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OptionsUpdated daily · OCC publishes T+1

Total Options Put/Call: The Whole Market's Daily Volume

The put/call ratio most sites quote covers one exchange group. This one covers everything — every listed US option on every exchange, straight from the clearing house that settles them all. Daily put and call contract totals, the market-wide ratio, and the customer-only ratio that strips out mechanical market-maker hedging. Compare it with the CBOE ratios and the SPY-only view.

Latest session

On August 5, 2026, 32.5M puts and 42.5M calls cleared across all US options exchanges — a total put/call volume ratio of 0.76 (prior session 0.63), the 61th percentile of our record. Customer accounts alone ran 0.74. Figures are cleared contract totals from the Options Clearing Corporation, which clears every US options exchange.

Sources, methodology & freshnessLast updated 2026-08-06 · Open ↓
Source
OCC volume query (cleared contracts, all US exchanges), by account type
Methodology
Daily all-symbol cleared volume aggregated to market totals; sides halved to contracts to match OCC headline volume; total and customer-only put/call ratios computed per session
Updates
Daily (OCC publishes T+1)Last: 2026-08-06
Maintained & reviewed by Yuriy Matso — methodology shown on the page.
Total P/C Volume2026-08-05 · cleared
0.76
from 0.63

Balanced flow61th percentile of our record. Puts traded ÷ calls traded, every US options exchange, cleared by OCC.

Put volume
32.5M
Call volume
42.5M
Customer P/C
0.74
Put premium
$24.1B
Call premium
$25.0B
Premium P/C
0.96
Dollar premium traded (2026-08-06): listed equity & ETF options only — the index complex (SPX etc.) is excluded, so this is not a total-market dollar figure.

Market-wide, calls usually outnumber puts (ratio below 1.0) — single-stock call speculation dominates. Judge readings against this page's own history, not SPY's put-heavy scale.

01

Total call volume

Every call contract cleared across all US options exchanges, in millions per session, with SPY above. Call volume expands with speculative appetite — the record sessions cluster in rallies and squeezes.

Range:
18.3M38.3M58.4M202420252026SPY (top pane, log)77042.5M
Daily calls (M)10-session average
Total US market call volume, millions of cleared contracts per session (2024-08-12 → 2026-08-05), from OCC across all exchanges.
02

Total put volume

Every put contract cleared, in millions per session. Put volume spikes are hedging scrambles — they cluster in selloffs, and the biggest ones have marked capitulation days.

Range:
14.2M32.4M50.7M202420252026SPY (top pane, log)77032.5M
Daily puts (M)10-session average
Total US market put volume, millions of cleared contracts per session, from OCC across all exchanges.
03

Total market put/call ratio

Every session's puts ÷ calls across the whole market, with the 10-session average as the readable line and SPY above for context. Spikes mark market-wide hedging scrambles; the low readings mark call-chasing speculation.

Range:
0.60.81.1202420252026SPY (top pane, log)7700.76
Daily ratio10-session average
Total US options market put/call volume ratio, daily (2024-08-12 → 2026-08-05), from OCC cleared volume across all exchanges. OCC's free history begins two years back; the archive grows daily from here.
04

Customer-only put/call ratio

The same ratio computed from customer accounts only — no firm, no market-maker volume. Dealers trade mechanically as hedges; this line is the closest thing cleared data offers to genuine directional opinion.

Range:
0.50.81202420252026SPY (top pane, log)7700.74
Daily ratio10-session average
Customer-account put/call volume ratio, daily. Divergences from the total ratio flag sessions where dealer hedging, not customer opinion, drove the flow.
05

The last 10 sessions

SessionPutsCallsTotal P/CCustomer P/C
2026-08-0532.5M42.5M0.760.74
2026-08-0432.4M51.5M0.630.61
2026-08-0332.3M45.6M0.710.68
2026-07-3137.8M46.0M0.820.79
2026-07-3032.3M38.9M0.830.79
2026-07-2934.2M38.2M0.900.85
2026-07-2829.1M34.7M0.840.81
2026-07-2731.2M37.8M0.830.78
2026-07-2435.6M40.5M0.880.83
2026-07-2332.9M37.6M0.870.82

Contracts, all US exchanges, cleared by OCC (published T+1). Full dataset: total_putcall.json.

