CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 11/26/2014

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 202084 118654 320738
9:30 AM 337939 247142 585081
10:00 AM 454051 319066 773117
10:30 AM 538507 410686 949193
11:00 AM 630407 474835 1105242
11:30 AM 723768 532344 1256112
12:00 PM 807573 581146 1388719
12:30 PM 884769 632256 1517025
1:00 PM 954734 685385 1640119
1:30 PM 1016111 735381 1751492
2:00 PM 1093186 781735 1874921
2:30 PM 1175587 847729 2023316
3:00 PM 1293234 925960 2219194

Index Options

Time Calls Puts Total
9:00 AM 51490 49952 101442
9:30 AM 91106 89586 180692
10:00 AM 110781 127876 238657
10:30 AM 147397 169087 316484
11:00 AM 184398 231202 415600
11:30 AM 212990 299091 512081
12:00 PM 228216 334753 562969
12:30 PM 241285 358258 599543
1:00 PM 261987 392237 654224
1:30 PM 299928 430208 730136
2:00 PM 405300 472117 877417
2:30 PM 420965 498896 919861
3:00 PM 447277 534644 981921

Total

Time Calls Puts Total P/C Ratio
9:00 AM 253574 168606 422180 0.66
9:30 AM 429045 336728 765773 0.78
10:00 AM 564832 446942 1011774 0.79
10:30 AM 685904 579773 1265677 0.85
11:00 AM 814805 706037 1520842 0.87
11:30 AM 936758 831435 1768193 0.89
12:00 PM 1035789 915899 1951688 0.88
12:30 PM 1126054 990514 2116568 0.88
1:00 PM 1216721 1077622 2294343 0.89
1:30 PM 1316039 1165589 2481628 0.89
2:00 PM 1498486 1253852 2752338 0.84
2:30 PM 1596552 1346625 2943177 0.84
3:00 PM 1740511 1460604 3201115 0.84

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 11/26/2014

DOW Industrials

Time Calls Puts Total
9:00 AM 10 65 75
9:30 AM 10 115 125
10:00 AM 10 195 205
10:30 AM 10 203 213
11:00 AM 15 358 373
11:30 AM 49 362 411
12:00 PM 79 362 441
12:30 PM 79 432 511
1:00 PM 119 432 551
1:30 PM 199 472 671
2:00 PM 293 475 768
2:30 PM 294 575 869
3:00 PM 319 578 897

S&P 100

Time Calls Puts Total
9:00 AM 9 35 44
9:30 AM 11 90 101
10:00 AM 18 94 112
10:30 AM 18 134 152
11:00 AM 38 134 172
11:30 AM 38 234 272
12:00 PM 43 234 277
12:30 PM 52 237 289
1:00 PM 52 244 296
1:30 PM 52 254 306
2:00 PM 52 254 306
2:30 PM 62 255 317
3:00 PM 280 466 746

S&P 500

Time Calls Puts Total
9:00 AM 22625 14516 37141
9:30 AM 27024 23504 50528
10:00 AM 36353 32392 68745
10:30 AM 43528 46080 89608
11:00 AM 60144 55302 115446
11:30 AM 66797 71861 138658
12:00 PM 70167 79717 149884
12:30 PM 74825 89598 164423
1:00 PM 81211 104260 185471
1:30 PM 90592 125787 216379
2:00 PM 96008 136349 232357
2:30 PM 98218 138935 237153
3:00 PM 103091 150929 254020

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 11/25/2014

CBOE Total Open Interest

Calls Puts Total
159821653 146986186 306807839

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CBOE Index Open Interest on 11/25/2014

Option Calls Puts Total
OEX 8927 15062 23989
SPX 3587682 5936714 9524396
NDX 56146 95338 151484
MNX 2937 9450 12387
DJX 116148 86224 202372
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