Options Total Volume Historical
Returns the total options trading volume for an underlying security on a specific historical date.
Parameters
| Parameter | Type | Required | Description |
|---|---|---|---|
| Underlying | string | Yes | Stock ticker symbol |
| PastDate | date | Yes | Historical date |
| Direction | string | Yes | "Call", "Put", or "All" |
Notes
- Useful for historical volume analysis
- Can filter by calls, puts, or all options
Syntax
=mxls.opt_TotalVolumeOptionsHistorical(Underlying, PastDate, Direction)Parameters
underlyingstringRequired
pastDatedateRequired
directionstringRequired
Returns
number
Total options volume on the specified date
Examples
=mxls.opt_TotalVolumeOptionsHistorical("AAPL", DATE(2024,1,15), "Call")=mxls.opt_TotalVolumeOptionsHistorical("SPY", DATE(2024,3,1), "All")=mxls.opt_TotalVolumeOptionsHistorical("MSFT", DATE(2024,2,20), "Put")When to Use
- Historical options volume analysis
- Backtesting options strategies
- Volume pattern research
- Options activity studies
When NOT to Use
| Scenario | Use Instead |
|---|---|
| Current open interest | OpenInterest() |
| Unusual activity scan | opt_UnusualOptionVolOIScanEOD() |
| Option chain data | opt_HistoricalOptionChain() |
Common Issues & FAQ
What dates are available?
Historical data availability varies by symbol and data coverage.
What does Direction filter?
Use "Call" for calls only, "Put" for puts only, "All" for total volume.
Related Formulas
More MarketXLS Options formulas you can use in the same worksheet:
