A 2× volume-to-open-interest table with delta and DTE sliders
Recorded in cvforge on July 20, 2026 by ConvexValue · Published July 25, 2026
Contracts trading at more than twice their open interest, with sliders for absolute delta and days to expiration so the threshold is yours rather than a default.
Exact prompt
Give me a table of options with the following criteria: volume > 2x Open Interest slider to filter for absolute delta (default < 0.3) slider for days to expiration (default > 2 and < 30)
Data cadence
Live U.S. option snapshots, refreshed through the session. Open interest is an end-of-previous-day figure and updates once daily.
Plan requirements
Runs on the free cvforge app and the free data tier (20 requests/hour). No card needed.
Fields used
day_volume, open_interest, strike_price, expiration_date, contract_type, implied_volatility, delta
How to read it
The 2× threshold is stricter than a plain “volume above open interest” and materially better as a filter: at 1× a contract only needs to match its existing positions, which happens routinely on active names, while 2× is genuinely unusual.
The client-side sliders are the design detail worth copying. Filtering the loaded candidate set in the browser rather than re-querying keeps the interaction instant and spends one request instead of one per adjustment — which matters on a rate-limited plan. Note the DTE band excludes same-day contracts by default, so 0DTE names will not appear until you widen it.
Change it
The prompt is the interface. Ask for a different ticker, a different expiration window, or an extra column in the same sentence style and the agent edits the app in place — you do not start over, and you do not wait for anyone to build it.
Limitations
- Snapshot data, not a transaction tape: the build reads the chain as it stands, so it cannot attribute a trade to a buyer or a seller.
- Open interest updates once a day, so an intraday volume/OI comparison is always this session’s volume against yesterday’s open interest.
- Contract coverage is U.S. listed equities, ETFs and indices. Indices use the I: prefix, for example I:SPX.
- Current per-contract valuation is Massive fair market value (FMV), a proprietary estimate. cvforge does not provide option bids, asks, midpoint, quote sizes, NBBO or last trades, and FMV is not an executable quote.
- A high ratio says positions were opened, not which direction anyone expects. Read it as an attention signal, not a forecast.
Related demos
- A two-stage scanner: filter the stocks, then their options
- Volume/OI against absolute delta for the top 50 contracts
- WULF contracts that traded above their open interest, OTM first
Search focus: volume 2x open interest screener. Related: options screener with delta and dte sliders, twice open interest volume scan. Originally posted on X.