Biggest Put/Call Ratio Change: Day-Over-Day Sentiment Flips

As of June 8, 2026 (end-of-day snapshot). Pages update daily after the market close.

Stocks where the put/call volume ratio has shifted most sharply from the prior session. A jump typically flags fresh put demand (hedging or bearish speculation); a drop suggests fresh call flow (bullish positioning or call buying). Sudden shifts often precede material catalysts.

Top 50 by P/C Change

The live change leaderboard loads after the page hydrates. Rows are sorted by the absolute day-over-day change, with a minimum-OI liquidity floor.

Methodology

Change is computed as today's put/call volume ratio minus the prior session's, from daily end-of-day snapshots. Tickers with fewer than 500 non-expired contracts of open interest are excluded. Updated daily after close.

Frequently Asked Questions

What is the put/call ratio?

The put/call ratio is total put contract volume divided by total call contract volume over a single session. Above 1.0 means more put activity than call activity (suggesting hedging demand or bearish speculation); below 0.7 means more call activity (suggesting bullish positioning or upside speculation). At the market-wide aggregate level, extreme readings can be contrarian indicators (very high P/C ratios sometimes mark capitulation lows). At the single-name level, P/C ratios typically reflect real directional positioning, a clearer signal than at the aggregate level because single-name flow is more concentrated.

Why does the change matter more than the level?

The absolute level is regime-dependent. Some names always run with a high put/call ratio because of chronic institutional hedging demand (broad-market index ETFs, defensive sectors), while others always run low (tech with consistent call-heavy retail flow). The day-over-day change isolates fresh flow, the moment positioning actually shifted, which is the signal informational traders react to. A name with a chronically high P/C ratio that just dropped 50% is signaling something very different from the same name running at its normal high level.

Is this the same as unusual options activity?

Related but different. Unusual activity ranks by absolute volume relative to open interest. This screener ranks by the day-over-day shift in directional balance (the put/call ratio change). A name can have normal volume but a P/C ratio that flipped from 0.4 to 1.8 in a single session; that is a fresh hedging or bearish-positioning signal this screener would surface but unusual-activity would miss because the volume itself looks routine. The two screeners are complementary; cross-referencing both surfaces names where directional flow and absolute volume agree.

When does this update?

Daily after the 4:00 PM ET market close, as soon as the new daily snapshot is persisted, typically available by 5:30 PM ET. The change metric requires two consecutive trading sessions to compute, so the screener appears empty on the first market session after a multi-day market closure until the second session's snapshot lands. Authenticated API-tier users can pull intraday P/C ratios from the live chain via streaming endpoints.

How fresh is the data on this screener?

All public screener data refreshes once per trading day after the 4:00 PM ET market close, typically available by 5:30 PM ET. The platform uses end-of-day OPRA aggregates which are licensed for free public display. Authenticated API-tier users with their own Tradier or tastytrade BYOK credentials can pull intraday data through the streaming endpoints.

Where does the underlying data come from?

End-of-day OPRA aggregates for the options data, exchange-published stock prices for the spot reference, and a calibrated implied-volatility surface computed from the listed chain. Ranking metrics like IV rank, GEX, and unusual-activity counts are computed nightly from these primary inputs. Methodology details are in each screener's "How it's computed" section above.

Are these stocks recommended trades?

No. The screener is a ranked list of names that meet a quantitative filter at the close of the prior trading session, a research starting point, not a buy or sell signal. Whether any name on the list represents a tradeable opportunity depends on the underlying catalyst, your strategy, current market context, and risk tolerance. The platform does not give trade advice; the lists are descriptive, not prescriptive.

How often does the ranking change?

The ranking refreshes every trading day after the close. Names move on and off the list as their underlying metric (IV rank, gamma exposure, volume, etc.) crosses thresholds. Most screeners show meaningful day-over-day churn at the top of the list during active markets and lower turnover during low-volatility regimes. The "biggest change" screeners specifically target fast-moving names.

Is the screener tradeable in real-time during market hours?

The screener itself ranks on end-of-day data. To trade names on the list during market hours, use your own broker's real-time chain data; the platform's per-ticker pages link directly to real-time chains for authenticated users. The screener's job is to surface the universe of candidates that met yesterday's filter; the trade decision uses live data.

Can I export the ranked list?

Pro and API tier users can export rankings via the API (REST endpoint per screener slug returns a JSON list with all metric columns) or pull them programmatically through the Python SDK. Free users have the full ranking visible on the page; programmatic access requires authentication. Daily snapshots are also available for backtesting research through the API tier.