Options

Open Interest

Also called: oi

The number of option contracts currently held open at a given strike.

Open interest tells you how many contracts exist at a strike right now. High open interest usually means better liquidity (tighter bid-ask spreads and easier fills), and clusters of open interest can act as magnets or walls for the stock near expiration. Thin open interest is a warning: you may get a bad price getting in and out.

For example

A strike with 20,000 contracts of open interest will typically fill at a fair price. A micro-cap strike with 12 contracts of open interest may cost you dearly on the spread.

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