CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 6/30/2015

Total

Time Calls Puts Total P/C Ratio
9:00 AM 293091 275502 568593 0.94
9:30 AM 470467 504311 974778 1.07
10:00 AM 666878 804764 1471642 1.21
10:30 AM 889551 1077171 1966722 1.21
11:00 AM 1002097 1186434 2188531 1.18
11:30 AM 1189843 1334976 2524819 1.12
12:00 PM 1311392 1464989 2776381 1.12
12:30 PM 1414841 1607274 3022115 1.14
1:00 PM 1566887 1779177 3346064 1.14
1:30 PM 1718325 1924047 3642372 1.12
2:00 PM 1852784 2055751 3908535 1.11
2:30 PM 1952816 2183338 4136154 1.12
3:00 PM 2120160 2375100 4495260 1.12

Index Options

Time Calls Puts Total
9:00 AM 93323 125836 219159
9:30 AM 172785 224761 397546
10:00 AM 277675 403528 681203
10:30 AM 419066 579127 998193
11:00 AM 466880 634243 1101123
11:30 AM 562286 709566 1271852
12:00 PM 624410 778721 1403131
12:30 PM 675078 826738 1501816
1:00 PM 734398 906494 1640892
1:30 PM 804304 978294 1782598
2:00 PM 883030 1040171 1923201
2:30 PM 924893 1087139 2012032
3:00 PM 981747 1150559 2132306

Equity Options

Time Calls Puts Total
9:00 AM 199768 149666 349434
9:30 AM 297682 279550 577232
10:00 AM 389203 401236 790439
10:30 AM 470485 498044 968529
11:00 AM 535217 552191 1087408
11:30 AM 627557 625410 1252967
12:00 PM 686982 686268 1373250
12:30 PM 739763 780536 1520299
1:00 PM 832489 872683 1705172
1:30 PM 914021 945753 1859774
2:00 PM 969754 1015580 1985334
2:30 PM 1027923 1096199 2124122
3:00 PM 1138413 1224541 2362954

Final Volume and Open Interest information can be found here.
* Fields with N/A indicate that the data is not available.



Half Hourly Volume Report for Selected Indices For 6/30/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 67 115 182
9:30 AM 81 222 303
10:00 AM 198 551 749
10:30 AM 228 565 793
11:00 AM 232 577 809
11:30 AM 288 612 900
12:00 PM 312 627 939
12:30 PM 4318 4638 8956
1:00 PM 4509 4659 9168
1:30 PM 4643 4693 9336
2:00 PM 4646 4717 9363
2:30 PM 4658 4727 9385
3:00 PM 4999 4764 9763

S&P 100

Time Calls Puts Total
9:00 AM 214 369 583
9:30 AM 298 380 678
10:00 AM 318 568 886
10:30 AM 423 568 991
11:00 AM 442 589 1031
11:30 AM 489 597 1086
12:00 PM 496 606 1102
12:30 PM 576 606 1182
1:00 PM 576 838 1414
1:30 PM 1058 857 1915
2:00 PM 1222 862 2084
2:30 PM 1245 871 2116
3:00 PM 1275 884 2159

S&P 500

Time Calls Puts Total
9:00 AM 14572 19446 34018
9:30 AM 33588 37562 71150
10:00 AM 47806 101724 149530
10:30 AM 79182 156931 236113
11:00 AM 91159 173969 265128
11:30 AM 97991 190049 288040
12:00 PM 116103 218504 334607
12:30 PM 124361 230622 354983
1:00 PM 136560 241097 377657
1:30 PM 155359 262217 417576
2:00 PM 162205 276174 438379
2:30 PM 169399 282350 451749
3:00 PM 187252 298528 485780

Final Volume and Open Interest information can be found here.
* Fields with N/A indicate that the data is not available.



Daily Open Interest as-of-close on 6/29/2015

CBOE Total Open Interest

Calls Puts Total
137689760 126664325 264354085

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CBOE Index Open Interest on 6/29/2015

Option Calls Puts Total
OEX 8007 20000 28007
SPX 2322678 4701207 7023885
NDX 31083 60711 91794
MNX 2062 1914 3976
DJX 94031 62598 156629
OEX post exp N/A N/A N/A
SPX post exp N/A N/A N/A
NDX post exp N/A N/A N/A
MNX post exp N/A N/A N/A
DJX post exp N/A N/A N/A
  VIX Snapshot

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