Open Interest Change Feed Breakdown
Open Interest Change Feed Information
The Unusual Whales Open Interest Change Feed returns data on all changes in open interest across all options contracts. Updates will start rolling out at ~630 AM ET (some contracts may have an update while others do not). All updates will be complete at ~645 AM ET in the premarket of trading days (holidays + weekends excluded).
Open Interest
Bid/Ask Side Breakdown
Filters
Flow Shortcuts
Additional Shortcuts
Resources
Troubleshooting
**Open Interest**
As mentioned in the beginning of the information bar the open interest change feed returns data on the change in open interest for all options contracts. Each contract will take up one line of data and all information on that line will pertain to the respective contract.
The open interest value is, as it pertains to an options contract, is the number of existing contracts (both long and short).
Annual subscribers are able to download flow data directly from the feed by selecting CSV on the top right of the feed. Additional file types are available on the [data download](https://unusualwhales.com/data/download) page.
You can show/hide different data points in your flow feed by selecting COLUMNS.
The default sorting method is by largest increase in open interest. You can click on the '+/- OI' column to sort by largest decrease in OI. Columns with
**Prev Bid/Ask Side Breakdown**
The previous day's bid/ask percentages displayed in the open interest change feed are pulled from the previous day's session, which is derived from the NBBO (National Best Bid and Offer): a consolidated quote that reports the highest bid and the lowest ask price of all visible quotes. This value is disseminated market wide to investors. However, the name 'best bid and offer' is something of a misnomer, as price improvement opportunities can exist in situations where not all available liquidity is taken into consideration for the provided 'best bid and offer'. The side of the trade, as it pertains to Unusual Whales, is determined by the relationship between the fill price and the posted NBBO bid and ask spread.
Transactions at or closer to the NBBO bid are given 'side' BID. Transactions at or closer to the NBBO ask are given 'side' ASK.
Transactions at or closer to the NBBO ask are given 'side' ASK.
Transactions that take place exactly at the MID point of the NBBO bid and ask are given 'side' MID.
Cross trades, transactions that have been modified/nullified, or trades that have been reported late are given 'side' NONE.
**Filters**
All filters will generate a unique website URL which can be bookmarked for later reference or shared (e.g. this link will open [a feed of open interest changes with the 70% ask-side activity, max 25% multileg volume, among other filters](https://unusualwhales.com/flow/chain_oi_changes?limit=100&mode=classic&issue_types[]=Common%20Stock&min_prev_premium=250000&max_prev_multi_perc=0.25&min_ask_perc=0.7)).
**Flow Shortcuts**
VIEW FLOW - opens a new tab with filters preloaded for that specific contract.
**Additional Shortcuts**
Additional shortcuts are available whenever you see text in blue.
Click the TICKER in the feed to be taken to that ticker's overview page.
Click the EXPIRATION DATE in the feed to open a popup with additional data, including an options contract chart for the selected contract and historical volume/open interest data.
**Troubleshooting**
Most general issues can be resolved by refreshing the page and/or clicking the RESET button in the FILTER menu.
Please contact support@unusualwhales.com or come by the Discord server if you have any issues/questions.