CBOE Intra-Day Volume

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Half Hourly Exchange Volume Report For 2/27/2015

(All times are Central)

Equity Options

Time Calls Puts Total
9:00 AM 213504 200286 413790
9:30 AM 336516 305663 642179
10:00 AM 457637 401142 858779
10:30 AM 614588 471631 1086219
11:00 AM 698300 540329 1238629
11:30 AM 761386 591191 1352577
12:00 PM 825007 658068 1483075
12:30 PM 897333 706308 1603641
1:00 PM 993089 766647 1759736
1:30 PM 1075378 831767 1907145
2:00 PM 1167805 927302 2095107
2:30 PM 1266170 1026196 2292366
3:00 PM 1472103 1189039 2661142

Index Options

Time Calls Puts Total
9:00 AM 49550 70227 119777
9:30 AM 96910 172166 269076
10:00 AM 170681 239059 409740
10:30 AM 205049 289829 494878
11:00 AM 228894 323933 552827
11:30 AM 248797 368908 617705
12:00 PM 261093 412128 673221
12:30 PM 274888 454742 729630
1:00 PM 302226 502741 804967
1:30 PM 331412 549175 880587
2:00 PM 394479 596896 991375
2:30 PM 435802 655712 1091514
3:00 PM 471958 740420 1212378

Total

Time Calls Puts Total P/C Ratio
9:00 AM 263054 270513 533567 1.03
9:30 AM 433426 477829 911255 1.10
10:00 AM 628318 640201 1268519 1.02
10:30 AM 819637 761460 1581097 0.93
11:00 AM 927194 864262 1791456 0.93
11:30 AM 1010183 960099 1970282 0.95
12:00 PM 1086100 1070196 2156296 0.99
12:30 PM 1172221 1161050 2333271 0.99
1:00 PM 1295315 1269388 2564703 0.98
1:30 PM 1406790 1380942 2787732 0.98
2:00 PM 1562284 1524198 3086482 0.98
2:30 PM 1701972 1681908 3383880 0.99
3:00 PM 1944061 1929459 3873520 0.99

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 2/27/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 2 11 13
9:30 AM 2 11 13
10:00 AM 3 17 20
10:30 AM 1253 297 1550
11:00 AM 1263 338 1601
11:30 AM 1266 338 1604
12:00 PM 1276 340 1616
12:30 PM 1277 340 1617
1:00 PM 1277 340 1617
1:30 PM 1297 443 1740
2:00 PM 1319 648 1967
2:30 PM 1373 656 2029
3:00 PM 1376 661 2037

S&P 100

Time Calls Puts Total
9:00 AM 91 13 104
9:30 AM 104 201 305
10:00 AM 120 207 327
10:30 AM 128 208 336
11:00 AM 128 210 338
11:30 AM 128 290 418
12:00 PM 289 290 579
12:30 PM 289 340 629
1:00 PM 301 342 643
1:30 PM 301 392 693
2:00 PM 302 401 703
2:30 PM 341 455 796
3:00 PM 350 463 813

S&P 500

Time Calls Puts Total
9:00 AM 5618 12337 17955
9:30 AM 12929 64467 77396
10:00 AM 29395 94226 123621
10:30 AM 39987 113602 153589
11:00 AM 50124 130376 180500
11:30 AM 53413 149267 202680
12:00 PM 57506 167203 224709
12:30 PM 58614 170740 229354
1:00 PM 63885 185234 249119
1:30 PM 67047 196741 263788
2:00 PM 74704 205002 279706
2:30 PM 80166 217555 297721
3:00 PM 89894 248077 337971

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 2/26/2015

CBOE Total Open Interest

Calls Puts Total
119985869 117099619 237085488

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CBOE Index Open Interest on 2/26/2015

Option Calls Puts Total
OEX 9196 15228 24424
SPX 2947848 5614030 8561878
NDX 45751 78604 124355
MNX 2418 4514 6932
DJX 106693 84690 191383
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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