CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 12/7/2016

Total

Time Calls Puts Total P/C Ratio
9:00 AM 188303 175587 363890 0.93
9:30 AM 390669 367013 757682 0.94
10:00 AM 689624 517664 1207288 0.75
10:30 AM 923545 659254 1582799 0.71
11:00 AM 1041685 844612 1886297 0.81
11:30 AM 1250693 985261 2235954 0.79
12:00 PM 1400802 1139265 2540067 0.81
12:30 PM 1634347 1431312 3065659 0.88
1:00 PM 1856222 1613232 3469454 0.87
1:30 PM 2133732 1807453 3941185 0.85
2:00 PM 2309996 1953762 4263758 0.85
2:30 PM 2518745 2124168 4642913 0.84
3:00 PM 2871854 2408470 5280324 0.84

Index Options

Time Calls Puts Total
9:00 AM 63014 65485 128499
9:30 AM 138057 165028 303085
10:00 AM 216722 236472 453194
10:30 AM 313908 267194 581102
11:00 AM 356643 392921 749564
11:30 AM 431322 473607 904929
12:00 PM 507086 564981 1072067
12:30 PM 601417 748178 1349595
1:00 PM 696877 845641 1542518
1:30 PM 838318 948457 1786775
2:00 PM 912834 1009822 1922656
2:30 PM 1000646 1092099 2092745
3:00 PM 1132029 1193600 2325629

Equity Options

Time Calls Puts Total
9:00 AM 125289 110102 235391
9:30 AM 252612 201985 454597
10:00 AM 472902 281192 754094
10:30 AM 609637 392060 1001697
11:00 AM 685042 451691 1136733
11:30 AM 819371 511654 1331025
12:00 PM 893716 574284 1468000
12:30 PM 1032930 683134 1716064
1:00 PM 1159345 767591 1926936
1:30 PM 1295414 858996 2154410
2:00 PM 1397162 943940 2341102
2:30 PM 1518099 1032069 2550168
3:00 PM 1739825 1214870 2954695

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 12/7/2016

DOW Industrials

Time Calls Puts Total
9:00 AM 63 80 143
9:30 AM 203 289 492
10:00 AM 220 321 541
10:30 AM 411 425 836
11:00 AM 429 579 1008
11:30 AM 532 581 1113
12:00 PM 757 671 1428
12:30 PM 1803 782 2585
1:00 PM 2033 873 2906
1:30 PM 2146 934 3080
2:00 PM 2206 984 3190
2:30 PM 2882 1170 4052
3:00 PM 3017 1274 4291

S&P 100

Time Calls Puts Total
9:00 AM 0 257 257
9:30 AM 10 393 403
10:00 AM 10 397 407
10:30 AM 27 454 481
11:00 AM 27 454 481
11:30 AM 50 568 618
12:00 PM 88 584 672
12:30 PM 286 640 926
1:00 PM 431 751 1182
1:30 PM 1401 797 2198
2:00 PM 1435 818 2253
2:30 PM 1440 866 2306
3:00 PM 1696 1127 2823

S&P 500

Time Calls Puts Total
9:00 AM 8074 25602 33676
9:30 AM 33735 59970 93705
10:00 AM 49073 85817 134890
10:30 AM 63542 97745 161287
11:00 AM 77628 112213 189841
11:30 AM 105367 140029 245396
12:00 PM 137863 177561 315424
12:30 PM 161540 195837 357377
1:00 PM 195664 233242 428906
1:30 PM 264444 292238 556682
2:00 PM 302070 315121 617191
2:30 PM 321419 354431 675850
3:00 PM 370413 391924 762337

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 12/6/2016

CBOE Total Open Interest

Calls Puts Total
154105645 151525486 305631131

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CBOE Index Open Interest on 12/6/2016

Option Calls Puts Total
OEX 6478 10040 16518
SPX 3826434 6341333 10167767
NDX 47481 71870 119351
MNX 559 541 1100
DJX 81027 62104 143131
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