INDIGO multi-day PCR analysis

INDIGO PCR analysis: scope and history

Compare available INDIGO put-call ratios across 5, 10 or 30 day windows, with underlying price and selected weighted metrics. Check the expiry, date window and metric before comparing observations.

This workspace adds multi-day context. For one session's OI, absolute change-OI and volume ratios, use the session PCR chart. Weighted readings use different calculations and are not interchangeable with standard PCR.