CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 11/25/2014

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 235193 190482 425675
9:30 AM 373574 351008 724582
10:00 AM 486771 494562 981333
10:30 AM 593515 618723 1212238
11:00 AM 671241 693931 1365172
11:30 AM 739152 749277 1488429
12:00 PM 841678 797299 1638977
12:30 PM 915694 852647 1768341
1:00 PM 982910 906831 1889741
1:30 PM 1054756 948630 2003386
2:00 PM 1121972 999009 2120981
2:30 PM 1196535 1063664 2260199
3:00 PM 1328269 1153832 2482101

Index Options

Time Calls Puts Total
9:00 AM 47088 95242 142330
9:30 AM 106780 158813 265593
10:00 AM 160990 219088 380078
10:30 AM 177704 252850 430554
11:00 AM 192999 289685 482684
11:30 AM 207355 316593 523948
12:00 PM 227017 358069 585086
12:30 PM 254505 379881 634386
1:00 PM 262258 394930 657188
1:30 PM 283097 418225 701322
2:00 PM 315601 442591 758192
2:30 PM 350233 461197 811430
3:00 PM 366124 485035 851159

Total

Time Calls Puts Total P/C Ratio
9:00 AM 282281 285724 568005 1.01
9:30 AM 480354 509821 990175 1.06
10:00 AM 647761 713650 1361411 1.10
10:30 AM 771219 871573 1642792 1.13
11:00 AM 864240 983616 1847856 1.14
11:30 AM 946507 1065870 2012377 1.13
12:00 PM 1068695 1155368 2224063 1.08
12:30 PM 1170199 1232528 2402727 1.05
1:00 PM 1245168 1301761 2546929 1.05
1:30 PM 1337853 1366855 2704708 1.02
2:00 PM 1437573 1441600 2879173 1.00
2:30 PM 1546768 1524861 3071629 0.99
3:00 PM 1694393 1638867 3333260 0.97

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 11/25/2014

DOW Industrials

Time Calls Puts Total
9:00 AM 40 96 136
9:30 AM 40 114 154
10:00 AM 59 185 244
10:30 AM 64 190 254
11:00 AM 172 194 366
11:30 AM 172 194 366
12:00 PM 174 218 392
12:30 PM 174 228 402
1:00 PM 174 229 403
1:30 PM 175 351 526
2:00 PM 177 352 529
2:30 PM 227 365 592
3:00 PM 228 366 594

S&P 100

Time Calls Puts Total
9:00 AM 66 20 86
9:30 AM 122 63 185
10:00 AM 122 101 223
10:30 AM 142 528 670
11:00 AM 204 538 742
11:30 AM 206 548 754
12:00 PM 247 578 825
12:30 PM 248 588 836
1:00 PM 259 588 847
1:30 PM 269 588 857
2:00 PM 269 638 907
2:30 PM 284 652 936
3:00 PM 286 655 941

S&P 500

Time Calls Puts Total
9:00 AM 11006 49281 60287
9:30 AM 19028 79309 98337
10:00 AM 27424 98262 125686
10:30 AM 30131 107452 137583
11:00 AM 34532 114011 148543
11:30 AM 40995 128370 169365
12:00 PM 49050 149554 198604
12:30 PM 56665 157377 214042
1:00 PM 57893 165400 223293
1:30 PM 66422 175777 242199
2:00 PM 72415 184192 256607
2:30 PM 90662 191901 282563
3:00 PM 90870 199685 290555

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 11/24/2014

CBOE Total Open Interest

Calls Puts Total
156738268 144403780 301142048

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CBOE Index Open Interest on 11/24/2014

Option Calls Puts Total
OEX 8501 14678 23179
SPX 3556258 5877195 9433453
NDX 55006 92213 147219
MNX 2919 9450 12369
DJX 10223 84581 94804
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