# V put/call volume ratio held at 1.52 within 3 weeks, against 0.62 1 to 3 months out

As of Oct 8, 2026, 15:59 ET: V put/call volume ratio held at 1.52 within 3 weeks, against 0.62 1 to 3 months out. Within 3 weeks: 13,154 put and 8,678 call contracts. 1 to 3 months out: 1,534 put and 2,456 call contracts. By 15:59 ET on Oct 8, 2026. Tracked: up to 40 strikes around the money across 20 expirations. Source: Schwab options chain.

- Session: 2026-10-08
- Kind: Near vs far dates
- Status: Settled
- Rule: near (<= 21 days) put/call ratio >= 2.0 x or <= 1/2.0 x the 22-92 day ratio (absolute: baseline n 0 < 5); each side >= 1000
- Baseline: median near/far put/call ratio tilt, last 20 sessions, n = 0

| Metric | Value |
|---|---:|
| farCallVolume | 2456 |
| farPutCallRatio | 0.625 |
| farPutVolume | 1534 |
| nearCallVolume | 8678 |
| nearPutCallRatio | 1.516 |
| nearPutVolume | 13154 |
| tilt | 2.427 |

## What happened next

- Next settlement: Open interest in all V options rose 9,903 at the Oct 8 settlement, to 404,231.
- Expiry: pending expiry.

Caveat: Session volume from delayed options chain snapshots, published at least 15 minutes after capture. Totals cover the strikes captured around the money, not every listed strike. Not individual trades. Premium is an estimate: volume times the quote midpoint.

Session page: https://squawkflow.com/options-flow/2026-10-08

## Citation

Source: SquawkFlow, https://squawkflow.com/options-flow/2026-10-08/v-term-structure
Retrieved: 2026-10-11 16:40 ET
Attribution: cite the page URL rather than a copied number. Levels are
recomputed every session, so a number without its date is wrong within a day.

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