第2课 未平仓量(Open Interest)与交易量(Volume)的概念和它们的区别 为了让大家更容易理解未平仓量与交易量,并且结合实战,这里放了两张期权的截图。第一张是交易日截至2016/12/13苹果股票(AAPL)对应期权到期日2016/12/16的截图(见图2-1),第二张是交易日截至2016/12/14,上证50ETF对应期权到期日为2016/12/31...
期权交易中的Volume(成交量)和Open Interest(未平仓合约量,简称OI)是两个重要的指标,用于衡量市场活动和投资者情绪。以下是对这两个指标的详细分析: 期权成交量(Volume) 期权成交量是指在特定时间段内(通常为一天)交易的期权合约的总数。成交量反映了市场的活跃程度和投资者的兴趣。高成交量通常表示市场对某个特定...
Guide to Open Interest vs Volume. Here we discuss the top 5 differences between open interest and volume along with infographics.
The greater the volume, the more interest there is in the contract. Traders sometimes view volume as an indicator of the strength of a particular price shift. Greater volume also means greaterliquidityfor the contract or asset; this is desirable from a short-term trading perspective, as it mea...
Options volume and open interest quantify the activity level between buyers and sellers of an option’s contract. But, what’s the difference between the two? Options volume defined Volume is the number of options contracts traded on a given day. Volume is shown for each strike price for call...
Open interest is the total number of outstanding derivative contracts for an asset—such as options or futures—that have not been settled. Open interest keeps track of every open position in a particular contract rather than tracking the total volume traded.未平仓量是指某项资产（如期权或期货）...
trade volume是交易量，open interest是未平仓量， 故一笔新开交易是增加未持仓量，一笔平盘交易减少未持仓量。“
Open interest is sometimes confused with trading volume, but the two terms refer to different measures. For example, imagine one trader holds 10 option contracts and sells them to a new trader entering the market. The transfer of these contracts does not create any change in the open interest...
However, trade volume and open interest are not good proxy of information flow in the Indian commodity markets. This study would definitely broaden the horizon of managers and policymakers to understand the volatility better. Originality/value - – The paper is unique in terms of understanding the...
Trading volume, on the other hand, increased by 10 because of the transferral. 另一方面,由于转移,交易量增加了10。 The Importance of Open Interest 未平仓量的重要性 Open interest is a measure of market activity. Little or no open interest means there are no opening positions, or that nearly...