SIGNUM HQ · All concepts

Open interest, explained

Volume counts how many contracts changed hands today. Open interest counts how many are still outstanding after the session settles. Volume can be one trader closing a position; only open interest tells you whether the position now exists.

What actually creates open interest

A contract comes into existence only when a buyer opening a position meets a seller opening one. If either side is closing, open interest does not rise. So a strike with enormous volume and flat open interest is churn between existing holders, not accumulation — and it is routinely reported as if it were the opposite.

We read the change, not the level

The level is accumulated history and tells you where the crowd already sits. The change is what happened. Our screens surface the daily open-interest change per strike and convert it to notional, so 1,198 contracts on a $600 name is comparable to 27,189 on a $224 one rather than looking smaller.

Reading it against price

Open interest rising while price rises means new long exposure is being added. Rising while price falls means new short or hedge exposure. Falling in either direction means positions are being unwound, and moves driven by unwinding tend to be less durable than moves driven by new money.

The one-day lag is real

Open interest is published after the session settles, so today’s change describes what was built yesterday. Anyone showing you live intraday open interest is showing you an estimate. We label the session the number belongs to rather than implying it is live.

See this on a live ticker
Related
Options flow, explainedPut/call ratio, explainedMax pain, explainedAll concepts
Information and education only. Not investment advice and not a recommendation to buy or sell any security.
Open Interest: How to Tell a New Position From a Close-Out | SIGNUM HQ