CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 5/5/2015

Total

Time Calls Puts Total P/C Ratio
9:00 AM 253654 199098 452752 0.78
9:30 AM 449728 404286 854014 0.90
10:00 AM 560460 597322 1157782 1.07
10:30 AM 737218 838718 1575936 1.14
11:00 AM 873255 1074587 1947842 1.23
11:30 AM 957944 1143131 2101075 1.19
12:00 PM 1037744 1212106 2249850 1.17
12:30 PM 1172179 1415025 2587204 1.21
1:00 PM 1254587 1505729 2760316 1.20
1:30 PM 1375960 1630926 3006886 1.19
2:00 PM 1488857 1816512 3305369 1.22
2:30 PM 1664982 1968202 3633184 1.18
3:00 PM 1803528 2192016 3995544 1.22

Index Options

Time Calls Puts Total
9:00 AM 42209 50370 92579
9:30 AM 85094 122783 207877
10:00 AM 108738 165680 274418
10:30 AM 160985 254236 415221
11:00 AM 202928 300505 503433
11:30 AM 222119 322478 544597
12:00 PM 248240 347340 595580
12:30 PM 303633 418008 721641
1:00 PM 327712 455604 783316
1:30 PM 349252 488898 838150
2:00 PM 382042 563658 945700
2:30 PM 400084 604287 1004371
3:00 PM 432446 660941 1093387

Equity Options

Time Calls Puts Total
9:00 AM 211445 148728 360173
9:30 AM 364634 281503 646137
10:00 AM 451722 431642 883364
10:30 AM 576233 584482 1160715
11:00 AM 670327 774082 1444409
11:30 AM 735825 820653 1556478
12:00 PM 789504 864766 1654270
12:30 PM 868546 997017 1865563
1:00 PM 926875 1050125 1977000
1:30 PM 1026708 1142028 2168736
2:00 PM 1106815 1252854 2359669
2:30 PM 1264898 1363915 2628813
3:00 PM 1371082 1531075 2902157

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 5/5/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 30 32 62
9:30 AM 116 238 354
10:00 AM 116 288 404
10:30 AM 353 601 954
11:00 AM 8953 9234 18187
11:30 AM 8953 9557 18510
12:00 PM 8953 9557 18510
12:30 PM 8978 9571 18549
1:00 PM 8998 9576 18574
1:30 PM 9130 9662 18792
2:00 PM 9206 9688 18894
2:30 PM 9360 9692 19052
3:00 PM 9417 9711 19128

S&P 100

Time Calls Puts Total
9:00 AM 101 30 131
9:30 AM 242 172 414
10:00 AM 269 464 733
10:30 AM 312 688 1000
11:00 AM 326 715 1041
11:30 AM 336 715 1051
12:00 PM 336 795 1131
12:30 PM 770 846 1616
1:00 PM 774 856 1630
1:30 PM 784 890 1674
2:00 PM 884 1012 1896
2:30 PM 1035 1047 2082
3:00 PM 1188 1142 2330

S&P 500

Time Calls Puts Total
9:00 AM 15831 21006 36837
9:30 AM 34039 39881 73920
10:00 AM 39370 50070 89440
10:30 AM 50324 72738 123062
11:00 AM 56948 87825 144773
11:30 AM 62142 99201 161343
12:00 PM 67650 108326 175976
12:30 PM 73788 116692 190480
1:00 PM 78220 128739 206959
1:30 PM 82349 135769 218118
2:00 PM 89328 162874 252202
2:30 PM 95176 180765 275941
3:00 PM 104767 201778 306545

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 5/4/2015

CBOE Total Open Interest

Calls Puts Total
138616503 131916146 270532649

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CBOE Index Open Interest on 5/4/2015

Option Calls Puts Total
OEX 8535 17099 25634
SPX 2731190 5293227 8024417
NDX 35735 114574 150309
MNX 2384 3799 6183
DJX 98001 65763 163764
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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