Put / Call Ratios Open Interest data is calculated by dividing the sum of all puts outstanding at the end of that trading day by the sum of all calls outstanding. For example, if the total open interest at the end of a given day were 10 puts and 5 calls (regardless of when they were opened), the PcrVolAll would be 10 / 5 = 2.
Each of the types of analytics are provided for 10, 20, 30, 60, 90, 120, 150, 180, 270, 360, 720, and 1080 calendar day future terms. The values for these terms are linearly interpolated from the nearest straddling option expirations. For example, the 30-day put/call ratio would be the linear interpolation of the put/call ratios for the data at the 27-day and 34-day expirations (assuming those are the closest straddling expirations). If the term does not have a pair of straddling expirations, the values from the closest expiration are used.
For an example illustrating how these terms are calculated, please see the VOL methodology