Open Interest Version 4

 

Version 4.2.5a of Open Interest was released July 14, 2002. (Minor cumulative bug fixes released July 25, 2004. Also fix_request.exe to handle Yahoo historical date range, October 11 2004. Also change to use PCQuote.com data instead of CBOE.com, October 24, 2004.) This release includes support for LIFFE (London International Financial Futures and Options Exchange). Only the equity options listed at the LIFFE web site here are available at this time. (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)

Version 4.2.5 of Open Interest was released July 1, 2002. This release includes fixes to adapt to changes made by the ASX for Australian data, and (at long last) new support for Canadian options data from the Montreal Exchange. Also, some minor changes were made to include some Function key accelerators for graphing (F4 = P/L graph; F5 = Delta graph, F6 = Gamma graph, etc.). The default values used for volatility in the Strategy and Scenario pages has been changed from the unweighted average of the implieds; it now uses the average of the McMillan Call and Put average implied volatilities. Parsing the AMEX data was fixed again.

Version 4.2 of Open Interest was released March 8 2002. This release includes the TradeBuilder capability that allows you to evaluate numerically and graphically arbitrary options positions with up to 10 legs each. Also new in this release is the Volatility Smile (skew) graphs, more flexible historical volatility charting, and a toolbar.

Version 4.0 of Open Interest was released September 19, 2001. This is a new version of OpenInterest that anticipates new portfolio management features that will become available in the coming months.