CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 11/21/2014

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 395717 242068 637785
9:30 AM 759982 371959 1131941
10:00 AM 959432 498898 1458330
10:30 AM 1117022 632637 1749659
11:00 AM 1255748 732411 1988159
11:30 AM 1437505 876070 2313575
12:00 PM 1553225 986007 2539232
12:30 PM 1693499 1060396 2753895
1:00 PM 1825249 1161803 2987052
1:30 PM 1934304 1229631 3163935
2:00 PM 2034971 1305580 3340551
2:30 PM 2175753 1376290 3552043
3:00 PM 2437484 1563914 4001398

Index Options

Time Calls Puts Total
9:00 AM 61085 79464 140549
9:30 AM 143961 161937 305898
10:00 AM 241736 231623 473359
10:30 AM 281608 283231 564839
11:00 AM 382106 343057 725163
11:30 AM 466030 457099 923129
12:00 PM 503704 504259 1007963
12:30 PM 522563 549084 1071647
1:00 PM 604406 615990 1220396
1:30 PM 636521 658929 1295450
2:00 PM 652571 699487 1352058
2:30 PM 718644 737981 1456625
3:00 PM 782881 810304 1593185

Total

Time Calls Puts Total P/C Ratio
9:00 AM 456802 321532 778334 0.70
9:30 AM 903943 533896 1437839 0.59
10:00 AM 1201168 730521 1931689 0.61
10:30 AM 1398630 915868 2314498 0.65
11:00 AM 1637854 1075468 2713322 0.66
11:30 AM 1903535 1333169 3236704 0.70
12:00 PM 2056929 1490266 3547195 0.72
12:30 PM 2216062 1609480 3825542 0.73
1:00 PM 2429655 1777793 4207448 0.73
1:30 PM 2570825 1888560 4459385 0.73
2:00 PM 2687542 2005067 4692609 0.75
2:30 PM 2894397 2114271 5008668 0.73
3:00 PM 3220365 2374218 5594583 0.74

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 11/21/2014

DOW Industrials

Time Calls Puts Total
9:00 AM 11 28 39
9:30 AM 73 55 128
10:00 AM 275 121 396
10:30 AM 345 153 498
11:00 AM 355 179 534
11:30 AM 2355 189 2544
12:00 PM 2355 194 2549
12:30 PM 2366 225 2591
1:00 PM 2368 253 2621
1:30 PM 4318 779 5097
2:00 PM 4318 779 5097
2:30 PM 4332 792 5124
3:00 PM 4782 802 5584

S&P 100

Time Calls Puts Total
9:00 AM 445 959 1404
9:30 AM 515 1196 1711
10:00 AM 595 1414 2009
10:30 AM 725 1517 2242
11:00 AM 789 1591 2380
11:30 AM 1479 1817 3296
12:00 PM 1803 1876 3679
12:30 PM 2022 1997 4019
1:00 PM 2110 2266 4376
1:30 PM 2178 2383 4561
2:00 PM 2278 2447 4725
2:30 PM 2313 2597 4910
3:00 PM 2532 2735 5267

S&P 500

Time Calls Puts Total
9:00 AM 23775 38471 62246
9:30 AM 49870 83508 133378
10:00 AM 77557 111784 189341
10:30 AM 90007 127305 217312
11:00 AM 129680 160368 290048
11:30 AM 165947 213849 379796
12:00 PM 176129 240931 417060
12:30 PM 184227 254471 438698
1:00 PM 189598 274615 464213
1:30 PM 198989 293277 492266
2:00 PM 205393 311134 516527
2:30 PM 228581 325829 554410
3:00 PM 241766 345022 586788

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 11/20/2014

CBOE Total Open Interest

Calls Puts Total
183479807 173611108 357090915

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CBOE Index Open Interest on 11/20/2014

Option Calls Puts Total
OEX 18707 29727 48434
SPX 4226382 8021936 12248318
NDX 92370 200944 293314
MNX 3132 9622 12754
DJX 119806 93585 213391
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