|
|
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 |
254328 |
136298 |
390626 |
146703 |
143505 |
290208 |
0 |
0 |
0 |
401031 |
279803 |
680834 |
0.70 |
| 9:30 AM |
410524 |
236703 |
647227 |
327701 |
304860 |
632561 |
0 |
0 |
0 |
738225 |
541563 |
1279788 |
0.73 |
| 10:00 AM |
605043 |
322799 |
927842 |
444682 |
415538 |
860220 |
0 |
0 |
0 |
1049725 |
738337 |
1788062 |
0.70 |
| 10:30 AM |
725427 |
403712 |
1129139 |
522991 |
522510 |
1045501 |
0 |
0 |
0 |
1248418 |
926222 |
2174640 |
0.74 |
| 11:00 AM |
803571 |
460047 |
1263618 |
594043 |
593222 |
1187265 |
0 |
0 |
0 |
1397614 |
1053269 |
2450883 |
0.75 |
| 11:30 AM |
936423 |
527043 |
1463466 |
645471 |
642083 |
1287554 |
0 |
0 |
0 |
1581894 |
1169126 |
2751020 |
0.74 |
| 12:00 PM |
999529 |
576219 |
1575748 |
702868 |
699834 |
1402702 |
0 |
0 |
0 |
1702397 |
1276053 |
2978450 |
0.75 |
| 12:30 PM |
1082142 |
618019 |
1700161 |
759032 |
747691 |
1506723 |
0 |
0 |
0 |
1841174 |
1365710 |
3206884 |
0.74 |
| 1:00 PM |
1166326 |
665790 |
1832116 |
805604 |
843194 |
1648798 |
0 |
0 |
0 |
1971930 |
1508984 |
3480914 |
0.77 |
| 1:30 PM |
1247801 |
715982 |
1963783 |
881179 |
906756 |
1787935 |
0 |
0 |
0 |
2128980 |
1622738 |
3751718 |
0.76 |
| 2:00 PM |
1365612 |
824591 |
2190203 |
960745 |
989170 |
1949915 |
0 |
0 |
0 |
2326357 |
1813761 |
4140118 |
0.78 |
| 2:30 PM |
1488582 |
911574 |
2400156 |
1066579 |
1096404 |
2162983 |
0 |
0 |
0 |
2555161 |
2007978 |
4563139 |
0.79 |
| 3:00 PM |
1645461 |
1031568 |
2677029 |
1136755 |
1209601 |
2346356 |
0 |
0 |
0 |
2782216 |
2241169 |
5023385 |
0.81 |
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
5/14/2008
|
|
DOW Industrials |
S&P 100 |
S&P 500 |
|
Time |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
| 9:00 AM |
860 |
2730 |
3590 |
4270 |
3431 |
7701 |
56062 |
46402 |
102464 |
| 9:30 AM |
5097 |
7476 |
12573 |
7299 |
5661 |
12960 |
114273 |
115545 |
229818 |
| 10:00 AM |
7798 |
7749 |
15547 |
9993 |
10559 |
20552 |
166545 |
178162 |
344707 |
| 10:30 AM |
21245 |
7889 |
29134 |
11418 |
12205 |
23623 |
199247 |
206894 |
406141 |
| 11:00 AM |
22207 |
8396 |
30603 |
14698 |
18009 |
32707 |
233794 |
248650 |
482444 |
| 11:30 AM |
22886 |
8961 |
31847 |
17643 |
18651 |
36294 |
243377 |
269043 |
512420 |
| 12:00 PM |
24894 |
9064 |
33958 |
19562 |
19247 |
38809 |
269069 |
297638 |
566707 |
| 12:30 PM |
25007 |
9082 |
34089 |
23413 |
22756 |
46169 |
298139 |
310868 |
609007 |
| 1:00 PM |
25107 |
19170 |
44277 |
24235 |
24996 |
49231 |
327629 |
355684 |
683313 |
| 1:30 PM |
25352 |
19307 |
44659 |
25620 |
26595 |
52215 |
340192 |
371951 |
712143 |
| 2:00 PM |
25638 |
19556 |
45194 |
26311 |
29425 |
55736 |
371384 |
429134 |
800518 |
| 2:30 PM |
25728 |
19647 |
45375 |
28072 |
31499 |
59571 |
402783 |
451220 |
854003 |
| 3:00 PM |
27353 |
22590 |
49943 |
31248 |
36333 |
67581 |
419010 |
489444 |
908454 |
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 |
143424629 |
| Put |
134467830 |
| Total |
277892459 |
|
|
CBOE Index Interest on
5/13/2008 |
| Option | Calls | Puts | Total |
| OEX | 132717 | 157758 | 290475 |
| SPX | 3933728 | 6794421 | 10728149 |
| NDX | 231439 | 299836 | 531275 |
| MNX | 563739 | 713009 | 1276748 |
| DJX | 326697 | 284046 | 610743 |
| DTX | 0 | 2 | 2 |
|
| Option | Calls | Puts | Total |
| DUX | 0 | 1 | 1 |
| 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 |
|
|
|