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Open Interest Data for Equity, Index and Futures Securities
This item downloads daily open interest statistics from the Options Clearing Corporation website. The data is available for the last 5 years and it contains the open interest numbers of puts and calls for equity, index and futures.
Open interest or open contracts, is the number of derivative contracts, such as futures and options, which are held by market participants. In other words, it is the number of contracts, for a particular day, that have not yet been exercised, delivered or expired.
The Options Clearing Corporation, OCC, is an equity derivatives clearing organization. The open interest values released by the OCC are aggregate numbers from different U.S. exchanges.
The following list describes the 7 symbols created by this item:
^Equity_OpenInt_Calls: This index contains the daily open interest of all equity option calls
^Equity_OpenInt_Puts: This index contains the daily open interest of all equity option puts
^Equity_OpenInt_Total: This index contains the total daily open interest of both calls and puts (Equity Options)
^Index_OpenInt_Calls: This index contains the daily open interest of all index option calls.
^Index_OpenInt_Puts: This index contains the daily open interest of all index option puts.
^Index_OpenInt_Total: This index contains the total daily open interest of both calls and puts (Index Options)
^Futures_OpenInt: The futures open-interest stores the daily open interest of all futures contracts.
Options Clearing Corporation Data:
The Individual Stocks Put and Call Volume item downloads volume numbers for all U.S. stocks. The volume is separated into three categories: Volume generated by customers, firms and market markers.
The Stock Options Volume item gets for each U.S. stock the daily total volume. It is almost the same as the previous item. However, unlike the Individual Stocks Put and Call Volume item, which reports volume for puts and calls separately, this item reports the total volume.
Note: As of November 2007, the OCC included the currency volume in the Index category.
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