Okay I get it now. But it isn't clear at all how would that apply to MPOE options. Only total traded volume is known and published, without analyzing each transaction it is hard to discern how many options MPOE bot bought back that were issued by itself (and thus effectively decreased open interest). Not even taking into account other users that recently started to do the same as MPOE. Number of option exercises in the course of month isn't known, too.
If the volume is known there would be no trouble in calculating the OI at all.
Do you have the db with each and every tx or you don't? How do you hedge your risk then?
For derivative markets OI is essential, it's the key value to analyze, not the volume..