CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 12/19/2014

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 269200 209888 479088
9:30 AM 453262 351519 804781
10:00 AM 644349 535139 1179488
10:30 AM 747567 652736 1400303
11:00 AM 865297 733982 1599279
11:30 AM 1018090 812436 1830526
12:00 PM 1137955 915193 2053148
12:30 PM 1243752 989208 2232960
1:00 PM 1341946 1083138 2425084
1:30 PM 1455062 1149867 2604929
2:00 PM 1630721 1276739 2907460
2:30 PM 1815162 1398353 3213515
3:00 PM 2138485 1544443 3682928

Index Options

Time Calls Puts Total
9:00 AM 66618 107106 173724
9:30 AM 126013 196307 322320
10:00 AM 196914 282206 479120
10:30 AM 258138 338895 597033
11:00 AM 321607 408893 730500
11:30 AM 389919 491204 881123
12:00 PM 487691 598499 1086190
12:30 PM 538187 647483 1185670
1:00 PM 574376 710362 1284738
1:30 PM 627046 780569 1407615
2:00 PM 666956 839083 1506039
2:30 PM 712105 893729 1605834
3:00 PM 828643 1043205 1871848

Total

Time Calls Puts Total P/C Ratio
9:00 AM 335818 316994 652812 0.94
9:30 AM 579275 547826 1127101 0.95
10:00 AM 841263 817345 1658608 0.97
10:30 AM 1005705 991631 1997336 0.99
11:00 AM 1186904 1142875 2329779 0.96
11:30 AM 1408009 1303640 2711649 0.93
12:00 PM 1625646 1513692 3139338 0.93
12:30 PM 1781939 1636691 3418630 0.92
1:00 PM 1916322 1793500 3709822 0.94
1:30 PM 2082108 1930436 4012544 0.93
2:00 PM 2297677 2115822 4413499 0.92
2:30 PM 2527267 2292082 4819349 0.91
3:00 PM 2967128 2587648 5554776 0.87

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 12/19/2014

DOW Industrials

Time Calls Puts Total
9:00 AM 38 57 95
9:30 AM 127 73 200
10:00 AM 630 119 749
10:30 AM 630 271 901
11:00 AM 644 292 936
11:30 AM 3902 337 4239
12:00 PM 4033 353 4386
12:30 PM 4132 358 4490
1:00 PM 4136 363 4499
1:30 PM 4139 373 4512
2:00 PM 4221 397 4618
2:30 PM 4226 397 4623
3:00 PM 5578 793 6371

S&P 100

Time Calls Puts Total
9:00 AM 824 826 1650
9:30 AM 1072 1132 2204
10:00 AM 1202 1396 2598
10:30 AM 1372 1505 2877
11:00 AM 1400 1601 3001
11:30 AM 1433 1788 3221
12:00 PM 1600 1800 3400
12:30 PM 1942 1863 3805
1:00 PM 2109 1868 3977
1:30 PM 2364 2125 4489
2:00 PM 2563 2257 4820
2:30 PM 2780 2533 5313
3:00 PM 3136 2674 5810

S&P 500

Time Calls Puts Total
9:00 AM 30872 51933 82805
9:30 AM 49948 90196 140144
10:00 AM 65790 131398 197188
10:30 AM 74380 159737 234117
11:00 AM 91698 199254 290952
11:30 AM 98326 209658 307984
12:00 PM 116172 226225 342397
12:30 PM 122737 241475 364212
1:00 PM 128957 262047 391004
1:30 PM 145378 289986 435364
2:00 PM 152421 306922 459343
2:30 PM 163751 327546 491297
3:00 PM 186374 351259 537633

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 12/18/2014

CBOE Total Open Interest

Calls Puts Total
182865206 170037241 352902447

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CBOE Index Open Interest on 12/18/2014

Option Calls Puts Total
OEX 13878 22703 36581
SPX 4357296 7905386 12262682
NDX 82482 131479 213961
MNX 3173 9499 12672
DJX 144237 115644 259881
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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