Options Daily Moving Average

[kvhutch]

Does anyone know of any software package that will at a glance provide daily moving average values (say 10-, 20- ,50- etc) for option volume on US stocks. I appreciate historical data can be downloaded and the MA calculated mechanically. However, not being much of a software guru this kinda seems laborious, particularly should one choose to scan a range of daily option MA values. Some software that automates this process would be great - online or other. Many Thanks

 

[kvhutch]

I guess the software doesn't exist, or is prohibitively expensive. Time for some hard grafting. So my follow up question is: Can anyone suggest how I can get a download of option volume for all optionable stocks to my PC? Thanks again

 

[RogerM]

kvhutch - not sure where you would get daily volume from, but Open Interest (OI) is readily available for all optionable instruments at CBOE for US Options, and LIFFE for the UK. OI shows you how many contracts are open for any given strike price.

 

[kvhutch]

Thanks Roger. I'll look into it. I've been studying option strategies for about a year now and I'm slowly moving towards a style I'm comfortable with - leaning heavily towards option volume and delta, thus indirectly also considering price action thru IV. I'm in no rush.
Thanx for your help