CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 7/31/2015

Total

Time Calls Puts Total P/C Ratio
9:00 AM 232552 251969 484521 1.08
9:30 AM 439603 461476 901079 1.05
10:00 AM 572230 596473 1168703 1.04
10:30 AM 724465 703370 1427835 0.97
11:00 AM 814319 810253 1624572 1.00
11:30 AM 908614 887559 1796173 0.98
12:00 PM 1003150 990358 1993508 0.99
12:30 PM 1092531 1075354 2167885 0.98
1:00 PM 1180089 1169654 2349743 0.99
1:30 PM 1280140 1294490 2574630 1.01
2:00 PM 1351027 1393927 2744954 1.03
2:30 PM 1444411 1552718 2997129 1.07
3:00 PM 1603794 1751812 3355606 1.09

Index Options

Time Calls Puts Total
9:00 AM 42788 103054 145842
9:30 AM 100332 200820 301152
10:00 AM 136720 259745 396465
10:30 AM 169121 309012 478133
11:00 AM 201415 368109 569524
11:30 AM 236618 397120 633738
12:00 PM 275832 451992 727824
12:30 PM 312080 482415 794495
1:00 PM 336222 509895 846117
1:30 PM 377998 553732 931730
2:00 PM 398407 596708 995115
2:30 PM 427348 661420 1088768
3:00 PM 492124 731741 1223865

Equity Options

Time Calls Puts Total
9:00 AM 189764 148915 338679
9:30 AM 339271 260656 599927
10:00 AM 435510 336728 772238
10:30 AM 555344 394358 949702
11:00 AM 612904 442144 1055048
11:30 AM 671996 490439 1162435
12:00 PM 727318 538366 1265684
12:30 PM 780451 592939 1373390
1:00 PM 843867 659759 1503626
1:30 PM 902142 740758 1642900
2:00 PM 952620 797219 1749839
2:30 PM 1017063 891298 1908361
3:00 PM 1111670 1020071 2131741

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 7/31/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 47 11 58
9:30 AM 67 34 101
10:00 AM 69 38 107
10:30 AM 99 39 138
11:00 AM 99 61 160
11:30 AM 199 71 270
12:00 PM 199 74 273
12:30 PM 200 75 275
1:00 PM 210 79 289
1:30 PM 210 84 294
2:00 PM 210 100 310
2:30 PM 210 110 320
3:00 PM 217 117 334

S&P 100

Time Calls Puts Total
9:00 AM 1 124 125
9:30 AM 82 125 207
10:00 AM 92 207 299
10:30 AM 92 210 302
11:00 AM 92 225 317
11:30 AM 92 237 329
12:00 PM 92 279 371
12:30 PM 92 359 451
1:00 PM 94 361 455
1:30 PM 115 851 966
2:00 PM 123 860 983
2:30 PM 124 914 1038
3:00 PM 126 921 1047

S&P 500

Time Calls Puts Total
9:00 AM 5805 26495 32300
9:30 AM 13864 58849 72713
10:00 AM 28268 67335 95603
10:30 AM 34949 83344 118293
11:00 AM 43150 101534 144684
11:30 AM 46850 108768 155618
12:00 PM 49355 116358 165713
12:30 PM 63170 121158 184328
1:00 PM 70817 127266 198083
1:30 PM 74775 132521 207296
2:00 PM 77994 141895 219889
2:30 PM 80836 150125 230961
3:00 PM 87762 167617 255379

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 7/30/2015

CBOE Total Open Interest

Calls Puts Total
151765640 140076575 291842215

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CBOE Index Open Interest on 7/30/2015

Option Calls Puts Total
OEX 8597 21124 29721
SPX 2725196 4819989 7545185
NDX 42862 102390 145252
MNX 2428 1919 4347
DJX 106772 73598 180370
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
  VIX Snapshot

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