Profiling Option Open Interest
By CME Group - Tue May 22 16:07:00 CDT 2012 CT
Related Keywords: Market Fundamentals
Profiling Option Open Interest

CME Group Developing New Tool to Monitor OI

Much value is implied in a study of option open interest patterns. This is due to the fact that many different option series are available in most markets including call and put options, a variety of contract months as well as strike prices. As such, the information is many-faceted incorporating a directional, a price and a time element.

CME Group is developing a new “Options Open Interest Profile” tool which will live on our website. The original version of the tool will focus on interest rate products. But we anticipate that subsequent versions be expanded to include other CME Group products including FX and stock indexes as well. The tool will provide users with the flexibility to focus on specific markets of choice, puts vs. calls, dates, etc.