CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 7/1/2015

Total

Time Calls Puts Total P/C Ratio
9:00 AM 285809 256522 542331 0.90
9:30 AM 489022 488881 977903 1.00
10:00 AM 740359 796502 1536861 1.08
10:30 AM 835323 898773 1734096 1.08
11:00 AM 944864 998009 1942873 1.06
11:30 AM 1042002 1135074 2177076 1.09
12:00 PM 1126126 1207498 2333624 1.07
12:30 PM 1202025 1317090 2519115 1.10
1:00 PM 1263546 1432858 2696404 1.13
1:30 PM 1352730 1550270 2903000 1.15
2:00 PM 1458746 1639955 3098701 1.12
2:30 PM 1531702 1751519 3283221 1.14
3:00 PM 1693575 1913705 3607280 1.13

Index Options

Time Calls Puts Total
9:00 AM 81209 120069 201278
9:30 AM 189139 235321 424460
10:00 AM 265438 339133 604571
10:30 AM 295188 387144 682332
11:00 AM 349263 443166 792429
11:30 AM 386651 498851 885502
12:00 PM 424653 527474 952127
12:30 PM 447739 589262 1037001
1:00 PM 460323 643729 1104052
1:30 PM 501200 709268 1210468
2:00 PM 528372 747388 1275760
2:30 PM 550794 793833 1344627
3:00 PM 604583 860773 1465356

Equity Options

Time Calls Puts Total
9:00 AM 204600 136453 341053
9:30 AM 299883 253560 553443
10:00 AM 474921 457369 932290
10:30 AM 540135 511629 1051764
11:00 AM 595601 554843 1150444
11:30 AM 655351 636223 1291574
12:00 PM 701473 680024 1381497
12:30 PM 754286 727828 1482114
1:00 PM 803223 789129 1592352
1:30 PM 851530 841002 1692532
2:00 PM 930374 892567 1822941
2:30 PM 980908 957686 1938594
3:00 PM 1088992 1052932 2141924

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 7/1/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 145 89 234
9:30 AM 408 120 528
10:00 AM 453 268 721
10:30 AM 523 368 891
11:00 AM 573 377 950
11:30 AM 627 378 1005
12:00 PM 652 393 1045
12:30 PM 694 494 1188
1:00 PM 699 494 1193
1:30 PM 746 514 1260
2:00 PM 766 550 1316
2:30 PM 1466 2730 4196
3:00 PM 1520 2744 4264

S&P 100

Time Calls Puts Total
9:00 AM 247 56 303
9:30 AM 314 74 388
10:00 AM 384 76 460
10:30 AM 464 77 541
11:00 AM 477 77 554
11:30 AM 505 82 587
12:00 PM 528 89 617
12:30 PM 535 97 632
1:00 PM 615 99 714
1:30 PM 615 99 714
2:00 PM 615 99 714
2:30 PM 615 126 741
3:00 PM 845 442 1287

S&P 500

Time Calls Puts Total
9:00 AM 15248 23063 38311
9:30 AM 32179 41019 73198
10:00 AM 45558 60040 105598
10:30 AM 55510 73670 129180
11:00 AM 62336 96050 158386
11:30 AM 70527 103146 173673
12:00 PM 101172 108924 210096
12:30 PM 109617 119702 229319
1:00 PM 114545 140865 255410
1:30 PM 125823 170915 296738
2:00 PM 132364 182340 314704
2:30 PM 136393 190003 326396
3:00 PM 145572 208450 354022

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 6/30/2015

CBOE Total Open Interest

Calls Puts Total
141273073 130746905 272019978

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CBOE Index Open Interest on 6/30/2015

Option Calls Puts Total
OEX 8432 20628 29060
SPX 2429396 4808824 7238220
NDX 32181 61763 93944
MNX 2077 1933 4010
DJX 96722 64933 161655
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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