Market Statistics
1999
MARKET STATISTICS-1999
Table of Contents
CBOE TRADING ACTIVITY-1999
Total CBOE Options Trading Summary .................................................... 2
Total CBOE Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ............................................. 2
Total CBOE Options Contract Volume--All Options ................................ 3
Total Options Contract Volume By Exchange ............................................. 3
EQUITY OPTIONS-1999
Equity Options Contract Volume ............................................................... 4
Equity Options Open Interest and Dollar Volume ..................................... 4
Equity Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ............................................. 4
Equity Options Liquidations, Exercises and Expirations ............................. 5
Equity Options Contract Volume By Exchange .......................................... 5
Equity LEAPS® Contract Volume, Open Interest and Total Premium ...... 6
Equity LEAPS® Average Contracts Per Trade and Transactions .................. 6
Equity FLEX® Options Contract Volume, Open Interest
and Dollar Volume ...................................................................................... 7
Equity FLEX Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ............................................. 7
Long-term Equity AnticiPation Securities--LEAPS
Contract Volume Detail ........................................................................ 8-12
CBOE Equity Options Volume .......................................................... 13-36
CBOE Top 100 Equity Options Ranked By Volume ......................... 37-38
INDEX OPTIONS-1999
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Index Options Launch Dates and Product Descriptions .......................... 3 9
Most Active Indexes-1999 ....................................................................... 4 0
Total Index Options Contract ............................................................. 41-42
Total Index Options Contract Volume By Exchange ................................. 4 2
Total Index FLEX (NDXSM, OEX, RUT, SPX, DJX) ............................... 4 3
OEX (S&P 100®) ................................................................................... 4 4
SPXTM (S&P 500®) ................................................................................. 4 5
Dow Jones Industrial AverageSM (DJX) .................................................... 4 6
Nasdaq-100 Index® Options (NDXSM) .................................................. 4 7
Russell 2000® Index Options (RUT) ..................................................... 4 8
S&P SmallCap 600 Index Options (SML) .............................................. 4 9
Other Index Option Products .................................................................. 5 0
Other Index Options Contract Volume Detail .......................................... 5 1
Total Sector Index Options ........................................................................ 5 2
INTEREST RATE OPTIONS-1999
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Total Interest Rate Options ........................................................................ 5 3
IRX Options ............................................................................................. 5 4
FVX Options ............................................................................................ 5 5
TNX Options ........................................................................................... 5 6
TYX Options ............................................................................................ 5 7
HISTORICAL TRADING ACTIVITY
ALL OPTIONS
Total CBOE Options Contract Volume .................................................... 5 8
Total CBOE Options Year-End Open Interest
and Dollar Volume .................................................................................... 5 8
Total CBOE Options Average Permium
Per Contract, and Average Contracts Per Trade .......................................... 5 9
Total CBOE Options Contract Volume-All Options ............................... 5 9
Total Options Contract Volume By Exchange ........................................... 6 0
EQUITY OPTIONS
Equity Options Contract Volume ............................................................. 6 1
Equity Options Open Interest and Dollar Volume ................................... 6 1
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ............................................................... 6 2
Equity Options Contract Volume By Exchange ........................................ 6 2
Equity LEAPS Contract Volume and Open Interest .................................. 6 3
INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Index Contract Volume .................................................................... 6 3
Total Index Option Open Interest and Dollar Volume ............................ 6 3
Total Index Option Average Premium Per Contract
and Average Contracts Per Trade ............................................................... 6 4
Total Index Options Contract Volume By Exchange ................................. 6 4
OEX (S&P 100) ....................................................................................... 6 4
SPX/SPL (S&P 500) ................................................................................. 6 5
Options on the Dow Jones Industrial Average (DJX) .............................. 6 5
Nasdaq-100 Index Options (NDX) ........................................................ 6 5
Russell 2000 Index Options (RUT) ........................................................ 6 5
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume ............................................ 6 6
Total Interest Rate Options Open Interest and Dollar Volume ................. 6 6
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ........................................... 6 6
MARKET STATISTICS-1999
Table of Contents
CBOE TRADING ACTIVITY-1999
Total CBOE Options Trading Summary .................................................... 2
Total CBOE Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ............................................. 2
Total CBOE Options Contract Volume--All Options ................................ 3
Total Options Contract Volume By Exchange ............................................. 3
EQUITY OPTIONS-1999
Equity Options Contract Volume ............................................................... 4
Equity Options Open Interest and Dollar Volume ..................................... 4
Equity Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ............................................. 4
Equity Options Liquidations, Exercises and Expirations ............................. 5
Equity Options Contract Volume By Exchange .......................................... 5
Equity LEAPS® Contract Volume, Open Interest and Total Premium ...... 6
Equity LEAPS® Average Contracts Per Trade and Transactions .................. 6
Equity FLEX® Options Contract Volume, Open Interest
and Dollar Volume ...................................................................................... 7
Equity FLEX Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ............................................. 7
Long-term Equity AnticiPation Securities--LEAPS
Contract Volume Detail ........................................................................ 8-12
CBOE Equity Options Volume .......................................................... 13-36
CBOE Top 100 Equity Options Ranked By Volume ......................... 37-38
INDEX OPTIONS-1999
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Index Options Launch Dates and Product Descriptions .......................... 3 9
Most Active Indexes-1999 ....................................................................... 4 0
Total Index Options Contract ............................................................. 41-42
Total Index Options Contract Volume By Exchange ................................. 4 2
Total Index FLEX (NDXSM, OEX, RUT, SPX, DJX) ............................... 4 3
OEX (S&P 100®) ................................................................................... 4 4
SPXTM (S&P 500®) ................................................................................. 4 5
Dow Jones Industrial AverageSM (DJX) .................................................... 4 6
Nasdaq-100 Index® Options (NDXSM) .................................................. 4 7
Russell 2000® Index Options (RUT) ..................................................... 4 8
S&P SmallCap 600 Index Options (SML) .............................................. 4 9
Other Index Option Products .................................................................. 5 0
Other Index Options Contract Volume Detail .......................................... 5 1
Total Sector Index Options ........................................................................ 5 2
HISTORICAL TRADING ACTIVITY
ALL OPTIONS
Total CBOE Options Contract Volume .................................................... 5 8
Total CBOE Options Year-End Open Interest and Dollar Volume .......... 5 8
Total CBOE Options Average Permium
Per Contract, and Average Contracts Per Trade .......................................... 5 9
Total CBOE Options Contract Volume-All Options ............................... 5 9
Total Options Contract Volume By Exchange ........................................... 6 0
EQUITY OPTIONS
Equity Options Contract Volume ............................................................. 6 1
Equity Options Open Interest and Dollar Volume ................................... 6 1
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ............................................................... 6 2
Equity Options Contract Volume By Exchange ........................................ 6 2
Equity LEAPS Contract Volume and Open Interest .................................. 6 3
INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Index Contract Volume .................................................................... 6 3
Total Index Option Open Interest and Dollar Volume ............................ 6 3
Total Index Option Average Premium Per Contract
and Average Contracts Per Trade ............................................................... 6 4
Total Index Options Contract Volume By Exchange ................................. 6 4
OEX (S&P 100) ....................................................................................... 6 4
SPX/SPL (S&P 500) ................................................................................. 6 5
Options on the Dow Jones Industrial Average (DJX) .............................. 6 5
Nasdaq-100 Index Options (NDX) ........................................................ 6 5
Russell 2000 Index Options (RUT) ........................................................ 6 5
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume ............................................ 6 6
Total Interest Rate Options Open Interest and Dollar Volume ................. 6 6
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ........................................... 6 6
INTEREST RATE OPTIONS-1999
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Total Interest Rate Options ........................................................................ 5 3
IRX Options ............................................................................................. 5 4
FVX Options ............................................................................................ 5 5
TNX Options ........................................................................................... 5 6
TYX Options ............................................................................................ 5 7
1
CBOE TRADING ACTIVITY-1999
Total CBOE Options Trading Summary
No. of Contracts
Average Daily Volume
Dollar Volume
Open Interest
Transactions
Call
162,166,675
643,519
$162,688,061,306
28,187,566
15,681,583
Trading
Days
Call
Jan
19
12,788,277
Feb
19
9,520,495
Mar
23
12,719,309
Apr
21
13,852,074
May
20
11,284,866
Jun
22
12,129,039
Jul
21
12,028,006
Aug
22
11,720,618
Sep
21
13,387,687
Oct
21
15,688,078
Nov
21
18,173,168
Dec
22
18,875,058
TOTAL 252
162,166,675
Contract Volume
Put
6,678,743
6,055,674
7,274,398
7,613,175
6,558,275
6,630,271
6,810,233
7,816,233
8,730,285
10,028,911
8,989,625
8,979,353
92,165,176
Put
92,165,176
365,735
$81,205,038,847
19,361,504
6,462,423
Total
19,467,020
15,576,169
19,993,707
21,465,249
17,843,141
18,759,310
18,838,239
19,536,851
22,117,972
25,716,989
27,162,793
27,854,411
254,331,851
Total
254,331,851
1,009,253
$243,893,100,153
47,549,070
22,144,006
Average Daily
Total
1,024,580
819,798
869,292
1,022,155
892,157
852,696
897,059
888,039
1,053,237
1,224,619
1,293,466
1,266,110
1,009,253
Call
10,906,157
11,237,483
12,369,493
13,644,086
13,323,841
14,185,302
14,358,080
15,338,478
20,373,772
22,092,706
26,626,590
28,187,566
Open Interest
Put
Total
7,357,529 18,263,686
7,845,094 19,082,577
8,587,529 20,957,022
9,278,880 22,922,966
9,222,851 22,546,692
9,484,249 23,669,551
10,059,731 24,417,811
10,760,586 26,099,064
14,324,250 34,698,022
15,303,517 37,396,223
18,595,236 45,221,826
19,361,504 47,549,070
Total Dollar
Volume
$21,960,469,622
$13,557,411,274
$21,816,351,954
$22,198,627,411
$15,877,703,186
$16,647,355,701
$16,266,703,290
$15,780,903,033
$19,887,926,988
$19,410,119,845
$25,391,112,301
$35,098,415,548
$243,893,100,153
Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
TOTAL
2
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Average Premium Per Contract
Call
Put
Total
$1,171
$1,046
$1,128
$806
$971
$870
$1,219
$868
$1,091
$1,115
$886
$1,034
$884
$900
$890
$904
$856
$887
$860
$870
$863
$703
$964
$808
$916
$873
$899
$718
$813
$755
$1,038
$726
$935
$1,439
$883
$1,260
$1,003
$881
$959
Average Contracts Per Trade
Transactions
Call
Put
Total
Call
Put
Total
9.6
14.4
10.8
1,334,819
464,977 1,799,796
9.9
13.8
11.1
962,290
438,346 1,400,636
10.1
14.0
11.3
1,256,285
517,988 1,774,273
9.2
13.5
10.4
1,505,126
563,153 2,068,279
9.9
13.4
10.9
1,143,050
487,618 1,630,668
10.5
14.1
11.5
1,156,785
470,063 1,626,848
10.1
13.9
11.2
1,185,459
489,411 1,674,870
11.0
13.8
12.0
1,063,600
567,380 1,630,980
11.4
15.1
12.6
1,176,880
577,506 1,754,386
11.3
15.0
12.5
1,384,436
667,775 2,052,211
10.7
14.8
11.8
1,701,573
609,310 2,310,883
10.4
14.7
11.5
1,811,280
608,896 2,420,176
10.3
14.3
11.5
15,681,583 6,462,423 22,144,006
Total CBOE Contract Volume - All Options
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Total
Days
Volume
19
19,467,020
19
15,576,169
23
19,993,707
21
21,465,249
20
17,843,141
22
18,759,310
21
18,838,239
22
19,536,851
21
22,117,972
21
25,716,989
21
27,162,793
22
27,854,411
252
254,331,851
Equity
Volume
14,895,026
11,179,391
14,675,569
16,695,327
13,322,415
14,267,549
14,673,468
14,785,707
16,962,367
20,416,067
22,729,285
23,484,654
198,086,825
Index
Volume
4,569,861
4,395,077
5,315,337
4,767,839
4,514,728
4,485,744
4,160,775
4,748,076
5,153,500
5,294,742
4,430,584
4,366,207
56,202,470
Interest Rate
Volume
2,133
1,701
2,801
2,083
5,998
6,017
3,996
3,068
2,105
6,180
2,924
3,550
42,556
Total Options Contract Volume By Exchange
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
19,467,020
15,576,169
19,993,707
21,465,249
17,843,141
18,759,310
18,838,239
19,536,851
22,117,972
25,716,989
27,162,793
27,854,411
254,331,851
AMEX
10,495,494
7,436,068
10,221,699
10,977,514
8,828,414
9,366,648
10,325,301
10,297,737
10,826,297
13,036,277
13,407,500
14,443,240
129,662,189
PHLX
3,848,288
4,019,751
4,605,810
4,535,527
4,004,485
3,320,684
3,618,266
3,988,921
3,942,450
3,932,878
3,801,915
4,506,440
48,125,415
PCX
6,126,707
4,817,270
5,938,478
6,095,634
4,857,731
5,471,453
5,791,767
5,598,938
6,400,016
7,487,209
8,306,873
8,909,133
75,801,209
Total
39,937,509
31,849,258
40,759,694
43,073,924
35,533,771
36,918,095
38,573,573
39,422,447
43,286,735
50,173,353
52,679,081
55,713,224
507,920,664
CBOE Share
48.7%
48.9%
49.1%
49.8%
50.2%
50.8%
48.8%
49.6%
51.1%
51.3%
51.6%
50.0%
50.1%
3
EQUITY OPTIONS-1999
Equity Options Contract Volume
During 1999, 198 million equity contracts were traded on the CBOE, representing options on 19.8 billion shares of underlying stock.
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
10,726,708
7,729,640
10,318,986
12,066,742
9,428,920
10,161,881
10,282,165
9,817,099
11,084,462
13,548,030
16,299,861
17,155,814
138,620,308
Contract Volume
Put
4,168,318
3,449,751
4,356,583
4,628,585
3,893,495
4,105,668
4,391,303
4,968,608
5,877,905
6,868,037
6,429,424
6,328,840
59,466,517
Average Daily
Volume
783,949
588,389
638,068
795,016
666,121
648,525
698,737
672,078
807,732
972,194
1,082,347
1,067,484
786,059
Total
14,895,026
11,179,391
14,675,569
16,695,327
13,322,415
14,267,549
14,673,468
14,785,707
16,962,367
20,416,067
22,729,285
23,484,654
198,086,825
Equity Options Open Interest and Dollar Volume
Open interest represents the number of outstanding options contracts at any point in time. It is the total number of options which have been purchased but
not liquidated in the secondary market, exercised or expired. At year-end 1999, open interest in equity options on CBOE was 43,836,224 contracts.
Open Interest
Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
9,420,064
9,690,722
10,916,994
12,174,906
11,812,205
12,855,625
12,885,186
13,773,730
18,819,271
20,452,798
24,815,212
26,726,932
Put
5,172,265
5,492,763
6,318,721
6,788,211
6,660,670
7,213,540
7,515,160
8,003,850
11,684,841
12,469,733
15,642,148
17,109,292
Total
14,592,329
15,183,485
17,235,715
18,963,117
18,472,875
20,069,165
20,400,346
21,777,580
30,504,112
32,922,531
40,457,360
43,836,224
Call
$9,754,233,049
$4,368,626,530
$7,214,094,417
$11,080,270,958
$6,040,585,862
$5,699,426,136
$5,851,142,925
$4,560,189,306
$5,260,130,804
$7,033,927,544
$12,602,358,587
$18,336,170,048
$97,801,156,166
Put
Total
$1,908,914,211 $11,663,147,260
$1,512,041,077
$5,880,667,607
$1,721,678,401
$8,935,772,818
$2,370,818,979 $13,451,089,937
$1,874,966,570
$7,915,552,432
$2,044,088,363
$7,743,514,499
$1,840,905,217
$7,692,048,142
$2,305,146,322
$6,865,335,628
$2,502,883,220
$7,763,014,024
$2,769,838,269
$9,803,765,813
$2,524,296,500 $15,126,655,087
$2,967,924,193 $21,304,094,241
$26,343,501,322 $124,144,657,488
Equity Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
4
Average Premium Per Contract
Call
Put
Total
$909
$458
$783
$565
$438
$526
$699
$395
$609
$918
$512
$806
$641
$482
$594
$561
$498
$543
$569
$419
$524
$465
$464
$464
$475
$426
$458
$519
$403
$480
$773
$393
$666
$1,069
$469
$907
$706
$443
$627
Average Contracts Per Trade
Call
Put
Total
8.7
11.9
9.4
8.9
11.4
9.6
9.0
11.7
9.7
8.5
11.0
9.0
8.9
11.0
9.4
9.5
11.4
10.0
9.3
11.6
9.9
10.1
11.8
10.6
10.3
13.5
11.2
10.6
13.6
11.4
10.1
12.9
10.7
9.8
12.6
10.5
9.5
12.1
10.2
Call
1,231,453
865,969
1,146,158
1,423,784
1,057,272
1,066,151
1,100,603
969,677
1,071,260
1,279,664
1,621,371
1,743,341
14,576,703
Transactions
Put
350,056
302,495
371,371
422,497
354,588
358,807
379,827
421,416
436,870
506,304
498,323
502,927
4,905,481
Total
1,581,509
1,168,464
1,517,529
1,846,281
1,411,860
1,424,958
1,480,430
1,391,093
1,508,130
1,785,968
2,119,694
2,246,268
19,482,184
Equity Options Liquidations, Exercises and Expirations (%)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Call
58.7%
61.3%
61.1%
65.0%
62.6%
57.7%
64.7%
56.3%
57.3%
59.4%
69.8%
69.0%
Closing Sells
Put
29.6%
57.3%
47.5%
46.1%
51.6%
48.4%
44.2%
52.7%
49.1%
54.1%
50.6%
51.3%
Total
48.6%
60.4%
57.2%
59.9%
59.8%
55.2%
59.3%
55.2%
54.9%
57.7%
63.3%
64.3%
Call
13.1%
6.1%
10.5%
11.1%
9.3%
12.0%
12.6%
8.0%
10.1%
8.0%
12.1%
9.1%
Exercises
Put
6.3%
11.9%
13.1%
11.8%
11.1%
12.2%
10.0%
20.3%
14.0%
19.7%
7.8%
12.3%
Total
10.8%
7.5%
11.2%
11.3%
9.7%
12.1%
11.9%
11.8%
11.2%
11.8%
10.7%
10.0%
Call
28.2%
32.6%
28.4%
23.8%
28.2%
30.3%
22.8%
35.7%
32.6%
32.6%
18.1%
21.8%
Long Expirations
Put
Total
64.1%
40.6%
30.8%
32.1%
39.4%
31.5%
42.1%
28.8%
37.3%
30.5%
39.5%
32.7%
45.9%
28.8%
27.0%
33.0%
36.9%
33.9%
26.3%
30.5%
41.6%
26.0%
36.4%
25.8%
Note: This analysis represents percentages based on customer and firm activity only.
Equity Options Contract Volume By Exchange
CBOE pioneered the concepts of listed options in 1973 and remains the largest options exchange. Options volume for
stocks listed on the CBOE represented 46% of all equity options trading in 1999. At year-end there were 1,781 listed
equity options at CBOE.
