Calculation of Change in Open Interest

General
1

Dear All,

I was just wondering the calculation of the “change in Open Interest”. How this can be done in excel . If anybody know just tell me k.

Thank you all for your valuable time,

Regards,

Sonjoe Joseph

2

Hey @SonjoeJoseph

You can alternatively get this info by opening the Sensibull option chain on Kite.

Check out this video on how to use the option chain -

3

This is not answer to my question ok. I just want to do my own calculation with regard to the “Change in Open Interest” in Excel. I don’t use Sensibull at all since its not so useful for me.

5

https://www.nseindia.com/products/content/derivatives/equities/archieve_fo.htm

from this link you can get Bhav copy of everyday session after 6.15pm , here you can get the OI data of your stock then you can do your math.

6
7

I have not asked about Open Interest…Just asked the calculation of the “change in open interest”. The above link u provided i have already read a few years back.

8

Did you get that guys, this is not what he is looking for. Try to put some more efforts and then come back with perfect answer😉

9

“change in open interest” = Today OI - Yesterday OI
In % terms = ((Today OI - Yesterday OI)/(Yesterday OI)) x 100
I dont know excel.

2 Likes
10

Ok friend but still a doubt. In the Nest trading terminal there is Total Open Interest, Open Interest & Prev Oi. So according to the formula it will be “Open Interest - Prev OI” or should i take “Total Open Interest - Prev OI”.

Just clarify ok

Anyway u have come with an apt answer.

11

I dont know NEST, so I cant be accurate but most probably it is

Total = full day cumulative OI probably, I dont know.

12

Can anybody kindly confirm on the above calculation.

13

the calculation of ‘p699’ is correct.

14

Thank You very much Yuvraj.