CBOE: Market Data - Intra-Day Volume

(*All times are Central)

Half Hourly Exchange Volume Report For 12/24/2009

*Your use of CBOE Intra-Day Volume data is subject to the Terms and Conditions of the CBOE Website.

Please note: As of 01/26/2005, all reported volume on Options on the Nasdaq 100 Index Tracking Stock (QQQ), including LEAPS, will be reflected within the "Index" 1/2 Hourly Volume column immediately below rather than within the "Equity" 1/2 Hourly Volume column immediately below.

	Equity Options			Index Options			Interest Rate Options			Total			Put / Call
Time	Calls	Puts	Total	Calls	Puts	Total	Calls	Puts	Total	Calls	Puts	Total	Ratio
9:00 AM	148916	75352	224268	47542	43859	91401	0	0	0	196458	119211	315669	0.61
9:30 AM	259945	131123	391068	88054	95105	183159	0	0	0	347999	226228	574227	0.65
10:00 AM	355009	185597	540606	122009	142017	264026	0	0	0	477018	327614	804632	0.69
10:30 AM	422550	221128	643678	139148	182473	321621	0	0	0	561698	403601	965299	0.72
11:00 AM	511317	253863	765180	169256	239311	408567	0	0	0	680573	493174	1173747	0.72
11:30 AM	575366	288619	863985	195473	265464	460937	0	0	0	770839	554083	1324922	0.72
12:00 PM	663319	333954	997273	221122	291713	512835	0	0	0	884441	625667	1510108	0.71
12:30 PM	666235	333954	1000189	235502	307769	543271	0	0	0	901737	641723	1543460	0.71
1:00 PM	666235	333954	1000189	238565	307769	546334	0	0	0	904800	641723	1546523	0.71
1:30 PM	666235	333954	1000189	238565	307769	546334	0	0	0	904800	641723	1546523	0.71
2:00 PM	666235	333954	1000189	238565	307769	546334	0	0	0	904800	641723	1546523	0.71
2:30 PM	666235	333954	1000189	238565	307769	546334	0	0	0	904800	641723	1546523	0.71
3:00 PM	666235	333954	1000189	238565	307769	546334	0	0	0	904800	641723	1546523	0.71

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 12/24/2009

	DOW Industrials			S&P 100			S&P 500
Time	Calls	Puts	Total	Calls	Puts	Total	Calls	Puts	Total
9:00 AM	112	2163	2275	461	634	1095	4930	2736	7666
9:30 AM	1779	2505	4284	1110	1374	2484	14821	15867	30688
10:00 AM	1814	2848	4662	1309	1541	2850	17148	19746	36894
10:30 AM	1822	2886	4708	2339	2031	4370	27947	63297	91244
11:00 AM	1897	2987	4884	2481	2923	5404	30999	67296	98295
11:30 AM	1917	3021	4938	3081	3407	6488	34173	71966	106139
12:00 PM	2057	3235	5292	3713	3709	7422	38353	75893	114246
12:30 PM
1:00 PM
1:30 PM
2:00 PM
2:30 PM
3:00 PM

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 12/23/2009)

CBOE Total Open Interest

Call 135695620

Put 121285128

Total 256980748

CBOE Index Interest on 12/23/2009

Option Calls Puts Total
OEX 76158 99294 175452
SPX 3436490 5555134 8991624
NDX 200127 232777 432904
MNX 320880 300074 620954
DJX 150551 189808 340359
DTX 3 0 3

Option Calls Puts Total
DUX 0 0 0
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