CBOE
Equity Options
Cleared Equity Options Volume
NYSE Stock
%Share of Market
CBOE
AMEX
PHLX
PCX
Total
Volume
NYSE Vol. Share
Jan
14,895,026 10,261,937 3,524,026 6,124,002
34,804,991 16,234,050,382
9.2%
42.8%
Feb
11,179,391
7,209,180 3,752,195 4,814,682
26,955,448 14,549,520,444
7.7%
41.5%
Mar
14,675,569
9,804,119 4,109,375 5,934,971
34,524,034 18,002,466,158
8.2%
42.5%
Apr
16,695,327 10,720,393 4,147,980 6,092,622
37,656,322 18,518,986,276
9.0%
44.3%
May
13,322,415
8,606,226 3,723,959 4,854,567
30,507,167 15,949,525,559
8.4%
43.7%
Jun
14,267,549
9,137,723 3,018,155 5,469,089
31,892,516 16,126,420,906
8.8%
44.7%
Jul
14,673,468 10,084,623 3,314,512 5,789,996
33,862,599 15,359,961,089
9.6%
43.3%
Aug
14,785,707 10,086,644 3,680,056 5,596,256
34,148,663 15,818,489,325
9.3%
43.3%
Sep
16,962,367 10,566,783 3,484,428 6,397,884
37,411,462 16,447,457,414
10.3%
45.3%
Oct
20,416,067 12,863,559 3,578,644 7,485,355
44,343,625 18,831,444,036
10.8%
46.0%
Nov
22,729,285 13,225,677 3,491,683 8,303,509
47,750,154 18,343,147,409
12.4%
47.6%
Dec
23,484,654 14,254,412 4,261,170 8,908,007
50,908,243 19,669,704,236
11.9%
46.1%
Total 198,086,825 126,821,276 44,086,183 75,770,940 444,765,224 203,851,173,234
5
Equity LEAPS® (Long-term Equity AnticiPation SecuritiesTM) Contract Volume,
Open Interest and Dollar Volume
Jan
Feb
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Contract Volume
Average Daily
Days
Call
Put
Total
Volume
20
535,021
316,679
851,700
42,585
19
406,629
178,723
585,352
30,808
19
752,225
322,519 1,074,744
56,565
19
513,832
205,120
718,952
37,840
23
817,335
295,201 1,112,536
48,371
21
965,773
255,656 1,221,429
58,163
20
695,271
276,215
971,486
48,574
22
496,919
297,810
794,729
36,124
21
421,443
176,572
598,015
28,477
22
466,256
233,831
700,087
31,822
21
577,088
357,422
934,510
44,500
21
701,040
290,190
991,230
47,201
21
1,003,710
497,056 1,500,766
71,465
22
1,417,558
459,178 1,876,736
85,306
252
8,828,450
3,666,770 12,495,220
49,584
Open Interest in Contracts
Call
Put
Total
1,446,789
871,102
2,317,891
1,600,685
966,489
2,567,174
2,072,883
1,124,652 3,197,535
2,335,130
1,302,855 3,637,985
2,667,949
1,454,939 4,122,888
2,916,282
1,558,814 4,475,096
2,007,832
967,856
2,975,688
1,504,277
844,025
2,348,302
1,170,790
671,791
1,842,581
1,369,338
798,840
2,168,178
2,073,215
1,493,311 3,566,526
2,737,503
1,956,269 4,693,772
3,209,831
2,352,860 5,562,691
3,738,715
2,592,823 6,331,538
Dollar Volume
Total
$957,926,230
$505,045,689
$1,821,191,186
$1,016,627,853
$1,749,461,528
$2,630,694,243
$1,545,463,855
$1,148,409,132
$919,010,081
$1,037,316,191
$1,065,029,414
$1,254,883,092
$2,080,775,327
$3,076,637,999
$19,345,499,901
Equity LEAPS Average Premium Per Contract, Average Contracts Per Trade and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
6
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Average Premium Per Contract
Call
Put
Total
$2,116
$711
$1,695
$1,659
$802
$1,414
$1,866
$760
$1,572
$2,489
$887
$2,154
$1,928
$743
$1,591
$1,808
$839
$1,445
$1,823
$854
$1,537
$1,751
$946
$1,482
$1,428
$675
$1,140
$1,414
$909
$1,266
$1,679
$796
$1,386
$1,924
$759
$1,639
$1,860
$797
$1,548
Average Contracts Per Trade
Transactions
Call
Put
Total
Call
Put
Total
8.0
16.4
9.5
93,603
19,662
113,265
7.9
14.7
9.1
65,048
13,956
79,004
8.6
14.1
9.6
94,671
20,951
115,622
8.1
11.0
8.6
118,746
23,315
142,061
8.6
15.7
9.9
80,612
17,590
98,202
8.7
21.8
11.2
57,130
13,685
70,815
8.0
14.8
9.3
52,707
11,932
64,639
8.5
19.2
10.5
54,746
12,189
66,935
9.6
24.2
12.5
59,942
14,755
74,697
8.8
16.7
10.2
79,793
17,359
97,152
8.7
20.2
10.8
114,912
24,583
139,495
9.9
15.0
10.8
143,326
30,660
173,986
8.7
16.6
10.1 1,015,236
220,637 1,235,873
Equity FLEX® (FLexible EXchange) Options Contract Volume, Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
54,283
19,284
62,193
29,382
18,565
27,333
12,059
7,357
13,164
7,550
81,824
53,329
386,323
Contract Volume
Put
Total
67,995
122,278
40,512
59,796
18,626
80,819
39,275
68,657
10,410
28,975
25,429
52,762
96,585
108,644
18,161
25,518
28,520
41,684
2,950
10,500
73,662
155,486
63,346
116,675
485,471
871,794
Average Daily
Volume
6,436
3,147
3,514
3,269
1,449
2,398
5,174
1,160
1,985
500
7,404
5,303
3,460
Open Interest in Contracts
Call
Put
Total
194,280
253,929
448,209
265,565
334,957
600,522
317,718
335,814
653,532
280,227
357,443
637,670
271,310
349,083
620,393
271,837
325,512
597,349
274,646
232,633
507,279
271,932
235,296
507,228
275,913
253,768
529,681
274,273
239,549
513,822
287,687
247,099
534,786
299,133
254,692
553,825
Dollar Volume
Total
$487,008,438
$186,855,757
$62,507,663
$155,325,607
$66,772,894
$46,856,091
$29,837,976
$23,725,825
$36,642,056
$5,080,313
$876,007,536
$636,279,313
$2,612,899,469
Equity FLEX Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Average Premium Per Contract
Call
Put
Total
$5,658
$2,645
$3,983
$5,976
$1,768
$3,125
$654
$1,172
$773
$3,268
$1,510
$2,262
$2,818
$1,389
$2,305
$1,040
$725
$888
$684
$223
$275
$272
$1,196
$930
$1,214
$724
$879
$414
$662
$484
$10,504
$225
$5,634
$10,692
$1,044
$5,453
$5,433
$1,059
$2,997
Average Contracts Per Trade
Call
Put
Total
1,233.7
860.7
994.1
535.7
334.8
380.9
661.6
262.3
489.8
299.8
290.9
294.7
337.5
221.5
284.1
535.9
577.9
555.4
430.7 5,681.5 2,414.3
153.3
193.2
179.7
215.8
313.4
274.2
209.7
122.9
175.0
1,049.0 2,455.4 1,439.7
613.0
879.8
733.8
539.6
588.4
565.7
Call
44
36
94
98
55
51
28
48
61
36
78
87
716
Transactions
Put
Total
79
123
121
157
71
165
135
233
47
102
44
95
17
45
94
142
91
152
24
60
30
108
72
159
825
1,541
7
Equity LEAPS® Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
Standard
Symbol Stock
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
8
THQ
ABT
ANF
APQ
AEQ
AMD
AET
AYV
ALL
LTQ
AZA
ZQN
AOL
ABX
AXP
AHP
AIG
AMT
AIT
TQA
AMQ
AMR
ADI
AQN
AAQ
ANQ
ASA
AFS
T
AHQ
ARC
AN
AVP
BHI
BAC
BK
ONE
BAY
BEL
BLS
BBY
BGQ
BCQ
BA
BSX
BPA
BMY
RCQ
BNI
CIT
CS
CVC
CPB
CNI
CAT
CBS
UQB
CD
COQ
CMB
CHV
CIQ
CB
CUQ
CYQ
C
QCY
CCU
3COM CORP.
ABBOT LABS
ABERCROMBIE & FITCH CO.
ADAPTEC
ADOBE SYSTEMS
ADVANCE MICRO. DEV.
AETNA LIFE & CASUALTY
AIRTOUCH/VODAPHONE
ALLSTATE
ALTERA CORPORATION
ALZA CORP.
AMAZON.COM, INC.
AMERICA ONLINE INC.
AMERICAN BARRICK RES.
AMERICAN EXPRESS
AMERICAN HOME PRODUCTS
AMERICAN INTL. GROUP
AMERICAN TOWER CORPORATION CLA
AMERITECH
AMERITRADE HOLDING CORP-CL A
AMGEN INC.
AMR CORP.
ANALOG DEVICES
ANDREW CORP.
APPLE COMPUTER
APPLIED MATERIAL
ASA LTD.
ASSOCIATES FIRST CAPITAL CORP.
AT & T CORP.
AT HOME CORPORATION
ATLANTIC RICHFIELD
AUTONATION, INC.
AVON PRODUCTS
BAKER HUGHES
BANK OF AMERICA CORP.
BANK OF NEW YORK
BANK ONE CORP.
BAY NETWORKS
BELL ATLANTIC CORP.
BELLSOUTH
BEST BUY
BIOGEN N.V.
BMC SOFTWARE, INC.
BOEING CO.
BOSTON SCIENTIFIC
BP AMOCO PLC.
BRISTOL-MYERS SQUIBB
BROADCOM, INC.
BURLINGTON NORTHERN
C.I.T. GROUP, INC.
CABLETRON SYSTEMS
CABLEVISION SYSTEMS CORP.
CAMPBELL SOUP COMPANY
CANADIAN NATIONAL RAILWAY CO.
CATERPILLAR
CBS INC.
C-CUBE MICROSYSTEMS, INC.
CENDANT CORPORATION
CENTOCOR
CHASE MANHATTEN
CHEVRON CORP.
CHIRON CO.
CHUBB CORPORATION (THE)
CIRRUS LOGIC, INC.
CISCO SYSTEMS
CITIGROUP
CLARIFY, INC.
CLEAR CHANNEL COMMUNICATIONS, INC.
Total
74345
57646
65598
15375
7475
36529
244
4351
35101
5974
594
59016
804702
2594
35544
1794
40148
26320
10615
139643
50606
799
19445
8130
30096
78985
63
11526
582528
310981
14907
63962
13452
1867
51531
29831
77698
820
102240
1172
19549
43894
50280
341475
89693
5839
121696
6681
4294
1695
26341
386
4907
191
381
1358
8922
94843
23341
30935
2705
9189
9256
10502
432698
344140
1329
25979
Contract Volume
Callff
64816
47304
45196
12805
5432
29441
240
2217
27028
3864
554
33636
650511
2435
24814
1711
32143
19109
7128
112265
35430
153
16764
6458
14686
54240
45
11169
353750
261712
11241
59390
5605
927
37396
21457
53797
653
39364
698
15214
32169
34983
217980
68226
3743
96555
5270
3356
1541
20931
207
3555
186
273
1254
6491
73436
14073
22226
2242
6345
6056
8760
341047
244211
1101
15484
Put
9529
10342
20402
2570
2043
7088
4
2134
8073
2110
40
25380
154191
159
10730
83
8005
7211
3487
27378
15176
646
2681
1672
15410
24745
18
357
228778
49269
3666
4572
7847
940
14135
8374
23901
167
62876
474
4335
11725
15297
123495
21467
2096
25141
1411
938
154
5410
179
1352
5
108
104
2431
21407
9268
8709
463
2844
3200
1742
91651
99929
228
10495
Average Daily Volume
Total
Call
Put
295
229
260
61
30
145
1
17
139
24
2
234
3193
10
141
7
159
104
42
554
201
3
77
32
119
313
0
46
2312
1234
59
254
53
7
204
118
308
3
406
5
78
174
200
1355
356
23
483
27
17
7
105
2
19
1
2
5
35
376
93
123
11
36
37
42
1717
1366
5
103
257
188
179
51
22
117
1
9
107
15
2
133
2581
10
98
7
128
76
28
445
141
1
67
26
58
215
0
44
1404
1039
45
236
22
4
148
85
213
3
156
3
60
128
139
865
271
15
383
21
13
6
83
1
14
1
1
5
26
291
56
88
9
25
24
35
1353
969
4
61
38
41
81
10
8
28
0
8
32
8
0
101
612
1
43
0
32
29
14
109
60
3
11
7
61
98
0
1
908
196
15
18
31
4
56
33
95
1
250
2
17
47
61
490
85
8
100
6
4
1
21
1
5
0
0
0
10
85
37
35
2
11
13
7
364
397
1
42
Equity LEAPS Contract Volume Detail (continued)
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
Standard
Symbol
Stock
CLX
QGC
KO
CCE
CDE
CL
COL
CQK
CPQ
CPU
CA
CWQ
CNC
GLW
UVC
CY
DCX
DGN
DLQ
DAL
DO
DIS
DOW
DD
EK
ELN
EZQ
EDS
EFQ
EMC
ENE
PQS
RQC
SEQ
FDX
FRE
FNM
FD
FQU
FTU
FBF
F
FQO
FRX
FTL
GPS
GTW
GET
GD
GE
GM
GMH
GP
G
GLX
QGV
YVQ
GNT
TV
GTE
GUC
GDT
HAL
HRC
HNZ
HWP
HFS
HLT
HD
HM
CLOROX CO.
CMGI, INC.
COCA-COLA COMPANY
COCA-COLA ENTERPRISES
COEUR D’’ALENE MINES
COLGATE PALMOLIVE
COLUMBIA HOSPITAL
COMCAST SPEC.
COMPAQ COMPUTERS
COMPUSA
COMPUTER ASSOC. INT’L.
COMPUWARE
CONSECO, INC.
CORNING INC.
COVERGENT COMMUNICATIONS
CYPRESS SEMICONDUCTOR
DAIMLERCHRYSLER AG
DATA GENERAL
DELL COMPUTERS
DELTA AIRLINES
DIAMOND OFFSHORE DRILLING
DISNEY
DOW CHEMICAL
DUPONT (E.I.)
EASTMAN KODAK
ELAN CORP.
ELECTRONIC ARTS CORP.
ELECTRONIC DATA SYSTEMS CORPORATION
ELECTRONICS FOR IMAGING
EMC CORP.
ENRON INC.
EPICOR SOFTWARE CORP.
ERICSSON (L.M.) TELEPHONE CO.
ESS TECHNOLOGY, INC.
FDX CORPORATION
FEDERAL HOME LOANS
FEDERAL NATIONAL MTGE.
FEDERATED DEPT. STORES
FIRST CHICAGO
FIRST UNION
FLEETBOSTON FINANCIAL CORP.
FORD MOTOR CO.
FORE SYSTEMS, INC.
FOREST LABS
FRUIT OF THE LOOM, LTD.
GAP STORES
GATEWAY, INC.
GAYLORD ENTERTAINMENT CO.
GENERAL DYNAMICS
GENERAL ELECTRIC
GENERAL MOTORS
GENERAL MTRS H
GEORGIA-PACIFIC
GILLETTE
GLAXO HOLDING
GLOBAL CROSSING LTD.
GLOBALSTAR TELECOMMUNICATIONS
GREEN TREE FINANCIAL
GRUPO TELEVISA
GTE CORP.
GUCCI GROUP, INC.
GUIDANT CORP.
HALLIBURTON
HEALTHSOUTH CORPORATION
HEINZ (H. J.)
HEWLETT-PACKARD
HFS INC.
HILTON HOTELS
HOME DEPOT
HOMESTAKE MINING
Total
136
72887
303910
58157
6037
46878
12713
471
314422
48825
29067
55258
68757
57487
381
25429
8463
346
999672
8870
33566
31334
11712
16602
118416
6414
1754
157
3455
282270
74073
10005
41934
7079
39160
654
4202
3846
2315
15896
1440
189280
16505
3726
21824
35878
90014
128
46
418738
86295
249
4302
51217
2109
126478
55005
2183
2887
452
1179
608
84724
47509
5900
304282
1
7803
81116
185510
Contract Volume
Callg
111
55016
216216
38580
4097
38148
12162
353
258500
40859
21351
38641
38983
48549
381
16759
4441
136
669281
7476
26866
27838
5440
10290
53092
5695.5
1148
157
3131
219303
51711
7184
32482
6460
28474
501
3531
2033
2044
12046
1280
83973
12576
2915
15867
30914
48054
128
36
250246
66208
249
199
33949
1629
93508
36727
2030
2021
400
528
488
63297
34357
4416
195747
1
6322
65098
90768
Putg
25
17871
87694
19577
1940
8730
551
118
55922
7966
7716
16617
29774
8938
0
8670
4022
210
330391
1394
6700
3496
6272
6312
65324
718.5
606
0
324
62967
22362
2821
9452
619
10686
153
671
1813
271
3850
160
105307
3929
811
5957
4964
41960
0
10
168492
20087
0
4103
17268
480
32970
18278
153
866
52
651
120
21427
13152
1484
108535
0
1481
16018
94742
Average Daily Volume
Total
Call
Put
1
289
1206
231
24
186
50
2
1248
194
115
219
273
228
2
101
34
1
3967
35
133
124
46
66
470
25
7
1
14
1120
294
40
166
28
155
3
17
15
9
63
6
751
65
15
87
142
357
1
0
1662
342
1
17
203
8
502
218
9
11
2
5
2
336
189
23
1207
0
31
322
736
0
218
858
153
16
151
48
1
1026
162
85
153
155
193
2
67
18
1
2656
30
107
110
22
41
211
23
5
1
12
870
205
29
129
26
113
2
14
8
8
48
5
333
50
12
63
123
191
1
0
993
263
1
1
135
6
371
146
8
8
2
2
2
251
136
18
777
0
25
258
360
0
71
348
78
8
35
2
0
222
32
31
66
118
35
0
34
16
1
1311
6
27
14
25
25
259
3
2
0
1
250
89
11
38
2
42
1
3
7
1
15
1
418
16
3
24
20
167
0
0
669
80
0
16
69
2
131
73
1
3
0
3
0
85
52
6
431
0
6
64
376
9
Equity LEAPS Contract Volume Detail (continued)
Standard
Symbol
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
10
HON
UTQ
IBM
IIQ
IKN
IUQ
IFQ
QYK
BLQ
INQ
QIX
IPG
FAM
IP
JNJ
KMB
KCQ
KM
KR
LMQ
TLC
LEH
QHN
LLY
LTD
LPQ
LOR
LOW
LSI
LU
MQE
MGA
MRL
MAT
MYG
KRB
MCD
MCQ
LDQ
MCK
MDT
MRK
MER
QFN
NN
MU
MSQ
MMM
MOB
MTC
JPM
MWD
MOT
NGH
NBR
NSM
CQM
NEM
NWS
FQC
NKE
NOK
NT
NOC
NAQ
NKQ
NUE
OXY
ODP
ORQ
ORB
Stock
HONEYWELL
HUTCHINSON TECHNOLOGY, INC.
I.B.M.
ICOS CORP.
IKON OFFICE SOLUTIONS, INC.
IMMUNEX CORP.
INFORMIX CORP.
INKTOMI CORPORATION
INPRISE CORPORATION
INTEL CORP.
INTERMEDIA COMMUNICATIONS OF FLORIDA
INTERPUBLIC GROUP OF COMPANIES
INT’L. FAMILY ENTERTAINMENT
INT’L. PAPER
JOHNSON & JOHNSON
KIMBERLY-CLARK
KLA-TENCOR CORPORATION
K-MART CORP.
KROGER CO.
LAM RESEARCH CORP.
LEARNING CO. INC.
LEHMAN BROS. HOLDING CORP.
LEVEL 3 COMUNICATIONS INC.
LILLY (ELI)
LIMITED, INC.
LIPOSOME COMPANY INC.
LORAL SPACE & COMMUNICATIONS LTD.
LOWE’S
LSI LOGIC
LUCENT TECHNOLOGIES, INC.
MADGE NV
MAGNA INTERNATIONAL
MARINE DRILLING COMPANIES, INC.
MATTEL, INC.
MAYTAG CORPORATION
MBNA BANK
MCDONALD’S CORP.
MCI CORP.
MCI WORLDCOM, INC.
MCKESSON
MEDTRONIC
MERCK & CO.
MERRILL LYNCH
METROMEDIA FIBER NETWORK, INC.
MEWBRIDGE NETWORKS INC.
MICRON TECH.
MICROSOFT
MINNESOTA MING.& MFG.
MOBIL CORP.
MONSANTO CO.
MORGAN (J.P.)
MORGAN STANLEY DEAN WITTER & CO.
MOTOROLA
NABISCO
NABORS INDUSTRIES
NATIONAL SEMICONDUCTOR
NETWORK ASSOCIATES, INC.
NEWMONT MINING
NEWS CORP. LTD.
NEXTEL COMMUNICATIONS
NIKE
NOKIA
NORTEL NETWORKS CORP.
NORTHROP GRUMMAN CORP.
NORTHWEST AIRLINES CORP.
NOVELL CORP.
NUCOR CORPORATION
OCCIDENTAL PETRO.
OFFICE DEPOT INC.
ORACLE CORP.
ORBITAL SCIENCES CORP.
