"Open Interest" Posts

Fascinating Volume and Open Interest Relationship in Emini S&P

By Lawrence

As of friday’s close, emini S&P has an estimated daily volume of 3,251,000 (more than 3 million), with prior open interest stands at 2,350,000 (more than 2 million). Think about the ratio. The daily turnover is more than the commited overnight positions by 30%. And the daily average volume to open interest ratio has been […]