Open Interest Heatmap

Use the Options Open Interest Heatmap Tool to track where positions are concentrated. View current open interest and changes in volume and OI by strike, put or call, and expiration. Available for benchmark products across all CME Group asset classes, this tool gives you a concise view of how put/call option OI is distributed by strike and expiry.

  • Use the plus (+) and minus (-) buttons to expand or condense the range of strikes shown.
  • Click the expirations’ drop down menu to adjust the contracts displayed.
  • Click “Compare” in the “Change” views to see the one day, one week and one month change in put/call open interest.
  • Use the heatmap dropdown to toggle between a column or matrix heatmap.
  • Use the side navigation menu to view open interest change, percentage open interest change, volume and volume change by put, call or total put and call.
  • Click the question mark button to display tooltips onscreen.

User GuideSign up for CME Group Options Updates

    

Watch Demo