CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 7/28/2016

Total

Time Calls Puts Total P/C Ratio
9:00 AM 336274 333759 670033 0.99
9:30 AM 560186 536778 1096964 0.96
10:00 AM 710902 697966 1408868 0.98
10:30 AM 813542 786457 1599999 0.97
11:00 AM 937663 888752 1826415 0.95
11:30 AM 1059092 996465 2055557 0.94
12:00 PM 1161494 1191609 2353103 1.03
12:30 PM 1266180 1272865 2539045 1.01
1:00 PM 1426166 1350101 2776267 0.95
1:30 PM 1584664 1502355 3087019 0.95
2:00 PM 1674673 1588948 3263621 0.95
2:30 PM 1858070 1710623 3568693 0.92
3:00 PM 2100527 1885786 3986313 0.90

Index Options

Time Calls Puts Total
9:00 AM 70713 147936 218649
9:30 AM 145084 235547 380631
10:00 AM 185256 313386 498642
10:30 AM 207809 349050 556859
11:00 AM 257837 399712 657549
11:30 AM 321872 466852 788724
12:00 PM 367932 615266 983198
12:30 PM 396228 645120 1041348
1:00 PM 497132 687223 1184355
1:30 PM 601834 797664 1399498
2:00 PM 621703 836147 1457850
2:30 PM 725973 896681 1622654
3:00 PM 801125 975254 1776379

Equity Options

Time Calls Puts Total
9:00 AM 265561 185823 451384
9:30 AM 415102 301231 716333
10:00 AM 525646 384580 910226
10:30 AM 605733 437407 1043140
11:00 AM 679826 489040 1168866
11:30 AM 737220 529613 1266833
12:00 PM 793562 576343 1369905
12:30 PM 869952 627745 1497697
1:00 PM 929034 662878 1591912
1:30 PM 982830 704691 1687521
2:00 PM 1052970 752801 1805771
2:30 PM 1132097 813942 1946039
3:00 PM 1299402 910532 2209934

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 7/28/2016

DOW Industrials

Time Calls Puts Total
9:00 AM 14 72 86
9:30 AM 159 282 441
10:00 AM 205 346 551
10:30 AM 220 480 700
11:00 AM 253 581 834
11:30 AM 263 581 844
12:00 PM 273 581 854
12:30 PM 273 582 855
1:00 PM 314 648 962
1:30 PM 339 673 1012
2:00 PM 4845 5173 10018
2:30 PM 4845 5173 10018
3:00 PM 4852 5180 10032

S&P 100

Time Calls Puts Total
9:00 AM 11 61 72
9:30 AM 11 153 164
10:00 AM 11 154 165
10:30 AM 13 200 213
11:00 AM 13 260 273
11:30 AM 13 287 300
12:00 PM 13 287 300
12:30 PM 13 287 300
1:00 PM 16 287 303
1:30 PM 26 287 313
2:00 PM 26 287 313
2:30 PM 45 288 333
3:00 PM 89 288 377

S&P 500

Time Calls Puts Total
9:00 AM 19635 48569 68204
9:30 AM 43446 85419 128865
10:00 AM 55840 107197 163037
10:30 AM 63379 126155 189534
11:00 AM 71915 143836 215751
11:30 AM 99736 176744 276480
12:00 PM 110110 194318 304428
12:30 PM 116838 205196 322034
1:00 PM 125507 220556 346063
1:30 PM 163107 261028 424135
2:00 PM 165872 264629 430501
2:30 PM 176732 282533 459265
3:00 PM 192834 309462 502296

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 7/27/2016

CBOE Total Open Interest

Calls Puts Total
136444339 130329044 266773383

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CBOE Index Open Interest on 7/27/2016

Option Calls Puts Total
OEX 5835 12615 18450
SPX 3588605 6032374 9620979
NDX 46813 57701 104514
MNX 950 533 1483
DJX 71941 52974 124915
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