Does anyone know where one can get data on which options were exercised? Every day I get data on the options based on about 40 commodities, and next to each option there is a figure for volume and open interest. I use the open interest figures as a form of indicator in my trading strategy, but would also like to know on a daily basis which options were the subject of an exercise. The exchanges have not answered my emails on this query, but maybe someone out there can help me.
Thanks, Alan
Thanks, Alan