CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 1/20/2017

Total

Time Calls Puts Total P/C Ratio
9:00 AM 254319 344777 599096 1.36
9:30 AM 511806 526248 1038054 1.03
10:00 AM 683095 683275 1366370 1.00
10:30 AM 849167 832160 1681327 0.98
11:00 AM 1011101 956909 1968010 0.95
11:30 AM 1187887 1257136 2445023 1.06
12:00 PM 1336376 1442630 2779006 1.08
12:30 PM 1531935 1577044 3108979 1.03
1:00 PM 1642929 1686978 3329907 1.03
1:30 PM 1805902 1828462 3634364 1.01
2:00 PM 1970666 1969951 3940617 1.00
2:30 PM 2149023 2176438 4325461 1.01
3:00 PM 2424611 2394863 4819474 0.99

Index Options

Time Calls Puts Total
9:00 AM 53940 140503 194443
9:30 AM 161660 213922 375582
10:00 AM 190857 288715 479572
10:30 AM 238484 344412 582896
11:00 AM 265231 402691 667922
11:30 AM 321909 468658 790567
12:00 PM 384000 530603 914603
12:30 PM 457072 578719 1035791
1:00 PM 490331 619811 1110142
1:30 PM 526354 668183 1194537
2:00 PM 547746 728401 1276147
2:30 PM 604965 844249 1449214
3:00 PM 655495 912516 1568011

Equity Options

Time Calls Puts Total
9:00 AM 200379 204274 404653
9:30 AM 350146 312326 662472
10:00 AM 492238 394560 886798
10:30 AM 610683 487748 1098431
11:00 AM 745870 554218 1300088
11:30 AM 865978 788478 1654456
12:00 PM 952376 912027 1864403
12:30 PM 1074863 998325 2073188
1:00 PM 1152598 1067167 2219765
1:30 PM 1279548 1160279 2439827
2:00 PM 1422920 1241550 2664470
2:30 PM 1544058 1332189 2876247
3:00 PM 1769116 1482347 3251463

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 1/20/2017

DOW Industrials

Time Calls Puts Total
9:00 AM 150 2002 2152
9:30 AM 154 2004 2158
10:00 AM 391 2079 2470
10:30 AM 404 2080 2484
11:00 AM 1034 2085 3119
11:30 AM 1789 2085 3874
12:00 PM 2398 2400 4798
12:30 PM 3022 2718 5740
1:00 PM 3230 2721 5951
1:30 PM 3240 2731 5971
2:00 PM 3240 2731 5971
2:30 PM 3255 2751 6006
3:00 PM 3328 3120 6448

S&P 100

Time Calls Puts Total
9:00 AM 214 182 396
9:30 AM 324 235 559
10:00 AM 342 251 593
10:30 AM 352 281 633
11:00 AM 387 351 738
11:30 AM 717 504 1221
12:00 PM 843 667 1510
12:30 PM 884 672 1556
1:00 PM 914 673 1587
1:30 PM 941 696 1637
2:00 PM 969 723 1692
2:30 PM 1017 790 1807
3:00 PM 1021 833 1854

S&P 500

Time Calls Puts Total
9:00 AM 11031 35170 46201
9:30 AM 20365 52497 72862
10:00 AM 29220 74119 103339
10:30 AM 39210 84746 123956
11:00 AM 52901 104080 156981
11:30 AM 62003 118287 180290
12:00 PM 70872 134675 205547
12:30 PM 81913 149196 231109
1:00 PM 89165 171513 260678
1:30 PM 94024 184590 278614
2:00 PM 97005 208672 305677
2:30 PM 109305 249492 358797
3:00 PM 121982 275696 397678

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 1/19/2017

CBOE Total Open Interest

Calls Puts Total
154933386 160196517 315129903

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CBOE Index Open Interest on 1/19/2017

Option Calls Puts Total
OEX 8169 10074 18243
SPX 3865694 6175214 10040908
NDX 35379 52332 87711
MNX 600 695 1295
DJX 65102 50243 115345
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