|
|
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.
|
|
|
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 |
|
|
|