CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 12/18/2014

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 345405 235195 580600
9:30 AM 583586 394275 977861
10:00 AM 782138 532607 1314745
10:30 AM 911895 723340 1635235
11:00 AM 1059069 809968 1869037
11:30 AM 1197950 877011 2074961
12:00 PM 1301298 962000 2263298
12:30 PM 1455718 1043453 2499171
1:00 PM 1561074 1114436 2675510
1:30 PM 1670851 1214246 2885097
2:00 PM 1814445 1295024 3109469
2:30 PM 1927584 1382148 3309732
3:00 PM 2172500 1550604 3723104

Index Options

Time Calls Puts Total
9:00 AM 133990 88782 222772
9:30 AM 303741 291887 595628
10:00 AM 487632 464373 952005
10:30 AM 569954 560746 1130700
11:00 AM 627366 618455 1245821
11:30 AM 686452 650859 1337311
12:00 PM 729523 692499 1422022
12:30 PM 798975 739300 1538275
1:00 PM 862287 777367 1639654
1:30 PM 923935 840740 1764675
2:00 PM 985575 882290 1867865
2:30 PM 1049914 928408 1978322
3:00 PM 1153913 993776 2147689

Total

Time Calls Puts Total P/C Ratio
9:00 AM 479395 323977 803372 0.68
9:30 AM 887327 686162 1573489 0.77
10:00 AM 1269770 996980 2266750 0.79
10:30 AM 1481849 1284086 2765935 0.87
11:00 AM 1686435 1428423 3114858 0.85
11:30 AM 1884402 1527870 3412272 0.81
12:00 PM 2030821 1654499 3685320 0.81
12:30 PM 2254693 1782753 4037446 0.79
1:00 PM 2423361 1891803 4315164 0.78
1:30 PM 2594786 2054986 4649772 0.79
2:00 PM 2800020 2177314 4977334 0.78
2:30 PM 2977498 2310556 5288054 0.78
3:00 PM 3326413 2544380 5870793 0.76

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 12/18/2014

DOW Industrials

Time Calls Puts Total
9:00 AM 252 217 469
9:30 AM 267 249 516
10:00 AM 271 288 559
10:30 AM 298 319 617
11:00 AM 382 442 824
11:30 AM 409 483 892
12:00 PM 449 596 1045
12:30 PM 560 822 1382
1:00 PM 591 827 1418
1:30 PM 693 1232 1925
2:00 PM 992 1258 2250
2:30 PM 1151 1768 2919
3:00 PM 1292 1890 3182

S&P 100

Time Calls Puts Total
9:00 AM 1095 673 1768
9:30 AM 1464 1065 2529
10:00 AM 1580 1236 2816
10:30 AM 1739 1681 3420
11:00 AM 1821 1719 3540
11:30 AM 2448 1910 4358
12:00 PM 3068 2140 5208
12:30 PM 3106 3442 6548
1:00 PM 3484 3500 6984
1:30 PM 3974 3621 7595
2:00 PM 4046 3785 7831
2:30 PM 4247 4167 8414
3:00 PM 4770 4469 9239

S&P 500

Time Calls Puts Total
9:00 AM 64367 44448 108815
9:30 AM 94523 92771 187294
10:00 AM 158942 155847 314789
10:30 AM 190789 193300 384089
11:00 AM 215029 236837 451866
11:30 AM 245807 249956 495763
12:00 PM 265795 271931 537726
12:30 PM 312222 296676 608898
1:00 PM 335809 320912 656721
1:30 PM 357028 339091 696119
2:00 PM 390947 356719 747666
2:30 PM 429729 378354 808083
3:00 PM 492871 409700 902571

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 12/17/2014

CBOE Total Open Interest

Calls Puts Total
180663928 167961501 348625429

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CBOE Index Open Interest on 12/17/2014

Option Calls Puts Total
OEX 14832 21290 36122
SPX 4290219 7766421 12056640
NDX 80691 125472 206163
MNX 3082 9509 12591
DJX 145208 115497 260705
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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