Article
Option Chain Dynamics: Analysing Open Interest, Trading Volume, and Last Traded Price Relationships
Authors
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
K. Agarwal, “Option chain dynamics: Analysing open interest, trading volume, and last traded price relationships,” Turkish Journal of Computer and Mathematics Education, vol. 15, no. 2, pp. 140–146, 2024, doi: 10.61841/turcomat.v15i2.14717.
Agarwal K. Option chain dynamics: Analysing open interest, trading volume, and last traded price relationships. Turkish Journal of Computer and Mathematics Education. 2024;15(2):140–146. doi:10.61841/turcomat.v15i2.14717.
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), pp. 140–146. Available at: https://doi.org/10.61841/turcomat.v15i2.14717.
Agarwal, Krishang. “Option Chain Dynamics: Analysing Open Interest, Trading Volume, and Last Traded Price Relationships.” Turkish Journal of Computer and Mathematics Education, vol. 15, no. 2, 2024, pp. 140–146. https://doi.org/10.61841/turcomat.v15i2.14717.
Agarwal, Krishang. “Option Chain Dynamics: Analysing Open Interest, Trading Volume, and Last Traded Price Relationships.” Turkish Journal of Computer and Mathematics Education 15, no. 2 (2024): 140–146. https://doi.org/10.61841/turcomat.v15i2.14717.
Export citation
Published by: Engineering Journals


