Abstract
Subject. This article examines the relationship between the three indicators of the derivatives market, namely price, trading volume, and open interest. Objectives. The article aims to characterize the dynamics of option trading volumes in terms of regularity and predictability of changes. Methods. For the study, we used general scientific methods. Results. The article substantiates the expediency of using fractal analysis methods to identify the stability of market trends, describes approaches to the classification of options, on the basis of which the range of options traded on the Moscow Exchange is characterized, and conducts a pre-predictive analysis of the time series of trading volume. Relevance. The results of the study can be useful to persons studying financial markets, market analysts and developers of option contracts.
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