Access to Historical Option NBBO data at intraday intervals, or as part of EOD database. Includes Volume and Open Interest. Trading volume and open interest are key numbers to watch when buying and selling options. Together they can indicate liquidity, trader interest, and price. Historical Data · Market Data Services. Connectivity. Connectivity. Connectivity Monthly Volumes and Open Interest. Volume: Open Interest: Export; PNG. Market Data. Series and Trading Data. Directory of Listed Products · Equity Historical Volume Statistics · Monthly & Weekly Volume Statistics · Open. You can check daily trading volume, open/high/low/closing prices, open interest and swap points up to previous day. Previous day's report will become available.
This precise and granular data is crucial for understanding the dynamics of open interest within extremely short intervals, enabling traders and analysts to. Daily trading volume, Open/High/Low/Closing prices, and open interest (up to previous day). Previous day's report will be uploaded before noon the following day. Historical Volume Statistics, Monthly & Weekly Volume Statistics, Open Interest Stock Loan Volume, Today's Most Active Options, Volume by Account Type, Volume. Yahoo Finance's list of highest open interest options, includes stock option price changes, volume, and day charts for option contracts with the highest. Trading volume and open interest are key numbers to watch when buying and selling options. Together they can indicate liquidity, trader interest, and price. Volume and open interest reports for CME Group futures and options contain monthly and weekly data available free of charge. OCC offers expansive and comprehensive market data reports such as volume, open interest, series & trading data and contract adjustment information. Data details · Open interest is broken down daily on an instrument level into long and short positions and market participant groups (agents, market maker and. Open Interest is the total number of outstanding (Derivative) Futures & Options contracts. As the word Open Interest suggests, it is the amount of interest in. CFE Daily Futures Volume and Open Interest from to Current Historical Data Archive. Click here for CFE Daily Volume and Open Interest by Product Archive. historical data compressed within an annual file. In October , CFTC began publishing weekly and historical report data within a public reporting.
Volume and Open Interest data is available for four exchanges in CSV format from as early as By Product. Filter VOI data availability by product here. A few quick Google searches have led me to a handful of databases like jonathansoares.online and ORATS, but I would love to hear from this community. Availability. Our Open Interest endpoints are available via REST API for latest and historical (time series) data as well as WebSockets for real-time data. End-of-day Futures Report (contains settlement prices, open interest and trading volume) Historical Data. Real-Time Data. Daily Data. Brief summary of. CME Group's Exchange Daily Equities Volume and Open Interest Report summarizes Equities futures and options volume for Globex, Clearport/PNT and Open Outcry. Historical Data. Instrument. Index Futures, Index Open Price (₹), Close Price (₹), Volume (Nos.) Value (₹ In Lakhs), Settlement Price (₹), Open Interest. Please note that the Data Tab has been renamed to FUTURES U.S. COMMODITY AND INDICES DATA below. Preliminary, Daily and Historical Volume & Open Interest Data. The Options Change in Open Interest page shows equity options with the largest increase and decrease in open interest from the previous trading session. open interest, greeks, and last trade price. The data covers over stock/ETF tickers as well as over delisted tickers (only tickers delisted after.
The Montréal Exchange is offering you historical daily summaries on its options and futures. Note that the open interest displayed on this section of the. Use this form to download historical options volume across the Cboe exchanges by a single symbol, a product type, or all symbols for a month or year. The End of Day Volume Summary will contain historical data from the previous trading day and would be available after the end of each trading day, on a T+1. Open Interest. About OI · Put/Call Ratio · OI Change · OI % Change · Highest OI. Learning Center. Articles · Tutorial · Glossary · Symbol Lookup · HOME · HOT. Open interest is a term used for futures and options, which means how many contracts are available for sale. Most financial sites, like finance.
Where To Get Reliable Historical Market Data [Episode 139]
Analytics: Order book and trade analytics provide valuable insight regarding market liquidity and trends. · Eurex Flow Insights · Eurex Open Interest Insights. Real-time options prices, historical data, and news on all major options Greeks, IV, open interest, and more. Options Contracts. Greeks, IV, open. On its own, however, open interest cannot predict price action. When paired with other measures like volume and the price of the underlying asset, open interest. For US equities, the historical data IVolatility offers essential information for options trading, such as option closing prices with volume and open interest.