CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 9/4/2015

Total

Time Calls Puts Total P/C Ratio
9:00 AM 189974 335959 525933 1.77
9:30 AM 391138 599146 990284 1.53
10:00 AM 578643 760085 1338728 1.31
10:30 AM 675178 888499 1563677 1.32
11:00 AM 771486 1006926 1778412 1.31
11:30 AM 858657 1228319 2086976 1.43
12:00 PM 960184 1348739 2308923 1.40
12:30 PM 1059624 1552820 2612444 1.47
1:00 PM 1162676 1671474 2834150 1.44
1:30 PM 1280280 1839312 3119592 1.44
2:00 PM 1396150 2047068 3443218 1.47
2:30 PM 1540108 2229843 3769951 1.45
3:00 PM 1746314 2504380 4250694 1.43

Index Options

Time Calls Puts Total
9:00 AM 67734 117032 184766
9:30 AM 201823 257424 459247
10:00 AM 254113 350052 604165
10:30 AM 291960 405109 697069
11:00 AM 330357 456748 787105
11:30 AM 360794 546432 907226
12:00 PM 412950 604072 1017022
12:30 PM 431462 712519 1143981
1:00 PM 462795 761687 1224482
1:30 PM 516564 855567 1372131
2:00 PM 567804 961641 1529445
2:30 PM 630198 1073943 1704141
3:00 PM 693213 1216560 1909773

Equity Options

Time Calls Puts Total
9:00 AM 122240 218927 341167
9:30 AM 189315 341722 531037
10:00 AM 324530 410033 734563
10:30 AM 383218 483390 866608
11:00 AM 441129 550178 991307
11:30 AM 497863 681887 1179750
12:00 PM 547234 744667 1291901
12:30 PM 628162 840301 1468463
1:00 PM 699881 909787 1609668
1:30 PM 763716 983745 1747461
2:00 PM 828346 1085427 1913773
2:30 PM 909910 1155900 2065810
3:00 PM 1053101 1287820 2340921

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 9/4/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 243 130 373
9:30 AM 766 159 925
10:00 AM 775 230 1005
10:30 AM 855 263 1118
11:00 AM 907 273 1180
11:30 AM 1082 298 1380
12:00 PM 1467 316 1783
12:30 PM 1527 542 2069
1:00 PM 1537 590 2127
1:30 PM 1570 626 2196
2:00 PM 1671 658 2329
2:30 PM 1807 703 2510
3:00 PM 4420 959 5379

S&P 100

Time Calls Puts Total
9:00 AM 371 320 691
9:30 AM 419 413 832
10:00 AM 421 537 958
10:30 AM 430 1309 1739
11:00 AM 485 1323 1808
11:30 AM 531 1369 1900
12:00 PM 556 1370 1926
12:30 PM 590 1382 1972
1:00 PM 595 1383 1978
1:30 PM 622 1424 2046
2:00 PM 622 1443 2065
2:30 PM 622 1465 2087
3:00 PM 733 1499 2232

S&P 500

Time Calls Puts Total
9:00 AM 18252 47774 66026
9:30 AM 28865 109075 137940
10:00 AM 38064 141071 179135
10:30 AM 52214 155907 208121
11:00 AM 59043 173332 232375
11:30 AM 64608 214710 279318
12:00 PM 67543 230626 298169
12:30 PM 71713 263109 334822
1:00 PM 83633 282519 366152
1:30 PM 100978 312376 413354
2:00 PM 109880 342916 452796
2:30 PM 131391 366570 497961
3:00 PM 146857 381767 528624

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 9/3/2015

CBOE Total Open Interest

Calls Puts Total
166463514 157525801 323989315

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CBOE Index Open Interest on 9/3/2015

Option Calls Puts Total
OEX 13749 23920 37669
SPX 3627395 5994587 9621982
NDX 50588 103595 154183
MNX 2600 2289 4889
DJX 128685 96243 224928
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
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