Options Open Interest Analysis
Options Open Interest Analysis
Options Open Interest Analysis
CALLS
5000000
4500000
4000000
3500000
3000000
1500000
1000000
500000
0
00 8 00 9 00 0 00 1 00 20 0 300 400 500 600 700 8 00 9 00 0 00 1 00 2 00
77 7 7 8 8 8 8 8 8 8 8 8 8 9 9 9
3000000
2500000
2000000
1500000
1000000
Call change in OI
Put Change in OI
500000
7 00 800 9 00 000 100 200 3 00 4 00 500 600 700 800 9 00 000 100 200
-500000 7 7 7 8 8 8 8 8 8 8 8 8 8 9 9 9
-1000000
-1500000
Open Interest Analysis Simplified
Todays Date
Last Update @ 15:30:16 Jul 11, 2016 2/Dec/17
PUTS
300000
250000
200000
150000
Call Net OI Call Volume
Put Net OI Put Volume
100000
50000
0
00 800 9 00 000 1 00 200 3 00 40 0 500 6 00 700 8 00 9 00 000 1 00 20 0
00 00 77 7 7 8 8 8 8 8 8 8 8 8 8 9 9 9
91 92
200
150
100
50
0
20 -100
-150
-200
Interpretation TREND
Call Volume
Put Volume
0 0 0
0 0 91 0 92 0
Call Price change
Put Price Change
0 00
92
Price Change in
Change OI Signal
Call <0 <0 Long Liquidation
<0 >0 Short Buildup
>0 >0 Long Buildup
>0 <0 Short Covering
0.05
#VALUE!
5.77
#VALUE!
#VALUE!
#VALUE!
0.24
#VALUE!
#VALUE!
#VALUE!
1.20
#VALUE!
0.80
#VALUE!
0.84
#VALUE!
0.69
#VALUE!
1.06
#VALUE!
2.55
#VALUE!
1.93
#VALUE!
1.96
#VALUE!
2.23
#VALUE!
7.71
11.00
4.35
5.46
4.62
#VALUE!
2.94
470.50
3.56
30.16
2.69
11.35
3.58
5.26
1.96
1.71
1.39
1.27
0.46
0.02
0.20
0.00
0.08
#VALUE!
0.08
#VALUE!
0.04
#VALUE!
0.76
#VALUE!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
Total #REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
1.19
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!
#DIV/0!