Knowledgebase
At some point in time, could the OVI go live so that an intra-day OVI would be possible?
Posted by Charlie Trader on 28 March 2018 02:12 PM

The OVI is derived from, amongst other things, options volume, open interest and implied volatility.

The OI component can only be updated at end-of-day, so unfortunately the OVI cannot be intra-day.

 


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