Where can one see a chart of price & volume & open interest for a particular option over time?
I'm trying to track how an option price changes over time in relation to the underlying price and also - how open interest changes in relation to volume.
I've looked everywhere for such a chart - it seems easy enough to create; for any given day it would show the high, low & close price along with the volume for that day and the open interest.
Yes, it would be easy to create, but I've neither seen nor heard of such a chart.
The first think I want you to know is that 'end of day' data does not show the OI you want to see. The open interest is updated only once per day - and that is overnight/ It's available before the market opens the next day. Thus, it's the tomorrow morning's OI that goes with today's data.
My only suggestion is to ask the Options Clearing Corporation: email@example.com
They maintain the OI data and may have a source for you. I'm sorry, but I simply have no idea.
http://www.optionsclearing.com/market/vol_data/main/open_interest.jsp This is where they list total open interest every day (you can subscribe by e-mail). Ask if they supply the same data per option series.
Mark D. Wolfinger
The Rookie's Guide to Options:The Beginner's Handbook of Trading Equity Options