CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 7/29/2016

Total

Time Calls Puts Total P/C Ratio
9:00 AM 249968 238280 488248 0.95
9:30 AM 482646 506479 989125 1.05
10:00 AM 658099 815657 1473756 1.24
10:30 AM 801231 1012767 1813998 1.26
11:00 AM 947023 1169080 2116103 1.23
11:30 AM 1110861 1327935 2438796 1.20
12:00 PM 1211644 1473546 2685190 1.22
12:30 PM 1297929 1656072 2954001 1.28
1:00 PM 1389926 1818313 3208239 1.31
1:30 PM 1522123 2004613 3526736 1.32
2:00 PM 1670244 2107325 3777569 1.26
2:30 PM 1825776 2231424 4057200 1.22
3:00 PM 2032780 2440482 4473262 1.20

Index Options

Time Calls Puts Total
9:00 AM 62674 111877 174551
9:30 AM 164996 261200 426196
10:00 AM 225048 365866 590914
10:30 AM 277899 470754 748653
11:00 AM 333748 547541 881289
11:30 AM 416831 631948 1048779
12:00 PM 453510 678044 1131554
12:30 PM 484020 777939 1261959
1:00 PM 504848 896114 1400962
1:30 PM 571187 1031550 1602737
2:00 PM 618268 1071270 1689538
2:30 PM 669546 1118346 1787892
3:00 PM 722109 1195502 1917611

Equity Options

Time Calls Puts Total
9:00 AM 187294 126403 313697
9:30 AM 317650 245279 562929
10:00 AM 433051 449791 882842
10:30 AM 523332 542013 1065345
11:00 AM 613275 621539 1234814
11:30 AM 694030 695987 1390017
12:00 PM 758134 795502 1553636
12:30 PM 813909 878133 1692042
1:00 PM 885078 922199 1807277
1:30 PM 950936 973063 1923999
2:00 PM 1051976 1036055 2088031
2:30 PM 1156230 1113078 2269308
3:00 PM 1310671 1244980 2555651

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 7/29/2016

DOW Industrials

Time Calls Puts Total
9:00 AM 7 10 17
9:30 AM 98 11 109
10:00 AM 144 14 158
10:30 AM 148 138 286
11:00 AM 155 159 314
11:30 AM 248 225 473
12:00 PM 248 230 478
12:30 PM 248 240 488
1:00 PM 248 271 519
1:30 PM 248 286 534
2:00 PM 248 287 535
2:30 PM 334 396 730
3:00 PM 369 397 766

S&P 100

Time Calls Puts Total
9:00 AM 0 114 114
9:30 AM 0 134 134
10:00 AM 19 239 258
10:30 AM 31 249 280
11:00 AM 69 330 399
11:30 AM 76 349 425
12:00 PM 76 349 425
12:30 PM 80 349 429
1:00 PM 80 350 430
1:30 PM 80 351 431
2:00 PM 80 351 431
2:30 PM 82 353 435
3:00 PM 87 506 593

S&P 500

Time Calls Puts Total
9:00 AM 14919 29180 44099
9:30 AM 54962 87720 142682
10:00 AM 69860 118377 188237
10:30 AM 84347 137792 222139
11:00 AM 96165 157048 253213
11:30 AM 100995 166069 267064
12:00 PM 120488 184173 304661
12:30 PM 129469 219845 349314
1:00 PM 135035 289279 424314
1:30 PM 139819 299163 438982
2:00 PM 147547 313522 461069
2:30 PM 153062 328408 481470
3:00 PM 160792 343662 504454

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 7/28/2016

CBOE Total Open Interest

Calls Puts Total
139140120 133091820 272231940

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CBOE Index Open Interest on 7/28/2016

Option Calls Puts Total
OEX 5884 12684 18568
SPX 3623533 6106028 9729561
NDX 47500 58513 106013
MNX 950 533 1483
DJX 76787 57664 134451
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