Sentence examples for of open interest from inspiring English sources
One notable feature of managed money, or speculative market positioning in Henry Hub futures is the concentration of open interest in spreads as opposed to flat price (figures 13 and 14).
If the investor maintains the position overnight, ETFCs overall reading of open interest should exceed 1.128 million contracts tomorrow.
Furthermore, stocks trading in the money have a tendency to be drawn back to strikes with significant levels of open interest as expiration approaches.
Fresh put-buying interest (in excess of open interest) also extended to the 20 and 22.50 strikes, but nowhere approached the degree seen at the 17.5 level.
In addition, the interest in calendar spreads has increased massively, hitting new highs week-on-week to reach over 18,000 contracts, with funds' share of open interest in the contract over 50%.
More than half of today's activity was sold to the bid indicating that at least some of the selling may have been profit taking given the established 9,000 lots of open interest at that strike.
According to the most recent available figures from the Commodity Futures Trading Commission, the total value of open interests in crude oil-based futures and option contracts traded on the New York Mercantile Exchange grew 32.7percentt, or $26.6 billion, over the 12 months ended in mid-June.
The majority of the 6,061 lots of existing open interest at that strike were purchased.
The equivalent of more than half of the open interest in options traded on ACH was in action Monday.
The overwhelming majority of the 6,185 lots of put open interest at that strike also look to have been sold for roughly half the amount of premium as today's put sales during Monday's trading session.
Call option volume of 4,100 contracts at the near-term October 50 strike rose to seven times that of existing open interest at the strike of 580 lots.
