CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 7/30/2015

Total

Time Calls Puts Total P/C Ratio
9:00 AM 262404 188562 450966 0.72
9:30 AM 437818 323142 760960 0.74
10:00 AM 702990 417851 1120841 0.59
10:30 AM 815560 522115 1337675 0.64
11:00 AM 938875 603444 1542319 0.64
11:30 AM 1074287 671973 1746260 0.63
12:00 PM 1160930 732420 1893350 0.63
12:30 PM 1223643 809808 2033451 0.66
1:00 PM 1305074 873640 2178714 0.67
1:30 PM 1369826 963330 2333156 0.70
2:00 PM 1446828 1035284 2482112 0.72
2:30 PM 1539480 1142530 2682010 0.74
3:00 PM 1694738 1278742 2973480 0.75

Index Options

Time Calls Puts Total
9:00 AM 80354 55623 135977
9:30 AM 134044 113891 247935
10:00 AM 159902 146412 306314
10:30 AM 189544 185272 374816
11:00 AM 215110 216920 432030
11:30 AM 283442 238941 522383
12:00 PM 314937 263246 578183
12:30 PM 334182 300135 634317
1:00 PM 362827 323815 686642
1:30 PM 389601 369928 759529
2:00 PM 407790 391394 799184
2:30 PM 429703 448719 878422
3:00 PM 488225 518928 1007153

Equity Options

Time Calls Puts Total
9:00 AM 182050 132939 314989
9:30 AM 303774 209251 513025
10:00 AM 543088 271439 814527
10:30 AM 626016 336843 962859
11:00 AM 723765 386524 1110289
11:30 AM 790845 433032 1223877
12:00 PM 845993 469174 1315167
12:30 PM 889461 509673 1399134
1:00 PM 942247 549825 1492072
1:30 PM 980225 593402 1573627
2:00 PM 1039038 643890 1682928
2:30 PM 1109777 693811 1803588
3:00 PM 1206513 759814 1966327

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 7/30/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 233 39 272
9:30 AM 263 57 320
10:00 AM 324 59 383
10:30 AM 386 59 445
11:00 AM 426 74 500
11:30 AM 452 115 567
12:00 PM 452 115 567
12:30 PM 460 118 578
1:00 PM 460 123 583
1:30 PM 463 303 766
2:00 PM 703 309 1012
2:30 PM 853 389 1242
3:00 PM 895 433 1328

S&P 100

Time Calls Puts Total
9:00 AM 88 76 164
9:30 AM 106 133 239
10:00 AM 110 138 248
10:30 AM 110 225 335
11:00 AM 110 230 340
11:30 AM 110 235 345
12:00 PM 112 237 349
12:30 PM 119 247 366
1:00 PM 119 334 453
1:30 PM 119 334 453
2:00 PM 119 347 466
2:30 PM 119 362 481
3:00 PM 454 612 1066

S&P 500

Time Calls Puts Total
9:00 AM 8106 11547 19653
9:30 AM 17663 17454 35117
10:00 AM 22075 21503 43578
10:30 AM 29456 26379 55835
11:00 AM 31779 33451 65230
11:30 AM 53069 44850 97919
12:00 PM 56039 49222 105261
12:30 PM 57844 59325 117169
1:00 PM 62912 70501 133413
1:30 PM 68442 95012 163454
2:00 PM 71243 100073 171316
2:30 PM 73137 105306 178443
3:00 PM 102878 142750 245628

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 7/29/2015

CBOE Total Open Interest

Calls Puts Total
148772278 137545932 286318210

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CBOE Index Open Interest on 7/29/2015

Option Calls Puts Total
OEX 8266 80780 89046
SPX 2703829 4805271 7509100
NDX 41953 101122 143075
MNX 2432 1808 4240
DJX 106546 73381 179927
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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