CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 9/29/2016

Total

Time Calls Puts Total P/C Ratio
9:00 AM 201067 202273 403340 1.01
9:30 AM 402470 388270 790740 0.96
10:00 AM 598544 511392 1109936 0.85
10:30 AM 822749 714242 1536991 0.87
11:00 AM 993240 868822 1862062 0.87
11:30 AM 1068884 944591 2013475 0.88
12:00 PM 1331591 1147553 2479144 0.86
12:30 PM 1565990 1418344 2984334 0.91
1:00 PM 1735373 1598159 3333532 0.92
1:30 PM 1903199 1796016 3699215 0.94
2:00 PM 2011520 1930842 3942362 0.96
2:30 PM 2134256 2153409 4287665 1.01
3:00 PM 2276807 2354067 4630874 1.03

Index Options

Time Calls Puts Total
9:00 AM 56191 84118 140309
9:30 AM 121969 166011 287980
10:00 AM 178717 208599 387316
10:30 AM 303248 344523 647771
11:00 AM 410586 450007 860593
11:30 AM 423481 479973 903454
12:00 PM 566852 563691 1130543
12:30 PM 664660 653716 1318376
1:00 PM 730511 711165 1441676
1:30 PM 808619 813771 1622390
2:00 PM 845304 853194 1698498
2:30 PM 892553 960318 1852871
3:00 PM 946718 1052757 1999475

Equity Options

Time Calls Puts Total
9:00 AM 144876 118155 263031
9:30 AM 280501 222259 502760
10:00 AM 419827 302793 722620
10:30 AM 519501 369719 889220
11:00 AM 582654 418815 1001469
11:30 AM 645403 464618 1110021
12:00 PM 764739 583862 1348601
12:30 PM 901330 764628 1665958
1:00 PM 1004862 886994 1891856
1:30 PM 1094580 982245 2076825
2:00 PM 1166216 1077648 2243864
2:30 PM 1241703 1193091 2434794
3:00 PM 1330089 1301310 2631399

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 9/29/2016

DOW Industrials

Time Calls Puts Total
9:00 AM 205 51 256
9:30 AM 265 164 429
10:00 AM 273 172 445
10:30 AM 353 197 550
11:00 AM 553 197 750
11:30 AM 571 246 817
12:00 PM 592 362 954
12:30 PM 800 404 1204
1:00 PM 1373 490 1863
1:30 PM 1479 501 1980
2:00 PM 1485 511 1996
2:30 PM 1505 511 2016
3:00 PM 1511 549 2060

S&P 100

Time Calls Puts Total
9:00 AM 13 5 18
9:30 AM 15 75 90
10:00 AM 15 95 110
10:30 AM 18 155 173
11:00 AM 23 155 178
11:30 AM 23 155 178
12:00 PM 43 167 210
12:30 PM 127 297 424
1:00 PM 157 376 533
1:30 PM 249 454 703
2:00 PM 273 465 738
2:30 PM 283 466 749
3:00 PM 463 468 931

S&P 500

Time Calls Puts Total
9:00 AM 11197 27338 38535
9:30 AM 19472 54192 73664
10:00 AM 28810 71305 100115
10:30 AM 75057 134749 209806
11:00 AM 95376 171253 266629
11:30 AM 105940 176070 282010
12:00 PM 118136 195672 313808
12:30 PM 126120 212171 338291
1:00 PM 131929 223317 355246
1:30 PM 142545 253764 396309
2:00 PM 146548 256649 403197
2:30 PM 165905 277392 443297
3:00 PM 184910 315895 500805

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 9/28/2016

CBOE Total Open Interest

Calls Puts Total
140974180 138051711 279025891

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CBOE Index Open Interest on 9/28/2016

Option Calls Puts Total
OEX 5750 10394 16144
SPX 2862068 5357020 8219088
NDX 40911 52655 93566
MNX 522 501 1023
DJX 72160 52291 124451
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