|
|
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 |
268833 |
144371 |
413204 |
91834 |
201137 |
292971 |
0 |
0 |
0 |
360667 |
345508 |
706175 |
0.96 |
| 9:30 AM |
467075 |
252348 |
719423 |
202549 |
375924 |
578473 |
0 |
0 |
0 |
669624 |
628272 |
1297896 |
0.94 |
| 10:00 AM |
605222 |
346904 |
952126 |
278581 |
461234 |
739815 |
0 |
0 |
0 |
883803 |
808138 |
1691941 |
0.91 |
| 10:30 AM |
748765 |
439922 |
1188687 |
363243 |
611412 |
974655 |
0 |
0 |
0 |
1112008 |
1051334 |
2163342 |
0.95 |
| 11:00 AM |
853900 |
504069 |
1357969 |
419501 |
684443 |
1103944 |
0 |
0 |
0 |
1273401 |
1188512 |
2461913 |
0.93 |
| 11:30 AM |
934936 |
566714 |
1501650 |
458271 |
776469 |
1234740 |
0 |
0 |
0 |
1393207 |
1343183 |
2736390 |
0.96 |
| 12:00 PM |
1036448 |
630464 |
1666912 |
515940 |
866459 |
1382399 |
0 |
0 |
0 |
1552388 |
1496923 |
3049311 |
0.96 |
| 12:30 PM |
1119750 |
688501 |
1808251 |
583248 |
916086 |
1499334 |
0 |
0 |
0 |
1702998 |
1604587 |
3307585 |
0.94 |
| 1:00 PM |
1222672 |
780572 |
2003244 |
625803 |
954663 |
1580466 |
0 |
0 |
0 |
1848475 |
1735235 |
3583710 |
0.94 |
| 1:30 PM |
1351442 |
848041 |
2199483 |
671532 |
1010727 |
1682259 |
0 |
0 |
0 |
2022974 |
1858768 |
3881742 |
0.92 |
| 2:00 PM |
1465408 |
914825 |
2380233 |
722607 |
1078340 |
1800947 |
0 |
0 |
0 |
2188015 |
1993165 |
4181180 |
0.91 |
| 2:30 PM |
1612959 |
984933 |
2597892 |
797826 |
1157626 |
1955452 |
0 |
0 |
0 |
2410785 |
2142559 |
4553344 |
0.89 |
| 3:00 PM |
1853693 |
1086989 |
2940682 |
908465 |
1280207 |
2188672 |
0 |
0 |
0 |
2762158 |
2367196 |
5129354 |
0.86 |
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
5/16/2008
|
|
DOW Industrials |
S&P 100 |
S&P 500 |
|
Time |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
| 9:00 AM |
2138 |
237 |
2375 |
4238 |
5795 |
10033 |
210841 |
29624 |
240465 |
| 9:30 AM |
3963 |
277 |
4240 |
10074 |
14500 |
24574 |
54952 |
83692 |
138644 |
| 10:00 AM |
4628 |
1292 |
5920 |
13213 |
18299 |
31512 |
92817 |
140390 |
233207 |
| 10:30 AM |
5147 |
2000 |
7147 |
15553 |
22835 |
38388 |
99752 |
149163 |
248915 |
| 11:00 AM |
12216 |
4030 |
16246 |
16839 |
23857 |
40696 |
115306 |
170284 |
285590 |
| 11:30 AM |
14537 |
4569 |
19106 |
18343 |
25181 |
43524 |
128298 |
193875 |
322173 |
| 12:00 PM |
14543 |
4577 |
19120 |
18784 |
25992 |
44776 |
148563 |
201776 |
350339 |
| 12:30 PM |
14564 |
4581 |
19145 |
19448 |
28199 |
47647 |
174654 |
220746 |
395400 |
| 1:00 PM |
14573 |
4609 |
19182 |
21802 |
30053 |
51855 |
191693 |
231754 |
423447 |
| 1:30 PM |
14577 |
4641 |
19218 |
25122 |
31603 |
56725 |
209254 |
257666 |
466920 |
| 2:00 PM |
14779 |
4668 |
19447 |
25897 |
32369 |
58266 |
210098 |
262164 |
472262 |
| 2:30 PM |
15350 |
5210 |
20560 |
27533 |
34375 |
61908 |
224136 |
292932 |
517068 |
| 3:00 PM |
15363 |
5301 |
20664 |
28668 |
36423 |
65091 |
231814 |
307206 |
539020 |
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 |
145893291 |
| Put |
137152773 |
| Total |
283046064 |
|
|
CBOE Index Interest on
5/15/2008 |
| Option | Calls | Puts | Total |
| OEX | 140534 | 175645 | 316179 |
| SPX | 4184554 | 7108049 | 11292603 |
| NDX | 263150 | 335874 | 599024 |
| MNX | 587499 | 738818 | 1326317 |
| DJX | 344170 | 300546 | 644716 |
| DTX | 0 | 2 | 2 |
|
| Option | Calls | Puts | Total |
| DUX | 0 | 1 | 1 |
| 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 |
|
|
|