QUANT_API
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OPTIONS · ✓ LIVE

Put/Call Volume Ratio

Put/call volume ratio.

options.pcr_volumeput_vol / call_volDeribit

What it measures

The ratio of put volume to call volume traded on Deribit: put_vol / call_vol. A classic options-sentiment gauge: a rising ratio means traders are paying for downside relative to upside, whether for hedging or for directional bets. Like most sentiment ratios it is most informative at extremes and in changes rather than in its absolute level — which is what the z-score and percentile-rank transforms are for.

References: Tier-2 sentiment Deribit.

Point-in-time, leak-free

Like every QUANT_API feature, options.pcr_volume is computed point-in-time: each value uses only data that had actually arrived at the timestamp you query — live or historical. No restatements, no backfills that quietly rewrite the past, no look-ahead. The value your backtest sees at a given stamp is the value the live API would have returned at that stamp. How we enforce this is documented on the methodology page.

Windows & transforms

The signal is computed over rolling windows; each window can be served raw or through a transform (z-score, percentile rank, delta…). Which windows and transforms you can query depends on your plan — the signal itself supports:

WINDOWS
1m5m15m30m45m1h2h4h12h24h
TRANSFORMS
leveldeltaratezscorepctrankewmaminmaxrange

Plan & access

options.pcr_volume unlocks on the Edge plan ($499/mo) and every plan above it. Every new account starts with a 14-day free trial of the Signal plan — no card required. The trial covers Signal-plan features, so you can evaluate the API end-to-end before upgrading to Edge.

Start free, then upgrade →Compare plans

Example call

Resolve the latest value for BTC (5m window, zscore transform — both available on the Edge plan):

curl -G https://api.quant-api.dev/v1/features/live \
  -H "Authorization: Bearer fk_live_<your_key>" \
  --data-urlencode "asset=BTC" \
  --data-urlencode "features=options.pcr_volume@5m:zscore"

Same key works on /v1/features/historical for point-in-time backtesting — see the API docs.

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