CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 1/23/2015

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 220948 172614 393562
9:30 AM 361668 327722 689390
10:00 AM 510508 474872 985380
10:30 AM 621462 577648 1199110
11:00 AM 705837 644276 1350113
11:30 AM 778144 706736 1484880
12:00 PM 858810 768971 1627781
12:30 PM 938319 834973 1773292
1:00 PM 1023119 900068 1923187
1:30 PM 1099221 987946 2087167
2:00 PM 1179888 1071343 2251231
2:30 PM 1274803 1214261 2489064
3:00 PM 1451392 1393088 2844480

Index Options

Time Calls Puts Total
9:00 AM 77362 188647 266009
9:30 AM 189745 500381 690126
10:00 AM 255976 597512 853488
10:30 AM 300405 666311 966716
11:00 AM 359757 749313 1109070
11:30 AM 388079 792944 1181023
12:00 PM 413781 841843 1255624
12:30 PM 434454 878797 1313251
1:00 PM 464068 954481 1418549
1:30 PM 522044 1028295 1550339
2:00 PM 541101 1087024 1628125
2:30 PM 585239 1185307 1770546
3:00 PM 661660 1273291 1934951

Total

Time Calls Puts Total P/C Ratio
9:00 AM 298310 361261 659571 1.21
9:30 AM 551413 828103 1379516 1.50
10:00 AM 766484 1072384 1838868 1.40
10:30 AM 921867 1243959 2165826 1.35
11:00 AM 1065594 1393589 2459183 1.31
11:30 AM 1166223 1499680 2665903 1.29
12:00 PM 1272591 1610814 2883405 1.27
12:30 PM 1372773 1713770 3086543 1.25
1:00 PM 1487187 1854549 3341736 1.25
1:30 PM 1621265 2016241 3637506 1.24
2:00 PM 1720989 2158367 3879356 1.25
2:30 PM 1860042 2399568 4259610 1.29
3:00 PM 2113052 2666379 4779431 1.26

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 1/23/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 113 77 190
9:30 AM 156 133 289
10:00 AM 428 961 1389
10:30 AM 5068 1601 6669
11:00 AM 5070 1601 6671
11:30 AM 5072 1605 6677
12:00 PM 5089 1607 6696
12:30 PM 5092 1609 6701
1:00 PM 5092 1610 6702
1:30 PM 5099 1615 6714
2:00 PM 5103 1638 6741
2:30 PM 5114 1660 6774
3:00 PM 5137 4696 9833

S&P 100

Time Calls Puts Total
9:00 AM 468 182 650
9:30 AM 665 227 892
10:00 AM 691 232 923
10:30 AM 711 317 1028
11:00 AM 713 327 1040
11:30 AM 715 332 1047
12:00 PM 740 357 1097
12:30 PM 740 567 1307
1:00 PM 740 578 1318
1:30 PM 740 598 1338
2:00 PM 740 809 1549
2:30 PM 746 854 1600
3:00 PM 839 1072 1911

S&P 500

Time Calls Puts Total
9:00 AM 14377 21548 35925
9:30 AM 54081 59915 113996
10:00 AM 64264 85674 149938
10:30 AM 70162 101143 171305
11:00 AM 85005 122340 207345
11:30 AM 93283 134734 228017
12:00 PM 103306 157805 261111
12:30 PM 106998 169210 276208
1:00 PM 114871 196583 311454
1:30 PM 119961 220637 340598
2:00 PM 124889 238918 363807
2:30 PM 130720 284967 415687
3:00 PM 150108 313071 463179

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 1/22/2015

CBOE Total Open Interest

Calls Puts Total
104338404 98459149 202797553

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CBOE Index Open Interest on 1/22/2015

Option Calls Puts Total
OEX 11235 15023 26258
SPX 2608177 4710872 7319049
NDX 41340 62130 103470
MNX 2521 4554 7075
DJX 72566 45821 118387
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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