Quotes & Data

 

CBOE Intra-Day Volume


Half Hourly Exchange Volume Report For 7/29/2010

(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 Interest Rate Options Total Put / Call
Time Calls Puts Total Calls Puts Total Calls Puts Total Calls Puts Total Ratio
9:00 AM 168146 93060 261206 46234 89035 135269 0 0 0 214380 182095 396475 0.85
9:30 AM 285844 166048 451892 77906 146054 223960 0 0 0 363750 312102 675852 0.86
10:00 AM 378251 224880 603131 108929 182505 291434 0 0 0 487180 407385 894565 0.84
10:30 AM 479606 309999 789605 146758 247967 394725 0 0 0 626364 557966 1184330 0.89
11:00 AM 564621 435472 1000093 194838 351808 546646 0 0 0 759459 787280 1546739 1.04
11:30 AM 663733 504195 1167928 236512 449053 685565 0 0 0 900245 953248 1853493 1.06
12:00 PM 737965 546474 1284439 274108 506014 780122 20 0 20 1012093 1052488 2064581 1.04
12:30 PM 817923 588809 1406732 288164 538601 826765 20 0 20 1106107 1127410 2233517 1.02
1:00 PM 873185 620385 1493570 325081 595336 920417 20 0 20 1198286 1215721 2414007 1.01
1:30 PM 936556 659721 1596277 345587 617208 962795 20 0 20 1282163 1276929 2559092 1.00
2:00 PM 1009744 710803 1720547 389361 691131 1080492 20 0 20 1399125 1401934 2801059 1.00
2:30 PM 1076107 752026 1828133 416401 726345 1142746 20 0 20 1492528 1478371 2970899 0.99
3:00 PM 1158271 820090 1978361 442684 762551 1205235 20 0 20 1600975 1582641 3183616 0.99
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 7/29/2010
  DOW Industrials S&P 100 S&P500
Time Calls Puts Total Calls Puts Total Calls Puts Total
9:00 AM 1072 616 1688 1295 974 2269 6664 25626 32290
9:30 AM 1398 930 2328 1772 1327 3099 18867 37725 56592
10:00 AM 1468 931 2399 1920 1543 3463 26691 45841 72532
10:30 AM 1483 974 2457 2374 2542 4916 41621 60712 102333
11:00 AM 1495 1095 2590 2786 3453 6239 48179 94766 142945
11:30 AM 1562 1213 2775 3267 4889 8156 62029 119245 181274
12:00 PM 2002 1225 3227 3431 5092 8523 69716 132421 202137
12:30 PM 3003 2291 5294 3990 5301 9291 72623 140764 213387
1:00 PM 3090 2361 5451 4646 5418 10064 74012 144837 218849
1:30 PM 3115 2423 5538 4839 5544 10383 79619 148159 227778
2:00 PM 3180 2480 5660 6132 5993 12125 83008 157838 240846
2:30 PM 3332 2546 5878 6479 6255 12734 86750 161830 248580
3:00 PM 3463 2637 6100 6925 6554 13479 96572 173814 270386
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 7/28/2010 )
CBOE Total Open Interest 
Calls  139053112
Puts  126163247
Total  265216359

 
 



 CBOE Index Open Interest on7/28/2010
 Option   Calls   Puts   Total 
 OEX  86577  95416  181993
 SPX  4127308  6169459  10296767
 NDX  213117  229498  442615
 MNX  286839  252879  539718
 DJX  108446  144304  252750
 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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