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Questions tagged [open-interest]

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0
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1answer
36 views

Large Differences in Open Interest between Similar Strikes

Consider the image attached, showing a part of the options chain for the NDX expiring July 20. What can possible explain such large differences in Open Interest across similar strikes, e.g. 818 at 7,...
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2answers
1k views

call vs put open interest

I have been observing the data for US stock options. In general, it seem like there are more open interest for call rather than for put, is there a reason people like to write more call? at the ...
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0answers
40 views

to interpret open interest

I am interested to ask about how to interpret option open interest. For small cap stock options, it makes sense to see open interest as liquidity. On the other hand, for big name stock options where ...
0
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1answer
86 views

Open Interest on Options on Futures

Is there anywhere that reports open interests or the max pain on futures such as Crude (CL), Natural Gas (NG), or E-Minis (ES)? I cannot seem to find this data, though I have seen it listed on trading ...
0
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1answer
113 views

Open interest and short selling

Open interest of SPY: https://finance.yahoo.com/q/op?s=SPY+Options If someone sell short a contract the open interest adds up or down? The open interest on yahoo finance is a reliable Information of ...
3
votes
2answers
236 views

VIX Futures data: why happen to have settle price > 0 and Volume = O.I. = 0

This question is about something observed hands on data that makes me a little confused. Consider the term structure of futures on VIX of Monday, December 27, 2010. You can find it at the CFE market ...
2
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3answers
730 views

Estimate reasonable trade sizing based on daily volume

Let's assume we have data for daily volumes traded on some asset (and open interests as well). Now if we are planning to make a trade we don't want to fat-finger it and want it to be of a reasonable ...
1
vote
2answers
282 views

changes in open interest vs changes in underlying volume

Has a relationship been noted? Mostly, I'd like to know if the open interest increases on an underlying, does the underlying usually see increased trading? My guess would be "yes" since MMs can ...
3
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1answer
495 views

how to define liquidity in equity, index, and etf options

i've heard several ways to put a metric on liquidity of options.. obviously liquidity isn't a constant.. things like the Bid/Asks spread, liquidity of the underlying.. Trying to find a way to ...