Total
1738
1063
1127233
12752
3707
267
131472
2164
32369
130638
1061
86097
1558
20090
138826
277
5393
103133
1962
564
3137
10089
21974
4012
12187
34223
118515
1766
133689
419031
3502
2238
16151
1674
36742
6684
118141
326
154940
11451
21703
279650
10909
46309
62183
121815
1008826
19281
10484
201600
16624
28963
4155
5590
688
123549
36645
1091
489
163862
527
38493
131356
6125
1615
56174
1448
35042
5504
641360
21454
Contract Volume
Call
1494
529
774277
11210
2947
49
118051
1204
28291
75547
801
57472
1374
11590
96896
62
3434
78995
1889
354
2663
7768
14404
2569
11626
26536
99695
1096
89944
303584
2799
1209
12184
1372
25772
6252
63299
248
111207
9048
16574
208733
6679
37718
48104
73271
476497
12359
6189
163313
9621
20819
2145
1854
518
101883
26903
815
393
119187
343
29382
98700
5478
1320
29845
866
21690
4194
484631
14190
Put
244
534
352956
1542
760
218
13421
960
4078
55091
260
28625
184
8500
41930
215
1959
24138
73
210
474
2321
7570
1443
561
7687
18820
670
43745
115447
703
1029
3967
302
10970
432
54842
78
43733
2403
5129
70917
4230
8591
14079
48544
532329
6922
4295
38287
7003
8144
2010
3736
170
21666
9742
276
96
44675
184
9111
32656
647
295
26329
582
13352
1310
156729
7264
Average Daily Volume
Total
Call
Put
7
4
4473
51
15
1
522
9
128
518
4
342
6
80
551
1
21
409
8
2
12
40
87
16
48
136
470
7
531
1663
14
9
64
7
146
27
469
1
615
45
86
1110
43
184
247
483
4003
77
42
800
66
115
16
22
3
490
145
4
2
650
2
153
521
24
6
223
6
139
22
2545
85
6
2
3073
44
12
0
468
5
112
300
3
228
5
46
385
0
14
313
7
1
11
31
57
10
46
105
396
4
357
1205
11
5
48
5
102
25
251
1
441
36
66
828
27
150
191
291
1891
49
25
648
38
83
9
7
2
404
107
3
2
473
1
117
392
22
5
118
3
86
17
1923
56
1
2
1401
6
3
1
53
4
16
219
1
114
1
34
166
1
8
96
0
1
2
9
30
6
2
31
75
3
174
458
3
4
16
1
44
2
218
0
174
10
20
281
17
34
56
193
2112
27
17
152
28
32
8
15
1
86
39
1
0
177
1
36
130
3
1
104
2
53
5
622
29
Equity LEAPS Contract Volume Detail (continued)
Standard
Symbol
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
HYQ
PWJ
PQG
PQO
PEP
PFE
PNU
MO
PPH
PDG
FLQ
PMA
PRD
POT
TQO
PG
PVN
QAQ
Q
RAL
BNQ
RAQ
RDQ
RAD
SAQ
SWY
SKS
SDC
SAP
SLE
SGP
SLB
SCH
SEG
S
ERQ
MMQ
SLM
SLR
SOI
LUV
SWS
SBC
FON
PCS
SQX
STK
SUQ
TAN
TGT
TBR
TAR
CTC
TMX
TEQ
TX
TXN
GS
TWX
TJX
TOM
TOY
TWA
OIL
TYC
USB
UAL
UIS
UNH
USF
UTX
Stock
PACIFICARE HEALTH SYSTEMS
PAINEWEBBER
PAIRGAIN TECHNOLOGIES
PEOPLESOFT INC.
PEPSICO INC.
PFIZER INC.
PHAMACIA AND UPJOHN
PHILIP MORRIS
PHP HEALTHCARE CORP.
PLACER DOME
PLATINUM TECHNOLOGY INT’L., INC.
PMI GROUP, INC. (THE)
POLAROID
POTASH CORP. OF SASKATCHEWAN
PREMIERE TECHNOLOGIES, INC.
PROCTER & GAMBLE
PROVIDIAN CORPORATION
QUALCOMM
QWEST
RALSTON PURINA
RAMBUS INC.
RATIONAL SOFTWARE CORP.
READ-RITE CORP.
RITE AID
SAFECO CORPORATION
SAFEWAY INC.
SAKS HOLDIINGS INC.
SANTA FE INTERNATIONAL CORP.
SAP AG
SARA LEE
SCHERING-PLOUGH
SCHLUMBERGER
SCHWAB, CHARLES
SEAGATE TECHNLOGY INC.
SEARS, ROEBUCK
SEPRACOR
SKYTEL COMMUNICATIONS, INC.
SLM HOLDING CORPORATION
SOLECTRON
SOLUTIA, INC.
SOUTHWEST AIRLINES
SOUTHWEST SECURITIES GROUP, INC.
SOUTHWESTERN BELL
SPRINT CORP.
SPRINT CORP. PCS GROUP
STARBUCKS
STORAGE TECH.
SUN MICROSYSTEMS
TANDY CORP.
TARGET
TELEBRAS ADJ.
TELEFONICA DE ARGENTINA, S.A.
TELEFONOS DE CHILE, COMPANIA DE
TELEFONOS DE MEXICO
TELLABS INC.
TEXACO INC.
TEXAS INSTRUMENT
THE GOLDMAN SACHS GROUP, INC
TIME WARNER
TJX COMPANY
TOMMY HILFIGER CORP.
TOYS “R” US, INC.
TRANS WORLD AIRLINES INC.
TRITON ENERGY CORPORATION
TYCO LABS
U.S. BANCORP
UAL CORP.
UNISYS CORP.
UNITED HEALTHCARE CORPORATION
UNITED STATES FILTER CORP.
UNITED TECH.
Total
146
9323
23407
57956
112082
134735
14596
56963
4875
2321
16862
144
7197
3150
29289
238
7100
161798
265112
5741
27919
3912
42402
66643
1107
9355
638
2209
18529
150
27638
203228
154910
17558
37976
29332
28219
1813
13850
2584
7440
65
9032
23802
24956
3050
9997
153099
957
304
25814
51530
2953
71623
19123
384
128054
3651
10252
2056
3511
69636
77108
5047
315194
13748
52256
3580
2570
14364
22501
Contract Volume
Call
128
6544
20736
51048
66444
97269
11128
41356
4525
244
11676
114
5991
1440
25649
119
5756
126741
213253
4250
22115
3665
28668
38941
862
8169
584
1771
10799
120
20052
139981
119461
13430
28397
22508
22309
1551
7197
2144
6573
20
7593
16927
15203
2526
7818
104925
793
274
20861
43842
2187
53873
13905
329
77297
2181
7639
1618
3097
54871
38593
4019
245429
11388
38158
2191
1873
12867
16807
Put
18
2779
2671
6908
45638
37466
3468
15607
350
2077
5186
30
1206
1710
3640
119
1344
35057
51859
1491
5804
247
13734
27702
245
1186
54
438
7730
30
7586
63247
35449
4128
9579
6824
5910
262
6653
440
867
45
1439
6875
9753
524
2179
48174
164
30
4953
7688
766
17750
5218
55
50757
1470
2613
438
414
14765
38515
1028
69765
2360
14098
1389
697
1497
5694
Average Daily Volume
Total
Call
Put
1
37
93
230
445
535
58
226
19
9
67
1
29
13
116
1
28
642
1052
23
111
16
168
264
4
37
3
9
74
1
110
806
615
70
151
116
112
7
55
10
30
0
36
94
99
12
40
608
4
1
102
204
12
284
76
2
508
14
41
8
14
276
306
20
1251
55
207
14
10
57
89
1
26
82
203
264
386
44
164
18
1
46
0
24
6
102
0
23
503
846
17
88
15
114
155
3
32
2
7
43
0
80
555
474
53
113
89
89
6
29
9
26
0
30
67
60
10
31
416
3
1
83
174
9
214
55
1
307
9
30
6
12
218
153
16
974
45
151
9
7
51
67
0
11
11
27
181
149
14
62
1
8
21
0
5
7
14
0
5
139
206
6
23
1
55
110
1
5
0
2
31
0
30
251
141
16
38
27
23
1
26
2
3
0
6
27
39
2
9
191
1
0
20
31
3
70
21
0
201
6
10
2
2
59
153
4
277
9
56
6
3
6
23
11
Equity LEAPS Contract Volume Detail (continued)
Standard
Symbol
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
12
UCL
USW
U
VMB
VLQ
VOD
UVT
WMT
WLA
WM
WMI
WPI
AXU
WFC
WMB
WQS
WXQ
WAQ
XRX
XLQ
XOM
YHQ
YPF
Stock
UNOCAL CORP.
US WEST INC.
USAIR GROUP
VIACOM INC CLASS B
VLSI TECHNOLOGY, INC.
VODAFONE
VOICESTREAM WIRELESS CORP.
WAL-MART STORES
WARNER-LAMBERT
WASHINGTON MUTUAL, INC.
WASTE MANAGEMENT, INC.
WATSON PHARMACEUTICALS INC.
WAVE SYSTEMS CORPORATION
WELLS FARGO
WILLIAMS COS.
WINSTAR COMMUNICATIONS, INC.
WORLD ACCESS INC.
WORLDGATE COMMUNICATIONS, INC.
XEROX CO.
XILINX
XON-MOBIL CORP
YAHOO! INC.
YPF SOCIEDAD ANOMINA ADR
Total
107
14430
161
12354
8017
71635
378
315986
42561
2956
51680
914
37963
11254
19724
14728
15061
55
280380
83219
77004
48590
8594
Contract Volume
Call
107
11315
127
7751
7173
55653
58
266674
30475
2343
35223
680
35229
8038
17082
11317
11093
0
210830
66858
57310
36101
6260
Put
0
3115
34
4603
844
15982
320
49312
12086
613
16457
234
2734
3216
2642
3411
3968
55
69550
16361
19694
12489
2334
Average Daily Volume
Total
Call
Put
0
57
1
49
32
284
2
1254
169
12
205
4
151
45
78
58
60
0
1113
330
306
193
34
0
45
1
31
28
221
0
1058
121
9
140
3
140
32
68
45
44
0
837
265
227
143
25
0
12
0
18
3
63
1
196
48
2
65
1
11
13
10
14
16
0
276
65
78
50
9
CBOE Equity Options Volume (Includes LEAPS) (sorted by stock)
Ticker Stock
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
BMQ
XO
THQ
FQ
IUK
EDQ
AAM
QVI
ABT
ANF
ABY
QZB
ABN
AUB
UBV
QQC
KKQ
QTE
QNC
AQV
AUC
APQ
TLQ
QPI
ADU
XFQ
ASF
AEQ
AMD
ADG
OEQ
AQF
AVQ
AIU
AEG
AES
AET
AEM
GQA
QXQ
AGX
AGU
BLC
ATI
VJQ
AKS
OUQ
ALB
ACJ
ACV
ABS
ALA
AA
AUR
ALT
AEH
QGX
AC
AYQ
ASU
QAS
ATK
CQL
AW
ALL
LTQ
ALI
EQM
NQR
AZA
24/7 MEDIA, INC.
360 COMMUNICATIONS COMPANY
3COM CORP.
3DFX INTERACTIVE, INC.
4KIDS ENTERTAINMENT, INC.
8X8, INC.
AAMES FINANCIAL CORP.
AAVID THERMAL TECHNOLOGIES
ABBOT LABS
ABERCROMBIE & FITCH CO.
ABITIBI CONSOLIDATED INC.
ABLE TELCOM HOLDING CORP.
ABN AMRO HOLDINGS N.V.
ABOUT.COM
ABOVENET COMMUNICATIONS, INC.
ACCESS HEALTH, INC.
ACCLAIM ENTERTAINMENT
ACT NETWORKS, INC.
ACTION PERFORMANCE COMPANIES, INC.
ACTIVISION, INC.
ACTV, INC.
ADAPTEC
ADC TELECOMMUNICATION
ADELPHIA BUSINESS SOLUTIONS, INC.
ADELPHIA COMMUNICATIONS-CL A
ADFLEX SOLUTIONS, INC.
ADMINISTAFF, INC.
ADOBE SYSTEMS
ADVANCE MICRO. DEV.
ADVANCED COMMUNICATIONS GROUP
ADVANCED ENERGY INDUSTRIES, INC.
ADVANCED FIBRE COMMUNICATIONS
ADVANTA
ADVANTAGE LEARNING SYSTEMS, INC.
AEGON NV ADR
AES CORPORATION
AETNA LIFE & CASUALTY
AGNICO-EAGLE MINES, LTD.
AGOURON PHARMACEUTICALS, INC.
AGRIBIOTECH, INC.
AGRIBRANDS INTERNATIONAL, INC.
AGRIUM INC.
AH BELO CORP.
AIRTOUCH COMMUNICATIONS, INC.
AIRTRAN HOLDINGS, INC.
AK STEEL HOLDING CORPORATION
AKZO NOBEL NV-ADR
ALBEMARLE CORPORATION
ALBERTO-CULVER A
ALBERTO-CULVER B
ALBERTSON’S, INC.
ALCATEL
ALCOA INC.
ALLAIRE CORPORATION
ALLEGHENY TELEDYNE CORP.
ALLEGIANCE CORPORATION
ALLEGIANCE TELECOM, INC.
ALLIANCE CAPITAL MANAGEMENT
ALLIANCE PHARMARCEUTICAL
ALLIANCE SEMICONDUCTOR CORP.
ALLIANCE SEMICONDUCTOR CORP.
ALLIANT TECHSYSTEMS, INC.
ALLIED CAPITAL CORP.
ALLIED WASTE INDUSTRIES. INC.
ALLSTATE
ALTERA CORPORATION
ALTERNATIVE LIVING SERVICES
ALTERNATIVE RESOURCES CORPORATION
ALTRON, INC.
ALZA CORP.
Total
Contract Volume
Call
Put
148209
30
237232
19499
186767
30033
4728
1611
130182
304485
2066
87841
8458
3959
54196
241
64807
60297
80447
31488
22897
20394
8206
16815
49002
1030
5183
25096
128610
12342
14830
15826
9958
5671
49306
35559
458
24850
38403
193764
3395
2618
2024
180836
24804
20172
2282
1061
13
193
34802
188149
288477
7036
9268
1588
50619
13575
1229
17667
3617
88
1856
177067
143851
196727
16285
2389
135
39194
116410
30
188668
16327
136576
27167
3914
1266
86330
196349
1152
71901
4231
3181
43719
128
51252
51345
44961
28998
15984
16311
6059
14644
39765
799
2840
17608
94496
11698
11570
12685
6106
3188
33687
20013
439
18926
28638
145141
2861
1857
1181
129561
20331
15697
1329
991
13
156
19643
127215
186732
4521
6516
1297
37277
9941
438
16109
3507
57
1400
139058
98047
128514
7983
1603
63
28068
31799
0
48564
3172
50191
2866
814
345
43852
108136
914
15940
4227
778
10477
113
13555
8952
35486
2490
6913
4083
2147
2171
9237
231
2343
7488
34114
644
3260
3141
3852
2483
15619
15546
19
5924
9765
48623
534
761
843
51275
4473
4475
953
70
0
37
15159
60934
101745
2515
2752
291
13342
3634
791
1558
110
31
456
38009
45804
68213
8302
786
72
11126
Average Daily Volume
Total
Call
Put
668
0
2791
77
2594
119
19
6
1532
1208
8
349
34
59
328
1
257
239
319
125
654
392
33
67
231
4
25
483
1513
94
59
220
40
34
196
141
115
99
152
769
13
10
8
718
98
80
9
4
0
1
138
747
1145
117
37
6
201
54
65
173
14
0
7
703
571
781
65
9
1
461
524
0
2220
65
1897
108
16
5
1016
779
5
285
17
47
265
1
203
204
178
115
457
314
24
58
188
3
14
339
1112
89
46
176
24
19
134
79
110
75
114
576
11
7
5
514
81
62
5
4
0
1
78
505
741
75
26
5
148
39
23
158
14
0
6
552
389
510
32
6
0
330
143
0
571
13
697
11
3
1
516
429
4
63
17
12
63
0
54
36
141
10
198
79
9
9
44
1
11
144
401
5
13
44
15
15
62
62
5
24
39
193
2
3
3
203
18
18
4
0
0
0
60
242
404
42
11
1
53
14
42
15
0
0
2
151
182
271
33
3
0
131
13
CBOE Equity Options Volume (Includes LEAPS)
Ticker
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
14
ZQN
DOX
AOL
AWA
ABX
DQS
AQU
EOQ
AEP
AX
AXP
AGC
AHP
AIG
YAQ
KQF
IQA
PWQ
AFM
ASD
ASC
AMT
AQX
ACF
AAS
AIT
TQA
QAF
AMQ
QEL
AMP
AMR
UKQ
ASO
APC
DQA
ADI
QLT
CUA
AND
AQN
AU
AXE
ANN
AQY
QRA
AQC
AHR
APA
PXQ
OAQ
AAQ
AQB
APM
ANQ
QLL
APW
AUT
AUL
LQX
UAP
AHG
ARA
AAC
AQO
AGY
IRU
QFA
QET
GQZ
Stock
AMAZON.COM, INC.
AMDOCS LTD.
AMERICA ONLINE INC.
AMERICA WEST AIRLINES, INC.
AMERICAN BARRICK RES.
AMERICAN CAPITAL STRATEGIES
AMERICAN EAGLE OUTFITTERS, INC.
AMERICAN ECO CORP.
AMERICAN ELECTRIC POWER
AMERICAN EXPLORATION CO.
AMERICAN EXPRESS
AMERICAN GENERAL
AMERICAN HOME PRODUCTS
AMERICAN INT’L. GROUP
AMERICAN MANAGEMENT SYSTEMS, INC.
AMERICAN MOBILE SATELLITE CORP.
AMERICAN PORTABLE TELECOM, INC.
AMERICAN POWER CONVERSION
AMERICAN RADIO SYSTEMS CORP.
AMERICAN STANDARD CORP.
AMERICAN STORES
AMERICAN TOWER CORPORATION CLA
AMERICAN XTAL TECHNOLOGY, INC.
AMERICREDIT CORP.
AMERISOURCE HEALTH CORPORATION
AMERITECH
AMERITRADE HOLDING CORP-CL A
AMES DEPARTMENT STORES, INC.
AMGEN INC.
AMKOR TECHNOLOGY, INC.
AMP, INC.
AMR CORP.
AMRESCO INC.
AMSOUTH CORP.
ANADARKO PETROLEUM
ANADIGICS, INC.
ANALOG DEVICES
ANCHOR GAMING
ANCOR COMMUNICATIONS, INC.
ANDREA ELECTRONICS CORP.
ANDREW CORP.
ANGLOGOLD LIMITED
ANIXTER INTERNATIONAL, INC.
ANN TAYLOR STORES, INC.
ANNUITY AND LIFE RE (HOLDINGS)
ANSWERTHINK CONSULTING GROUP
ANTEC CORP.
ANTHRACITE CAPITAL INC.
APACHE CORPORATION
APEX, INC.
APOLLO GROUP, INC.
APPLE COMPUTER
APPLEBEES INT’L.
APPLIED MAGNETICS
APPLIED MATERIAL
APPLIED MICRO CIRCUITS CORP.
APPLIED POWER, INC.
APPLIED SCIENCE & TECHNOLOGY
APPLIX, INC.
APPLIX, INC.
APPNET SYSTEMS, INC.
APRIA HEALTHCARE GROUP, INC.
ARACRUZ CELLULOSE ADR
ARCADIA FINANCIAL LTD.
ARCTCO, INC.
ARGOSY GAMING COMPANY
ARIBA, INC.
ARKANSAS BEST CORP.
ARQULE, INC.
