CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 9/28/2016

Total

Time Calls Puts Total P/C Ratio
9:00 AM 242466 204339 446805 0.84
9:30 AM 388399 347736 736135 0.90
10:00 AM 576476 480999 1057475 0.83
10:30 AM 727443 612643 1340086 0.84
11:00 AM 820417 696628 1517045 0.85
11:30 AM 901296 792998 1694294 0.88
12:00 PM 985076 875278 1860354 0.89
12:30 PM        
1:00 PM        
1:30 PM        
2:00 PM        
2:30 PM        
3:00 PM        

Index Options

Time Calls Puts Total
9:00 AM 75505 80118 155623
9:30 AM 128729 146989 275718
10:00 AM 217073 203837 420910
10:30 AM 257657 252765 510422
11:00 AM 293955 283473 577428
11:30 AM 317657 333684 651341
12:00 PM 343870 368350 712220
12:30 PM      
1:00 PM      
1:30 PM      
2:00 PM      
2:30 PM      
3:00 PM      

Equity Options

Time Calls Puts Total
9:00 AM 166961 124221 291182
9:30 AM 259670 200747 460417
10:00 AM 359403 277162 636565
10:30 AM 469786 359878 829664
11:00 AM 526462 413155 939617
11:30 AM 583639 459314 1042953
12:00 PM 641206 506928 1148134
12:30 PM      
1:00 PM      
1:30 PM      
2:00 PM      
2:30 PM      
3:00 PM      

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 9/28/2016

DOW Industrials

Time Calls Puts Total
9:00 AM 120 215 335
9:30 AM 130 380 510
10:00 AM 130 385 515
10:30 AM 130 387 517
11:00 AM 130 388 518
11:30 AM 134 1431 1565
12:00 PM 135 1558 1693
12:30 PM      
1:00 PM      
1:30 PM      
2:00 PM      
2:30 PM      
3:00 PM      

S&P 100

Time Calls Puts Total
9:00 AM 171 20 191
9:30 AM 171 165 336
10:00 AM 174 175 349
10:30 AM 174 175 349
11:00 AM 174 225 399
11:30 AM 174 228 402
12:00 PM 178 228 406
12:30 PM      
1:00 PM      
1:30 PM      
2:00 PM      
2:30 PM      
3:00 PM      

S&P 500

Time Calls Puts Total
9:00 AM 19901 25222 45123
9:30 AM 34149 47712 81861
10:00 AM 39888 59130 99018
10:30 AM 50429 72365 122794
11:00 AM 70128 83415 153543
11:30 AM 76417 103007 179424
12:00 PM 83337 110440 193777
12:30 PM      
1:00 PM      
1:30 PM      
2:00 PM      
2:30 PM      
3:00 PM      

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 9/27/2016

CBOE Total Open Interest

Calls Puts Total
138527529 135603353 274130882

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CBOE Index Open Interest on 9/27/2016

Option Calls Puts Total
OEX 5539 10087 15626
SPX 2838632 5314954 8153586
NDX 40244 52176 92420
MNX 521 501 1022
DJX 72053 50916 122969
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