ETF with good options volume for US dollar

Discussion in 'Options' started by Victor123, Mar 11, 2015.

  1. Let me check with my broker ...i am using questrade...i am in canada
     
    #11     Mar 13, 2015
  2. I got it..your number is the total against all strikes and all expiration months...i was looking at a particular expiration.
     
    #12     Mar 13, 2015
  3. Yes, exactly. And that's clearly stated on the OCC's data page.

    Best
     
    #13     Mar 14, 2015

  4. Again your trading platform should let you look at each available expiration month, each strike in that month, and volume and open interest for each strike. Plus bid/ask, greeks, probabilities, etc. Here's a picture for the FXE ETF at the COB yesterday. Using the ToS platform. Notice that it shows all tradable series including regular monthlys and weeklys. FXE does not appear to have tradeable Qtrlys or EOMs. Notice at the bottom it shows the total puts and calls that traded that day. That's across all expiration months.

    upload_2015-3-14_16-14-28.png

    Going one step further here's a screen shot of the March 15 options. Notice the two right hand columns. One is volume and the other OI. Each strike has its own numbers which I think is what you're looking for. Simply add up the volume (either puts, calls, or both for that expiration and you have what you need. You can also purchase this same information from the OCC. It's not cheap but that may be your only option (no pun intended.) If your platform doesn't have this capability you may want to consider a change or an addition to your trading arsenal.


    upload_2015-3-14_16-20-11.png

    Best
     
    #14     Mar 14, 2015
  5. xandman

    xandman

    Currencies exhibit single digit volatility. And, ETF's are very capital intensive when you need to hedge a naked position.
     
    #15     Mar 14, 2015