|
|
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.
|
|
|
CBOE Total Open Interest |
| Call |
178986108 |
| Put |
144145564 |
| Total |
323131672 |
|
|
CBOE Index Interest on
11/19/2008 |
| Option | Calls | Puts | Total |
| OEX | 147994 | 97524 | 245518 |
| SPX | 7836409 | 10316023 | 18152432 |
| NDX | 289519 | 356582 | 646101 |
| MNX | 633240 | 781180 | 1414420 |
| DJX | 470653 | 427376 | 898029 |
| 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 |
|
|
|