CBOE Chicago Board Options Exchange
CBOE org/CBOE Membership | CBSX Site | CFE Site | Int'l Sites | RMC Site | Careers | Contact   CBOE RSS Feeds
Data
CBOE Daily Market Statistics
CFE Daily Market Statistics
CBOE Daily ETF Market Statistics
CBOE Intra-Day Volume
CBOE Most Actives
CBOE Annual Market Statistics
CBOE Index Settlement Values
CBOE Equity Volume Archive
CBOE Volume & Put/Call Ratios
CBOE Position Limit Circulars
Historical Stock Volatilities
Market Data Express
Bid Now
CBOE Intra-Day Volume

(*All times are Central)

Half Hourly Exchange Volume Report For 11/6/2009

*Your use of CBOE Intra-Day Volume data is subject to the Terms and Conditions of the CBOE Website.

Please note: As of 01/26/2005, all reported volume on Options on the Nasdaq 100 Index Tracking Stock (QQQ), including LEAPS, will be reflected within the "Index" 1/2 Hourly Volume column immediately below rather than within the "Equity" 1/2 Hourly Volume column immediately below.

  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 229427 140444 369871 100184 213837 314021 0 0 0 329611 354281 683892 1.07
9:30 AM 393750 241055 634805 184984 366911 551895 0 0 0 578734 607966 1186700 1.05
10:00 AM 509092 325575 834667 235699 497186 732885 0 0 0 744791 822761 1567552 1.10
10:30 AM 592455 371114 963569 269780 566010 835790 0 0 0 862235 937124 1799359 1.09
11:00 AM 668560 412559 1081119 303030 616247 919277 0 0 0 971590 1028806 2000396 1.06
11:30 AM 740565 453079 1193644 327413 690216 1017629 0 0 0 1067978 1143295 2211273 1.07
12:00 PM 806344 493255 1299599 393292 733755 1127047 0 0 0 1199636 1227010 2426646 1.02
12:30 PM 856951 520546 1377497 440581 797063 1237644 0 0 0 1297532 1317609 2615141 1.02
1:00 PM 924443 556523 1480966 471373 947249 1418622 0 0 0 1395816 1503772 2899588 1.08
1:30 PM 1025911 627398 1653309 523361 1101604 1624965 0 0 0 1549272 1729002 3278274 1.12
2:00 PM 1083332 664613 1747945 668884 1143483 1812367 0 0 0 1752216 1808096 3560312 1.03
2:30 PM 1212259 748544 1960803 715203 1220261 1935464 0 0 0 1927462 1968805 3896267 1.02
3:00 PM 1259682 760058 2019740 776984 1299812 2076796 0 0 0 2036666 2059870 4096536 1.01
 

 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 11/6/2009

  DOW Industrials S&P 100 S&P 500
Time Calls Puts Total Calls Puts Total Calls Puts Total
9:00 AM 925 1480 2405 618 1239 1857 9180 38551 47731
9:30 AM 1651 1571 3222 986 1997 2983 29397 69152 98549
10:00 AM 1782 1951 3733 1001 2418 3419 35121 100250 135371
10:30 AM 1841 2278 4119 1208 3059 4267 44793 129776 174569
11:00 AM 1847 2318 4165 1470 3299 4769 60405 137279 197684
11:30 AM 1848 2391 4239 1506 3555 5061 66054 151967 218021
12:00 PM 1848 2441 4289 1551 3985 5536 90615 163684 254299
12:30 PM 1848 2571 4419 1612 4053 5665 108496 174374 282870
1:00 PM 1856 2627 4483 1689 4394 6083 117601 192778 310379
1:30 PM 1877 2668 4545 1715 4493 6208 138917 206715 345632
2:00 PM 1877 2708 4585 1732 4806 6538 145603 215660 361263
2:30 PM 1916 2787 4703 1788 5122 6910 177429 232798 410227
3:00 PM 1929 3005 4934 1968 6123 8091 195344 240270 435614

         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 11/5/2009)
CBOE Total Open Interest
Call 160357180
Put 143139440
Total 303496620



CBOE Index Interest on 11/5/2009
OptionCallsPutsTotal
OEX101387125262226649
SPX4855005727399112128996
NDX247488335173582661
MNX361329484604845933
DJX215332309770525102
DTX808
OptionCallsPutsTotal
DUX011
OEX post expN/AN/AN/A
SPX post expN/AN/AN/A
NDX post expN/AN/AN/A
MNX post expN/AN/AN/A
DJX post expN/AN/AN/A

Related Topics
Company News & Reports
Quotes
Symbol Directory
Index Overflow Symbols
Big Charts
Equity Research Center


Practice No Risk Trading at optionsXpress Get 100 Commission-Free Trades @ OptionsHouse Trade Now at Fidelity trade MONSTER has the Account Type You Need Switch to thinkorswim and get a $100 ACAT rebate Trade free for 30 days at TD AMERITRADE. Trade Options, Stocks and Futures in One Account at optionsXpress
Bookmark this Page  Email This Page  Printer Friendly
 
Options involve risk and are not suitable for all investors. Prior to buying or selling an option, a person must receive a copy of Characteristics and Risks of Standardized Options (ODD). Copies of the ODD are available from your broker, by calling 1-888-OPTIONS, or from The Options Clearing Corporation, One North Wacker Drive, Suite 500, Chicago, Illinois 60606. The information on this website is provided solely for general education and information purposes and therefore should not be considered complete, precise, or current. Many of the matters discussed are subject to detailed rules, regulations, and statutory provisions which should be referred to for additional detail and are subject to changes that may not be reflected in the website information. No statement within the website should be construed as a recommendation to buy or sell a security or to provide investment advice. The inclusion of non-CBOE advertisements on the website should not be construed as an endorsement or an indication of the value of any product, service, or website. The Terms and Conditions govern use of this website and use of this website will be deemed acceptance of those Terms and Conditions.

CBOE.com Web Site/Browser Requirements