where do we find historical option volume?

Discussion in 'Options' started by mizhael, Feb 25, 2011.

  1. You are having trouble with your health, your wife, your parents and your family? May god bless you - please don't be so mean!
     
    #11     Feb 27, 2011
  2. God bless you as well. And please bless <i>us</i> with some threads that <i>contribute</i> knowledge or insight.
     
    #12     Feb 27, 2011
  3. I think what you are after may only be good for backtesting. But in real trading, you should be able to tell which are the most active by looking at several factors.

    These would be: bid/ask spread. If it is wide, then you are just trading against the market maker. Open Interest for a specific contract - this will tell you how many open contracts there are. Total open interest for the stock or index. If there are a lot of people following the symbol, then the bid/ask spread might be acceptable.

    I would also suggest that you devise some method of buying the option on the "bounce". Try and estimate the lowest price of the stock for the next few days, and what the option price would be at this point. Then place your bid, and wait during the day to see if it gets filled or not. Especially with the more volatile stocks.

    Check with www.historicaloptiondata.com. They might have the option volume, if you really need it.

    Rick
     
    #13     Apr 4, 2011
  4. spindr0

    spindr0

    He's a shnorrer? Maybe some Breathe Right strips would help...

    :D :confused: :eek: :D
     
    #14     Apr 4, 2011