Quotes & Data

 

CBOE Intra-Day Volume


Half Hourly Exchange Volume Report For 2/6/2012

(All times are Central)

*Your use of CBOE Intra-Day Volume data is subject to the Terms and Conditions of the CBOE Website.

  Equity Options Index Options Total Put / Call
Time Calls Puts Total Calls Puts Total Calls Puts Total Ratio
9:00 AM 198833 125646 324479 66558 103354 169912 265391 229000 494391 0.86
9:30 AM 341441 198776 540217 147031 236815 383846 488472 435591 924063 0.89
10:00 AM 442435 250891 693326 208407 349439 557846 650842 600330 1251172 0.92
10:30 AM 521490 296339 817829 227124 387325 614449 748614 683664 1432278 0.91
11:00 AM 594593 333593 928186 248414 409941 658355 843007 743534 1586541 0.88
11:30 AM 656223 374494 1030717 263739 427203 690942 919962 801697 1721659 0.87
12:00 PM                    
12:30 PM                    
1:00 PM                    
1:30 PM                    
2:00 PM                    
2:30 PM                    
3:00 PM                    
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 2/6/2012
  DOW Industrials S&P 100 S&P500
Time Calls Puts Total Calls Puts Total Calls Puts Total
9:00 AM 8 98 106 980 674 1654 6992 12029 19021
9:30 AM 28 246 274 1377 1224 2601 32488 49583 82071
10:00 AM 68 272 340 1849 1582 3431 50095 86895 136990
10:30 AM 328 301 629 2039 1895 3934 53289 95460 148749
11:00 AM 328 319 647 2067 2134 4201 61075 101665 162740
11:30 AM 342 320 662 2088 2194 4282 65232 107878 173110
12:00 PM                  
12:30 PM                  
1:00 PM                  
1:30 PM                  
2:00 PM                  
2:30 PM                  
3:00 PM                  
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 2/3/2012   )
CBOE Total Open Interest 
Calls  118466771
Puts  108262388
Total  226729159

 
 

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 CBOE Index Open Interest on2/3/2012
 Option   Calls   Puts   Total 
 OEX  37272  50177  87449
 SPX  4043595  7050319  11093914
 NDX  117734  206170  323904
 MNX  75978  89591  165569
 DJX  117396  115812  233208
 Option   Calls   Puts   Total 
 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




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