Open Interest Help

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The three categories of Open Interest reports identify stocks and option contracts that have high open interest or high changes in open interest.

Select the desired report from the drop down menu:

Highest OI OI Change by Stock OI Change by Contract

Highest OI The Highest OI report shows option contracts or stocks with the highest aggregate open interest volume.

Select By Contract displays open interest for individual option contracts. Selecting By Stock displays the stocks with the highest aggregate open interest.

OI Change by Stock The OI Change by Stock report shows the stocks with the highest change in open interest.

Selecting By Volume will show the stocks with the highest change in absolute volume from the previous day. Selecting By Percentage will show the stocks with highest percentage change in volume from the previous day.

OI Change by Contract The OI Change by Contract report shows the individual option contracts with the highest change in open interest from the previous day.

Selecting By Volume will show the individual option contracts with highest change in absolute volume from the previous day. Selecting By Percentage will show the individual option contracts with highest percentage change in volume from the previous day.

The following fields are displayed on the Open Interest reports:

Symbol - the stock or option symbol, as appropriate Open Interest - the open interest Stock - the underlying stock symbol, where appropriate Expiry - the expiration date of the contract(s) Strike - the strike price of the contract P/C - Put vs Call Bid - the bid price of the option Ask - the ask price of the option Last - the most recent price of the option Prev - the previous day's closing price

Data is updated nightly.

The Open Interest reports identify which stocks and option contracts have high option activity.

There are three report categories:

The Highest Open Interest category contains two reports, one which shows the highest open interest by stock, the other shows the highest open interest by contract. These reports tend to include the same stocks repeatedly since many of the stocks with the largest market capitalization commonly have heavy volume in both the stock and the underlying options.

The Open Interest Change By Stock category contains two reports. The first shows the stocks with the greatest change in the absolute aggregate volume of option contracts. This report is useful for identifying unusual option activity, and hence signals an increased probability of a change in the underlying stock. The second report shows the change in option activity by stock on a percentage basis.

The Open Interest Change By Contract category contains two reports. The first shows the option contracts with the greatest change in the absolute volume of options for individual option contracts. This report is useful for identifying unusual activity, and hence signals an increased probability of a change in the underlying stock. The second report shows the change in option activity by contract on a percentage basis.

The underlying data for these reports is updated nightly.