Finding the biggest volume and open-interest outliers
Recorded in cvforge on June 7, 2026 by ConvexValue · Published July 25, 2026
A deliberately open prompt — show me the biggest outliers in volume and open interest — and the visualisation it produced for spotting them.
Exact prompt
create a visualization that allows me to see the biggest outliers in terms of volume and open interest
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
No thresholds, no filters, no ticker: the prompt says “outliers” and leaves the definition to the build. Useful as a demonstration of how far an unspecified request gets, and as a reminder that “outlier” is a choice — relative to what, over what window, above what floor.
The productive next step is to argue with it. Once you can see which definition it picked, replacing that definition with yours is one sentence, and the result is a screen you can defend.
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 watchlist ranked by volume-to-open-interest ratio
- A two-stage scanner: filter the stocks, then their options
- A 2× volume-to-open-interest table with delta and DTE sliders
Search focus: options volume outliers visualisation. Related: biggest open interest outliers, find abnormal option activity chart. Originally posted on X.