CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 8/28/2015

Total

Time Calls Puts Total P/C Ratio
9:00 AM 245828 305261 551089 1.24
9:30 AM 512398 524174 1036572 1.02
10:00 AM 662704 762943 1425647 1.15
10:30 AM 805387 935060 1740447 1.16
11:00 AM 970004 1126621 2096625 1.16
11:30 AM 1067490 1298540 2366030 1.22
12:00 PM 1164304 1407246 2571550 1.21
12:30 PM 1272069 1515656 2787725 1.19
1:00 PM 1386641 1710782 3097423 1.23
1:30 PM 1489789 1848694 3338483 1.24
2:00 PM 1617120 1979409 3596529 1.22
2:30 PM 1748215 2164549 3912764 1.24
3:00 PM 1998590 2548310 4546900 1.28

Index Options

Time Calls Puts Total
9:00 AM 100762 128222 228984
9:30 AM 225700 236757 462457
10:00 AM 280384 340690 621074
10:30 AM 317576 427714 745290
11:00 AM 379358 517532 896890
11:30 AM 420255 597189 1017444
12:00 PM 457830 655306 1113136
12:30 PM 509076 718127 1227203
1:00 PM 555994 807525 1363519
1:30 PM 608564 886761 1495325
2:00 PM 678417 962614 1641031
2:30 PM 732048 1083428 1815476
3:00 PM 831489 1276406 2107895

Equity Options

Time Calls Puts Total
9:00 AM 145066 177039 322105
9:30 AM 286698 287417 574115
10:00 AM 382320 422253 804573
10:30 AM 487811 507346 995157
11:00 AM 590646 609089 1199735
11:30 AM 647235 701351 1348586
12:00 PM 706474 751940 1458414
12:30 PM 762993 797529 1560522
1:00 PM 830647 903257 1733904
1:30 PM 881225 961933 1843158
2:00 PM 938703 1016795 1955498
2:30 PM 1016167 1081121 2097288
3:00 PM 1167101 1271904 2439005

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 8/28/2015

DOW Industrials

Time Calls Puts Total
9:00 AM 118 993 1111
9:30 AM 188 1137 1325
10:00 AM 210 2510 2720
10:30 AM 215 2572 2787
11:00 AM 222 2584 2806
11:30 AM 495 2796 3291
12:00 PM 495 2796 3291
12:30 PM 505 2832 3337
1:00 PM 1409 3737 5146
1:30 PM 1419 3749 5168
2:00 PM 1440 3764 5204
2:30 PM 1474 3816 5290
3:00 PM 5017 7211 12228

S&P 100

Time Calls Puts Total
9:00 AM 25 177 202
9:30 AM 162 388 550
10:00 AM 324 406 730
10:30 AM 504 891 1395
11:00 AM 1537 902 2439
11:30 AM 1537 903 2440
12:00 PM 1600 1080 2680
12:30 PM 1600 1109 2709
1:00 PM 1600 1125 2725
1:30 PM 1601 1157 2758
2:00 PM 1601 1181 2782
2:30 PM 1602 1196 2798
3:00 PM 1628 1212 2840

S&P 500

Time Calls Puts Total
9:00 AM 28303 37686 65989
9:30 AM 42256 55374 97630
10:00 AM 60780 94462 155242
10:30 AM 69554 113326 182880
11:00 AM 89063 126681 215744
11:30 AM 102406 144883 247289
12:00 PM 110462 153118 263580
12:30 PM 113952 165387 279339
1:00 PM 129384 188408 317792
1:30 PM 137380 199773 337153
2:00 PM 150753 217467 368220
2:30 PM 162343 237409 399752
3:00 PM 172249 265492 437741

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 8/27/2015

CBOE Total Open Interest

Calls Puts Total
159709481 150800914 310510395

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CBOE Index Open Interest on 8/27/2015

Option Calls Puts Total
OEX 12368 20602 32970
SPX 3302661 5531691 8834352
NDX 47770 87563 135333
MNX 2564 2137 4701
DJX 122083 89067 211150
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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