OI Change

Option Contracts With Large, Quiet Open-Interest Builds

Every session, open interest is published for each option contract. The OI Change page compares a session's published open interest against the previous session's and keeps only the contracts where the move was large and the session traded almost nothing.

What the page keeps

A contract is published only when all of these hold:

• Large position — open interest is at least 5,000 contracts
• At least doubled — the new open interest is at least twice the previous open interest
• Far more than the session volume — open interest is at least three times the session's traded volume
• Large in dollars — the open interest is worth at least $100,000 at the contract's price
• Near expiry — 90 days or fewer to expiration

What you get

• Contract, days to expiry, price, and the open-interest dollar value
• Previous and current open interest, the change, and the change percent
• Filters for ticker, change date, price, open-interest value, DTE, and call/put, plus a Hide expired toggle
• Group by date or by symbol, sortable columns, and a watchlist star per contract
• A chart button on each row that opens the contract chart

How it works

A background job builds the page's rows from the end-of-day options chain and the live chain, once per session. The comparison runs over the whole chain, which is why it runs off the web server; the page reads the finished rows.