VIX put/call volume ratio symbol

[randomx]

hi all,

i know i can get that info from "today's options statistics" on the trade tab. but is there a specific built-in symbol for the VIX put/call volume ratio?

i'm looking for something like this but for the VIX

• $PCALL: All of the listed stocks
• $PCI: The Dow Jones Industrial Average
• $PCRL: The stocks in the Russell 2000
• $PCSP: The stocks in the S&P 500
• $PCND: The stocks in the NASDAQ 100

if not built-in, does anybody know of a script or script idea that would give me such info? thank you in advance

 

[rad14733]

I don't believe there is a symbol for the VIX of all traded stocks

VIX "is" the Volatility Index of the S&P 500 (SPX)
VXN is the Volatility Index of the NASDAQ 100
RVX is the Volatility Index of the Russell 2000
DJIA is the Volatility Index of the DOW

 

[Glefdar]

hi all,

i know i can get that info from "today's options statistics" on the trade tab. but is there a specific built-in symbol for the VIX put/call volume ratio?

i'm looking for something like this but for the VIX

• $PCALL: All of the listed stocks
• $PCI: The Dow Jones Industrial Average
• $PCRL: The stocks in the Russell 2000
• $PCSP: The stocks in the S&P 500
• $PCND: The stocks in the NASDAQ 100

if not built-in, does anybody know of a script or script idea that would give me such info? thank you in advance

If you are asking for the ratio of put vs call volumes in the Vix options chain, (ie from puts on the Vix index vs calls on the Vix index), it’s hard to make that because the half dollar strike intervals have to have their volumes accessed via string concatenation (can’t be done with a fold loop using a subscript, as far as I’ve been able to determine). But if you try to do that using concatenation for a large strike depth then the script could be slow or give a “too long” error depending on what else the script is doing. (If someone has successfully solved aggregating volumes to a strike depth with a subscript using step intervals of $0.50 then maybe they’ll be kind enough to help but I think it can’t be done.)

What about VVIX? It seems to me like VVIX (volatility of VIX) would be calculated based on the expected move of the VIX and will be higher if VIX is expected to be more volatile, and I think that expectation is gauged in large part from put positioning on the VIX options chain (maybe that’s not exactly the right way to think about it; I’m not a financial mathematician). It’s not a direct match to what you’re requesting but VVIX might be the closest thing you have to work with.