Hi Mark,

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.

Thanks,

Ken


Hi Ken,

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:  options@theocc.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

--
Mark D. Wolfinger

The Rookie's Guide to Options:The Beginner's Handbook of Trading Equity Options

blog: http://blog.mdwoptions.com/options_for_rookies

website:  http://www.mdwoptions.com