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Stock Options Volume

by Patrick Fonce, 5191 days ago
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The current item downloads options volume data, grouped by account type, for U.S stocks from the Options Clearing Corporation, which is an equity derivatives clearing organization, website.
The OCC provides investors with information regarding options volume. The OCC divides all trades into three groups or account types.
Customers: This group represents all the retail investors.
Firms: This group represents large traders and broker houses.
Market Makers: This group represents the exchange members.

The data is available for the last 30 trading sessions and it contains volume of both call and put options transactions for the US stocks and for different account types: customers, firms and market makers.

The put and call data is stored in the following database: 'options_volume'.
A call option contract gives the owner the right, but not the obligation, to buy an underlying security at a specific price and within a specific period. A put option contract is the opposite and it gives the owner the right, but not the obligation, to sell an underlying security at a specific price and within a specific period.
Here is a description of each database field:
Date: The date that corresponds to the call and put volume data
Customer: The call and put volume made by customers
Firm: The call and put volume made by firms
Market_Maker: The call and put volume made by market makers
Total: The total call and put volume. This is simply the sum of the above three groups or account types.

Call and put volume downloaded by this object are grouped; only the total volume (the sum of the options call volume and options put volume) is retrieved.
The Individual Stocks Put and Call Volume, gets the same data. However, the options call volume is separated from the options put volume. The Individual Stocks Put and Call Volume can also get data that goes back to the beginning of 2008.


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Type: Download Script

Object ID: 356


Country:
United States

Market: Stock Market

Style:
Technical Analysis

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