|
|
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 |
204720 |
258054 |
462774 |
192836 |
559291 |
752127 |
0 |
30 |
30 |
397556 |
817375 |
1214931 |
2.06 |
| 9:30 AM |
410731 |
500693 |
911424 |
419742 |
874118 |
1293860 |
0 |
30 |
30 |
830473 |
1374841 |
2205314 |
1.66 |
| 10:00 AM |
596013 |
678962 |
1274975 |
588132 |
1141350 |
1729482 |
0 |
30 |
30 |
1184145 |
1820342 |
3004487 |
1.54 |
| 10:30 AM |
725609 |
818981 |
1544590 |
731401 |
1322076 |
2053477 |
0 |
30 |
30 |
1457010 |
2141087 |
3598097 |
1.47 |
| 11:00 AM |
869818 |
970451 |
1840269 |
869539 |
1545186 |
2414725 |
0 |
30 |
30 |
1739357 |
2515667 |
4255024 |
1.45 |
| 11:30 AM |
1006228 |
1117266 |
2123494 |
1022799 |
1750060 |
2772859 |
0 |
33 |
33 |
2029027 |
2867359 |
4896386 |
1.41 |
| 12:00 PM |
1118286 |
1223439 |
2341725 |
1136893 |
1863811 |
3000704 |
0 |
33 |
33 |
2255179 |
3087283 |
5342462 |
1.37 |
| 12:30 PM |
1200040 |
1317417 |
2517457 |
1262654 |
1982735 |
3245389 |
0 |
33 |
33 |
2462694 |
3300185 |
5762879 |
1.34 |
| 1:00 PM |
1317959 |
1429888 |
2747847 |
1429434 |
2164436 |
3593870 |
0 |
33 |
33 |
2747393 |
3594357 |
6341750 |
1.31 |
| 1:30 PM |
1448566 |
1584706 |
3033272 |
1568562 |
2358915 |
3927477 |
0 |
33 |
33 |
3017128 |
3943654 |
6960782 |
1.31 |
| 2:00 PM |
1555527 |
1685875 |
3241402 |
1699999 |
2526379 |
4226378 |
0 |
33 |
33 |
3255526 |
4212287 |
7467813 |
1.29 |
| 2:30 PM |
1752412 |
1842074 |
3594486 |
1895094 |
2761626 |
4656720 |
0 |
33 |
33 |
3647506 |
4603733 |
8251239 |
1.26 |
| 3:00 PM |
1956619 |
1981751 |
3938370 |
2066597 |
2968475 |
5035072 |
0 |
33 |
33 |
4023216 |
4950259 |
8973475 |
1.23 |
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
10/10/2008
|
|
DOW Industrials |
S&P 100 |
S&P 500 |
|
Time |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
| 9:00 AM |
10753 |
17154 |
27907 |
5540 |
4039 |
9579 |
16327 |
43825 |
60152 |
| 9:30 AM |
26399 |
23419 |
49818 |
8644 |
15400 |
24044 |
78197 |
153748 |
231945 |
| 10:00 AM |
27333 |
26554 |
53887 |
12735 |
18710 |
31445 |
113478 |
280137 |
393615 |
| 10:30 AM |
28764 |
27095 |
55859 |
15947 |
22147 |
38094 |
143690 |
384285 |
527975 |
| 11:00 AM |
29537 |
28072 |
57609 |
17548 |
23436 |
40984 |
182713 |
423391 |
606104 |
| 11:30 AM |
29965 |
29409 |
59374 |
22059 |
29660 |
51719 |
231295 |
498353 |
729648 |
| 12:00 PM |
30665 |
33056 |
63721 |
24892 |
31056 |
55948 |
248072 |
551517 |
799589 |
| 12:30 PM |
35555 |
34660 |
70215 |
33255 |
39387 |
72642 |
285521 |
586219 |
871740 |
| 1:00 PM |
36087 |
36615 |
72702 |
38443 |
43513 |
81956 |
309501 |
621060 |
930561 |
| 1:30 PM |
36985 |
36950 |
73935 |
39611 |
47665 |
87276 |
327045 |
690596 |
1017641 |
| 2:00 PM |
37890 |
45262 |
83152 |
40343 |
48576 |
88919 |
364772 |
749094 |
1113866 |
| 2:30 PM |
42169 |
47514 |
89683 |
42918 |
51274 |
94192 |
415852 |
813970 |
1229822 |
| 3:00 PM |
53981 |
53362 |
107343 |
44302 |
52268 |
96570 |
444496 |
878300 |
1322796 |
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 |
168822176 |
| Put |
143764627 |
| Total |
312586803 |
|
|
CBOE Index Interest on
10/9/2008 |
| Option | Calls | Puts | Total |
| OEX | 163976 | 110822 | 274798 |
| SPX | 5645543 | 8131430 | 13776973 |
| NDX | 360189 | 328926 | 689115 |
| MNX | 458320 | 655738 | 1114058 |
| DJX | 405402 | 362029 | 767431 |
| DTX | 0 | 0 | 0 |
|
| Option | Calls | Puts | Total |
| DUX | 0 | 0 | 0 |
| 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 |
|
|
|