CBOE Intra-day Volume

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Half Hourly Exchange Volume Report For 4/27/2017

Total

Time Calls Puts Total P/C Ratio
9:00 AM 207020 189430 396450 0.92
9:30 AM 566555 375417 941972 0.66
10:00 AM 877858 808799 1686657 0.92
10:30 AM 992418 903967 1896385 0.91
11:00 AM 1121424 1056941 2178365 0.94
11:30 AM 1216034 1133877 2349911 0.93
12:00 PM 1367282 1239173 2606455 0.91
12:30 PM 1469019 1367864 2836883 0.93
1:00 PM 1675818 1466381 3142199 0.88
1:30 PM 1765009 1546541 3311550 0.88
2:00 PM 1863837 1656389 3520226 0.89
2:30 PM 1991856 1791894 3783750 0.90
3:00 PM 2165442 1970256 4135698 0.91

Index Options

Time Calls Puts Total
9:00 AM 46141 68890 115031
9:30 AM 286927 165210 452137
10:00 AM 342992 239741 582733
10:30 AM 379474 280598 660072
11:00 AM 415430 353352 768782
11:30 AM 432046 379412 811458
12:00 PM 483492 440957 924449
12:30 PM 500628 474059 974687
1:00 PM 618592 499752 1118344
1:30 PM 637954 526906 1164860
2:00 PM 662164 562845 1225009
2:30 PM 720467 630789 1351256
3:00 PM 758434 697849 1456283

Equity Options

Time Calls Puts Total
9:00 AM 160879 120540 281419
9:30 AM 279628 210207 489835
10:00 AM 534866 569058 1103924
10:30 AM 612944 623369 1236313
11:00 AM 705994 703589 1409583
11:30 AM 783988 754465 1538453
12:00 PM 883790 798216 1682006
12:30 PM 968391 893805 1862196
1:00 PM 1057226 966629 2023855
1:30 PM 1127055 1019635 2146690
2:00 PM 1201673 1093544 2295217
2:30 PM 1271389 1161105 2432494
3:00 PM 1407008 1272407 2679415

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 4/27/2017

DOW Industrials

Time Calls Puts Total
9:00 AM 15 21 36
9:30 AM 21 68 89
10:00 AM 59 82 141
10:30 AM 60 83 143
11:00 AM 60 90 150
11:30 AM 60 104 164
12:00 PM 60 116 176
12:30 PM 60 140 200
1:00 PM 105 140 245
1:30 PM 107 1043 1150
2:00 PM 107 1543 1650
2:30 PM 217 1883 2100
3:00 PM 417 1884 2301

S&P 100

Time Calls Puts Total
9:00 AM 0 14 14
9:30 AM 15 135 150
10:00 AM 25 147 172
10:30 AM 26 154 180
11:00 AM 52 249 301
11:30 AM 52 409 461
12:00 PM 214 409 623
12:30 PM 230 519 749
1:00 PM 230 523 753
1:30 PM 230 523 753
2:00 PM 235 523 758
2:30 PM 240 523 763
3:00 PM 240 524 764

S&P 500

Time Calls Puts Total
9:00 AM 10247 21918 32165
9:30 AM 16887 69254 86141
10:00 AM 32259 96750 129009
10:30 AM 38644 105795 144439
11:00 AM 50799 123730 174529
11:30 AM 53124 132778 185902
12:00 PM 64152 156341 220493
12:30 PM 69574 166652 236226
1:00 PM 74336 175153 249489
1:30 PM 77222 183740 260962
2:00 PM 83223 197834 281057
2:30 PM 95459 226032 321491
3:00 PM 109251 248502 357753

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 4/26/2017

CBOE Total Open Interest

Calls Puts Total
122425739 127549671 249975410

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CBOE Index Open Interest on 4/26/2017

Option Calls Puts Total
OEX 3986 5822 9808
SPX 2975424 5092007 8067431
NDX 28208 31337 59545
MNX 635 604 1239
DJX 49429 34841 84270
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