CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 1/26/2015

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 185281 212670 397951
9:30 AM 310761 298534 609295
10:00 AM 428912 393051 821963
10:30 AM 523776 456915 980691
11:00 AM 586938 509467 1096405
11:30 AM 654945 556789 1211734
12:00 PM 715654 620738 1336392
12:30 PM 780854 660386 1441240
1:00 PM 848471 713168 1561639
1:30 PM 933403 772708 1706111
2:00 PM 1013146 825698 1838844
2:30 PM      
3:00 PM      

Index Options

Time Calls Puts Total
9:00 AM 61896 59923 121819
9:30 AM 115269 114372 229641
10:00 AM 173478 164869 338347
10:30 AM 206962 205507 412469
11:00 AM 224750 264441 489191
11:30 AM 248932 291106 540038
12:00 PM 273431 312608 586039
12:30 PM 290171 329746 619917
1:00 PM 309314 356167 665481
1:30 PM 340239 378820 719059
2:00 PM 360730 402358 763088
2:30 PM      
3:00 PM      

Total

Time Calls Puts Total P/C Ratio
9:00 AM 247177 272593 519770 1.10
9:30 AM 426030 412906 838936 0.97
10:00 AM 602390 557920 1160310 0.93
10:30 AM 730738 662422 1393160 0.91
11:00 AM 811688 773908 1585596 0.95
11:30 AM 903877 847895 1751772 0.94
12:00 PM 989085 933346 1922431 0.94
12:30 PM 1071025 990132 2061157 0.92
1:00 PM 1157785 1069335 2227120 0.92
1:30 PM 1273642 1151528 2425170 0.90
2:00 PM 1373876 1228056 2601932 0.89
2:30 PM        
3:00 PM        

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 1/26/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 53 416 469
9:30 AM 54 420 474
10:00 AM 4055 2504 6559
10:30 AM 4110 2520 6630
11:00 AM 4110 2550 6660
11:30 AM 4110 2610 6720
12:00 PM 4129 2610 6739
12:30 PM 4129 2610 6739
1:00 PM 4130 2621 6751
1:30 PM 4131 2621 6752
2:00 PM 4146 2631 6777
2:30 PM      
3:00 PM      

S&P 100

Time Calls Puts Total
9:00 AM 21 214 235
9:30 AM 129 274 403
10:00 AM 140 314 454
10:30 AM 140 334 474
11:00 AM 158 334 492
11:30 AM 158 384 542
12:00 PM 158 398 556
12:30 PM 175 398 573
1:00 PM 176 408 584
1:30 PM 197 413 610
2:00 PM 222 425 647
2:30 PM      
3:00 PM      

S&P 500

Time Calls Puts Total
9:00 AM 7226 21200 28426
9:30 AM 13399 40621 54020
10:00 AM 52195 66605 118800
10:30 AM 66961 86994 153955
11:00 AM 75746 127420 203166
11:30 AM 82570 140809 223379
12:00 PM 85156 149170 234326
12:30 PM 88412 155080 243492
1:00 PM 90775 162791 253566
1:30 PM 94126 168855 262981
2:00 PM 102590 173724 276314
2:30 PM      
3:00 PM      

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 1/23/2015

CBOE Total Open Interest

Calls Puts Total
107871870 101509936 209381806

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CBOE Index Open Interest on 1/23/2015

Option Calls Puts Total
OEX 11570 15575 27145
SPX 2647518 3670454 6317972
NDX 42596 63672 106268
MNX 2526 4587 7113
DJX 77421 50335 127756
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
  VIX Snapshot

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