I am looking for end of day open interest, volume, and other related metrics for equity options. I haven't found any place that provides this data. does any one know of a site that provides this data (for free or $)? Alternately, is there a software available to download this data from IB or TOS on a daily basis? thanks
You can with see the open interest with IB. However I'm not sure for each individual contract tho. If your with Ib then open up their specialized "options trading platform" I've seen the Open Interest for this however it was for the whole underlying, not for each contract. I think if you go thro it you might find it for each contract.
ToS has the data you are looking for. If you desire, you can also use Excel to download that information from ToS, e.g. with DDE (there are threads here about how to do that).