open interest

Discussion in 'Options' started by GATrader, May 16, 2006.

  1. In general for those using or considering stricknet: for $2 more at www.tbsp.com you can get the complete package:

    & Stocks
    $ Indices
    # Futures
    ! Mutual Funds
    ~ Market Statistics
    * Stock and Index Options
    + Futures Options
    / Canadian Stocks

    including many years historical data.

    Also the TBSP option data includes the stock price, very handy for calculating implied volatilities (I run a macro calculating all 100,000+ in a few minutes). Also a utility for selective data downloads.

    GATrader, $32 for only 100 open interests still seems expensive. For years I used a small program called Stock Option Spider

    http://www.lencom.com/desc/indexN15168.html

    that did exactly what you’re looking for (incl. OI), but it stopped working and is no longer there (Meixler who made it informed me it is no longer supported). I guess though you should be able to find something similar in the shareware boards.
     
    #11     May 16, 2006
  2. to nonprop
     
    #12     Jun 7, 2006