For example, suppose that the open interest of the ABC call option is zero. The next day, a trader buys 10 options contracts for a new position. Open interest for this particular call option is now 10. The day after, five contracts are closed while 10 are opened, so open interest incre...
The volume and open interest metrics provide information about the level of buying and selling underlying a potential price move. However, in technical analysis, one must also examine whether the open interest is in calls orputsand whether the contracts are being bought or sold.2 Open Interest O...
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...
Open Interest vs. Trading Volume 未平仓量vs. 交易量 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 ...
Options volume vs open interest Options volume is simply the raw number of contracts that have changed hands on a particular day, regardless of whether a new contract was created or not. Volume can be higher than open interest. For example, 10,000 contracts can trade on the day with an op...
Open Interest vs. Trading Volume 未平仓量 vs. 交易量 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 con...
Open Interest vs. Trading Volume 未平仓量 vs. 交易量 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 con...
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 ...
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。
This paper examines the relationships amongst volatility, total trading volume (TVOL) and total open interest (TOI) for three Taiwan stock index futures markets as well as the role of the latter two variables in the dynamics of GARCH modeling and forecasting. From both ex-post and ex-ante pe...