Anybody using intraday CBOE PC

Discussion in 'Index Futures' started by ASusilovic, Jun 6, 2007.

  1. CBOE Intra-Day Volume

    (*All times are Central)

    Half Hourly Exchange Volume Report For 6/6/2007

    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 Index Total Put / Call
    Time Calls Puts Total Calls Puts Total Calls Puts Total Ratio
    9:00 AM 169614 82971 252585 52886 188217 241103 222520 271188 493708 1.22
    9:30 AM 297069 152073 449142 98457 310791 409248 395546 462864 858410 1.17
    10:00 AM 399607 229638 629245 159989 459129 619118 559616 688767 1248383 1.23
    10:30 AM 485066 281301 766367 217396 582968 800364 702482 864269 1566751 1.23