ARTERIAL VASCULAR ENGINEERING
Total
2573456
82208
14739214
23374
47980
5212
134816
278
8372
12819
195268
36968
91227
329806
12032
930
28170
176560
6206
12155
10614
69497
17997
36841
8803
73544
604939
30874
193769
57188
115870
17160
114492
8485
77691
19192
85647
31063
80075
43632
62361
23068
6741
21859
310
30533
67248
1227
76558
40402
28687
94162
35396
202279
226659
97413
7813
5609
24435
311
6128
45257
9739
1849
194
7739
29081
3903
665
17841
Contract Volume
Call
1573994
66149
10701291
19524
31489
3354
97590
278
4662
10170
105581
28141
59037
220173
6789
674
23121
130965
5143
7272
7479
52792
11475
25733
5041
60375
441589
18864
145889
40183
85104
8205
97974
6893
53962
13029
69893
28073
56226
40590
47321
13624
4567
10703
171
21060
43350
1006
59199
34564
16810
47221
29906
79193
145498
70625
6270
4788
21199
271
4604
34365
8424
1379
164
7612
18840
3087
645
15408
Put
999462
16059
4037923
3850
16491
1858
37226
0
3710
2649
89687
8827
32190
109633
5243
256
5049
45595
1063
4883
3135
16705
6522
11108
3762
13169
163350
12010
47880
17005
30766
8955
16518
1592
23729
6163
15754
2990
23849
3042
15040
9444
2174
11156
139
9473
23898
221
17359
5838
11877
46941
5490
123086
81161
26788
1543
821
3236
40
1524
10892
1315
470
30
127
10241
816
20
2433
Average Daily Volume
Total
Call
Put
10212
326
58489
93
666
21
535
1
33
51
775
147
1267
1309
48
4
112
701
119
48
42
276
87
146
35
292
2401
123
2691
227
460
238
454
135
308
76
1008
123
755
173
247
92
27
87
1
121
267
5
304
160
114
1308
140
803
2667
387
31
30
414
1
180
180
39
7
1
76
1212
15
3
71
6246
262
42465
77
437
13
387
1
19
40
419
112
820
874
27
3
92
520
99
29
30
209
55
102
20
240
1752
75
2026
159
338
114
389
109
214
52
822
111
530
161
188
54
18
42
1
84
172
4
235
137
67
656
119
314
1712
280
25
25
359
1
135
136
33
5
1
75
785
12
3
61
3966
64
16024
15
229
7
148
0
15
11
356
35
447
435
21
1
20
181
20
19
12
66
31
44
15
52
648
48
665
67
122
124
66
25
94
24
185
12
225
12
60
37
9
44
1
38
95
1
69
23
47
652
22
488
955
106
6
4
55
0
45
43
5
2
0
1
427
3
0
10
CBOE Equity Options Volume (Includes LEAPS)
Ticker
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
DQP
ASA
QQA
QDQ
IQB
MFQ
QDV
ATQ
QVS
AFS
AQR
A
AZN
T
AHQ
MFU
LMG
AGQ
QKA
ARC
AIQ
CGO
AQT
AOR
XUM
UBL
QFM
AN
UWB
AZO
SQO
AQI
QCV
AVI
AVA
AVP
AVX
AXF
AZR
GR
BPI
BQF
JBQ
BHI
DFQ
BBV
BFR
BRS
BTC
BWE
BAC
QMB
BK
MBK
ONE
QBP
BN
QYN
BKS
BEU
BMG
BAX
BAY
BDI
BBT
BRQ
BSC
BHQ
BEL
BLS
Stock
ARTESYN TECHNOLOGIES, INC.
ASA LTD.
ASCEND COMMUNICATIONS
ASE TEST LIMITED
ASM INTERNATIONAL, N.V.
ASM LITHOGRAPHY HOLDING NV
ASPECT DEVELOPMENT INC.
ASPECT TELECOMM.
ASSOCIATED BANC-CORP.
ASSOCIATES FIRST CAPITAL CORP.
ASTORIA FINANCIAL CORP.
ASTRA AB SER SPONS
ASTRAZENECA PLC ADS
AT & T CORP.
AT HOME CORPORATION
AT&T CANADA, INC. CL B
AT&T CORP-LIBERTY MEDIA GROUP
ATC COMMUNICATIONS GROUP, INC.
ATLANTIC COAST AIRLINES HOLDINGS
ATLANTIC RICHFIELD
ATLANTIC SOUTHEAST AIRLINES
ATLAS AIR, INC.
ATMEL
AURORA FOODS INC.
AUSPEX SYSTEMS, INC.
AUTOBYTEL.COM
AUTOMOBILE PROTECTION CORP.
AUTONATION, INC.
AUTOWEB.COM
AUTOZONE
AVADO BRANDS, INC.
AVID TECHNOLOGY, INC.
AVIRON
AVIS RENT A CAR, INC.
AVISTA CORPORATION
AVON PRODUCTS
AVX CORP.
AXA FINANCIAL, INC.
AZTAR CORP.
B.F. GOODRICH
BA MERCHANT SERVICES, INC.
BAAN COMPANY NV
BAKER (J) INC.
BAKER HUGHES
BALLARD POWER SYSTEMS, INC.
BANCO BILBAO VIZCAYA SA-ADR
BANCO FRANCES DEL RIO DE LE PLATA SA
BANCO RIO DE LA PLATA S.A. ADR
BANCTEC, INC.
BANCWEST CORP.
BANK OF AMERICA CORP.
BANK OF COMMERCE
BANK OF NEW YORK
BANK OF TOKYO MITSUBISHI, LTD.
BANK ONE CORP.
BANK PLUS CORP.
BANTA CORPORATION
BANYAN SYSTEMS INC.
BARNES AND NOBLE INC.
BARNSANDNOBLE.COM
BATTLE MOUNTAIN GOLD
BAXTER INT’L.
BAY NETWORKS
BAYARD DRILLING TECHNOLOGIES
BB&T CORPORATION
BEA SYSTEMS, INC.
BEAR STEARNS
BED BATH & BEYOND
BELL ATLANTIC CORP.
BELLSOUTH
Total
3563
4444
209399
15522
48661
35609
24152
294
20064
64729
26417
16205
46152
3568983
1671012
8512
106744
1511
11405
342889
1368
19943
385832
422
8513
5981
19688
238125
3160
36511
1858
12015
50617
11920
3242
135425
245
25724
24567
55862
112
124159
3705
27420
41500
9343
8533
4518
20718
4913
1037062
5078
155272
151010
395282
1056
965
85217
271350
57028
15081
85877
3690
92
16662
120364
117290
81235
478659
16558
Contract Volume
Call
2951
2628
133124
13012
36247
24674
19213
263
15969
52874
18120
13131
38395
2483506
1268859
7517
68995
1506
9724
235489
1245
15705
308867
226
7523
5072
16020
205268
2234
17874
958
8284
40688
6140
2800
79054
156
18413
20767
39560
82
88291
2902
18750
31308
6803
4674
3919
18560
4299
698970
4726
120307
130730
288736
886
755
76643
204411
40633
13176
72144
3358
72
12242
92215
75854
57747
296567
11286
Put
612
1816
76275
2510
12414
10935
4939
31
4095
11855
8297
3074
7757
1085477
402153
995
37749
5
1681
107400
123
4238
76965
196
990
909
3668
32857
926
18637
900
3731
9929
5780
442
56371
89
7311
3800
16302
30
35868
803
8670
10192
2540
3859
599
2158
614
338092
352
34965
20280
106546
170
210
8574
66939
16395
1905
13733
332
20
4420
28149
41436
23488
182092
5272
Average Daily Volume
Total
Call
Put
14
85
831
62
193
141
96
74
80
257
105
810
183
14163
6631
51
521
137
45
1361
5
79
1531
2
48
95
78
945
226
145
7
48
201
47
13
537
1
102
97
222
0
493
15
323
165
37
34
18
82
19
4115
20
616
599
1569
4
4
338
1077
396
60
341
15
0
66
478
465
322
1899
230
12
51
528
52
144
98
76
66
63
210
72
657
152
9855
5035
45
337
137
39
934
5
62
1226
1
43
81
64
815
160
71
4
33
161
24
11
314
1
73
82
157
0
350
12
221
124
27
19
16
74
17
2774
19
477
519
1146
4
3
304
811
282
52
286
13
0
49
366
301
229
1177
157
2
35
303
10
49
43
20
8
16
47
33
154
31
4307
1596
6
184
0
7
426
0
17
305
1
6
14
15
130
66
74
4
15
39
23
2
224
0
29
15
65
0
142
3
102
40
10
15
2
9
2
1342
1
139
80
423
1
1
34
266
114
8
54
1
0
18
112
164
93
723
73
15
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
16
UQQ
BBC
BBY
BUT
BS
QYD
BDU
BQX
BIU
BGQ
BIQ
BQS
QTG
BTX
BVF
BIR
BJS
BJ
BDK
BBI
BCQ
RST
BA
BCC
BOP
QMZ
BCU
BGP
BQL
BQN
QGB
BSX
BPA
QEF
BMY
BSY
BTY
BQK
RCQ
QVB
BRW
UBF
BDQ
BGL
BQE
BC
BOQ
QYB
BNI
BR
BQB
BBQ
CIT
CWP
CWZ
HKT
CS
CVC
CBT
CDN
QAZ
KPQ
UMP
ELY
TQP
CPB
CNI
CQC
COF
KRE
BELLWETHER EXPLORATION CO.
BERGEN BRUNSWIG
BEST BUY
BEST SOFTWARE INC.
BETHLEHEM STEEL
BEYOND.COM CORPORATION
BID.COM INTERNATIONAL INC.
BIOCHEM PHARMA, INC.
BIOCRYST PHARMACEUTICALS INC.
BIOGEN N.V.
BIOMET
BIOSITE DIAGNOSTICS, INC.
BIO-TECHNOLOGY GENERAL CORP.
BIOTIME INC.
BIOVAIL CORPORATION INTERNATIONAL
BIRMINGHAM STEEL CORPORATION
BJ SERVICES
BJ’S WHOLESALE CLUB, INC.
BLACK & DECKER
BLOCKBUSTER INC-CL A
BMC SOFTWARE, INC.
BOCA RESORTS, INC.
BOEING CO.
BOISE CASCADE
BOISE CASCADE OFFICE PRODUCTS CORP.
BOOKS-A-MILLION INC.
BORDEN CHEMICALS & PLASTICS
BORDERS GROUP, INC.
BORON LEPORE GROUP, INC.
BOSTON CHICKEN
BOSTON COMMUNICATIONS GROUP
BOSTON SCIENTIFIC
BP AMOCO PLC.
BRIGHTPOINT, INC.
BRISTOL-MYERS SQUIBB
BRITISH SKY BROADCASTING GROUP PLC ADS
BRITISH TELECOMM ADR
BROADBAND TECHNOLOGY
BROADCOM, INC.
BROADVISION, INC.
BROADWING INC.
BROCADE COMMUNICATIONS
BRODERBUND
BROOKE GROUP, LTD.
BROOKS AUTOMATION, INC.
BRUNSWICK CORP.
BUFFETS INC.
BUILDING ONE SERVICES CORP.
BURLINGTON NORTHERN
BURLINGTON RESOURCES
BURR BROWN CORP.
BUSINESS OBJECTS S.A. ADR
C.I.T. GROUP, INC.
CABLE&WIRE. ADR
CABLE&WIRE. COMMS-ADR
CABLE&WIRE. HKT LIMITED ADS
CABLETRON SYSTEMS
CABLEVISION SYSTEMS CORP.
CABOT CORPORATION
CADENCE DESIGN SYSTEMS
CADIZ, INC.
CAL DIVE INTERNATIONAL INC.
CALIFORNIA AMPLIFIER, INC.
CALLOWAY GOLF
CAMBRIDGE TECH PARTNERS
CAMPBELL SOUP COMPANY
CANADIAN NATIONAL RAILWAY CO.
CAPITAL AUTOMOTIVE REIT
CAPITAL ONE FINANCIAL
CAPITAL RE CORP.
Total
1230
77080
587304
4161
125178
154672
53897
34156
3088
303959
22954
671
80671
22909
47634
1547
116494
14040
56346
6381
453597
4682
1281172
35138
2322
53767
42247
65136
6060
12319
8437
426692
189864
132254
807847
577
8106
483
244663
30154
56612
16725
683
8810
1744
9471
6234
28016
55038
15881
2542
35622
14124
35989
51204
43529
89768
89438
1115
116046
4109
1068
17858
132152
32080
129438
11799
197
114128
1443
Contract Volume
Call
Put
1170
43702
372246
2379
83751
106112
48074
13671
1744
212020
17219
617
67338
17314
36954
1100
69408
12715
37033
5441
298586
4426
863672
30367
2099
41617
37404
51372
3764
0
7019
296450
125640
104711
591358
260
3714
453
166448
17188
50131
13900
405
5077
1530
6755
3424
19446
41047
13104
2305
28533
10848
25337
28343
29470
76029
70049
617
74697
3363
983
15485
95319
27303
85950
9076
147
79873
910
60
33378
215058
1782
41427
48560
5823
20485
1344
91939
5735
54
13333
5595
10680
447
47086
1325
19313
940
155011
256
417500
4771
223
12150
4843
13764
2296
12319
1418
130242
64224
27543
216489
317
4392
30
78215
12966
6481
2825
278
3733
214
2716
2810
8570
13991
2777
237
7089
3276
10652
22861
14059
13739
19389
498
41349
746
85
2373
36833
4777
43488
2723
50
34255
533
Average Daily Volume
Total
Call
Put
5
306
2331
20
497
614
372
136
39
1206
91
3
320
91
189
6
462
56
224
71
1800
19
5084
139
9
232
168
258
24
49
33
1693
753
525
3206
2
32
2
971
580
225
727
3
35
7
38
25
111
218
305
10
141
56
143
203
173
1247
355
4
461
16
4
303
524
377
514
47
1
453
6
5
173
1477
11
332
421
332
54
22
841
68
3
267
69
147
4
275
50
147
60
1185
18
3427
121
8
179
148
204
15
0
28
1176
499
416
2347
1
15
2
661
331
199
604
2
20
6
27
14
77
163
252
9
113
43
101
112
117
1056
278
2
296
13
4
262
378
321
341
36
1
317
4
0
132
853
9
164
193
40
81
17
365
23
0
53
22
42
2
187
5
77
10
615
1
1657
19
1
52
19
55
9
49
6
517
255
109
859
1
17
0
310
249
26
123
1
15
1
11
11
34
56
53
1
28
13
42
91
56
191
77
2
164
3
0
40
146
56
173
11
0
136
2
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
CAH
CWC
CCL
CRE
UCN
CAR
KWQ
YQC
PWN
QAN
CDX
CAT
CQO
CBS
QAG
UQB
NWQ
DWQ
LQH
QII
QJC
EQL
QCM
CD
CTX
COQ
EQH
CQA
CQE
CEN
CQN
CHA
CMB
UEY
KEQ
FCQ
CHV
CHL
CIQ
QDT
CCN
HQC
CB
CDU
EUQ
CI
CUF
CIN
CC
KMX
CUQ
CYQ
C
XSQ
CYN
CNW
CKR
OIQ
CLE
QCY
CMH
CCU
CDG
CLX
QGC
CMS
QKW
CNF
CQX
CGP
Total
CARDINAL HEALTH INC.
254
CARIBINER INT’L. INC.
1264
CARNIVAL CORP.
89874
CARR REALTY CORPORATION
1237
CARRIER ACCESS CORPORATION
25625
CARTER-WALLACE
6812
CASELLA WASTE SYSTEMS, INC.
10449
CASEYS GENERAL STORES, INC.
1441
CASH AMERICA INT’L. INC.
367
CATALYTICA, INC.
18439
CATELLUS
1642
CATERPILLAR
23015
CATO CORP.
2470
CBS INC.
24535
CBT GROUP PLC
64991
C-CUBE MICROSYSTEMS, INC.
188861
CDNOW, INC.
114143
CDW COMPUTER CENTERS, INC.
32997
CELGENE CORP.
58211
CELL GENESYS, INC.
1123
CELL PATHWAYS INC.
22226
CELLSTAR INC.
120622
CELLULAR COMMUNICATIONS INTERNATIONAL
1011
CENDANT CORPORATION
579040
CENTEX CORPORATION
9326
CENTOCOR
9676
CENTRAL GARDEN & PET CO.
24730
CENTURY COMMUNICATIONS
22340
CEPHALON INC.
70429
CERIDIAN
18182
CERNER CORP.
56354
CHAMPION INTERNATIONAL
72272
CHASE MANHATTAN
94643
CHEAP TICKETS INC.
19133
CHECK POINT SOFTWARE TECH.
118173
CHECKFREE HOLDINGS CORP.
87790
CHEVRON CORP.
19521
CHINA TELECOM (HONG KONG) LIMITED
18655
CHIRON CO.
115374
CHOLESTECH CORP.
219
CHRIS CRAFT INDUSTRIES
142
CHRONIMED, INC.
10280
CHUBB CORPORATION (THE)
68841
CIDCO, INC.
2875
CIENA CORPORATION, INC.
986301
CIGNA CORP.
67192
CINAR CORP.
8252
CINERGY CORP.
3969
CIRCUIT CITY STORES
23029
CIRCUIT CITY STORES, INC.
194
CIRRUS LOGIC, INC.
87954
CISCO SYSTEMS
6481157
CITIGROUP, INC.
2622039
CITRIX SYSTEMS, INC.
412231
CITY NATIONAL CORP.
6841
CK WITCO CORP.
7340
CKE RESTAURANTS, INC.
35814
CKS GROUP, INC.
7158
CLAIRE’S STORES, INC.
41917
CLARIFY, INC.
76822
CLAYTON HOMES, INC.
5452
CLEAR CHANNEL COMMUNICATIONS, INC.
167750
CLIFFS DRILLING
5006
CLOROX CO.
12194
CMGI, INC.
1764796
CMS ENERGY CORPORATION
6692
CNET, INC.
301978
CNF TRANSPORTATION, INC.
25411
CNS INC.
33
COASTAL CORP.
14491
Contract Volume
Call
Put
234
1013
61993
983
18907
4910
8867
1181
292
11352
1567
12611
1846
16064
56671
157086
86048
24434
50526
863
18786
94700
951
443650
5720
8687
8415
16301
59284
12395
42160
58922
58873
13539
93067
66651
13128
15528
94746
170
88
8410
52098
2242
796907
50639
5541
3030
19746
179
72226
4742463
1819854
308068
5719
5436
20165
6217
30155
66607
3758
120759
4709
5039
1226810
3090
207996
17607
28
12146
20
251
27881
254
6718
1902
1582
260
75
7087
75
10404
624
8471
8320
31775
28095
8563
7685
260
3440
25922
60
135390
3606
989
16315
6039
11145
5787
14194
13350
35770
5594
25106
21139
6393
3127
20628
49
54
1870
16743
633
189394
16553
2711
939
3283
15
15728
1738694
802185
104163
1122
1904
15649
941
11762
10215
1694
46991
297
7155
537986
3602
93982
7804
5
2345
Average Daily Volume
Total
Call
Put
64
5
357
5
177
27
45
6
1
73
7
320
10
341
258
749
453
131
231
4
95
479
4
2298
37
509
98
89
279
72
224
287
1314
217
469
348
271
74
458
1
1
41
273
36
3914
267
44
16
443
1
349
25719
10405
1636
27
87
142
28
166
305
22
666
20
235
7003
27
1198
101
0
58
59
4
246
4
130
19
39
5
1
45
6
175
7
223
225
623
341
97
201
3
81
376
4
1761
23
457
33
65
235
49
167
234
818
154
369
264
182
62
376
1
0
33
207
28
3162
201
29
12
380
1
287
18819
7222
1222
23
65
80
25
120
264
15
479
19
97
4868
12
825
70
0
48
5
1
111
1
46
8
7
1
0
28
0
145
2
118
33
126
111
34
30
1
15
103
0
537
14
52
65
24
44
23
56
53
497
64
100
84
89
12
82
0
0
7
66
8
752
66
14
4
63
0
62
6900
3183
413
4
23
62
4
47
41
7
186
1
138
2135
14
373
31
0
9
17
CBOE Equity Options Volume (Includes LEAPS)
Ticker
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
18
KOF
KO
CCE
CDE
QHO
QLR
CL
QCW
CQF
COL
COB
CQH
KHQ
CQK
LQC
CQ
BRH
VNT
CPQ
CQQ
ICQ
CPU
CA
ZQH
QXT
CSC
QDO
CWQ
CRK
CQV
QYS
QXF
UCD
URC
QXN
COC
CKO
CNC
CNX
XQF
CGX
CAL
CVG
KUA
CFL
GLW
XQP
CCA
CGA
CQT
QCE
COU
CVD
OVQ
UVC
COX
QTO
CYR
RFQ
CQR
UPA
QYW
QGA
CUU
CUM
NQH
HQU
UXC
KBQ
HFQ
Stock
COCA COLA FEMSA ADR
COCA-COLA COMPANY
COCA-COLA ENTERPRISES
COEUR D’ALENE MINES
COHO ENERGY, INC.
COINSTAR, INC.
COLGATE PALMOLIVE
COLORADO MEDTECH INC.
COLT TELECOM GROUP PLC-ADR
COLUMBIA HOSPITAL
COLUMBIA LABORATORIES, INC.
COM21, INC.
COMAIR HOLDINGS, INC.
COMCAST SPEC.
COMMONWEALTH INDUSTRIES INC.
COMMUNICATION SATELLITE
COMPANHIA CERVEJARIA BRAHMA-PR
COMPANIA ANONIMA NACIONAL TELE
COMPAQ COMPUTERS
COMPLETE BUSINESS SOLUTIONS
COMPUCOM SYSTEMS, INC.
COMPUSA
COMPUTER ASSOC. INT’L.
COMPUTER HORIZONS CORP.
COMPUTER LEARNING CENTERS, INC.
COMPUTER SCIENCES
COMPUTERNETWORK TECHNOLOGY CORP.
COMPUWARE
COMSTOCK RESOURCES, INC.
