Options trading volume statistics


Daily Volume Statistics — декабря 2017.


OCC Contract Volume.


Futures Contract Volume.


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Each report is available in CSV and TXT formats. Daily volume data is available for up to two (2) years. Archived data can be found in the Historical Volume Statistics.


As of November 2007, Currency volume is included in the Index/Other category.


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This web site discusses exchange-traded options issued by The Options Clearing Corporation. No statement in this web site is to be construed as a recommendation to purchase or sell a security, or to provide investment advice. Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options. Copies of this document may be obtained from your broker, from any exchange on which options are traded or by contacting The Options Clearing Corporation, One North Wacker Dr., Suite 500, Chicago, IL 60606 (investorservicestheocc).


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Options Trading Volume And Open Interest.


Price movements in the options market result from the decisions of millions of traders. But there are a number of useful statistics besides price movements that tell you what those other market participants are doing. Here we take a closer look at two factors you should consider when trading options: daily trading volume and open interest.


Trading volume gives you important insight into the strength of the current market direction for the option's underlying stock. The volume, or market breadth, is measured in shares and tells you how meaningful the price movement in the market is.


Keep in mind that trading volume is relative and needs to be compared to the average daily volume of the stock in question. A large percentage change in price accompanied by larger than normal volume is a solid indication of market strength in the direction of the change. But large percentage increases in price accompanied by small trading volumes are less likely to indicate a market direction. In fact, they may indicate that a reversal is likely in the near term.


The Importance of Open Interest.


Open interest is a concept all option traders need to understand. Although it is always one of the data fields on most option quote displays - along with bid price, ask price, volume and implied volatility - many traders ignore open interest. But while it may be less important than the option's price, or even current volume, open interest provides useful information that should be considered when entering an option position.


First, let's look at exactly what open interest represents. Unlike stock trading, in which there is a fixed number of shares to be traded, option trading can involve the creation of a new option contract when a trade is placed. Open interest will tell you the total number of option contracts that are currently open - in other words, contracts that have been traded but not yet liquidated by either an offsetting trade or an exercise or assignment.


For example, say we look at Microsoft and open interest tells us that there have been 81,700 options opened for the March 27.5 call option. You may be wondering if that number refers to options bought or sold. The answer is that you have no way to know for sure.


When you buy or sell an option, the transaction needs to be entered as either an opening or a closing transaction. If you buy 10 of the Microsoft March 27.5 calls, you are buying the calls to "open". That purchase will add 10 to the open interest figure. If you wanted to get out of the position, you would sell those same options to "close" and open interest would then fall by 10.


Selling an option can also add to the open interest. If you owned 1,000 shares of Microsoft and wanted to do a covered call by selling 10 of the March 27.5 calls, you would be entering a sale to open. Since it is an opening transaction, it would add 10 to the open interest. If you later wanted to repurchase the options, you would enter a transaction to buy to close. Open interest would then decrease by 10.


Things get a little more complicated if the options you trade are not created by the transaction, but instead the other side is taken by someone doing a closing transaction. For example, if you are buying 10 of the Microsoft March 27.5 calls to open, and you are matched with someone that is selling 10 of the Microsoft March 27.5 calls to close, then the total open interest number will not change.


[ See more real-time examples of buying and selling options and learn the strategies behind the transactions in Investopedia Academy's Options for Beginners course. ]


So when you are looking at the total open interest of an option, there is no way of knowing whether the options were bought or sold - which is probably why many option traders ignore open interest altogether. However, you shouldn't assume that the open interest figure provides no important information.


One way to use open interest is to look at it relative to the volume of contracts traded. When the volume exceeds the existing open interest on a given day, this suggests that trading in that option was exceptionally high that day. Open interest can help you determine whether there is unusually high or low volume for any particular option.


Open interest also gives you key information regarding the liquidity of an option. If there is no open interest for an option, there is no secondary market for that option. When options have large open interest, it means they have a large number of buyers and sellers, and an active secondary market will increase the odds of getting option orders filled at good prices. So, all other things being equal, the bigger the open interest, the easier it will be to trade that option at a reasonable spread between the bid and ask.