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How Total Options Put/Call Works

  1. 1
    Pull the whole market from the OCC after every close
    The Options Clearing Corporation clears every US options exchange, so its figures are the consolidated, authoritative count — not a single-exchange sample like the widely-quoted CBOE ratios. Each evening we fetch the day's cleared volume for every option symbol, split by puts vs calls and by account type (customer, firm, market maker).
  2. 2
    Convert sides to contracts
    OCC's account-type report counts both sides of every cleared contract — the buyer's and the seller's account each contribute. We halve the sums so our totals match OCC's published headline contract volume; ratios are unaffected either way, since both sides double equally.
  3. 3
    Compute the put/call ratio — total and customer-only
    Total put volume ÷ call volume across all symbols is the broadest sentiment read the options market offers. We also compute the ratio from customer accounts alone, stripping out mechanical market-maker hedging — a cleaner view of what traders are actually choosing to do.
  4. 4
    Publish a dated, plain-English reading
    Every update is stamped to the session it was cleared for (published T+1 by OCC). Ratio spikes mark market-wide fear; depressed readings mark complacency — both context, not timing signals.

Who Uses Total Options Put/Call

Sentiment watchers
This is the denominator-complete version of the put/call ratio — every exchange, every symbol. When it disagrees with the CBOE-only ratio, the difference is what traded away from CBOE.
Options traders
Compare the customer-only ratio against the total: when they diverge, dealer hedging is driving the tape rather than directional opinion.
Market-internals watchers
Pair the market-wide ratio with the SPY-only page — SPY is the hedging vehicle, so its ratio runs structurally higher; the gap between them is index-hedging demand.

Pro Tips

01
Calls usually outnumber puts market-wide
Across all symbols the ratio lives below 1.0 (single-stock call speculation dominates), unlike SPY where puts dominate. Judge readings against this page's own two-year percentile, never against SPY's scale.
02
The customer line is the sentiment line
Market makers trade mechanically as hedges. The customer-account ratio is closer to genuine opinion — on stress days it moves first and hardest.
03
Volume is flow, not positioning
A put-volume spike that reverses next day was day-traded fear; sustained elevation is genuine hedging demand. For the standing book, see open interest on the SPY Options OI page.

Common Issues & Solutions

Why don't these numbers match the CBOE put/call ratio?
CBOE's ratios cover CBOE exchanges only (roughly a third of US volume); this page counts every exchange via the clearing house. Both are valid — they answer different questions, and each should be read against its own history.
The data is one day behind
OCC publishes cleared volume the following morning (T+1), so the latest session shown is always the prior trading day. That is a property of the source, not a staleness bug.
History only goes back two years
OCC's free query caps lookback at 24 months, and our archive grows daily from there. Percentiles rank against this window and say so.

Frequently Asked Questions

What is the total options market put/call ratio?
Total put volume divided by total call volume across every US options exchange, computed from OCC clearing data — the denominator-complete version of the put/call ratio. Because single-stock call speculation dominates market-wide volume, it typically sits below 1.0; readings should be judged against this page's own two-year percentile.
How is this different from the CBOE put/call ratio?
Coverage. CBOE's widely-quoted ratios count only CBOE-exchange volume; OCC clears every US exchange, so these totals are the whole market. The two usually agree directionally, and the customer-only split here adds a read CBOE doesn't publish.
What does the customer-only put/call ratio show?
The ratio computed from customer accounts only, excluding firm and market-maker volume. Market makers trade mechanically as hedges, so the customer line is the closest thing to genuine directional opinion in cleared volume data.
When does the data update?
OCC publishes each session's cleared volume the following morning, and this page updates with the daily pipeline — so the latest session shown is the prior trading day, by construction of the source.
How much of the market does this cover?
All of it — every listed US equity, ETF and index option clears through the OCC. On a typical recent session that is 60–90 million contracts across roughly 4,000 underlyings.

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Last updated: 2026-08-05