|
|
Equity Options |
Index Options |
Interest Rate Options |
Total |
Put / Call |
|
Time |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Ratio |
| 9:00 AM |
136880 |
100174 |
237054 |
85902 |
78217 |
164119 |
0 |
0 |
0 |
222782 |
178391 |
401173 |
0.80 |
| 9:30 AM |
232690 |
162133 |
394823 |
191537 |
193354 |
384891 |
0 |
0 |
0 |
424227 |
355487 |
779714 |
0.84 |
| 10:00 AM |
345286 |
238778 |
584064 |
268681 |
307422 |
576103 |
0 |
0 |
0 |
613967 |
546200 |
1160167 |
0.89 |
| 10:30 AM |
428034 |
305614 |
733648 |
309705 |
361704 |
671409 |
0 |
0 |
0 |
737739 |
667318 |
1405057 |
0.90 |
| 11:00 AM |
522892 |
371678 |
894570 |
375880 |
438057 |
813937 |
0 |
0 |
0 |
898772 |
809735 |
1708507 |
0.90 |
| 11:30 AM |
592380 |
418707 |
1011087 |
431484 |
462041 |
893525 |
0 |
0 |
0 |
1023864 |
880748 |
1904612 |
0.86 |
| 12:00 PM |
642825 |
455603 |
1098428 |
498299 |
490631 |
988930 |
0 |
0 |
0 |
1141124 |
946234 |
2087358 |
0.83 |
| 12:30 PM |
693426 |
498110 |
1191536 |
535484 |
521464 |
1056948 |
0 |
0 |
0 |
1228910 |
1019574 |
2248484 |
0.83 |
| 1:00 PM |
755336 |
544748 |
1300084 |
568948 |
559594 |
1128542 |
0 |
0 |
0 |
1324284 |
1104342 |
2428626 |
0.83 |
| 1:30 PM |
824995 |
585553 |
1410548 |
630145 |
635947 |
1266092 |
0 |
0 |
0 |
1455140 |
1221500 |
2676640 |
0.84 |
| 2:00 PM |
893057 |
634953 |
1528010 |
674174 |
676045 |
1350219 |
0 |
0 |
0 |
1567231 |
1310998 |
2878229 |
0.84 |
| 2:30 PM |
965566 |
689532 |
1655098 |
712665 |
718032 |
1430697 |
0 |
0 |
0 |
1678231 |
1407564 |
3085795 |
0.84 |
| 3:00 PM |
1086976 |
782705 |
1869681 |
770211 |
763579 |
1533790 |
0 |
0 |
0 |
1857187 |
1546284 |
3403471 |
0.83 |
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
8/28/2008
|
|
DOW Industrials |
S&P 100 |
S&P 500 |
|
Time |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
| 9:00 AM |
639 |
5038 |
5677 |
1797 |
2929 |
4726 |
17670 |
20852 |
38522 |
| 9:30 AM |
2319 |
6261 |
8580 |
2722 |
3832 |
6554 |
59053 |
57153 |
116206 |
| 10:00 AM |
2468 |
6534 |
9002 |
3360 |
4943 |
8303 |
80389 |
74810 |
155199 |
| 10:30 AM |
7622 |
6619 |
14241 |
4622 |
6122 |
10744 |
87520 |
92280 |
179800 |
| 11:00 AM |
9669 |
7385 |
17054 |
6256 |
8440 |
14696 |
101762 |
117743 |
219505 |
| 11:30 AM |
9967 |
7584 |
17551 |
6623 |
9051 |
15674 |
107897 |
124874 |
232771 |
| 12:00 PM |
10062 |
7728 |
17790 |
6803 |
9771 |
16574 |
134339 |
132630 |
266969 |
| 12:30 PM |
10210 |
8176 |
18386 |
7303 |
10358 |
17661 |
142901 |
144725 |
287626 |
| 1:00 PM |
10483 |
8392 |
18875 |
7811 |
10898 |
18709 |
152548 |
157950 |
310498 |
| 1:30 PM |
10502 |
8485 |
18987 |
8209 |
11539 |
19748 |
166465 |
170729 |
337194 |
| 2:00 PM |
10576 |
8666 |
19242 |
9618 |
12406 |
22024 |
170153 |
179202 |
349355 |
| 2:30 PM |
15113 |
10796 |
25909 |
9920 |
12796 |
22716 |
175196 |
190283 |
365479 |
| 3:00 PM |
22303 |
13484 |
35787 |
12831 |
15139 |
27970 |
194970 |
202252 |
397222 |
Final Volume
and Open Interest information can be found
here.
* Fields with N/A
indicate that the data is not available.
|
|
|
CBOE Total Open Interest |
| Call |
152582553 |
| Put |
136707487 |
| Total |
289290040 |
|
|
CBOE Index Interest on
8/27/2008 |
| Option | Calls | Puts | Total |
| OEX | 91475 | 92000 | 183475 |
| SPX | 4514058 | 7372927 | 11886985 |
| NDX | 249939 | 285635 | 535574 |
| MNX | 453207 | 592980 | 1046187 |
| DJX | 415098 | 338688 | 753786 |
| DTX | 0 | 31 | 31 |
|
| Option | Calls | Puts | Total |
| DUX | 0 | 0 | 0 |
| 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 |
|
|
|