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Option OI watch 3/6

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发表于 2009-3-7 06:51 PM | 显示全部楼层 |阅读模式


(the 1st number is the change in OI from last time I run the program, usually prev trading day but I might miss  from time to time; "ave vol" is 20SMA. first OI number is 20MA. But the alert is based on difference with last trading day's OI. So I may need to change the display to show prev trading day OI)

OI ALERT 13825: MSFT 2009 03 14.00p: ave vol 2158 oi 2765, cur vol 8965 oi 21025
OI ALERT 11266: XOM 2009 03 60.00p: ave vol 5270 oi 12133, cur vol 7331 oi 28878
OI ALERT 13441: GE 2009 03 7.50c: ave vol 19154 oi 13149, cur vol 47101 oi 79924
OI ALERT 11648: GE 2009 03 9.00c: ave vol 18076 oi 26637, cur vol 24723 oi 76692
OI ALERT 39342: GE 2009 03 5.00p: ave vol 37255 oi 134605, cur vol 32709 oi 245164
OI ALERT -13982: GE 2009 03 7.50p: ave vol 38830 oi 150407, cur vol 33239 oi 175979
OI ALERT 11869: BAC 2009 03 5.00c: ave vol 34771 oi 72076, cur vol 13407 oi 140138
OI ALERT 15576: BAC 2009 03 3.00p: ave vol 31930 oi 92971, cur vol 52394 oi 152744
OI ALERT 12533: C 2009 03 2.50c: ave vol 48442 oi 144824, cur vol 10169 oi 268554
OI ALERT 9604: JPM 2009 03 17.50c: ave vol 2538 oi 3396, cur vol 23309 oi 16044
OI ALERT 11066: POT 2009 03 60.00p: ave vol 2470 oi 6170, cur vol 11450 oi 18941
OI ALERT 9372: POT 2009 04 100.00c: ave vol 2215 oi 1199, cur vol 12117 oi 10971
OI ALERT 16870: DOW 2009 03 5.00p: ave vol 4531 oi 21142, cur vol 10305 oi 43729
OI ALERT 45140: XLF 2009 03 7.00c: ave vol 18364 oi 30381, cur vol 40222 oi 105663
OI ALERT 36355: XLF 2009 03 8.00c: ave vol 55220 oi 152890, cur vol 43238 oi 329483
OI ALERT 25164: XLF 2009 03 6.00p: ave vol 27431 oi 109182, cur vol 27131 oi 164366
OI ALERT 21470: XLF 2009 04 6.00c: ave vol 3484 oi 781, cur vol 13379 oi 22792
OI ALERT 23403: XLF 2009 04 9.00c: ave vol 11806 oi 17703, cur vol 25125 oi 67237
OI ALERT 14561: XLF 2009 06 8.00c: ave vol 5139 oi 50271, cur vol 7973 oi 79648
OI ALERT -13252: XLF 2009 06 8.00p: ave vol 11220 oi 108316, cur vol 7352 oi 105674
OI ALERT 6777: XLK 2009 03 13.00p: ave vol 934 oi 2478, cur vol 5703 oi 11258
OI ALERT 151562: XLU 2009 04 25.00c: ave vol 1628 oi 28, cur vol 6642 oi 151601
OI ALERT 33612: SPY 2009 03 68.00c: ave vol 419 oi 647, cur vol 48888 oi 33728
OI ALERT 24397: SPY 2009 03 69.00c: ave vol 208 oi 422, cur vol 68262 oi 26047
OI ALERT 45115: SPY 2009 03 70.00c: ave vol 68 oi 118, cur vol 126282 oi 45538
OI ALERT 57142: SPY 2009 03 71.00c: ave vol 106 oi 134, cur vol 5280 oi 57778
OI ALERT 67209: SPY 2009 03 72.00c: ave vol 354 oi 439, cur vol 54620 oi 68750
OI ALERT 45046: SPY 2009 03 73.00c: ave vol 131 oi 384, cur vol 34034 oi 45926
OI ALERT 64110: SPY 2009 03 74.00c: ave vol 386 oi 670, cur vol 56820 oi 66238
OI ALERT 103078: SPY 2009 03 75.00c: ave vol 336 oi 909, cur vol 68737 oi 104838
OI ALERT 43365: SPY 2009 03 76.00c: ave vol 221 oi 632, cur vol 23970 oi 44683
OI ALERT 124321: SPY 2009 03 77.00c: ave vol 463 oi 833, cur vol 19385 oi 126384
OI ALERT 60934: SPY 2009 03 78.00c: ave vol 592 oi 1343, cur vol 10642 oi 64408
OI ALERT 138044: SPY 2009 03 80.00c: ave vol 1363 oi 2455, cur vol 17430 oi 146007
OI ALERT 27170: SPY 2009 03 55.00p: ave vol 1043 oi 4939, cur vol 17440 oi 27231
OI ALERT 12963: SPY 2009 03 57.00p: ave vol 668 oi 4773, cur vol 13247 oi 13065
OI ALERT 182477: SPY 2009 03 60.00p: ave vol 7521 oi 58142, cur vol 43546 oi 189186
OI ALERT 34226: SPY 2009 03 61.00p: ave vol 2084 oi 13274, cur vol 13754 oi 34844
OI ALERT 23122: SPY 2009 03 62.00p: ave vol 2322 oi 8013, cur vol 21496 oi 33205
OI ALERT 38416: SPY 2009 03 63.00p: ave vol 3620 oi 14077, cur vol 41243 oi 45358
OI ALERT 70198: SPY 2009 03 64.00p: ave vol 3738 oi 11435, cur vol 23234 oi 76354
OI ALERT 69739: SPY 2009 03 65.00p: ave vol 1911 oi 12797, cur vol 91803 oi 104838
OI ALERT 47923: SPY 2009 03 66.00p: ave vol 1286 oi 3005, cur vol 73510 oi 56456
OI ALERT 83288: SPY 2009 03 67.00p: ave vol 526 oi 2072, cur vol 76599 oi 86468
OI ALERT 187207: SPY 2009 03 68.00p: ave vol 559 oi 1755, cur vol 61470 oi 190575
OI ALERT 89271: SPY 2009 03 69.00p: ave vol 1736 oi 13072, cur vol 37440 oi 119525
OI ALERT 131505: SPY 2009 03 70.00p: ave vol 4733 oi 6855, cur vol 51848 oi 146149
OI ALERT 136878: SPY 2009 03 71.00p: ave vol 943 oi 13012, cur vol 44630 oi 166395
OI ALERT 102807: SPY 2009 03 72.00p: ave vol 870 oi 3364, cur vol 11485 oi 110179

