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Options Market - Trading volume data per Exchange for US Stocks

by Patrick Fonce, 5059 days ago
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Option contracts can be traded on several exchanges; In the United States, major options trading markets include the Chicago Board of Options Exchange, the Philadelphia Exchange, and the Pacific Exchange.

The Options Clearing Corporation collects data for the options market and report the daily volume of options contracts, put and call options, for every US stock and for every exchange where options on these stocks are listed.

For example, as of 18 June, 2010, there were 100726 options contracts traded on the CBOE for Apple (ticker symbol: AAPL). On the BATS exchange, 6544 options contracts were traded for Apple.

The daily options trading volume for every US stock and for every exchange is downloaded by this object. The item first downloads raw trading volume data, groups the volume size by exchange, divides the volume numbers by two (The values reported represent contract sides and therefore to get the actual number of contracts, we should divide these values by two) and then stores the historical data in a database called "options_volume_exch".

This options volume database contains eight fields; one field for each options exchange. Each field or exchange gets the number of options contracts that were traded for the selected stock and for the associated date. The different options exchanges are:
CBOE: Chicago Board Options Exchange
AMEX: American Stock Exchange
PHLX: Philadelphia Stock Exchange
PCX: Pacific Exchange
ISE: International Securities Exchange
NSDQ: NASDAQ
BOX: Boston Options Exchange
BATS: BATS Exchange

They represent the major exchanges in the United States options market. All these exchanges are sponsors of the Options Industry Council (OIC), which provides educational information for investors and traders interested in trading in the options market.




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Type: Download Script

Object ID: 546


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Market: Stock Market

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.