CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 12/17/2014

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 233976 330527 564503
9:30 AM 379330 466553 845883
10:00 AM 498331 614584 1112915
10:30 AM 637001 754954 1391955
11:00 AM 775706 914161 1689867
11:30 AM 909941 1040755 1950696
12:00 PM 990346 1100616 2090962
12:30 PM 1074324 1225217 2299541
1:00 PM 1155995 1398251 2554246
1:30 PM 1377595 1577915 2955510
2:00 PM 1503689 1687973 3191662
2:30 PM 1615419 1800727 3416146
3:00 PM 1841804 2003271 3845075

Index Options

Time Calls Puts Total
9:00 AM 88333 320086 408419
9:30 AM 223314 552016 775330
10:00 AM 343328 722258 1065586
10:30 AM 420296 841286 1261582
11:00 AM 476014 921553 1397567
11:30 AM 526182 998822 1525004
12:00 PM 574963 1046438 1621401
12:30 PM 711402 1115447 1826849
1:00 PM 758848 1191317 1950165
1:30 PM 821379 1272552 2093931
2:00 PM 857224 1368255 2225479
2:30 PM 918774 1432619 2351393
3:00 PM 997459 1516788 2514247

Total

Time Calls Puts Total P/C Ratio
9:00 AM 322309 650613 972922 2.02
9:30 AM 602644 1018569 1621213 1.69
10:00 AM 841659 1336842 2178501 1.59
10:30 AM 1057297 1596240 2653537 1.51
11:00 AM 1251720 1835714 3087434 1.47
11:30 AM 1436123 2039577 3475700 1.42
12:00 PM 1565309 2147054 3712363 1.37
12:30 PM 1785726 2340664 4126390 1.31
1:00 PM 1914843 2589568 4504411 1.35
1:30 PM 2198974 2850467 5049441 1.30
2:00 PM 2360913 3056228 5417141 1.29
2:30 PM 2534193 3233346 5767539 1.28
3:00 PM 2839263 3520059 6359322 1.24

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 12/17/2014

DOW Industrials

Time Calls Puts Total
9:00 AM 34 14 48
9:30 AM 74 68 142
10:00 AM 118 84 202
10:30 AM 262 110 372
11:00 AM 5844 5156 11000
11:30 AM 6032 6115 12147
12:00 PM 6044 6142 12186
12:30 PM 6074 6152 12226
1:00 PM 6310 6198 12508
1:30 PM 6384 6337 12721
2:00 PM 6509 6382 12891
2:30 PM 6710 6510 13220
3:00 PM 6843 6635 13478

S&P 100

Time Calls Puts Total
9:00 AM 396 546 942
9:30 AM 626 708 1334
10:00 AM 704 1303 2007
10:30 AM 910 1371 2281
11:00 AM 1568 1442 3010
11:30 AM 1602 1518 3120
12:00 PM 1643 1561 3204
12:30 PM 1643 1566 3209
1:00 PM 1703 1652 3355
1:30 PM 2116 1917 4033
2:00 PM 2255 2042 4297
2:30 PM 2307 2335 4642
3:00 PM 2686 3095 5781

S&P 500

Time Calls Puts Total
9:00 AM 47112 269153 316265
9:30 AM 65490 402232 467722
10:00 AM 89705 459882 549587
10:30 AM 107661 538944 646605
11:00 AM 131769 575619 707388
11:30 AM 150903 601411 752314
12:00 PM 163500 622928 786428
12:30 PM 167718 639165 806883
1:00 PM 178370 658570 836940
1:30 PM 198391 688461 886852
2:00 PM 207912 723673 931585
2:30 PM 254775 758385 1013160
3:00 PM 282004 797217 1079221

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 12/16/2014

CBOE Total Open Interest

Calls Puts Total
180172863 167458092 347630955

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CBOE Index Open Interest on 12/16/2014

Option Calls Puts Total
OEX 13926 41656 55582
SPX 4191068 7543410 11734478
NDX 77259 125412 202671
MNX 3072 9505 12577
DJX 140400 110019 250419
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
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