CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 1/23/2017

Total

Time Calls Puts Total P/C Ratio
9:00 AM 281817 246803 528620 0.88
9:30 AM 443842 445069 888911 1.00
10:00 AM 627183 609281 1236464 0.97
10:30 AM 767165 733454 1500619 0.96
11:00 AM 885224 931963 1817187 1.05
11:30 AM 1082446 1119917 2202363 1.03
12:00 PM 1173521 1193238 2366759 1.02
12:30 PM 1253424 1279039 2532463 1.02
1:00 PM 1380724 1383972 2764696 1.00
1:30 PM 1449705 1459828 2909533 1.01
2:00 PM 1560227 1541750 3101977 0.99
2:30 PM 1724483 1628126 3352609 0.94
3:00 PM 1907701 1771306 3679007 0.93

Index Options

Time Calls Puts Total
9:00 AM 134761 106092 240853
9:30 AM 181750 182245 363995
10:00 AM 253222 250529 503751
10:30 AM 306702 301041 607743
11:00 AM 345442 348374 693816
11:30 AM 482455 488049 970504
12:00 PM 515103 515381 1030484
12:30 PM 532728 553168 1085896
1:00 PM 601406 587805 1189211
1:30 PM 619613 620439 1240052
2:00 PM 662208 660411 1322619
2:30 PM 741793 696013 1437806
3:00 PM 829456 751814 1581270

Equity Options

Time Calls Puts Total
9:00 AM 147056 140711 287767
9:30 AM 262092 262824 524916
10:00 AM 373961 358752 732713
10:30 AM 460463 432413 892876
11:00 AM 539782 583589 1123371
11:30 AM 599991 631868 1231859
12:00 PM 658418 677857 1336275
12:30 PM 720696 725871 1446567
1:00 PM 779318 796167 1575485
1:30 PM 830092 839389 1669481
2:00 PM 898019 881339 1779358
2:30 PM 982690 932113 1914803
3:00 PM 1078245 1019492 2097737

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 1/23/2017

DOW Industrials

Time Calls Puts Total
9:00 AM 12 227 239
9:30 AM 2698 247 2945
10:00 AM 3404 617 4021
10:30 AM 3833 782 4615
11:00 AM 3838 816 4654
11:30 AM 3948 816 4764
12:00 PM 3948 816 4764
12:30 PM 3966 832 4798
1:00 PM 3966 859 4825
1:30 PM 3970 859 4829
2:00 PM 4116 863 4979
2:30 PM 4116 885 5001
3:00 PM 4181 885 5066

S&P 100

Time Calls Puts Total
9:00 AM 153 11 164
9:30 AM 194 49 243
10:00 AM 282 157 439
10:30 AM 290 179 469
11:00 AM 417 355 772
11:30 AM 507 376 883
12:00 PM 507 376 883
12:30 PM 549 397 946
1:00 PM 637 508 1145
1:30 PM 637 513 1150
2:00 PM 641 513 1154
2:30 PM 673 519 1192
3:00 PM 696 522 1218

S&P 500

Time Calls Puts Total
9:00 AM 19729 34690 54419
9:30 AM 26728 47717 74445
10:00 AM 47818 68863 116681
10:30 AM 60648 85147 145795
11:00 AM 65679 97764 163443
11:30 AM 106074 145274 251348
12:00 PM 110424 151935 262359
12:30 PM 116132 161990 278122
1:00 PM 127055 173053 300108
1:30 PM 136001 189148 325149
2:00 PM 152531 206186 358717
2:30 PM 156342 217631 373973
3:00 PM 166414 238015 404429

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 1/20/2017

CBOE Total Open Interest

Calls Puts Total
156020898 161084903 317105801

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CBOE Index Open Interest on 1/20/2017

Option Calls Puts Total
OEX 7349 10205 17554
SPX 3362334 6308555 9670889
NDX 29614 53190 82804
MNX 688 695 1383
DJX 62433 50509 112942
OEX post exp 4782 4627 9409
SPX post exp 2692178 4377958 7070136
NDX post exp 24771 32417 57188
MNX post exp 686 669 1355
DJX post exp 54510 41475 95985