CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 3/27/2015

Total

Time Calls Puts Total P/C Ratio
9:00 AM 235030 219987 455017 0.94
9:30 AM 385762 423205 808967 1.10
10:00 AM 512940 559084 1072024 1.09
10:30 AM 611763 734545 1346308 1.20
11:00 AM 767507 836622 1604129 1.09
11:30 AM 848724 934222 1782946 1.10
12:00 PM 912193 1009144 1921337 1.11
12:30 PM 973520 1083026 2056546 1.11
1:00 PM 1055207 1158235 2213442 1.10
1:30 PM 1145373 1267574 2412947 1.11
2:00 PM 1311204 1425682 2736886 1.09
2:30 PM 1464307 1579563 3043870 1.08
3:00 PM 1676306 1779705 3456011 1.06

Index Options

Time Calls Puts Total
9:00 AM 66037 78569 144606
9:30 AM 103446 152509 255955
10:00 AM 130582 197262 327844
10:30 AM 161878 270560 432438
11:00 AM 233645 318177 551822
11:30 AM 252851 350167 603018
12:00 PM 267321 376222 643543
12:30 PM 284425 404142 688567
1:00 PM 306610 429512 736122
1:30 PM 338920 478957 817877
2:00 PM 436372 549661 986033
2:30 PM 499251 617272 1116523
3:00 PM 557734 674093 1231827

Equity Options

Time Calls Puts Total
9:00 AM 168993 141418 310411
9:30 AM 282316 270696 553012
10:00 AM 382358 361822 744180
10:30 AM 449885 463985 913870
11:00 AM 533862 518445 1052307
11:30 AM 595873 584055 1179928
12:00 PM 644872 632922 1277794
12:30 PM 689095 678884 1367979
1:00 PM 748597 728723 1477320
1:30 PM 806453 788617 1595070
2:00 PM 874832 876021 1750853
2:30 PM 965056 962291 1927347
3:00 PM 1118572 1105612 2224184

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 3/27/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 110 107 217
9:30 AM 134 308 442
10:00 AM 173 310 483
10:30 AM 207 312 519
11:00 AM 237 444 681
11:30 AM 242 457 699
12:00 PM 302 457 759
12:30 PM 302 462 764
1:00 PM 302 576 878
1:30 PM 311 595 906
2:00 PM 491 595 1086
2:30 PM 591 795 1386
3:00 PM 651 805 1456

S&P 100

Time Calls Puts Total
9:00 AM 19 31 50
9:30 AM 115 114 229
10:00 AM 196 133 329
10:30 AM 201 569 770
11:00 AM 211 677 888
11:30 AM 213 677 890
12:00 PM 233 678 911
12:30 PM 233 744 977
1:00 PM 236 810 1046
1:30 PM 271 811 1082
2:00 PM 271 829 1100
2:30 PM 291 839 1130
3:00 PM 428 839 1267

S&P 500

Time Calls Puts Total
9:00 AM 9736 19913 29649
9:30 AM 20654 35111 55765
10:00 AM 27737 50649 78386
10:30 AM 38754 68310 107064
11:00 AM 53093 81339 134432
11:30 AM 55823 90851 146674
12:00 PM 58009 96697 154706
12:30 PM 62790 103588 166378
1:00 PM 64772 112470 177242
1:30 PM 71920 128644 200564
2:00 PM 78054 154931 232985
2:30 PM 78045 160791 238836
3:00 PM 83753 174730 258483

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 3/26/2015

CBOE Total Open Interest

Calls Puts Total
121334264 120057479 241391743

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CBOE Index Open Interest on 3/26/2015

Option Calls Puts Total
OEX 7991 13735 21726
SPX 2232918 4777107 7010025
NDX 33233 55092 88325
MNX 2379 3398 5777
DJX 86773 54966 141739
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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