COMVERSE TECHNOLOGY
CONCENTRA MANAGED CARE, INC.
CONCENTRIC NETWORK CORP.
CONCORD COMMUNICATIONS INC.
CONCURRENT COMPUTER CORP.
CONEXANT SYSTEMS, INC.
CONOCO, INC. CLA
CONOCO, INC. CLB
CONSECO, INC.
CONSOL ENERGY INC.
CONSOLIDATED FREIGHTWAYS CORP.
CONSOLIDATED GRAPHICS, INC.
CONTINENTAL AIRLINES
CONVERGYS CORP.
COPPER MOUNTAIN NETWORKS, INC.
CORESTATES FINANCIAL CORP.
CORNING INC.
CORPORATE EXPRESS, INC.
CORRECTIONS CORPORATION OF AMERICA
CORUS GROUP PLS ADS
COTT INC.
COULTER PHARMACEUTICAL, INC.
COVAD COMMUNICATIONS GROUP, INC.
COVANCE INC.
COVENTRY HEALTH CARE, INC.
COVERGENT COMMUNICATIONS
COX COMMUNICATIONS
COYOTE NETWORK SYSTEMS, INC.
CRAY RESEARCH
CREATIVE TECH
CREE RESEARCH, INC.
CRITICAL PATH, INC.
CROWN CASTLE INTERNATIONAL CORP.
CSG SYSTEMS INTERNATIONAL, INC.
CTC COMMUNICATIONS CORP.
CUMMINS ENGINE COMPANY, INC.
CURATIVE HEALTH SERVICES, INC.
CUSTOMTRACKS CORPORATION
CV THERAPEUTICS, INC.
CYBERCASH, INC.
CYBERGUARD CORPORATION
Total
7534
1719896
167277
57742
10
13409
186553
24515
14830
63444
19066
56372
21460
33490
938
1704
109
46176
679938
31200
1916
346590
511842
86277
30028
149403
33700
598289
1779
207208
13152
132588
10939
10623
187386
129225
5350
369244
578
9320
7330
29823
26974
20916
484
230639
51454
2017
1709
524
47738
63589
26058
9177
11593
80254
28271
19127
42407
101925
39242
9644
36378
5880
50178
8611
224783
874
136966
54
Contract Volume
Call
Put
5803
1022305
86306
46339
10
10741
133600
17188
5648
45208
16150
45682
16495
21659
731
890
9
31506
520831
24822
1818
278772
327784
64823
14575
98331
28013
360778
1417
142009
8578
110207
7660
9023
142646
75712
4640
217983
215
6380
5531
21260
22486
13768
416
193498
46432
693
1447
155
26850
47854
16218
8479
9129
65146
24724
17855
34335
78815
28311
5590
30075
5193
21011
5863
176830
814
115766
54
1731
697591
80971
11403
0
2668
52953
7327
9182
18236
2916
10690
4965
11831
207
814
100
14670
159107
6378
98
67818
184058
21454
15453
51072
5687
237511
362
65199
4574
22381
3279
1600
44740
53513
710
151261
363
2940
1799
8563
4488
7148
68
37141
5022
1324
262
369
20888
15735
9840
698
2464
15108
3547
1272
8072
23110
10931
4054
6303
687
29167
2748
47953
60
21200
0
Average Daily Volume
Total
Call
Put
30
6825
664
229
0
59
740
105
59
252
76
224
85
394
4
33
0
183
7999
124
8
1375
2031
342
119
593
151
2374
7
822
52
526
50
322
744
513
55
1465
6
37
29
118
107
498
2
915
204
8
7
2
189
374
103
36
414
318
112
76
168
404
314
38
144
61
199
34
961
15
544
0
23
4057
342
184
0
47
530
74
22
179
64
181
65
255
3
17
0
125
6127
99
7
1106
1301
257
58
390
126
1432
6
564
34
437
35
273
566
300
48
865
2
25
22
84
89
328
2
768
184
3
6
1
107
281
64
34
326
259
98
71
136
313
226
22
119
54
83
23
756
14
459
0
7
2768
321
45
0
12
210
31
36
72
12
42
20
139
1
16
0
58
1872
25
0
269
730
85
61
203
26
943
1
259
18
89
15
48
178
212
7
600
4
12
7
34
18
170
0
147
20
5
1
1
83
93
39
3
88
60
14
5
32
92
87
16
25
7
116
11
205
1
84
0
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
QOO
QAJ
CAQ
QVX
YQB
CQG
CY
CYM
YQK
DAI
DCX
DTL
DQN
DCN
QQX
DRI
BQD
QM
DGN
UDP
XBQ
DAB
DH
DLM
DLQ
DPH
DLP
DAL
DLW
XRQ
CUH
DDC
DT
DVN
DAQ
DO
DUP
DEC
DQI
DME
DIS
DIR
DTG
DLJ
DK
QTD
DOW
DBQ
RXQ
DKU
DUG
DQC
DPQ
DD
DQR
DUQ
ETV
HGQ
QKL
QER
EMN
EK
ETN
QXB
EUL
QHS
ECQ
IQV
ECL
AGE
CYBERIAN OUTPOST INC.
CYBERONICS, INC.
CYBERSOURCE CORP.
CYBEX COMPUTER PRODUCTS CORP.
CYLINK CORP.
CYMER, INC.
CYPRESS SEMICONDUCTOR
CYPRUS AMAX MINERALS
CYTYC CORP.
DAIMLER BENZ AG
DAIMLERCHRYSLER AG
DAL-TILE INTERNATIONAL INC.
DAMARK INT’L, INC.
DANA CORPORATION
DAOU SYSTEMS, INC.
DARDEN RESTAURANTS, INC.
DATA BROADCASTING CORP.
DATA DIMENSIONS INC.
DATA GENERAL
DATA PROCESSING RESOURCES CORP.
DATAWORKS CORP.
DAVE & BUSTER’S, INC.
DAYTON HUDSON
DEL MONTE FOODS COMPANY
DELL COMPUTERS
DELPHI AUTOMOTIVE SYSTEMS
DELTA & PINE LAND CO.
DELTA AIRLINES
DELTA WOODSIDE INDUSTRIES
DENTSPLY INT’L.
DESTIA COMMUNICATIONS, INC.
DETROIT DIESEL CORP.
DEUTSCHE TELEKOM AG
DEVON ENERGY CORP.
DIAMOND MULTIMEDIA SYSTEMS, INC.
DIAMOND OFFSHORE DRILLING
DIAMOND TECH PARTNERS INC.
DIGITAL EQUIPMENT
DIGITAL RIVER, INC.
DIME SAVINGS BANK OF NY
DISNEY
DLJDIRECT
DOLLAR THRIFTY AUTOMOTIVE GROUP
DONALDSON, LUFKIN & JENRETTE
DONNA KARAN INTERNATIONAL, INC.
DOUBLECLICK INC.
DOW CHEMICAL
DRESS BARN
DREXLER TECHNOLOGY CORPORATION
DRKOOP.COM
DRUG EMPORIUM INC.
DSP COMMUNICATIONS, INC.
DSP GROUP INC.
DUPONT (E.I.)
DURA PHARMACEUTICALS INC.
DURAMED PHARMACEUTICALS, INC.
E4L, INC.
EAGLE HARDWARE
EARTHLINK NETWORK, INC.
EARTHSHELL CORP.
EASTMAN CHEMICAL CO.
EASTMAN KODAK
EATON CORP.
EBAY, INC.
ECHELON CORPORATION
ECHOSTAR COMMUNICATIONS CORP.
ECI TELECOM
ECLIPSYS CORP.
ECOLAB, INC.
EDWARDS (A.G.)
Total
66730
19313
5624
10650
4479
61307
248913
48421
17184
6710
247194
4758
6777
16907
21088
3246
547640
5173
22944
1565
367
15774
18985
3396
3200230
36213
306968
304987
1323
5897
1259
3844
11716
15243
57807
233958
10577
294
63910
309
324824
45027
3621
68863
450
769502
143519
2149
1695
5882
4021
111047
71630
227297
29974
59979
34718
3730
191176
23460
20334
634597
16983
1209538
32605
198944
57923
13374
4263
53003
Contract Volume
Call
Put
51422
15496
4371
9332
3458
41309
203230
34639
13013
4157
160581
4002
5943
13507
17975
2508
454066
4012
14299
930
292
10042
14235
1875
2148719
27186
183429
188726
983
2982
760
3486
7136
13252
52220
164181
5316
294
51098
218
241567
35095
2814
54830
291
531925
85830
1043
1006
4431
3735
95445
55216
101438
22936
48520
28671
3148
143567
19436
12996
340451
10413
706922
26890
141243
41523
9331
3133
41992
15308
3817
1253
1318
1021
19998
45683
13782
4171
2553
86613
756
834
3400
3113
738
93574
1161
8645
635
75
5732
4750
1521
1051511
9027
123539
116261
340
2915
499
358
4580
1991
5587
69777
5261
0
12812
91
83257
9932
807
14033
159
237577
57689
1106
689
1451
286
15602
16414
125859
7038
11459
6047
582
47609
4024
7338
294146
6570
502616
5715
57701
16400
4043
1130
11011
Average Daily Volume
Total
Call
Put
290
77
141
43
18
243
988
192
68
27
981
20
27
67
84
13
2173
21
270
8
1
63
264
21
34785
165
1218
1210
5
23
33
15
46
60
229
928
51
1
278
77
1289
315
14
273
2
3054
570
9
7
77
29
441
284
902
119
238
143
15
759
93
81
2518
67
5191
184
789
230
56
17
210
224
61
109
37
14
164
806
137
52
16
637
17
24
54
71
10
1802
16
168
5
1
40
198
12
23356
124
728
749
4
12
20
14
28
53
207
652
26
1
222
55
959
245
11
218
1
2111
341
4
4
58
27
379
219
403
91
193
118
12
570
77
52
1351
41
3034
152
560
165
39
12
167
67
15
31
5
4
79
181
55
17
10
344
3
3
13
12
3
371
5
102
3
0
23
66
9
11429
41
490
461
1
12
13
1
18
8
22
277
25
0
56
23
330
69
3
56
1
943
229
4
3
19
2
62
65
499
28
45
25
2
189
16
29
1167
26
2157
32
229
65
17
4
44
19
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
20
FUW
QOL
BXQ
ELN
XQQ
EQO
EIQ
EZQ
EDS
EFQ
ELF
EMC
MTQ
QMJ
ICA
UML
QEM
QEN
EC
ENE
ESV
ETR
QMA
QYE
ENZ
QYZ
EOG
PQS
QTP
ENT
EQU
RQC
QFC
SEQ
EL
EVU
ETU
QGR
RE
EXQ
XQA
ECI
XUL
XNQ
KQB
QED
ESA
EUT
XON
UFQ
FCS
FLC
JZQ
FDX
FJC
FRE
FNM
FD
FII
FNF
FLH
ILQ
FHT
FQN
FQL
FDC
HLQ
FQB
SQB
TUM
EFAX.COM, INC.
EGGHEAD.COM INC.
EINSTEIN/NOAH BAGEL CORPORATION
ELAN CORP.
ELECTRIC LIGHTWAVE, INC.
ELECTRO SCIENTIFIC INDUSTRIES, INC.
ELECTROGLAS, INC.
ELECTRONIC ARTS CORP.
ELECTRONIC DATA SYSTEMS CORPORATION
ELECTRONICS FOR IMAGING
ELF AQUITAINE ADR
EMC CORP.
EMISPHERE TECHNOLOGIES, INC.
EMMIS COMMUNICATIONS CORP. CL
EMPRESAS ICA SOCIEDAD
EMULEX CORP.
ENCAD, INC.
ENDOSONICS CORP.
ENGELHARD CO.
ENRON INC.
ENSCO INTERNATIONAL INCORPORATED
ENTERGY
ENTREMED, INC.
ENTRUST TECHNOLOGIES, INC.
ENZO BIOCHEM
ENZON, INC.
EOG RESOURCES, INC.
EPICOR SOFTWARE CORP.
EPITOPE, INC.
EQUANT NV
EQUITY CORPORATION INTERNATION
ERICSSON (L.M.) TELEPHONE CO.
ESC MEDICAL SYSTEMS LIMITED
ESS TECHNOLOGY, INC.
ESTEE LAUDER COMPANIES INC.
E-TEK DYNAMICS, INC.
ETOYS INC.
E-TRADE GROUP, INC.
EVEREST REINSURANCE HOLDINGS
EXABYTE
EXCALIBUR TECHNOLOGIES CORP.
EXCEL COMMUNICATIONS, INC.
EXCEL SWITCHING CORPORATION
EXCEL TECHNOLOGY, INC.
EXCITE, INC.
EXODUS COMMUNICATION, INC.
EXTENDED STAY AMERICA, INC.
EXTREME NETWORKS, INC.
EXXON MOBIL CORP.
EZENIA! INC.
FAIRCHILD SEMICONDUCTOR INT’L.
FALCON DRILLING
FAMILY GOLF CENTERS, INC.
FDX CORPORATION
FEDDERS CORPORATION
FEDERAL HOME LOANS
FEDERAL NATIONAL MTGE.
FEDERATED DEPT STORES
FEDERATED INVESTORS INC-CL B
FIDELITY NATIONAL FINANCIAL
FILA HOLDING S.P.A.
FILENET
FINGERHUT COMPANIES, INC.
FINISH LINE, INC.
FIRST ALERT, INC.
FIRST DATA CORP.
FIRST HEALTH GROUP CORP.
FIRST SECURITY CORP.
FIRST SENTINEL BANCORP, INC.
FIRST SIERRA FINANCIAL, INC.
Total
21698
285420
30
386854
25118
14633
6913
98557
6556
94215
11087
2305446
17360
1484
9138
69367
2463
7718
12862
380479
105033
6651
101199
54152
49851
30813
79599
34365
17520
31310
1615
262213
33282
67800
25302
47985
124849
1225125
117
305
21168
142
20718
7585
379725
246371
4631
50393
589522
12213
4078
51120
20487
659757
382
9180
77224
56691
525
15030
17736
34041
43150
18835
3913
48096
9550
6414
4303
9866
Contract Volume
Call
Put
17650
207601
30
250613
23778
12585
5641
61487
4159
69424
4952
1648720
14680
1221
3514
44136
1920
6176
9827
263917
89655
5869
73743
44818
40206
26392
68848
26169
14884
19348
1405
180301
22571
57694
9167
32717
82569
916074
117
114
18364
85
18523
6753
260355
162846
3962
35760
418193
10293
3851
42244
12195
413260
356
5999
45274
40227
471
8912
13412
29233
36655
17416
3119
39308
4030
4818
3818
8779
4048
77819
0
136241
1340
2048
1272
37070
2397
24791
6135
656726
2680
263
5624
25231
543
1542
3035
116562
15378
782
27456
9334
9645
4421
10751
8196
2636
11962
210
81912
10711
10106
16135
15268
42280
309051
0
191
2804
57
2195
832
119370
83525
669
14633
171329
1920
227
8876
8292
246497
26
3181
31950
16464
54
6118
4324
4808
6495
1419
794
8788
5520
1596
485
1087
Average Daily Volume
Total
Call
Put
132
1133
0
1535
100
58
27
391
243
374
44
9149
69
6
36
478
10
31
51
1510
417
26
402
215
198
125
316
136
70
124
6
1041
132
269
100
331
1419
4862
0
1
84
1
116
30
1507
978
18
427
2339
48
83
601
81
2618
2
177
909
225
2
60
70
135
171
75
245
191
38
25
18
79
107
824
0
994
94
50
22
244
154
275
20
6543
58
5
14
304
8
25
39
1047
356
23
293
178
160
107
273
104
59
77
6
715
90
229
36
226
938
3635
0
0
73
0
103
27
1033
646
16
303
1659
41
79
497
48
1640
1
115
533
160
2
35
53
116
145
69
195
156
16
19
16
70
25
309
0
541
5
8
5
147
89
98
24
2606
11
1
22
174
2
6
12
463
61
3
109
37
38
18
43
33
10
47
1
325
43
40
64
105
480
1226
0
1
11
0
12
3
474
331
3
124
680
8
5
104
33
978
0
61
376
65
0
24
17
19
26
6
50
35
22
6
2
9
CBOE Equity Options Volume (Includes LEAPS)
Ticker
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
FTU
FUR
FSR
FSH
FBF
FLS
FLR
FMC
FQX
FMX
F
FQO
FRX
FST
FJ
RQF
FHS
FOX
FTE
FCX
FSC
GQG
FMS
FGH
TQZ
FUO
FRV
FTL
FQH
QML
FNU
FBN
FXQ
EQK
GLC
QFG
GPS
DQQ
IT
UIT
GTW
GCR
GET
QLF
GY
DNA
BGC
MPP
GD
GE
GIC
GGQ
GM
GMH
GQN
GPU
QFE
QHF
YQZ
GZQ
GEQ
QZG
GP
QEG
GFU
GQD
QGT
FQI
GDQ
G
Stock
FIRST UNION
FIRST UNION REAL ESTATE EQUITY
FIRSTAR CORP.
FISHER SCIENTIFIC
FLEETBOSTON FINANCIAL CORP.
FLOWSERVE CORPORATION
FLUOR CORP.
FMC CORPORATION
FOAMEX INTERNATIONAL, INC.
FOMENTO ECONOMICO MEXICANO
FORD MOTOR CO.
FORE SYSTEMS, INC.
FOREST LABS
FOREST OIL CORP.
FORT JAMES CORPORATION
FORTE SOFTWARE, INC.
FOUNDATION HEALTH SYSTEMS
FOX ENTERTAINMENT GROUP, INC.
FRANCE TELECOM S.A.
FREEPORT MC CL B
FREEPORT MCMORAN SULPHUR
FRENCH FRAGRANCES, INC.
FRESENIUS MEDICAL CARE AG ADS
FRIEDE GOLDMAN HALTER, INC.
FRITZ COMPANIES, INC.
FRONTIER AIRLINES INC.
FRONTIER CORP. ADJ.
FRUIT OF THE LOOM, LTD.
FSI INTERNATIONAL
FUISZ TECHNOLOGIES LTD.
FUNDTECH LTD.
FURNITURE BRANDS INTERNATIONAL
FVC. COM, INC.
GADZOOKS, INC.
GALILEO INTERNATIONAL, INC.
GALILEO TECHNOLOGY LTD.
GAP STORES
GARDEN RIDGE CORPORATION
GARTNER GP. CLA
GARTNER GP. CLB
GATEWAY, INC.
GAYLORD CONTAINER CORP.
GAYLORD ENTERTAINMENT CO.
GEMSTAR INTERNATIONAL LTD.
GENCORP
GENENTECH, INC.
GENERAL CABLE CORP.
GENERAL CIGAR HOLDINGS, INC.
GENERAL DYNAMICS
GENERAL ELECTRIC
GENERAL INSTRUMENTS CORP.
GENERAL MAGIC, INC.
GENERAL MOTORS
GENERAL MTRS H
GENERAL NUTRITION CO.
GENERAL PUBLIC UTILITIES CORP.
GENESIS MICROCHIP, INC.
GENESYS TELECOM LABS INC.
GENZYME CORP. TISSUE REPAIR DIV.
GENZYME CORPORATION
GENZYME TRANSGENICS CORPORATION
GEOCITIES
GEORGIA-PACIFIC
GEOTEL COMMUNICATIONS CORP.
GERALD STEVENS, INC.
GERON CORP.
GETTY IMAGES INC.
GILAT SATELLITE NETWORKS, LTD.
