Open Interests For Options

[hardtaill]

Jay,

There are a few securities in v.5.1 which are missing large chunks
of Open Interest data. Could you please verify on SNDK,
GOOG and CROX.

Thank you for your time and efforts on this program.

Thank you,

'Tail.

[JayF]

Tail,

Here's what I'm seeing in 5.1 vs. CBOE. Are these the missing OI values you're seeing as well? I suspect it may have to do with a inherent delay in updating these values on the 5.1 network, but I will double-check with the Continuum engineers to see if this is a known issue or if it can be fixed. The good news is that 6.0 doesn't seem to be having this problem.

[hardtaill]

Missing Open Interest

Thank you, Jay. Your picture of the missing OI is exactly what
I was experiencing. The problem now seems to be fixed.
Thank you.

We still have enormously high counts of contracts in
the 65-day Average field. A look at RIMM and AAPL will
show 12,000,000 and 6,000,000 contracts respectively.
There are many symbols that are displaying this problem.

Is there a way we can get those to reflect proper
values? I've noticed that late at night some very, very
high Volume data will come through sometimes on
the Option Quote Sheets and therefore affect the
65-Day Average data as well as many others such as
"Money Flow", "Value@Ask/Bid", "Vol@Ask/Bid" and some
others fields as well. Many fields are affected when those
extra-high Volume values come through before the
midnight reset.

Thank you,

'Tail.

[JayF]

There's a number of options that have volume spikes in their first few days of trading that are skewing the average volume numbers. QA is investigating to see if these can be corrected.