We have created two Windows 95/98/NT/2000/XP applications for analyzing options on U.S., Canadian and Australian exchange-traded stocks.

Open Interest Version 4 is a shareware program with a free 30-day demo period that builds on the capabilities of Open Interest Version 1. In addition to doing everything that Version 1 does, it also plots historical price and volatility graphs, volatility skew (smile) charts, evaluates entire option chains according to scenarios that you specify, and offers a completely user-configurable display. Additionally, it automatically creates lists of candidate trades (spreads, covered calls, butterflies, calendar spreads, etc., including user-defined combinations) that you can evaluate according to your specified scenarios, and for which you can also plot dynamic profit/loss and greeks graphs.

OpenInterest version 4 allows you to download data from the CBOE RealTime Snapshot data service (if you have subscribed to that service, through the CBOE), as well as using free delayed CBOE quotes.

Additionally, OpenInterest4 supports Canadian data from the Montreal Exchange, and Australian data from the Australian Stock Exchange. Release history

Open Interest Version 1 is a freeware program that uses delayed quotes that it obtains from the world-wide web, and displays these quotes, along with the standard option price sensitivities (implied volatility, delta, gamma, theta, vega, rho). Release history