GILEAD SCIENCES
GILLETTE
Total
45958
8698
116070
1431
9204
2514
38249
1934
2964
2102
748991
238079
137799
14391
34887
30638
20434
31512
1163
24599
65
4428
216
43982
698
9902
27717
214600
18610
17494
12402
10044
24736
20378
15379
45507
427102
1145
36724
1037
869204
12867
3034
150861
694
18115
17967
4713
39236
2488150
21002
93833
743762
114242
86527
3069
95978
46066
10
95013
416
15969
43646
21981
2410
62146
15139
52757
13506
156012
Contract Volume
Call
Put
27690
5233
96210
1431
7265
1541
22768
1504
1867
1107
452350
194597
130401
12618
25530
26351
16702
23609
823
16279
0
3177
76
30427
460
9146
20814
144047
16915
12444
8554
7857
21273
16145
13596
36706
268961
1108
26589
947
483503
12243
1736
121589
617
15698
13878
2035
33633
1502945
17065
60593
529219
85785
70640
2091
58928
39130
10
67621
256
6128
24300
19374
2086
51440
11389
38577
6267
86612
18268
3465
19860
0
1939
973
15481
430
1097
995
296641
43482
7398
1773
9357
4287
3732
7903
340
8320
65
1251
140
13555
238
756
6903
70553
1695
5050
3848
2187
3463
4233
1783
8801
158141
37
10135
90
385701
624
1298
29272
77
2417
4089
2678
5603
985205
3937
33240
214543
28457
15887
978
37050
6936
0
27392
160
9841
19346
2607
324
10706
3750
14180
7239
69400
Average Daily Volume
Total
Call
Put
541
35
461
6
144
10
152
8
12
8
2972
945
547
57
138
122
81
125
5
98
0
18
1
175
3
68
110
852
74
69
80
40
98
81
61
181
1695
5
146
9
3449
51
12
599
3
625
71
19
156
9874
247
372
2951
453
343
12
381
183
0
377
2
72
173
87
25
247
60
209
260
2167
326
21
382
6
114
6
90
6
7
4
1795
772
517
50
101
105
66
94
3
65
0
13
0
121
2
63
83
572
67
49
55
31
84
64
54
146
1067
4
106
9
1919
49
7
482
2
541
55
8
133
5964
201
240
2100
340
280
8
234
155
0
268
1
27
96
77
22
204
45
153
121
1203
215
14
79
0
30
4
61
2
4
4
1177
173
29
7
37
17
15
31
1
33
0
5
1
54
1
5
27
280
7
20
25
9
14
17
7
35
628
0
40
1
1531
2
5
116
0
83
16
11
22
3910
46
132
851
113
63
4
147
28
0
109
1
44
77
10
3
42
15
56
139
964
21
CBOE Equity Options Volume (Includes LEAPS)
Ticker
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
22
GLX
GQM
QGL
QGV
GQC
GIX
GLM
GTS
YVQ
GO
GQI
GSB
GFI
GND
GLK
GNT
GPT
GFF
DA
TV
GTR
QGS
GQB
GTE
GTK
GUC
GDT
GQF
GUR
GOU
GRL
QIF
GAC
GMQ
HDC
HAE
QQH
HAL
HQ
HDL
MAH
HAN
H
JH
HAR
LOQ
HET
HRS
HLI
HMA
HUT
HS
HRC
HQK
HMY
HNZ
HF
HP
HEB
HQE
HQR
QTB
HRZ
HWP
HFS
HXQ
HIB
HSU
HIW
HLT
Stock
GLAXO HOLDING
GLENAYRE TECH.
GLIATECH INC.
GLOBAL CROSSING LTD.
GLOBAL IMAGING SYSTEMS INC.
GLOBAL INDUSTRIAL TECHNOLOGIES
GLOBAL MARINE, INC.
GLOBAL TELESYSTEMS GROUP, INC.
GLOBALSTAR TELECOMMUNICATIONS
GO.COM
GO2NET, INC.
GOLDEN STATE BANCORP INC.
GRAHAM FIELD HEALTH PRODUCTS
GRAND CASINOS
GREAT LAKES CHEMICAL
GREEN TREE FINANCIAL
GREENPOINT FINANCIAL CORP.
GRIFFON CORPORATION
GROUPE DANONE-ADR
GRUPO TELEVISA
GRUPO TRIBASA S.A. ADR
GST TELECOMMUNICATIONS, INC.
GT INTERACTIVE SOFTWARE CORP.
GTE CORP.
GTECH
GUCCI GROUP, INC.
GUIDANT CORP.
GUILFORD PHARMACEUTICALS, INC.
GUITAR CENTER INC.
GULF CANADA RESOURCES LTD.
GULF INDONESIA RESOURCES, LTD.
GULF ISLAND FABRICATION, INC.
GULFSTREAM AEROSPACE CORPORATION
GYMBOREE CORP.
HADCO CORPORATION
HAEMONETICS
HAIN FOOD GROUP, INC.
HALLIBURTON
HAMBRECHT & QUIST GROUP
HANDLEMAN CORPORATION
HANNA (M.A.) COMPANY
HANSON TRUST
HARCOURT GENERAL
HARLAND (JOHN H.) COMPANY
HARMAN INTERNATIONAL INDUSTRIES
HARMONIC, INC.
HARRAHS ENTERTAINMENT
HARRIS CORP.
HARTFORD LIFE, INC.
HEALTH MANAGEMENT ASSOCIATES, INC.
HEALTHEON/WEBMD CORP.
HEALTHSOURCE, INC.
HEALTHSOUTH CORPORATION
HEARTPORT, INC.
HEILIG-MEYERS, INC.
HEINZ (H. J.)
HELLER FINANCIAL INC.
HELMERICH & PAYNE, INC.
HEMISPHERX BIOPHARMA, INC.
HENRY SCHEIN, INC.
HERBALIFE CL A
HERBALIFE CL B
HERTZ CORP.
HEWLETT-PACKARD
HFS INC.
HI/FN, INC.
HIBERNIA
HIGH SPEED ACCESS CORP.
HIGHWOODS PROPERTIES, INC.
HILTON HOTELS
Total
5094
26782
20156
806889
17039
4988
285183
219520
241365
8568
135844
17485
345
3121
13227
2210
25354
193
468
67370
110
30238
12927
7872
12548
75103
37815
15664
4200
198
1467
6412
16181
13229
19701
1510
69312
681476
36599
8367
2093
2548
2171
1129
1508
53702
62172
15524
1072
131523
39549
78391
312986
4816
8374
96834
5625
13432
27030
13802
3773
5442
1411
1856299
1
263
62686
11966
2388
14885
Contract Volume
Call
Put
3691
23417
16501
572813
10771
4340
232500
148466
156884
7493
100251
13468
80
2941
9910
2034
15470
105
190
35835
20
26080
12422
5963
4260
55616
16495
11792
3156
115
1077
5888
6470
9736
15260
996
59633
479057
28382
7394
1647
1683
1757
1021
755
37045
50690
10685
485
108918
30418
62514
219580
4116
5189
70155
4874
10157
22692
7108
2092
3460
922
1119013
1
178
51458
10532
1979
11596
1403
3365
3655
234076
6268
648
52683
71054
84481
1075
35593
4017
265
180
3317
176
9884
88
278
31535
90
4158
505
1909
8288
19487
21320
3872
1044
83
390
524
9711
3493
4441
514
9679
202419
8217
973
446
865
414
108
753
16657
11482
4839
587
22605
9131
15877
93406
700
3185
26679
751
3275
4338
6694
1681
1982
489
737286
0
85
11228
1434
409
3289
Average Daily Volume
Total
Call
Put
98
106
80
3202
80
20
1132
871
958
306
638
69
1
12
52
9
101
1
2
267
0
120
51
109
50
298
525
62
22
1
6
25
64
52
78
6
275
2704
145
33
8
10
9
4
6
213
247
62
4
522
412
311
1242
19
33
384
22
53
107
55
15
22
6
7366
0
66
249
155
9
286
71
93
65
2273
51
17
923
589
623
268
471
53
0
12
39
8
61
0
1
142
0
103
49
83
17
221
229
47
17
0
4
23
26
39
61
4
237
1901
113
29
7
7
7
4
3
147
201
42
2
432
317
248
871
16
21
278
19
40
90
28
8
14
4
4441
0
45
204
137
8
223
27
13
15
929
30
3
209
282
335
38
167
16
1
1
13
1
39
0
1
125
0
17
2
27
33
77
296
15
6
0
2
2
39
14
18
2
38
803
33
4
2
3
2
0
3
66
46
19
2
90
95
63
371
3
13
106
3
13
17
27
7
8
2
2926
0
21
45
19
2
63
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
QBH
HIT
HTQ
HOE
HLR
HUP
HWQ
HPK
HD
HBI
HM
HMU
HON
HPT
HRP
HU
HUM
UQH
HQB
HSM
UTQ
PQT
QHY
WQE
IBM
QIG
ICN
QYT
IIQ
IDQ
IQX
IQJ
IKN
ITW
DIU
IUM
IMN
IGL
QCI
IMQ
IUQ
QUI
IWQ
QPH
ICI
BQJ
IMO
QIQ
IQL
QYC
DQF
QVU
INF
UNC
IAU
QLI
IRQ
IFQ
QI
IOU
ING
IR
IM
QYK
IVQ
BLQ
IO
SCU
IBQ
ITQ
HISPANIC BROADCASTING CORP.
HITACHI
HMT TECHNOLOGY CORP.
HOECHST AG
HOLLINGER INTERNATIONAL, INC.
HOLLIS-EDEN PHARMACEUTICALS
HOLLYWOOD ENTERTAINMENT CORP.
HOLLYWOOD PARK
HOME DEPOT
HOMEBASE INC.
HOMESTAKE MINING
HOMESTORE.COM
HONEYWELL
HOSPITALITY PROPERTIES TRUST
HRPT PROPERTIES TRUST
HUDSON UNITED BANCORP.
HUMANA, INC.
HUMMINGBIRD COMMUNICATIONS LTD.
HUNTINGTION BANCSHARES
HUSSMAN INTERNATIONAL, INC.
HUTCHINSON TECHNOLOGY, INC.
HYPERFEED TECHNOLOGIES, INC.
HYPERION SOFTWARE CORP.
HYPERION SOLUTIONS CORP.
I.B.M.
ICG COMMUNICATIONS
ICN PHARMACEUTICALS
ICON CMT CORP.
ICOS CORP.
IDEC PHARMACEUTICALS
IDEXX LABORATORIES INC.
IDT CORPORATION
IKON OFFICE SOLUTIONS, INC.
ILLINOIS TOOLS WORKS
IMAGE ENTERTAINMENT, INC.
IMALL, INC.
IMATION CORP.
IMC GLOBAL, INC.
IMCLONE SYSTEMS, INC.
IMMUNE RESPONSE CORP.
IMMUNEX CORP.
IMMUNOMEDICS, INC.
IMNET SYSTEMS, INC.
IMPATH INC.
IMPERIAL CHEMICAL INDUSTRIES
IMPERIAL CREDIT INDUSTRIES, INC.
IMPERIAL OIL LTD.
IMRGLOBAL CORPORATION
IN FOCUS SYSTEMS, INC.
INDEPENENDENCE COMMUNITY BANK
INDIGO N.V.
INDUSTRI-MATEMATIK INT’L CORP.
INFINITY BROADCASTING CORP.
INFOCURE CORP.
INFORMATION ADVANTAGE INC.
INFORMATION ARCHITECTS CORP.
INFORMATION RESOURCES
INFORMIX CORP.
INFOSEEK CORPORATION
INFOSPACE.COM, INC.
ING GROEP NV
INGERSOLL-RAND COMPANY
INGRAM MICRO, INC.
INKTOMI CORPORATION
INNOVEX, INC.
INPRISE CORPORATION
INPUT/OUTPUT INC.
INSIGHT COMMUNICATIONS, INC.
INTEGRATED CIRCUIT SYSTEMS INC.
INTEGRATED DEVICE TECH.
Total
14502
12361
10184
6896
17181
28089
35110
15232
238214
20213
601615
3077
26439
6663
3663
8505
129841
7784
24420
2423
51718
32547
3312
51392
7578953
121664
96427
10
98297
18579
13949
51146
31735
113
7840
5251
8181
35195
128679
88459
22552
1351
1440
4089
13342
3805
854
13720
31847
8273
305
1332
33786
43177
4468
22289
1400
490008
6746
57943
13389
35367
129968
511112
22309
147318
16697
1499
17197
235481
Contract Volume
Call
Put
10812
7899
6904
3572
15130
25440
22977
14429
186763
17964
387536
1152
20862
4538
2240
6109
92832
5417
23401
2017
30061
25976
2944
44171
4715689
79644
67977
10
69993
10074
9431
38317
21880
104
6896
4337
6331
26508
105963
68434
10424
945
490
3359
9537
1685
575
9517
27917
6309
295
1172
28246
33241
4005
17388
1116
420219
4222
41594
5752
23120
86375
379475
17529
129207
12601
681
12596
204426
3690
4462
3280
3324
2051
2649
12133
803
51451
2249
214079
1925
5577
2125
1423
2396
37009
2367
1019
406
21657
6571
368
7221
2863264
42020
28450
0
28304
8505
4518
12829
9855
9
944
914
1850
8687
22716
20025
12128
406
950
730
3805
2120
279
4203
3930
1964
10
160
5540
9936
463
4901
284
69789
2524
16349
7637
12247
43593
131637
4780
18111
4096
818
4601
31055
Average Daily Volume
Total
Call
Put
58
49
40
27
68
157
139
60
2803
80
2387
67
105
26
15
34
515
31
97
10
205
214
13
204
30075
483
383
0
390
357
55
602
126
28
37
35
32
140
511
351
434
5
6
16
53
15
3
54
126
33
1
5
134
337
21
88
6
1944
94
310
53
140
516
2028
93
585
66
56
68
934
43
31
27
14
60
142
91
57
2197
71
1538
25
83
18
9
24
368
21
93
8
119
171
12
175
18713
316
270
0
278
194
37
451
87
26
33
29
25
105
420
272
200
4
2
13
38
7
2
38
111
25
1
5
112
260
19
69
4
1668
59
222
23
92
343
1506
73
513
50
25
50
811
15
18
13
13
8
15
48
3
605
9
850
42
22
8
6
10
147
9
4
2
86
43
1
29
11362
167
113
0
112
164
18
151
39
2
4
6
7
34
90
79
233
2
4
3
15
8
1
17
16
8
0
1
22
78
2
19
1
277
35
87
30
49
173
522
20
72
16
30
18
123
23
CBOE Equity Options Volume (Includes LEAPS)
Ticker
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
24
IHS
IQP
IXQ
INQ
ITU
IS
IUT
IMG
QIX
EUG
IUJ
IPG
IBC
ITN
VQN
QYU
IBI
IFF
FAM
IQD
IP
IRF
IQU
ITG
VYQ
IOM
YWQ
IIR
QAK
QIS
ISU
TAQ
QIE
ITT
IIN
IVX
IIU
UIX
QJD
JBL
JBX
J
QAH
UQD
JLG
JM
JNJ
JNY
JQM
JOS
JUP
UQL
JQF
KSU
KBL
KQC
KWD
YQE
KEM
KQR
KNT
KVQ
KMG
KSE
QPX
KMB
QBK
KEX
KCQ
KLM
Stock
INTEGRATED HEALTH SERVICES
INTEGRATED PROCESS EQUIPMENT CORP.
INTEGRATED SILICON SOLUTION, INC.
INTEL CORP.
INTELLIGROUP, INC.
INTERIM SERVICES, INC.
INTERLIANT INC.
INTERMAGNETICS GENERAL CORP.
INTERMEDIA COMMUNICATIONS OF FLORIDA
INTERNET CAPITAL GROUP, INC.
INTERNET INITIATIVE JAPAN INC.
INTERPUBLIC GROUP OF COMPANIES
INTERSTATE BAKERIES CORP.
INTERTAN, INC.
INTERVOICE-BRITE, INC.
INTERVU, INC.
INTIMATE BRANDS, INC.
INT’L FLAVORS AND FRAGRANCES
INT’L. FAMILY ENTERTAINMENT
INT’L. FIBERCOM, INC.
INT’L. PAPER
INT’L. RECTIFIER
INTUIT CORP.
INVESTMENT TECHNOLOGY GROUP
INVISION TECHNOLOGIES, INC.
IOMEGA CORP.
IONA TECHNOLOGIES PLC ADR
IRI INTERNATIONAL CORPORATION
IRIDIUM WORLD COMMUNICATION
ISIS PHARMACEUTICALS, INC.
ISS GROUP INC.
I-STAT CORP.
ITEQ, INC.
ITT CORP.
ITT INDUSTRIES INC.
IVAX CORP.
IVILLAGE INC.
IXL ENTERPRISES, INC.
J.D. EDWARDS & COMPANY
JABIL CIRCUIT, INC.
JACK IN THE BOX INC.
JACKPOT ENTERPRISES
JDA SOFTWARE GROUP, INC.
JDS UNIPHASE CORP.
JLG INDUSTRIES, INC.
JOHNS MANVILLE CORP.
JOHNSON & JOHNSON
JONES APPAREL
JONES PHARMA INCORPORATED
JOSTENS, INC.
JUNIPER NETWORKS, INC.
JUNO ONLINE SERVICES, INC.
JUST FOR FEET, INC.
KANSAS CITY SOUTHERN
KEEBLER FOODS CO.
KELLSTROM INDUSTRIES, INC.
KELLWOOD COMPANY
KELLY SERVICES INC. CLASS A
KEMPER CORP.
KENDLE INTERNATIONAL, INC.
KENT ELECTRONICS CORP.
KERAVISION, INC.
KERR-MCGEE
KEYSPAN CORPORATION
KEYSTONE FINANCIAL, INC.
KIMBERLY-CLARK
KING PHARMACEUTICALS INC.
KIRBY CORPORATION
KLA-TENCOR CORPORATION
KLM ROYAL DUTCH AIRLINES
Total
35286
8413
753
389453
13628
7658
18764
624
28498
59433
3548
110521
9678
9690
71214
73999
51017
11246
40640
32455
346354
39641
399474
11130
1581
536155
9591
12
311347
26548
57415
8856
22
97
5603
117192
16770
1693
63447
328502
13543
25634
17161
413179
12746
10649
825741
53118
19313
1832
27297
12946
99421
15321
1147
27387
4016
715
12155
3132
28581
52807
26784
7214
5596
12100
5153
288
135462
7869
Contract Volume
Call
Put
25596
6889
713
229344
12509
5726
17317
234
25336
39571
2421
72798
6200
7130
56426
60816
37275
6685
25562
29293
217734
34475
279097
9366
1423
267575
7459
2
168247
19243
44219
5540
22
87
4313
80977
12773
1420
41458
234987
9786
13002
15121
308772
9552
8546
565003
36406
14811
1023
18315
5910
37739
9949
829
17823
2225
227
10781
1581
22628
23449
18994
6856
4629
10902
3520
248
91202
4450
9690
1524
40
160109
1119
1932
1447
390
3162
19862
1127
37723
3478
2560
14788
13183
13742
4561
15078
3162
128620
5166
120377
1764
158
268580
2132
10
143100
7305
13196
3316
0
10
1290
36215
3997
273
21989
93515
3757
12632
2040
104407
3194
2103
260738
16712
4502
809
8982
7036
61682
5372
318
9564
1791
488
1374
1551
5953
29358
7790
358
967
1198
1633
40
44260
3419
Average Daily Volume
Total
Call
Put
140
33
3
5409
72
30
391
2
548
1321
79
439
38
57
283
294
202
45
161
131
1374
157
1585
64
6
2128
38
0
1236
105
271
35
0
0
22
465
236
65
252
1304
54
102
68
1640
51
42
3277
211
77
7
487
563
395
213
5
109
16
3
48
12
113
733
106
29
22
233
22
1
538
31
102
27
3
3185
67
23
361
1
487
879
54
289
25
42
224
241
148
27
101
119
864
137
1108
54
6
1062
30
0
668
76
209
22
0
0
17
321
180
55
165
932
39
52
60
1225
38
34
2242
144
59
4
327
257
150
138
3
71
9
1
43
6
90
326
75
27
18
210
15
1
362
18
38
6
0
2224
6
8
30
2
61
441
25
150
14
15
59
52
55
18
60
13
510
21
478
10
1
1066
8
0
568
29
62
13
0
0
5
144
56
11
87
371
15
50
8
414
13
8
1035
66
18
3
160
306
245
75
1
38
7
2
5
6
24
408
31
1
4
23
7
0
176
14
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
KM
QTN
KSS
PHG
KQO
UKB
KR
SWU
KQS
KCU
LMQ
LCQ
LE
QVL
SUE
LQT
LZB
URH
UIN
TLC
EQN
LM
LEH
XQL
QHN
LVQ
LXK
QLH
DUL
PUN
LLY
LTD
LQV
LPQ
LIT
LIZ
LMT
LWN
LCP
LTR
LQJ
LQS
QBB
LFB
UOO
LOR
LOW
LSI
LTV
UXT
LVA
LU
LUX
QWL
LYO
QQ
MYS
MQE
NQG
MGA
UMA
MKG
MAN
ZUQ
MRL
IV
UMS
MSX
MAT
XIQ
K-MART CORP.
KNIGHT/TRIMARK GROUP, INC.
KOHLS DEPT STORE
KONINKLIJKE PHILIPS ELECTRONICS N.V.
KOPIN CORP.
KPNQUEST N.V.
KROGER CO.
K-SWISS INC.
KULICKE AND SOFFA
KUSHNER LOCKE CO.
LAM RESEARCH CORP.
LANCASTER COLONY CORPORATION
LAND’S END, INC.
LASER VISION CENTERS INC.
LASERSIGHT INC.
LATTICE SEMICONDUCTOR
LA-Z-BOY, INC.
LCA-VISION, INC.
