Open interest vs price report
Charts call and put open interest, volume and premium against the stock price over a date range - the report-page version of the OIVSP chart.
Overview
The Open interest vs price report opens as a chart rather than a table. It plots a symbol's call and put open interest and volume against the stock price over a date range, with the premium of one strike when you choose a specific strike. Use it to see how positioning built up or unwound as the price moved. The full walkthrough of the chart is in OI, volume, premium and stock price chart.
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
- The report page starts on the symbol with the highest total open interest.
- Chain totals use the latest snapshot per contract, never a sum across snapshots.
- Premium is shown only for a single strike.
Before you start
This is a Pro feature: plans without advanced analytics see an upgrade card instead of the chart. Your plan also limits how far back the chart can go.
Steps
- Open Research → Reports and choose Open interest vs price (also listed under Charts at the top of the page).
- Type a symbol, then choose Option Expiry Date, Option Type and Strike Price as needed.
- Adjust the dates and press Generate.
- Use Zoom in, Zoom out and Reset zoom to focus on part of the range.
Columns and metrics
The chart series:
| Column | What it means |
|---|---|
| Stock Price | The underlying price at each capture (second axis). |
| Call OI / Put OI | Open interest of the selected calls or puts. |
| Call Volume / Put Volume | Cumulative session volume of the selected calls or puts. |
| Call / Put premium | The premium of one strike, shown only when a single strike is chosen. |
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
- Open interest steps once a day (it is set at settlement); volume climbs during each session and resets the next.
- Rising open interest while the price trends tells you positions are being added as the move happens.
- Falling open interest near expiration is normal as positions are closed or expire.
Example
Illustrative only - the symbol and numbers are invented.
Over 20 sessions XYZ rises from $90 to $100 while open interest in the 100 calls grows from 5,000 to 20,000 contracts. Volume spikes on the three days the stock jumped. Reading: positions at the 100 strike were built as the stock approached it.
Using it in your research
- Check whether the open interest you found in Open-interest surge built up gradually or in one day.
- Compare call and put open interest around an event date.
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 chart shows an upgrade card
The chart needs a plan with advanced analytics (Pro).
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.