Trading does not occur in a vacuum. Indicators and reports that show you what other market participants are doing can be a valuable addition to your trading system. Daily trading volume and open interest can be used to find trading ideas you might otherwise overlook. These indicators are also useful for making sure that the options you trade are liquid, allowing you easily to enter and exit a trade, as well as ensure you get the best possible price.


Number of futures and options contracts traded globally 2013-2016.


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Number of futures and options contracts traded worldwide from 2013 to 2016 (in billions)


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contracts were traded and/or cleared at 76 exchanges worldwide in 2016.


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Statistics on "Exchange Traded Funds"


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Development of assets of global Exchange Traded Funds (ETFs) from 2003 to 2016 (in billion U. S. dollars) Worldwide ETF assets under management 2003-2016 Value of assets managed by Exchange Traded Funds (ETFs) worldwide from 2010 to 2016, by region (in billion U. S. dollars) Value of assets managed by global ETFs 2010-2016, by region Number of Exchange-Traded Funds (ETFs) worldwide from 2003 to 2016 Number of ETFs globally 2003-2016 Number of Exchange Traded Funds (ETFs) worldwide in 2016, by asset class Number of ETFs worldwide 2016, by asset class Market share of largest Exchange Traded Fund (ETF) providers worldwide in 2016 Market share of leading ETF providers worldwide 2016 Leading physically-backed gold exchange traded funds (ETFs) worldwide in fourth quarter of 2016, by AuM* in tonnes Leading physically-backed gold ETFs worldwide Q4 2016 by AuM in tonnes Distribution of global mutual fund and ETF assets worldwide in 2016, by selected region Distribution of global mutual fund and ETF assets worldwide 2016, by selected region Largest providers of Exchange Traded Funds (ETFs) in Europe in 2016, by assets (in billion euros) Leading providers of ETFs in Europe in 2016, by assets.


Number of Exchange Traded Funds (ETFs) in the United States from 2003 to 2016 Number of ETFs in the U. S. 2003-2016 Number of closed Exchange Traded Funds (ETFs) in the United States from 2002 to 2016 Number of closed ETFs in the U. S. 2002-2016 Market share of largest providers of Exchange Traded Funds (ETFs) in the United States in 2016 Market share of largest providers of ETFs in the U. S. 2016 Largest providers of Exchange Traded Funds (ETFs) in the United States in 2016, by assets (in billion U. S. dollars) Leading providers of ETFs in the U. S. 2016, by assets Leading Exchange Traded Funds (ETFs) in the United States in 2016, by assets under management (in billion U. S. dollars) Largest ETFs in the U. S. 2016, by assets under management.


Assets managed by ETFs.


Total net assets of Exchange Traded Funds (ETFs) in the United States from 2002 to 2016 (in billion U. S. dollars) Total net assets of ETFs in the U. S. 2002-2016 Value of assets managed by Exchange Traded Funds (ETFs) in the United States from 2003 to 2016 (in billion U. S. dollars) Value of assets managed by U. S. ETFs 2003-2016 Value of assets managed by Exchange Traded Funds (ETFs) in the United States from 2010 to 2016, by asset class (in billion U. S. dollars) Value of assets managed by ETFs in the U. S. 2010-2016, by asset class Assets of domestic equity exchange-traded funds in the United States from July 2015 to August 2017 (in billion U. S. dollars) Assets of domestic equity ETFs in the U. S. 2015-2017 Assets of international equity exchange-traded funds in the United States from July 2015 to August 2017 (in billion U. S. dollars) Assets of international equity ETFs in the U. S. 2015-2017 Assets of bond exchange-traded funds in the United States from July 2015 to August 2017 (in billion U. S. dollars) Assets of bond ETFs in the U. S. 2015-2017.


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Option Statistics.


ASX Options monthly statistics and historical data are available for download on a monthly basis in PDF format. Annual summary xls files contain raw data with each tab corresponding to a month.


Please note: In May 2011 ASX reduced standard contract sizes from 1,000 to 100 shares on single stock ETOs.


Price history reports.


ASX provides more detailed historical information. Reports are generated for all option series over the specified underlying security. For each option series the following details are provided:


option code expiry date volume traded strike price bid, ask, high, low and last price open interest underlying price last trading date.


Cost: $50.00 per year of historical data. Sample price history report. Reports are in Excel format, and can be ed or sent on disc.


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