aggregate PC ratio

# valuation ratios (and valuation sums) # aggregate (PC) price ratios # pc ratio squeezes # aggregate PC ratio # contract price sums and ratios

tutorial

Tradier_API_authorization = "" import theme_park.stats.aggregate_break_even as aggregate_break_even import theme_park.clouds.Tradier.procedures.options.combine as combine_options PC_ratios = aggregate_PC_ratio.calc ({ "expirations": combine_options.presently ({ "symbol": "OTLY", "authorization": Tradier_API_authorization }) }) import rich rich.print_json (data = { "PC ratios": PC_ratios })

description

This calculates the sum of every call option for a symbol or "symbol and expiration". It also calculates the sum of every put option for a symbol or "symbol and expiration". The it calculates the ratio of the call sums to the put sums. for each contract: summation ( contract price * open interest * shares per contract ) ∑ ( contract price * open interest * shares per contract ) code: import propinquity.STATS.AGGREGATE_PC_RATIO as AGGREGATE_PC_RATIO evaluation = AGGREGATE_PC_RATIO.calc (EXAMPLE_1) import json print ("evaluation:", json.dumps (evaluation, indent = 4)) plan: calculates the sum and ratios of: for one expiration: summation (ask value of every call) : summation (ask value of every put) summation (bid value of every call) : summation (bid value of every put) summation (last value of every call) : summation (last value of every put) for every expiration: summation (ask value of every call) : summation (ask value of every put) summation (bid value of every call) : summation (bid value of every put) summation (last value of every call) : summation (last value of every put)