Open Interest Version 1

 

Version 1.2.12d of Open Interest (October 24, 2004, also October 11 2004, also July 25, 2004; also July 14, 2002: fix recent CBOE formatting change. Change to use PCQuote.com data instead of CBOE.com, October 24, 2004.) was a minor enhancement release to:

  • Add support for LIFFE, Eurex, and Montreal exchanges (note: LIFFE is no longer supported, as of early December 2002. Web site changes at www.liffe-data.com make access to data too difficult.) (note: Eurex is no longer supported, as of 2006. Web site changes at www.boerse.de make access to data too difficult.)

Version 1.2.12c of Open Interest (July 2, 2002) was a bugfix release to:

  • Fix an incorrect DLL included in the previous release

Version 1.2.12b of Open Interest (July 1, 2002) was a bugfix release to:

  • Adapt to a change in the Australian data source, again

Version 1.2.12 of Open Interest (April 12, 2001) was a bugfix release to:

  • Adapt to a change in the Australian data source, again

Version 1.2.11 of Open Interest (April 6, 2001) was a bugfix release to:

  • Adapt to a change in the Australian data source

Version 1.2.10 of Open Interest (March 7, 2001) was a minor enhancement release that:

  • Aggregated volume information for multiply-listed options

Version 1.2.9b of Open Interest (February 6, 2001) was a bugfix release to:

  • correct an omission for Australian data from previous release

Version 1.2.9 of Open Interest (January 24, 2001) was a bugfix release that included:

  • Adaptation to a subtle change in the behaviour of the CBOE web server

Version 1.2.8 of Open Interest (January 6, 2001) was a bugfix release that included:

  • Fix to an earlier adaptation to changes in data format for Australian exchange data

Version 1.2.7 of Open Interest (September 6, 2000) was a bugfix release that included:

  • Fix for recent changes in Australian Stock Exchange data format and location

Version 1.2.6 of Open Interest (April 11, 2000) was a bugfix release that included:

  • Fix to some expiry date calculations.

Version 1.2.5a of Open Interest (February 21, 2000) was a bugfix release that included:

  • Fix to "cboe_near" configuration file for date errors

Version 1.2.5 of Open Interest (December 21, 1999) was a bugfix release that included:

  • Further correction to date calculations

Version 1.2.4b of Open Interest (October 27, 1999) was a bugfix release that included:

  • correction to expiry date calculation (months where the first day is a Friday had a one-week error)
  • correction to missing registry entry that caused a crash in the October 19 release of version 1.2.4
  • Adaptation to new CBOE data format (Oct 25)
  • Correction to configuration files (version 1.2.4a crash: Oct 27)
  • Fixed crash in "OK to Close?" dialog (Oct 27)

Version 1.2.3 (May 6, 1999) addressed the following problems:

  • Adaptations to parser control file for latest changes (April 29) in CBOE data format
  • Correct handling of Firewall Authorization

Version 1.2.2 (April 29, 1999) addressed the following problems:

  • Adaptations to parser control file for latest changes (April 28) in CBOE data format
  • Attempted correct handling of Firewall Authorization

Version 1.2.1 (April 26, 1999) added the following features:

  • Support for non-US exchanges: Toronto, Montreal (partial), Australia, Amsterdam
  • Fixed bug: unable to download after an 'abort'
  • Command to view original HTML data file in default browser
  • Adaptations to parser control file for changes in CBOE data format

Version 1.1.2 (September 25, 1998) added the following feature:

  • Provide mechanism for proxy server authentication

Version 1.1.1 (September 20, 1998) solved the following problem:

  • Program crash when evaluating an option on its expiry date

Version 1.1.0 (September 4, 1998) added the following new features:

  • Cox-Ross-Rubinstein option pricing model
  • More choice in display sorting
  • Base volatility calculations on bid, ask, or (bid+ask)/2
  • Display various implied volatility averages

Version 1.0.0, the initial release, (July 29, 1998) offered the following features:

  • Black-Scholes option pricing model
  • Automatic download and display of U.S. equity and index options
  • Calculation of option sensitivities: delta, gamma, theta, vega and rho
  • Export of displayed data to text file, or to spreadsheet/word processor
  • Works with proxy servers for LAN connections

Open Interest Version 1 is free to all users. You can download a copy now!