OI ALERT 22149: SPY 2009 03 73.00p: ave vol 2315 oi 10941, cur vol 15785 oi 47121
OI ALERT 167907: SPY 2009 03 75.00p: ave vol 1052 oi 8578, cur vol 24252 oi 178111
OI ALERT 87127: SPY 2009 03 76.00p: ave vol 194 oi 3573, cur vol 11786 oi 91972
OI ALERT 6663: SPY 2009 04 71.00c: ave vol 1753 oi 1324, cur vol 10498 oi 10919
OI ALERT 16350: SPY 2009 04 75.00c: ave vol 10236 oi 12733, cur vol 19626 oi 63452
OI ALERT 11178: SPY 2009 04 80.00c: ave vol 8703 oi 20549, cur vol 28114 oi 51315
OI ALERT 22932: SPY 2009 04 71.00p: ave vol 6878 oi 14133, cur vol 7065 oi 47104
OI ALERT 167662: SPY 2009 06 90.00c: ave vol 19 oi 3101, cur vol 5558 oi 170808
OI ALERT 158134: SPY 2009 06 65.00p: ave vol 24 oi 176, cur vol 6139 oi 158369

OI ALERT 13655: SPY 2009 09 60.00p: ave vol 32 oi 3169, cur vol 7753 oi 13709
OI ALERT 9618: OIH 2009 03 65.00p: ave vol 158 oi 2141, cur vol 12002 oi 11287
OI ALERT 12243: QQQQ 2009 03 26.00c: ave vol 124 oi 1743, cur vol 44725 oi 14546
OI ALERT 45372: QQQQ 2009 03 27.00c: ave vol 138 oi 3458, cur vol 99689 oi 48975
OI ALERT 69135: QQQQ 2009 03 28.00c: ave vol 584 oi 6889, cur vol 80814 oi 76677
OI ALERT 103271: QQQQ 2009 03 29.00c: ave vol 4081 oi 10182, cur vol 41297 oi 114790
OI ALERT 142761: QQQQ 2009 03 30.00c: ave vol 370 oi 8721, cur vol 33484 oi 151000

OI ALERT 28027: QQQQ 2009 03 22.00p: ave vol 118 oi 1707, cur vol 8642 oi 29722
OI ALERT 26084: QQQQ 2009 03 23.00p: ave vol 120 oi 8104, cur vol 8248 oi 34523
OI ALERT 42412: QQQQ 2009 03 24.00p: ave vol 633 oi 4018, cur vol 11653 oi 47540
OI ALERT 80938: QQQQ 2009 03 25.00p: ave vol 1021 oi 10367, cur vol 37868 oi 94214
OI ALERT 56905: QQQQ 2009 03 26.00p: ave vol 628 oi 6311, cur vol 45750 oi 63124
OI ALERT 115503: QQQQ 2009 03 27.00p: ave vol 764 oi 15840, cur vol 37377 oi 131218
OI ALERT 152567: QQQQ 2009 03 28.00p: ave vol 849 oi 21919, cur vol 22333 oi 175098
OI ALERT 130218: QQQQ 2009 03 29.00p: ave vol 840 oi 21002, cur vol 5680 oi 150710

OI ALERT 23967: QQQQ 2009 04 28.00c: ave vol 12845 oi 19587, cur vol 24847 oi 64755
OI ALERT 26452: QQQQ 2009 04 30.00c: ave vol 9934 oi 20007, cur vol 5359 oi 65769
OI ALERT 15890: QQQQ 2009 06 30.00c: ave vol 25 oi 2102, cur vol 9501 oi 18014
OI ALERT 16636: QQQQ 2009 06 31.00c: ave vol 33 oi 1466, cur vol 8348 oi 17971
 楼主| 发表于 2009-3-7 06:57 PM | 显示全部楼层
My source of data is Yahoo Finance. In the case of the Apr XLU 25c, I can't explain why OI increased 151601 with only 6642 volume... 各位邻居有什么高见?
1# hohoho
回复 鲜花 鸡蛋

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发表于 2009-3-7 07:04 PM | 显示全部楼层
2# hohoho

熊熊OE周大难临头了. 牛牛要扔氢弹了,
回复 鲜花 鸡蛋

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发表于 2009-3-7 08:36 PM | 显示全部楼层
回复 鲜花 鸡蛋

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发表于 2009-3-7 08:41 PM | 显示全部楼层
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