Turkish Journal of Computer and Mathematics Education
Journal license

Journal

Turkish Journal of Computer and Mathematics Education


Volume
& Issue

Volume 15, Issue 2


Published
on


Pages

140-146


DOI

Article

Option Chain Dynamics: Analysing Open Interest, Trading Volume, and Last Traded Price Relationships

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Authors

Krishang Agarwal* Affiliation:
The heritage school Kolkata, Flat Num 9R, Babylon Apt, 2/1 A&B Burdwan road, Alipore, Near SBI Alipore, Branch., Kolkata-700027


Abstract

This paper investigates the dynamic interplay between option chain metrics —specifically open interest (OI), trading volume, and last traded price (LTP) —within financial markets. Utilizing data spanning multiple market cycles, we explore how changes in these metrics influence one another and impact underlying asset prices. Drawing upon existing literature and empirical analysis, we seek to elucidate the predictive power of these indicators on market movements and volatility.


Keywords

Option Chains, Open Interest, Trading Volume, Last Traded Price, Market Dynamics, Investor Sentiment


Citation

Agarwal, K. (2024). Option chain dynamics: Analysing open interest, trading volume, and last traded price relationships. Turkish Journal of Computer and Mathematics Education, 15(2), 140–146. https://doi.org/10.61841/turcomat.v15i2.14717

Published by: Engineering Journals

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