|
|
Equity Options |
Index Options |
Interest Rate Options |
Total |
Put / Call |
|
Time |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Ratio |
| 9:00 AM |
202219 |
105311 |
307530 |
71665 |
85170 |
156835 |
0 |
0 |
0 |
273884 |
190481 |
464365 |
0.70 |
| 9:30 AM |
348896 |
163784 |
512680 |
139342 |
176616 |
315958 |
0 |
0 |
0 |
488238 |
340400 |
828638 |
0.70 |
| 10:00 AM |
439198 |
218809 |
658007 |
201218 |
402863 |
604081 |
0 |
0 |
0 |
640416 |
621672 |
1262088 |
0.97 |
| 10:30 AM |
530593 |
264411 |
795004 |
227975 |
466243 |
694218 |
0 |
0 |
0 |
758568 |
730654 |
1489222 |
0.96 |
| 11:00 AM |
596948 |
307997 |
904945 |
285360 |
538498 |
823858 |
0 |
0 |
0 |
882308 |
846495 |
1728803 |
0.96 |
| 11:30 AM |
645800 |
360669 |
1006469 |
308285 |
596329 |
904614 |
0 |
0 |
0 |
954085 |
956998 |
1911083 |
1.00 |
| 12:00 PM |
698623 |
391994 |
1090617 |
342973 |
629663 |
972636 |
0 |
0 |
0 |
1041596 |
1021657 |
2063253 |
0.98 |
| 12:30 PM |
751405 |
430335 |
1181740 |
373999 |
661016 |
1035015 |
0 |
0 |
0 |
1125404 |
1091351 |
2216755 |
0.97 |
| 1:00 PM |
799616 |
456530 |
1256146 |
420003 |
695454 |
1115457 |
0 |
0 |
0 |
1219619 |
1151984 |
2371603 |
0.94 |
| 1:30 PM |
856103 |
489656 |
1345759 |
458751 |
731957 |
1190708 |
0 |
0 |
0 |
1314854 |
1221613 |
2536467 |
0.93 |
| 2:00 PM |
925238 |
538006 |
1463244 |
499248 |
825068 |
1324316 |
0 |
0 |
0 |
1424486 |
1363074 |
2787560 |
0.96 |
| 2:30 PM |
996191 |
588972 |
1585163 |
549089 |
932771 |
1481860 |
0 |
0 |
0 |
1545280 |
1521743 |
3067023 |
0.98 |
| 3:00 PM |
1078129 |
658235 |
1736364 |
631527 |
1015371 |
1646898 |
0 |
0 |
0 |
1709656 |
1673606 |
3383262 |
0.98 |
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
8/21/2008
|
|
DOW Industrials |
S&P 100 |
S&P 500 |
|
Time |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
| 9:00 AM |
2297 |
288 |
2585 |
1290 |
1234 |
2524 |
11405 |
8194 |
19599 |
| 9:30 AM |
2648 |
453 |
3101 |
1632 |
1625 |
3257 |
20550 |
26126 |
46676 |
| 10:00 AM |
3366 |
1337 |
4703 |
2068 |
2110 |
4178 |
32231 |
33938 |
66169 |
| 10:30 AM |
3393 |
1789 |
5182 |
2393 |
2642 |
5035 |
42594 |
47345 |
89939 |
| 11:00 AM |
3433 |
2628 |
6061 |
2867 |
3867 |
6734 |
49205 |
56324 |
105529 |
| 11:30 AM |
3580 |
2703 |
6283 |
6488 |
7594 |
14082 |
54540 |
74573 |
129113 |
| 12:00 PM |
4047 |
2780 |
6827 |
8419 |
9666 |
18085 |
72586 |
87077 |
159663 |
| 12:30 PM |
4097 |
3740 |
7837 |
9019 |
10128 |
19147 |
87096 |
98315 |
185411 |
| 1:00 PM |
4140 |
3840 |
7980 |
9142 |
10455 |
19597 |
92773 |
103164 |
195937 |
| 1:30 PM |
4152 |
3996 |
8148 |
9515 |
10742 |
20257 |
95628 |
111657 |
207285 |
| 2:00 PM |
4997 |
4271 |
9268 |
10122 |
11461 |
21583 |
110395 |
131154 |
241549 |
| 2:30 PM |
5507 |
4464 |
9971 |
10815 |
12308 |
23123 |
128285 |
153989 |
282274 |
| 3:00 PM |
5968 |
4761 |
10729 |
11547 |
12770 |
24317 |
162001 |
168820 |
330821 |
Final Volume
and Open Interest information can be found
here.
* Fields with N/A
indicate that the data is not available.
|
|
|
CBOE Total Open Interest |
| Call |
144351142 |
| Put |
129767753 |
| Total |
274118895 |
|
|
CBOE Index Interest on
8/20/2008 |
| Option | Calls | Puts | Total |
| OEX | 76900 | 72567 | 149467 |
| SPX | 4304350 | 7087518 | 11391868 |
| NDX | 241640 | 273098 | 514738 |
| MNX | 446200 | 560617 | 1006817 |
| DJX | 405514 | 322741 | 728255 |
| DTX | 0 | 31 | 31 |
|
| Option | Calls | Puts | Total |
| DUX | 0 | 0 | 0 |
| 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 |
|
|
|