CBOE: Market Data - Intra-Day Volume

(*All times are Central)

Half Hourly Exchange Volume Report For 7/2/2009

*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	198026	148434	346460	104200	178561	282761	0	0	0	302226	326995	629221	1.08
9:30 AM	326439	258274	584713	175348	315332	490680	0	0	0	501787	573606	1075393	1.14
10:00 AM	416866	315904	732770	293025	461962	754987	0	0	0	709891	777866	1487757	1.10
10:30 AM	485377	363895	849272	342276	521464	863740	0	0	0	827653	885359	1713012	1.07
11:00 AM	554100	421872	975972	380883	592333	973216	0	0	0	934983	1014205	1949188	1.08
11:30 AM	663541	456021	1119562	415325	662716	1078041	0	0	0	1078866	1118737	2197603	1.04
12:00 PM	728126	490917	1219043	438090	699916	1138006	0	0	0	1166216	1190833	2357049	1.02
12:30 PM	774589	522096	1296685	456917	752880	1209797	0	0	0	1231506	1274976	2506482	1.04
1:00 PM	821999	551120	1373119	478848	795653	1274501	0	0	0	1300847	1346773	2647620	1.04
1:30 PM	869914	597024	1466938	499265	822300	1321565	0	0	0	1369179	1419324	2788503	1.04
2:00 PM	913662	625306	1538968	524281	856041	1380322	0	0	0	1437943	1481347	2919290	1.03
2:30 PM	972142	673075	1645217	563141	914531	1477672	0	0	0	1535283	1587606	3122889	1.03
3:00 PM	1059696	738338	1798034	612218	1021075	1633293	0	0	0	1671914	1759413	3431327	1.05

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 7/2/2009

	DOW Industrials			S&P 100			S&P 500
Time	Calls	Puts	Total	Calls	Puts	Total	Calls	Puts	Total
9:00 AM	4602	317	4919	1845	3361	5206	16919	32327	49246
9:30 AM	4734	598	5332	3176	5624	8800	33252	62131	95383
10:00 AM	5431	685	6116	4153	7019	11172	53681	105587	159268
10:30 AM	6093	747	6840	4401	8124	12525	68778	133461	202239
11:00 AM	6285	1290	7575	4975	10690	15665	89275	161043	250318
11:30 AM	6297	1342	7639	5573	10859	16432	105803	177526	283329
12:00 PM	6402	1359	7761	5673	11234	16907	112603	204179	316782
12:30 PM	6424	1385	7809	5977	11323	17300	122650	212610	335260
1:00 PM	6477	1474	7951	7197	11624	18821	125904	222212	348116
1:30 PM	6525	3589	10114	7301	12107	19408	131613	227747	359360
2:00 PM	6783	3951	10734	7583	12511	20094	139519	247853	387372
2:30 PM	6910	4277	11187	7707	12884	20591	148722	263880	412602
3:00 PM	7010	4533	11543	8915	13542	22457	159277	288708	447985

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 7/1/2009)

CBOE Total Open Interest

Call 131624441

Put 114428893

Total 246053334

CBOE Index Interest on 7/1/2009

Option Calls Puts Total
OEX 110073 96510 206583
SPX 3822336 5542055 9364391
NDX 185752 263175 448927
MNX 397382 466862 864244
DJX 192852 216557 409409
DTX 0 00 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