015, 01:17 AM
Updated 07/09/2023, 06:31 AM
SPY
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SPY Put-Call 2Y-D Chart

The SPY Put-Call Ratio Fell to 1.51 on Monday

The N:SPY put-call ratio fell to 1.51 on Monday. That’s the long-term average by opex Friday, but a little below the ratio’s 20 dma, which would tend to be modestly bearish for tomorrow.

However, by Thursday of triple witching weeks, the SPY put-call ratio tends to drop to its bottom Bollinger Band®. That usually happens in the context of a price rise.

SPY put volume fell by 42% on a moderate drop in open interest. Open interest remains about average. SPY call volume fell by 32%.

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