LEAP WIRELESS INT’L., INC.
LEARNING CO INC.
LEGATO SYSTEMS, INC.
LEGG MASON, INC.
LEHMAN BROS. HOLDING CORP.
LERNOUT & HAUSPIE SPEECH PRODU
LEVEL 3 COMUNICATIONS INC.
LEVEL ONE COMMUNICATIONS, INC.
LEXMARK INTERNATIONAL GROUP, INC.
LHS GROUP INC.
LIBERTY DIGITAL, INC.
LIFEPOINT HOSPITALS, INC.
LILLY (ELI)
LIMITED, INC.
LIN TELEVISION CORP.
LIPOSOME COMPANY INC.
LITTON INDUSTRIES
LIZ CLAIBORNE
LOCKHEED MARTIN
LOEWEN GROUP, INC.
LOEWS CINEPLEX ENTERTAINMENT
LOEWS CORP.
LOJACK CORP.
LONE STAR STEAKHOUSE
LONG BEACH FINANCIAL CORP.
LONGVIEW FIBER
LOOKSMART LTD.
LORAL SPACE & COMMUNICATIONS LTD.
LOWE’S
LSI LOGIC
LTV CORP.
LTX CORPORATION
LUCAS VARITY
LUCENT TECHNOLOGIES, INC.
LUXOTTICA GROUP SPA
LYCOS, INC.
LYONDELL CHEMICAL CO.
MACROCHEM CORP.
MADERAS Y SINTETICOS S.A. ADS
MADGE NV
MAGAININ PHARMACEUTICALS INC.
MAGNA INTERNATIONAL
MAIL.COM, INC.
MALLINCKRODT GROUP INC.
MANPOWER INC.
MANUGISTICS GROUP, INC.
MARINE DRILLING COMPANIES, INC.
MARK IV INDUSTRIES, INC.
MARKETING SERVICES GROUP INC.
MASCOTECH
MATTEL, INC.
MAXIM INTEGRATED PRODUCTS
Total
706904
572769
56667
131229
25473
1249
17992
14920
54356
77534
16456
272
50293
88727
17505
58107
628
14213
75672
25671
222521
14423
148520
32252
214209
43572
151249
87402
14275
115
56794
169719
42314
185251
10351
20420
7217
12053
336
27662
7478
25805
11961
6557
2287
357458
35023
778228
10807
10225
30995
2573684
924
760468
42901
28297
735
16221
170
19956
6242
7562
8758
48059
144296
1715
38185
6210
64538
13838
Contract Volume
Call
Put
540357
414053
32558
80376
19559
998
13353
10112
43793
59126
9966
175
27737
67065
14056
40427
526
12740
47733
17340
157590
12285
105148
15485
155856
24670
104968
53318
10203
88
36646
123837
26650
135281
7909
11809
4861
8560
316
14299
6139
23091
11016
5616
2118
268190
23738
573910
7837
8478
26253
1819202
728
565613
29980
23262
491
13663
170
11844
3342
4416
5791
35434
112080
1357
34473
4166
39492
9714
166547
158716
24109
50853
5914
251
4639
4808
10563
18408
6490
97
22556
21662
3449
17680
102
1473
27939
8331
64931
2138
43372
16767
58353
18902
46281
34084
4072
27
20148
45882
15664
49970
2442
8611
2356
3493
20
13363
1339
2714
945
941
169
89268
11285
204318
2970
1747
4742
754482
196
194855
12921
5035
244
2558
0
8112
2900
3146
2967
12625
32216
358
3712
2044
25046
4124
Average Daily Volume
Total
Call
Put
2805
2273
225
521
101
42
346
88
216
380
316
1
200
352
125
231
2
116
488
102
883
57
589
448
850
173
600
347
246
1
789
673
168
735
41
81
176
48
1
110
30
102
47
26
91
1418
139
3088
43
83
123
10213
4
3018
170
112
3
64
1
79
92
30
35
191
573
7
360
25
256
338
2144
1643
129
319
78
33
257
60
174
290
192
1
110
266
100
160
2
104
308
69
625
49
417
215
618
98
417
212
176
1
509
491
106
537
31
47
119
34
1
57
24
92
44
22
85
1064
94
2277
31
69
104
7219
3
2244
119
92
2
54
1
47
49
18
23
141
445
5
325
17
157
237
661
630
96
202
23
8
89
28
42
90
125
0
90
86
25
70
0
12
180
33
258
8
172
233
232
75
184
135
70
0
280
182
62
198
10
34
57
14
0
53
5
11
4
4
7
354
45
811
12
14
19
2994
1
773
51
20
1
10
0
32
43
12
12
50
128
1
35
8
99
101
25
CBOE Equity Options Volume (Includes LEAPS)
Ticker
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
26
MQL
MAY
MYG
KRB
MCD
LDQ
MCK
QMD
MMR
MEA
MRX
TQX
XDQ
MXQ
UCS
MEQ
MDT
MEL
QGM
QKM
MQC
MRK
RQB
MDP
MRA
MER
EAQ
MUG
MQZ
EQB
MQN
MQM
MXT
LQL
MGM
QFN
MMG
MTD
MXF
MGU
QOG
MGG
MIQ
MQI
QMT
XQG
QUM
MQU
MU
MSQ
TQM
MDS
MWY
MCH
MHQ
MQS
MQD
MMM
MUP
MIR
QMU
CMQ
MOB
MPS
MOQ
EQD
MTC
MCL
JPM
MWD
Stock
MAXTOR CORPORATION
MAY DEPARTMENT STORES INC.
MAYTAG CORPORATION
MBNA BANK
MCDONALD’S CORP.
MCI WORLDCOM, INC.
MCKESSON
MCLEOD USA
MCMORAN EXPLORATION CO.
MEAD CORPORATION
MED CARE AMERICA
MEDALLION FINANCIAL CORP.
MEDAREX, INC.
MEDICIS PHARMACEUTICAL CORP.
MEDICONSULT.COM, INC.
MEDIMMUNE
MEDTRONIC
MELLON FINANCIAL CORP.
MERANT PLC ADR
MERCANTILE BANKSHARES CORP.
MERCER INT’L, INC.
MERCK & CO.
MERCURY INTERACTIVE CORP.
MEREDITH CORPORATION
MERITOR AUTOMOTIVE, INC.
MERRILL LYNCH
MESA AIRLINES
MESSAGEMEDIA INC.
METACREATIONS CORP.
METAMOR WORLDWIDE, INC.
METHANEX CORP.
METRICOM, INC.
METRIS COMPANIES, INC.
METROCALL, INC.
METRO-GOLDWYN-MAYER INC.
METROMEDIA FIBER NETWORK, INC.
METROMEDIA INC.
METTLER-TOLEDO INTERNATIONAL
MEXICO FUND INC.
MGC COMMUNICATIONS INC.
MGI PHARMA INC.
MGM GRAND
MICREL, INC.
MICROAGE, INC.
MICROCHIP TECHNOLOGY
MICROGRAFX, INC.
MICROMUSE, INC.
MICRON ELECTRONICS, INC.
MICRON TECH.
MICROSOFT
MICROTOUCH COMMUNICATIONS, INC.
MIDAS, INC.
MIDWAY GAMES INC.
MILLENNIUM CHEMICALS, INC.
MILLER (HERMAN), INC.
MILLICOM INT’L.
MINDSPRING ENTERPRISES INC.
MINNESOTA MING. & MFG.
MIPS TECHNOLOGIES INC.
MIRAGE RESORT
MITCHAM INDUSTRIES INC.
MMC NETWORKS INC.
MOBIL CORP.
MODIS PROFESSIONAL SERVICES, INC.
MOLEX
MOLEX INC. CL A
MONSANTO CO.
MOORE CORPORATION LTD.
MORGAN (J.P.)
MORGAN STANLEY DEAN WITTER & CO.
Total
358612
27616
180178
68111
628325
960873
59683
26774
1898
18173
17014
7769
1774
678
17688
26578
613761
201491
7287
3032
1217
1743832
62806
515
9409
235697
5876
25693
23344
120630
120
230631
71603
19879
23224
287540
38840
2557
6984
16871
6818
17888
21183
26327
61813
2130
8121
116560
918480
2320843
4081
1253
27442
6676
8695
11536
164657
256425
11171
18183
275
51573
163718
105138
4008
2505
1315032
2156
92084
510026
Contract Volume
Call
Put
253798
19508
93602
45263
347231
676187
38119
20873
1578
13227
12431
6639
1475
282
15811
20570
401915
154726
6159
2083
990
1252097
50217
378
6694
154067
5492
23154
20986
95930
0
172750
55168
15743
15197
199317
23623
2421
4372
14800
6157
13576
14741
19966
34575
2038
4386
86112
545602
1453284
2842
1137
22933
4963
6771
5121
115891
166540
7967
11367
140
40567
109984
77404
2035
1450
979582
1604
59434
341225
104814
8108
86576
22848
281094
284686
21564
5901
320
4946
4583
1130
299
396
1877
6008
211846
46765
1128
949
227
491735
12589
137
2715
81630
384
2539
2358
24700
120
57881
16435
4136
8027
88223
15217
136
2612
2071
661
4312
6442
6361
27238
92
3735
30448
372878
867559
1239
116
4509
1713
1924
6415
48766
89885
3204
6816
135
11006
53734
27734
1973
1055
335450
552
32650
168801
Average Daily Volume
Total
Call
Put
1423
110
715
270
2493
3813
702
106
8
72
68
31
7
3
100
511
2436
800
29
12
5
6920
249
2
37
935
23
166
93
479
0
915
284
79
92
1141
154
10
28
110
27
84
84
104
245
8
32
463
3645
27304
16
5
109
26
35
46
653
1018
78
253
1
205
650
417
16
10
5218
9
1083
2024
1007
77
371
180
1378
2683
448
83
6
52
49
26
6
1
89
396
1595
614
24
8
4
4969
199
2
27
611
22
149
83
381
0
686
219
62
60
791
94
10
17
97
24
64
58
79
137
8
17
342
2165
17097
11
5
91
20
27
20
460
661
56
158
1
161
436
307
8
6
3887
6
699
1354
416
32
344
91
1115
1130
254
23
1
20
18
4
1
2
11
116
841
186
4
4
1
1951
50
1
11
324
2
16
9
98
0
230
65
16
32
350
60
1
10
14
3
20
26
25
108
0
15
121
1480
10207
5
0
18
7
8
25
194
357
22
95
1
44
213
110
8
4
1331
2
384
670
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
MK
DUM
MOT
PUM
VQX
MSM
QTX
MLG
UTS
MJQ
QNK
NA
NBR
QNA
QTQ
QEZ
NDB
EGU
NVH
NSM
NS
QEA
NOI
NFS
NQT
QHQ
NCI
NAV
XQM
NCR
NFF
NMG
GJQ
DQW
NQA
NUG
UFA
NQD
NQY
NNQ
UNW
CQM
NQK
NTU
XMQ
UTN
JNQ
QNO
NN
NCT
NWL
NEM
NWS
QBE
NUX
DQX
FQC
QNF
QIC
NKE
NE
NKA
NSC
NT
QFI
NRQ
DHQ
YLQ
NUP
NOC
MORRISON KNUDSEN CORP.
MORTGAGE.COM, INC.
MOTOROLA
MP3.COM, INC.
MRV COMMUNICATIONS, INC.
MSC INDUSTRIAL DIRECT CO., INC.
MTI TECHNOLOGY CORP.
MUSICLAND STORES CORPORATION
MUSICMAKER.COM, INC.
MYLEX CORP.
N2K, INC.
NABISCO HOLDINGS CORP.
NABORS INDUSTRIES
NAM TAI ELECTRONICS, INC.
NATIONAL COMMERCE BANCORP.
NATIONAL COMPUTER SYSTEMS, INC.
NATIONAL DISCOUNT BROKERS
NATIONAL INFORMATION CONSORTIUM
NATIONAL RV HOLDINGS, INC.
NATIONAL SEMICONDUCTOR
NATIONAL STEEL
NATIONAL TECHTEAM, INC.
NATIONAL-OILWELL, INC.
NATIONWIDE FINANCIAL SERVICES
NAUTICA ENTERPRISES, INC.
NAVARRE CORPORATION
NAVIGANT CONSULTING, INC.
NAVISTAR
NBC INTERNET, INC.
NCR CORPORATION
NEFF CORPORATION
NEIMAN MARCUS GROUP, INC. (THE)
NEOMAGIC CORPORATION
NEOPATH, INC.
NET.B@NK, INC.
NETGRAVITY INC.
NETMOVES CORP.
NETOPIA, INC.
NETSCAPE COMMUNICATIONS CORP.
NETSPEAK CORPORATION
NETWORK ACCESS SOLUTIONS CORP.
NETWORK ASSOCIATES, INC.
NETWORK COMPUTING DEVICES, INC.
NETWORK EVENT THEATER INC.
NETWORK PERIPHERALS INC.
NETWORK PLUS CORP.
NETWORK SOLUTIONS INC.
NEW ERA OF NETWORKS INC.
NEWBRIDGE NETWORKS INC.
NEWCOURT CREDIT GROUP INC.
NEWELL RUBBERMAID INC.
NEWMONT MINING
NEWS CORP. LTD.
NEWSEDGE CORPORATION
NEXT LEVEL COMMUNICATIONS INC.
NEXTCARD, INC.
NEXTEL COMMUNICATIONS
NEXTLINK COMMUNICATIONS, INC.
NICE SYSTEMS LTD. ADR
NIKE
NOBLE DRILLING CORPORATION
NOKIA CORP.
NORFOLK SOUTHERN
NORTEL NETWORKS CORP.
NORTH FACE, INC. (THE)
NORTHERN TRUST CORPORATION
NORTHFIELD LABORATORIES INC.
NORTHLAND CRANBERRIES, INC.
NORTHPOINT COMMUNICATIONS
NORTHROP GRUMMAN CORP.
Total
1116
3640
173910
21527
93735
4356
69923
17007
4345
25502
8552
36296
62834
1071
15204
7568
222136
3601
4267
702514
7893
9327
14701
1271
32954
91484
43029
145200
56420
47896
27187
1610
57175
1120
156901
62905
115510
59539
195923
23313
4040
351367
37243
54916
38299
12363
207844
118803
114703
30459
43147
105650
27438
9838
3315
2531
963912
72859
27212
29311
125565
395669
29137
682038
12868
20863
15979
3800
37848
35670
Contract Volume
Call
Put
1043
3230
105536
13491
81218
2404
57878
12930
3478
21880
6679
23992
50592
750
11851
6668
169173
2924
3256
577323
5660
5834
12833
871
28260
75926
28976
110550
39908
26103
22149
901
44701
765
114143
48004
76892
46596
131272
21327
3367
252229
36265
50499
31215
11238
141365
95516
86733
20605
27722
83807
23104
8781
2788
2176
756865
47797
22492
17617
96137
288980
19185
506568
8438
15294
14472
2089
31020
26960
73
410
68374
8036
12517
1952
12045
4077
867
3622
1873
12304
12242
321
3353
900
52963
677
1011
125191
2233
3493
1868
400
4694
15558
14053
34650
16512
21793
5038
709
12474
355
42758
14901
38618
12943
64651
1986
673
99138
978
4417
7084
1125
66479
23287
27970
9854
15425
21843
4334
1057
527
355
207047
25062
4720
11694
29428
106689
9952
175470
4430
5569
1507
1711
6828
8710
Average Daily Volume
Total
Call
Put
4
96
2415
769
372
17
277
67
99
101
34
144
249
4
60
30
1014
120
17
2788
31
37
58
5
131
399
171
576
313
190
217
6
227
4
716
297
700
268
777
140
52
1394
148
307
286
221
936
471
1349
121
171
1243
109
39
111
74
3825
289
108
345
498
1570
116
2707
51
83
63
15
382
142
4
85
1466
482
322
10
230
51
79
87
27
95
201
3
47
26
772
97
13
2291
22
23
51
3
112
332
115
439
222
104
177
4
177
3
521
226
466
210
521
128
44
1001
144
282
233
201
637
379
1020
82
110
986
92
35
93
64
3003
190
89
207
381
1147
76
2010
33
61
57
8
313
107
0
11
950
287
50
8
48
16
20
14
7
49
49
1
13
4
242
23
4
497
9
14
7
2
19
68
56
138
92
86
40
3
50
1
195
70
234
58
257
12
9
393
4
25
53
20
299
92
329
39
61
257
17
4
18
10
822
99
19
138
117
423
39
696
18
22
6
7
69
35
27
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
28
NAQ
NCX
NIS
NKQ
NLQ
QOH
IQS
NUE
NEV
UVA
OO
QSE
OXY
OEI
OTL
QLO
OCN
OQT
OXE
ODP
OMX
OG
OQL
ZQU
QTT
ONU
OUN
OQM
QFT
OQP
ORQ
ORB
OQK
QFY
ORG
OC
OQE
QLG
ORX
QFW
OXQ
OSQ
OI
OQX
QYO
PAQ
QAE
HYQ
PWJ
PQG
PLL
PB
OQO
BPQ
UPD
PMQ
PPE
PKD
PHQ
QDA
NZQ
PAX
PSS
OQZ
PQP
CRA
QPP
PDX
QLS
GUQ
NORTHWEST AIRLINES CORP.
NOVA CHEMICALS CORP.
NOVA CORP/GEORGIA
NOVELL CORP.
NOVELLUS SYSTEMS, INC.
NOVOSTE CORPORATION
NTL INC.
NUCOR CORPORATION
NUEVO ENERGY COMPANY
NVIDIA CORP.
OAKLEY, INC.
OBJECT DESIGN, INC.
OCCIDENTAL PETRO.
OCEAN ENERGY, INC. “NEW”
OCTEL CORP.
OCULAR SCIENCES, INC.
OCWEN FINANCIAL CORP.
ODS NETWORKS, INC.
OEC MEDICAL SYSTEMS INC.
OFFICE DEPOT INC.
OFFICEMAX INC.
OGDEN CORP.
OLICOM A/S
OLYMPIC STEEL, INC.
OMNIPOINT CORP.
ONEMAIN.COM, INC.
ONHEALTH NETWORK COMPANY
OPEN MARKET, INC.
OPEN TEXT CORP.
OPTI INC.
ORACLE CORP.
ORBITAL SCIENCES CORP.
ORBOTECH, LTD.
ORCKIT COMMUNICATIONS LTD.
ORGANOGENESIS
ORION CAPITAL CORP.
ORTEL CORP.
ORTHOLOGIC CORPORATION
ORYX ENERGY
OSICOM TECHNOLOGIES, INC.
OSTEX INTERNATIONAL, INC.
OUTBACK STEAKHOUSE
OWENS ILLINOIS
OXFORD HEALTH
OXIGENE, INC.
PACCAR, INC.
PACIFIC GATEWAY EXCHANGE, INC.
PACIFICARE HEALTH SYSTEMS
PAINEWEBBER
PAIRGAIN TECHNOLOGIES
PALL CORP.
PANAMERICAN BRANDS
PANAMSAT CORP.
PANERA BREAD COMPANY
PARADYNE NETWORKS, INC.
PARAMETRIC TECH. CORP.
PARK PLACE ENTERTAINMENT CORP.
PARKER DRILLING COMPANY
PATHOGENESIS CORPORATION
PATTERSON DENTAL CO.
PATTERSON ENERGY INC.
PAXSON COMMUNICATIONS CORP.
PAYLESS SHOESOURCE, INC.
PC DOCS GROUP INTERNATIONAL
P-COM, INC.
PE CORP-CELERA GENOMICS
PEAPOD, INC.
PEDIATRIX MEDICAL GROUP, INC.
PEERLESS SYSTEMS CORP.
PEGASUS COMMUNICATIONS CORP.
