|
|
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 |
141217 |
125014 |
266231 |
177743 |
170593 |
348336 |
0 |
0 |
0 |
318960 |
295607 |
614567 |
0.93 |
| 9:30 AM |
252885 |
242445 |
495330 |
281015 |
316158 |
597173 |
0 |
0 |
0 |
533900 |
558603 |
1092503 |
1.05 |
| 10:00 AM |
352136 |
361182 |
713318 |
374456 |
447354 |
821810 |
0 |
0 |
0 |
726592 |
808536 |
1535128 |
1.11 |
| 10:30 AM |
443743 |
438543 |
882286 |
445343 |
549798 |
995141 |
0 |
0 |
0 |
889086 |
988341 |
1877427 |
1.11 |
| 11:00 AM |
517284 |
502918 |
1020202 |
502998 |
685113 |
1188111 |
0 |
0 |
0 |
1020282 |
1188031 |
2208313 |
1.16 |
| 11:30 AM |
606838 |
562541 |
1169379 |
591246 |
768124 |
1359370 |
0 |
0 |
0 |
1198084 |
1330665 |
2528749 |
1.11 |
| 12:00 PM |
665870 |
602022 |
1267892 |
650402 |
856229 |
1506631 |
0 |
0 |
0 |
1316272 |
1458251 |
2774523 |
1.11 |
| 12:30 PM |
715664 |
644780 |
1360444 |
681484 |
914097 |
1595581 |
0 |
0 |
0 |
1397148 |
1558877 |
2956025 |
1.12 |
| 1:00 PM |
776374 |
679835 |
1456209 |
709934 |
1003331 |
1713265 |
0 |
0 |
0 |
1486308 |
1683166 |
3169474 |
1.13 |
| 1:30 PM |
821834 |
726232 |
1548066 |
764799 |
1112297 |
1877096 |
0 |
0 |
0 |
1586633 |
1838529 |
3425162 |
1.16 |
| 2:00 PM |
877259 |
764884 |
1642143 |
787826 |
1168851 |
1956677 |
0 |
0 |
0 |
1665085 |
1933735 |
3598820 |
1.16 |
| 2:30 PM |
940974 |
812942 |
1753916 |
856091 |
1236130 |
2092221 |
0 |
0 |
0 |
1797065 |
2049072 |
3846137 |
1.14 |
| 3:00 PM |
1026697 |
874828 |
1901525 |
909043 |
1298437 |
2207480 |
0 |
0 |
0 |
1935740 |
2173265 |
4109005 |
1.12 |
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
8/19/2008
|
|
DOW Industrials |
S&P 100 |
S&P 500 |
|
Time |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
Calls |
Puts |
Total |
| 9:00 AM |
1723 |
3974 |
5697 |
3327 |
1879 |
5206 |
33989 |
52413 |
86402 |
| 9:30 AM |
8035 |
8333 |
16368 |
5110 |
2843 |
7953 |
69166 |
95811 |
164977 |
| 10:00 AM |
8566 |
18867 |
27433 |
5636 |
3967 |
9603 |
113291 |
152695 |
265986 |
| 10:30 AM |
8647 |
19126 |
27773 |
5961 |
4450 |
10411 |
139495 |
197024 |
336519 |
| 11:00 AM |
8949 |
19760 |
28709 |
7177 |
5217 |
12394 |
145261 |
222593 |
367854 |
| 11:30 AM |
17248 |
20143 |
37391 |
7361 |
5667 |
13028 |
151836 |
239589 |
391425 |
| 12:00 PM |
20353 |
20735 |
41088 |
7544 |
5793 |
13337 |
160622 |
260855 |
421477 |
| 12:30 PM |
20474 |
20946 |
41420 |
7766 |
6098 |
13864 |
167571 |
279900 |
447471 |
| 1:00 PM |
20900 |
21035 |
41935 |
8083 |
6687 |
14770 |
171969 |
346352 |
518321 |
| 1:30 PM |
25845 |
21081 |
46926 |
8246 |
7084 |
15330 |
176244 |
386140 |
562384 |
| 2:00 PM |
26626 |
21205 |
47831 |
8741 |
7625 |
16366 |
180445 |
401975 |
582420 |
| 2:30 PM |
27550 |
21791 |
49341 |
9498 |
8618 |
18116 |
198317 |
424678 |
622995 |
| 3:00 PM |
27744 |
22278 |
50022 |
9931 |
9185 |
19116 |
206573 |
450506 |
657079 |
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 |
140565775 |
| Put |
125616352 |
| Total |
266182127 |
|
|
CBOE Index Interest on
8/18/2008 |
| Option | Calls | Puts | Total |
| OEX | 69806 | 65094 | 134900 |
| SPX | 4162454 | 6744950 | 10907404 |
| NDX | 237166 | 262101 | 499267 |
| MNX | 435055 | 550707 | 985762 |
| DJX | 392709 | 304494 | 697203 |
| DTX | 0 | 31 | 31 |
|
| 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 |
|
|
|