The end-of-day options volume published the same day on eurexchange.com is different from the statistical data they publish. Say I look on options volume for a contract today and go back tomorrow and look at the same contract in their statistical database, then the volume has changed... Anyone who knows any good reason for this issue?
Ok. but it seems to be quite a huge difference though. It seems that the volume reported on the current day consistently is at least twice the size then that reported for the same date in their historical reports...
Yes but in that case should'nt the final report show a larger volume and not lower? For example: Unilever - All expiries. data taken same day for may 28 Call volume: 5357 Put volume: 5897 Unilever - All expiries data taken from statistical report for may 28 Call volume: 200 Put volume: 793
Not for may 28 because the same day data is now gone. But for may 29 yes. The difference is about the same as it was for may 28 so please have a look. Unilever end of day Data provided on may 29 http://www.eurexchange.com/exchange...esSingleViewOption?callPut=Call&maturityDate= Unilever Data provided for may 29 from statistical report http://www.eurexchange.com/exchange...tId=35892&productGroupId=858&busDate=20150529
Not sure, but it looks like the Market statistics are for that date and the other information is for a different time frame like since they started those expiration.
No, I don't think that's the issue because I just had a second look and it seems that when you go into details for a specific expiration month say June, the volume change so that it equals that from the statistical report... Please check it out... What is this? Some kind of error? Unilever-june call, data provided on may 29 http://www.eurexchange.com/exchange...leViewOption?callPut=Call&maturityDate=201506 Unilever-june call, Data provided for may 29 from statistical report http://www.eurexchange.com/exchange...=3&cp=Call&month=6&year=2015&busDate=20150529 Call options volume being the same, 80 for call options on Unilever June, may 29.
I think the exchanges are very helpful when you call. You just have to get to the right person. I'm just guessing which does not help you.