I am looking for a tool that can help me find out top 10 (or more, doresn’t really matter) Option volume vs Open Interests. For instance, MSFT 30 calls Open interest is say 10,000, but today’s volume says is 50,000 i.e. volume is 5 times than open interest. I currently do this manually but I would like to automate this.
Do you know any such tool or website? I would appreciate your help. Pls let me know via comments or e-mail at
Profitable trading, OptionPundit