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CBOE Intra-Day Volume

(*All times are Central)

Half Hourly Exchange Volume Report For 11/20/2008

*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 123511 146632 270143 128353 281549 409902 0 4 4 251864 428185 680049 1.70
9:30 AM 279673 370175 649848 287973 592733 880706 0 4 4 567646 962912 1530558 1.70
10:00 AM 431931 518996 950927 423909 875761 1299670 0 4 4 855840 1394761 2250601 1.63
10:30 AM 554131 624644 1178775 546663 1033550 1580213 0 4 4 1100794 1658198 2758992 1.51
11:00 AM 634040 715579 1349619 624175 1210384 1834559 0 4 4 1258215 1925967 3184182 1.53
11:30 AM 761251 819203 1580454 698119 1311291 2009410 0 5 5 1459370 2130499 3589869 1.46
12:00 PM 879636 910937 1790573 865664 1433428 2299092 0 5 5 1745300 2344370 4089670 1.34
12:30 PM 975041 999668 1974709 936815 1511810 2448625 0 5 5 1911856 2511483 4423339 1.31
1:00 PM 1036504 1054306 2090810 1034425 1639072 2673497 0 5 5 2070929 2693383 4764312 1.30
1:30 PM 1108038 1116053 2224091 1093206 1739407 2832613 0 5 5 2201244 2855465 5056709 1.30
2:00 PM 1192443 1202137 2394580 1186529 1861110 3047639 0 5 5 2378972 3063252 5442224 1.29
2:30 PM 1306632 1314575 2621207 1280062 2039939 3320001 0 5 5 2586694 3354519 5941213 1.30
3:00 PM 1481589 1532850 3014439 1446635 2350860 3797495 0 5 5 2928224 3883715 6811939 1.33
 

 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 11/20/2008

  DOW Industrials S&P 100 S&P 500
Time Calls Puts Total Calls Puts Total Calls Puts Total
9:00 AM 1686 8153 9839 2701 3645 6346 50405 78211 128616
9:30 AM 6750 15459 22209 5782 6086 11868 83213 176226 259439
10:00 AM 8121 17720 25841 10690 10694 21384 124280 271526 395806
10:30 AM 10941 21967 32908 12914 12533 25447 186875 333762 520637
11:00 AM 12082 22744 34826 13840 13045 26885 224139 400117 624256
11:30 AM 12911 23221 36132 14513 14180 28693 251132 445296 696428
12:00 PM 13882 24241 38123 15878 15900 31778 275707 480529 756236
12:30 PM 16071 27497 43568 16713 16439 33152 300474 505279 805753
1:00 PM 16741 28551 45292 20063 18423 38486 328530 545912 874442
1:30 PM 16405 35200 51605 21550 20084 41634 347769 582999 930768
2:00 PM 16571 35883 52454 23155 21251 44406 372147 626441 998588
2:30 PM 16692 36574 53266 24476 22600 47076 392640 672536 1065176
3:00 PM 19291 44818 64109 28708 29198 57906 444636 767395 1212031

         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 11/19/2008)
CBOE Total Open Interest
Call 178986108
Put 144145564
Total 323131672



CBOE Index Interest on 11/19/2008
OptionCallsPutsTotal
OEX14799497524245518
SPX78364091031602318152432
NDX289519356582646101
MNX6332407811801414420
DJX470653427376898029
DTX000
OptionCallsPutsTotal
DUX000
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

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