Did you know that OI reported in the option chain has a 1 day lag and likely has more contracts with MM-MMs on each side of the trade?
I’ve constructed a model that creates live Open Interest on SPX, across all expiries and strikes.
What would you do with this data?
I’ve constructed a model that creates live Open Interest on SPX, across all expiries and strikes.
byu/UFMBA1 inoptions
Posted by UFMBA1
2 Comments
Well, share the goddamn data – and then we’ll tell you what we’ll do with it.
Very interesting, please share!