Open-interest leaders report
Each underlying represented by its highest open-interest contract, ranked by open interest, with the change since the previous session.
Overview
The Open-interest leaders report shows one row per symbol: the contract with the largest open interest. Ranking those contracts shows which single positions are the biggest across the market. It is the full version of the dashboard's open-interest card.
The data delay depends on your plan and is shown on every view: the as-of time and the delayed label sit above the results. On the Free plan reports show the previous session.
How the report is built
- One row per symbol: its highest-OI contract.
- Sorted by open interest, then volume, then strike.
- OI Δ compares with the previous trading session close.
Before you start
Any signed-in plan can open the report from Research → Reports. Your plan decides how fresh the data is and how much history you can read. CSV export needs a plan that includes it.
Steps
- Open Research → Reports, choose the Open Interest family (or type "Open-interest leaders" in Search reports) and open Open-interest leaders.
- The report runs straight away with its default filters. The as-of time and delayed label are shown above the grid.
- Change any filter (for example pick one symbol) and press Run to refresh the grid.
- Choose Save as screen to keep your variant under Research → Saved Screens, where you can schedule it or turn it into an alert.
- Use Export CSV to download the rows (plans with CSV export).
Columns and metrics
| Column | What it means |
|---|---|
| Symbol | The underlying stock or ETF. |
| OI | Open contracts as of the prior settlement. |
| Prev OI | Open interest at the close of the previous trading session (the baseline). |
| OI Δ | Open interest minus the previous session's open interest, in contracts. |
| OI Δ % | (OI - previous OI) / previous OI. |
| Volume | Contracts traded so far this session (cumulative, as of the snapshot time). |
| IV | Implied volatility, annualised. Shown as a percentage (0.35 is stored, 35 % is displayed). |
| Expiration | The contract expiration date. |
| Strike | The strike price of the contract. |
| C/P | Call or put. |
| Mark | Bid/ask midpoint, per share. This is the premium the reports use. |
| Premium | Mark x 100: the price of one standard contract in USD. |
| Break-even | Per share: strike + mark for a call, strike - mark for a put. The price the stock must reach at expiry for a buyer to break even. |
| Und. Price | The latest price of the underlying stock. |
| Delta | How much the option price moves for a $1 move in the stock (calls 0 to 1, puts 0 to -1). |
| Gamma | How fast delta changes for a $1 move in the stock. |
| Theta | Time decay per calendar day, per share. Negative for a long option. |
| Vega | Price change for a 1-point change in implied volatility. |
| Rho | Price change for a 1-point change in interest rates. |
| Extracted | When the snapshot behind the row was captured (US Eastern). |
| ITM/ATM/OTM | In, at or out of the money, worked out from the strike against the stock price. |
Percentages are stored as fractions and displayed as percentages (0.05 is shown as 5 %). An unknown value shows as "-", never as 0.
How to read it
- The leader of a symbol is often a round-number strike in the monthly expiration.
- A leader with a large positive OI Δ is a position that is still growing.
Example
Illustrative only - the symbol and numbers are invented.
Row 1: XYZ 17 January 100 call, OI 120,000, OI Δ +2,500 (+2.1 %), Volume 8,000, IV 28 %, Und. Price $97.
Using it in your research
- See which strikes carry the largest positions across all symbols.
- Revisit weekly to see whether the leaders change.
Treat every row as a starting point for your own research, not as a signal. Volume and open interest never say whether a trade was a buy or a sell.
Troubleshooting
The report shows "No Records Found"
The filters may be too narrow for the session, or the session has only just opened. Widen a threshold, clear the symbol, or check the as-of time to see which session you are reading. On the Free plan you read the previous session.