Total
48200
1544
10923
104343
267115
12128
124862
33219
10661
35313
15651
6404
98581
35416
432
1759
7811
695
10718
23924
68381
30760
1534
4128
149265
11315
4897
295966
31889
244
3205129
88893
912
35589
72952
17219
17061
184
1173
80288
50
44611
16802
346210
8619
30773
71562
64944
164058
321075
11187
8221
19830
214
7287
32835
115581
12638
12408
3222
1951
59026
12277
1481
86532
27938
48627
5386
9276
9687
Contract Volume
Call
Put
36947
1331
9525
65494
193215
6872
88593
23544
8508
28577
11405
5171
69218
29967
324
1295
6916
255
8488
18735
51499
23038
1426
3018
100075
6799
4691
259128
23165
244
2256949
63780
868
27076
45254
11440
13696
142
637
64718
50
33215
10422
272252
7479
7448
45269
38005
126006
276030
7048
5570
13782
18
6275
24387
88274
10212
8275
1914
1122
47769
9550
761
69533
17446
40322
2036
7566
8079
11253
213
1398
38849
73900
5256
36269
9675
2153
6736
4246
1233
29363
5449
108
464
895
440
2230
5189
16882
7722
108
1110
49190
4516
206
36838
8724
0
948180
25113
44
8513
27698
5779
3365
42
536
15570
0
11396
6380
73958
1140
23325
26293
26939
38052
45045
4139
2651
6048
196
1012
8448
27307
2426
4133
1308
829
11257
2727
720
16999
10492
8305
3350
1710
1608
Average Daily Volume
Total
Call
Put
191
6
43
1449
1060
48
495
132
42
321
62
25
391
141
2
7
31
3
43
460
271
122
6
16
592
89
50
1174
127
1
12719
353
4
141
289
68
68
1
5
345
6
177
67
1374
36
122
284
258
651
1274
44
33
79
1
130
631
459
50
49
13
8
234
49
6
343
167
193
104
37
54
147
5
38
910
767
27
352
93
34
260
45
21
275
119
1
5
27
1
34
360
204
91
6
12
397
54
48
1028
92
1
8956
253
3
107
180
45
54
1
3
278
6
132
41
1080
31
30
180
151
500
1095
28
22
55
0
112
469
350
41
33
8
4
190
38
3
276
104
160
39
30
45
45
1
6
540
293
21
144
38
9
61
17
5
117
22
0
2
4
2
9
100
67
31
0
4
195
36
2
146
35
0
3763
100
0
34
110
23
13
0
2
67
0
45
25
293
5
93
104
107
151
179
16
11
24
1
18
162
108
10
16
5
3
45
11
3
67
63
33
64
7
9
CBOE Equity Options Volume (Includes LEAPS)
Ticker
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
PUG
PZE
PZL
PME
PQY
EQP
PQO
PBY
PBG
PEP
GEM
GQP
PER
POQ
MQA
PGO
PFE
PNU
XUQ
PD
MO
PHI
PVH
UMC
PPH
PIR
PTX
PTU
IUG
PUC
PDG
PHL
FLQ
PLC
QUA
PMA
PPP
PKX
PRD
RL
QHD
UVQ
PUS
POT
PCH
VFQ
PCP
MQX
PMI
TQO
RQS
PQK
QUT
UXQ
PUZ
PQR
PMK
QSI
UHP
PG
PUY
RGQ
PRH
POI
PL
PQI
QEB
GQV
PVN
PUH
Stock
PEGASUS SYSTEMS, INC.
PENNZENERGY COMPANY
PENNZOL-QUAKER STATE COMPANY
PENTON MEDIA, INC.
PEOPLES BANK BRIDGEPORT
PEOPLES HERITAGE FINANCIAL GROUP
PEOPLESOFT INC.
PEP BOYS—MANNY, MOE, & JACK
PEPSI BOTTLING GROUP INC.
PEPSICO INC.
PEPSI-GEMEX, S.A.
PEREGRINE SYSTEMS INC.
PEROT SYSTEMS CORP.
PERRIGO CO.
PER-SE TECHNOLOGIES INC.
PETROL. GEO-SERVICES A/S
PFIZER INC.
PHAMACIA AND UPJOHN
PHARMERICA, INC.
PHELPS DODGE
PHILIP MORRIS
PHILIPPINE LONG DISTANCE
PHILLIPS VAN HEUSEN
PHONE.COM INC.
PHP HEALTHCARE CORP.
PIER 1 IMPORTS, INC.
PILLOWTEX CORPORATION
PILOT NETWORK SERVICES, INC.
PINNACLE HOLDINGS INC.
PINNACLE SYSTEMS, INC.
PLACER DOME
PLANET HOLLYWOOD INTERNATIONAL
PLATINUM TECHNOLOGY INT’L, INC.
PLC SYSTEMS, INC.
PLEXUS CORP.
PMI GROUP, INC. (THE)
POGO PRODUCING COMPANY
POHANG IRON & STEEL COMPANY
POLAROID
POLO RALPH LAUREN CORP.
POLYCOM, INC.
POOL ENERGY SERVICES CO.
PORTAL SOFTWARE, INC.
POTASH CORP. OF SASKATCHEWAN
POTLATCH CORPORATION
POWERWAVE TECHNOLOGIES, INC.
PRECISION CASTPARTS CORP.
PRECISION RESPONSE CORP.
PREMARK INT’L.
PREMIERE TECHNOLOGIES, INC.
PREMISYS COMMUNICATIONS, INC.
PRESSTEK, INC.
PREVIEW TRAVEL, INC.
PRI AUTOMATION INC.
PRICELINE.COM INC.
PRIMADONNA RESORTS
PRIMARK CORPORATION
PRIME MEDICAL SERVICES, INC.
PRIORITY HEALTHCARE CORP.
PROCTER & GAMBLE
PRODIGY COMMUNICATIONS CORP.
PROGRESS SOFTWARE CORPORATION
PROMUS HOTEL CORP.
PROTECTION ONE INC.
PROTECTIVE LIFE CORPORATION
PROTEIN DESIGN LABS
PROVIDENT BANKSHARES CORP.
PROVIDENT FINANCIAL GROUP
PROVIDIAN CORPORATION
PROVINCE HEALTHCARE COMPANY
Total
6991
29827
14532
2739
1817
9007
428988
26003
15643
631878
30
68685
24540
2011
7176
30302
258204
166783
12024
2327
189116
12822
2296
24526
4875
53023
35514
22278
2750
5270
16007
2545
237823
7978
8266
1131
15815
14399
121260
18766
51140
8993
6934
23486
5117
62694
355
10488
1106
237936
39794
29136
177316
18338
336828
1592
5449
12405
1810
33444
52688
1604
30746
86
11803
27490
12593
12339
314487
814
Contract Volume
Call
Put
3427
24764
10833
2359
1508
5297
303416
17730
12579
406404
30
50982
14924
1626
4871
25226
186906
129835
8919
1697
130693
6781
2164
16346
4525
43701
17012
18622
1833
4039
8406
748
158440
7086
6436
636
10197
10190
89898
14604
43188
6813
6051
14697
4449
45528
126
7847
972
217668
32681
23433
140916
9016
235652
975
3427
3759
1397
20678
39821
1058
23895
86
9320
21455
9744
6701
213560
625
3564
5063
3699
380
309
3710
125572
8273
3064
225474
0
17703
9616
385
2305
5076
71298
36948
3105
630
58423
6041
132
8180
350
9322
18502
3656
917
1231
7601
1797
79383
892
1830
495
5618
4209
31362
4162
7952
2180
883
8789
668
17166
229
2641
134
20268
7113
5703
36400
9322
101176
617
2022
8646
413
12766
12867
546
6851
0
2483
6035
2849
5638
100927
189
Average Daily Volume
Total
Call
Put
37
118
58
11
7
36
1702
103
86
2507
0
273
149
8
28
120
3586
662
48
45
2627
51
9
743
19
210
141
156
18
31
308
10
944
32
33
4
63
57
481
74
203
36
158
93
20
249
6
42
4
944
158
116
704
73
2716
6
22
49
19
465
331
6
122
0
47
109
50
49
1248
4
18
98
43
9
6
21
1204
70
69
1613
0
202
90
6
19
100
2596
515
35
33
1815
27
9
495
18
173
68
130
12
24
162
3
629
28
26
3
40
40
357
58
171
27
138
58
18
181
2
31
4
864
130
93
559
36
1900
4
14
15
15
287
250
4
95
0
37
85
39
27
847
3
19
20
15
2
1
15
498
33
17
895
0
70
58
2
9
20
990
147
12
12
811
24
1
248
1
37
73
26
6
7
146
7
315
4
7
2
22
17
124
17
32
9
20
35
3
68
4
10
1
80
28
23
144
37
816
2
8
34
4
177
81
2
27
0
10
24
11
22
401
1
29
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
30
WQG
PQQ
SQP
PUP
ZVQ
QLC
QTL
QCD
QAQ
QNQ
DSS
HDD
DGX
TQB
QGY
QRT
Q
RJR
QDR
QRI
RAH
RAL
BNQ
RGO
RRU
RAQ
RYN
RYA
RTN
RDA
RDQ
QRN
BUK
REI
RLT
LRQ
QRG
RQN
RWY
REP
RNB
QRF
RSG
QQR
RUL
RQD
RQT
QYH
REV
RKQ
REY
RLM
RQZ
RYU
RHC
RAD
RN
RMU
RPC
ROK
RG
OQU
ROS
RDC
RPM
QRL
RI
RUS
URA
QFB
PROXIM, INC.
PROXYMED, INC.
PSINET, INC.
PUMA TECHNOLOGY, INC.
PUMA TECHNOLOGY, INC.
QLOGIC CORPORATION
QLT PHOTOTHERAPEUTICS, INC.
QUADRAMED CORPORATION
QUALCOMM
QUANTUM CORPORATION
QUANTUM DLT & STORAGE
QUANTUM HARD DISK DRIVE
QUEST DIAGNOSTICS INCORPORATED
QUICKTURN DESIGN SYSTEMS, INC.
QUIGLEY CORP.
QUINTILES TRANSNATIONAL CORP.
QWEST COMMUNICATIONS INT’L.
R.J. REYNOLDS TOBACCO COMPANY
RADICA GAMES LTD.
RAINFOREST CAFE, INC.
RALCORP HOLDINGS, INC.
RALSTON PURINA
RAMBUS INC.
RANGER OIL LTD.
RARE MEDIUM GROUP INC.
RATIONAL SOFTWARE CORP.
RAYONIER INC.
RAYTHEON CO. A
RAYTHEON CO. B
READER’S DIGEST
READ-RITE CORP.
REALNETWORKS INC.
REDBACK NETWORKS INC.
RELIANT ENERGY, INC.
RELTEC CORP.
REMEDY CORPORATION
RENAISSANCE WORLDWIDE, INC.
RENO AIR, INC.
RENT-WAY, INC.
REPSOL S.A. ADS
REPUBLIC NEW YORK
REPUBLIC SECURITIES FINANCIAL
REPUBLIC SERVICES INC.
RES-CARE, INC.
RESEARCH IN MOTION
RESOUND CORP.
RESPIRONICS, INC.
RESTORATION HARDWARE, INC.
REVLON, INC.
REXALL SUNDOWN, INC.
REYNOLDS & REYNOLDS COMPANY
REYNOLDS METALS
RF MICRO DEVICES, INC.
RHYTHMS NETCONNECTIONS, INC.
RIO HOTEL AND CASINO CO., INC.
RITE AID
RJR NABISCO HOLDINGS CORP.
RMI.NET
ROBERTS PHARM.
ROCKWELL INT’L.
ROGERS COMMUNICATIONS-CL B
ROSLYN BANCORP, INC.
ROSTELECOM-ADR
ROWAN COS.
RPM, INC.
RSL COMMUNICATIONS, INC.
RUBY TUESDAY, INC.
RUSS BERRIE
RYAN’S FAMILY STEAK HOUSES
S1 CORPORATION
Total
40403
57263
299648
11579
42
9078
383
31737
2336021
303821
43131
13189
864
12922
1656
137783
1223630
29551
5589
21313
1214
39973
501122
738
56349
115244
958
25204
82516
23811
117818
218024
23423
5622
1242
39421
12313
335
345
770
19588
17542
36424
2878
60863
50
3387
8115
120815
34518
4401
29073
124985
53555
700
200327
84135
14124
50865
23045
12923
30725
8942
20933
6347
91658
19954
339
657
58822
Contract Volume
Call
Put
29705
50256
243192
8570
22
6964
300
25765
1619460
243800
26426
11482
800
9251
1577
100591
929996
19438
4132
6974
1080
29380
269385
650
49930
103882
768
17844
64338
16634
83954
147936
16620
4185
996
33213
11128
305
345
694
14379
14179
31740
2638
42398
40
1951
4657
81088
23103
3681
11576
93258
42986
628
98489
67769
12930
42470
18621
11249
25456
6876
19232
4648
72261
18663
216
470
45101
10698
7007
56456
3009
20
2114
83
5972
716561
60021
16705
1707
64
3671
79
37192
293634
10113
1457
14339
134
10593
231737
88
6419
11362
190
7360
18178
7177
33864
70088
6803
1437
246
6208
1185
30
0
76
5209
3363
4684
240
18465
10
1436
3458
39727
11415
720
17497
31727
10569
72
101838
16366
1194
8395
4424
1674
5269
2066
1701
1699
19397
1291
123
187
13721
Average Daily Volume
Total
Call
Put
160
227
1189
211
0
175
96
126
9270
1206
411
126
3
51
7
547
4856
211
22
85
5
159
1989
3
389
457
4
100
327
94
468
865
732
22
5
156
49
1
1
3
445
70
145
11
451
0
13
32
479
137
17
404
496
446
3
2357
334
79
202
91
62
122
93
291
25
364
79
1
3
233
118
199
965
156
0
134
75
102
6426
967
252
109
3
37
6
399
3690
139
16
28
4
117
1069
3
344
412
3
71
255
66
333
587
519
17
4
132
44
1
1
3
327
56
126
10
314
0
8
18
322
92
15
161
370
358
2
1159
269
72
169
74
54
101
72
267
18
287
74
1
2
179
42
28
224
55
0
41
21
24
2843
238
159
16
0
15
0
148
1165
72
6
57
1
42
920
0
44
45
1
29
72
28
134
278
213
6
1
25
5
0
0
0
118
13
19
1
137
0
6
14
158
45
3
243
126
88
0
1198
65
7
33
18
8
21
22
24
7
77
5
0
1
54
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
SQI
TSG
SAQ
SFE
SK
SWY
AGS
SKS
QDS
SUU
SQN
UQS
SDC
SAP
QHH
QPE
SLE
VAI
QVY
QWS
SGP
SLB
NHQ
HCQ
SCH
SCI
SFA
SSP
QSL
CKH
SEG
S
QQE
SEI
QEY
AJU
PQD
QTU
ERQ
SFX
SHI
SHX
SC
SHW
VQS
SQR
SGQ
SQL
IAQ
SGI
SSU
VQQ
SEW
UQX
SKM
SKY
MMQ
UWQ
SLM
UYQ
QMM
SFD
JJQ
SNC
RQK
SDG
SUC
SOL
SLR
SOI
S3 INC.
SABRE HOLDINGS CORP.
SAFECO CORPORATION
SAFEGUARD SCIENTIFICS, INC.
SAFETY-KLEEN CORP.
SAFEWAY INC.
SAGA SOFTWARE, INC.
SAKS HOLDIINGS INC.
SAMSONITE CORPORATION
SANCHEZ COMPUTER ASSOCIATES
SANMINA CORPORATION
SANTA CRUZ OPERATION, INC.
SANTA FE INTERNATIONAL CORP.
SAP AG
SAPIENS INTERNATIONAL CORP. N.
SAPIENT CORPORATION
SARA LEE
SAVIA, S.A. DE C.V.
SAVILLE SYSTEMS PLC ADR
SAWTEK, INC.
SCHERING-PLOUGH
SCHLUMBERGER
SCHOLASTIC CORPORATION
SCHOOL SPECIALTY, INC.
SCHWAB, CHARLES
SCI SYSTEMS
SCIENTIFIC ATLANTA
SCRIPPS (E.W.) CO. (OHIO)
SDL, INC.
SEACOR SMIT, INC.
SEAGATE TECHNLOGY INC.
SEARS, ROEBUCK
SED INTERNATIONAL HOLDINGS, INC.
SEITEL, INC.
SELECT APPOINTMENTS HOLDINGS
SELECT COMFORT CORPORATION
SEMITOOL, INC.
SEMTECH CORP.
SEPRACOR
SFX ENTERTAINMENT, INC.
SHANGHAI PETROCHEMICAL
SHAW INDUSTRIES
SHELL TRANSP/TRADE
SHERWIN-WILLIAMS
SHIVA CORP.
SHOP AT HOME
SIEBEL SYSTEMS, INC.
SIERRA SEMICONDUCTOR
SIGMA-ALDRICH
SILICON GRAPHICS
SILICON STORAGE TECHNOLOGY, INC.
SILICON VALLEY GROUP, INC.
SINGER COMPANY N.V. (THE)
SIPEX CORPORATION
SK TELECOM CO., LTD. ADS
SKYLINE CORP.
SKYTEL COMMUNICATIONS, INC.
SKYWEST INC.
SLM HOLDING CORPORATION
SMART MODULAR TECHNOLOGIES, INC.
SMARTALK TELESERVICES, INC.
SMITH’S FOOD & DRUG CENTERS
SMURFIT-STONE CONTAINER CORP.
SNYDER COMMUNICATIONS, INC.
SODAK GAMING, INC.
SOFAMOR/DANEK
SOFTNET SYSTEMS
SOLA INTERNATIONAL, INC.
SOLECTRON
SOLUTIA, INC.
Total
116164
15310
34071
90877
7552
232782
19902
755
2751
12745
94331
28185
28841
207428
42855
62287
2345
182
133337
23738
78764
1128141
1050
5719
1357670
126171
7742
116
740
14382
51982
317502
126
11556
2115
785
1541
99
203441
41750
6866
33847
29310
20464
463
71278
259918
55049
10512
28230
6321
32892
580
6079
40764
177
257665
8766
22219
47633
12448
4134
33269
51688
1348
1155
134253
9437
309766
52068
Contract Volume
Call
Put
105015
13370
18526
50631
5773
177996
17070
669
1113
10074
71336
22843
23972
94244
35695
35228
1761
71
121411
16834
50190
801338
566
4697
886218
54848
5507
100
546
9447
31566
173701
118
8181
632
545
1297
99
139158
23727
5034
27928
25944
12390
336
65480
188580
39840
7110
23633
4921
25581
552
5384
32673
159
203418
6170
16711
35909
11469
3422
27303
41017
1297
656
108959
4324
194240
39957
11149
1940
15545
40246
1779
54786
2832
86
1638
2671
22995
5342
4869
113184
7160
27059
584
111
11926
6904
28574
326803
484
1022
471452
71323
2235
16
194
4935
20416
143801
8
3375
1483
240
244
0
64283
18023
1832
5919
3366
8074
127
5798
71338
15209
3402
4597
1400
7311
28
695
8091
18
54247
2596
5508
11724
979
712
5966
10671
51
499
25294
5113
115526
12111
Average Daily Volume
Total
Call
Put
461
61
135
361
33
924
79
3
11
100
374
542
114
823
170
247
45
1
529
94
927
4477
4
23
5388
501
149
0
3
57
722
1260
1
46
8
6
6
0
807
166
27
134
116
81
2
339
1031
1059
42
392
79
131
2
24
162
1
1022
35
88
189
49
16
132
205
5
5
613
37
1229
207
417
53
74
201
25
706
68
3
4
79
283
439
95
374
142
140
34
0
482
67
590
3180
2
19
3517
218
106
0
2
37
438
689
0
32
3
4
5
0
552
94
20
111
103
49
1
312
748
766
28
328
62
102
2
21
130
1
807
24
66
142
46
14
108
163
5
3
498
17
771
159
44
8
62
160
8
217
11
0
7
21
91
103
19
449
28
107
11
0
47
27
336
1297
2
4
1871
283
43
0
1
20
284
571
0
13
6
2
1
0
255
72
7
23
13
32
1
28
283
292
14
64
18
29
0
3
32
0
215
10
22
47
4
3
24
42
0
2
115
20
458
48
31
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
32
RIG
SAH
SO
SNG
LUV
SWS
SBC
QCS
FQF
SP
SQE
QRX
TSA
QSP
QIR
FON
PCS
SPW
YQG
SPC
STJ
SQT
QFF
SGE
OMQ
PLQ
TQQ
SQX
SUF
HOT
SIB
STN
SQK
SCS
QFR
URL
STE
STL
SE
SSW
STM
QSO
STK
RGR
QBR
SUB
DQB
BAQ
SHG
SIH
SUQ
SNS
RQY
QSR
RNU
OWN
UQG
SCQ
SUP
QSU
SFY
FQW
YPQ
YZQ
SNV
SYY
RQW
TSM
TUO
QQK
SONAT OFFSHORE
SONIC AUTOMOTIVE, INC.
SOUTHERN CO.
SOUTHERN NEW ENGLAND TELECOM.
SOUTHWEST AIRLINES
SOUTHWEST SECURITIES GROUP, INC.
SOUTHWESTERN BELL
SPECTRIAN CORP.
SPEEDFAM-IPEC, INC.
SPELLING ENTERTAINMENT GROUP, INC.
SPIEGEL INC. CL A
SPLASH TECHNOLOGY HOLDINGS, INC.
SPORTS AUTHORITY, INC. (THE)
SPORTSLINE.COM, INC.
SPR, INC.
SPRINT CORP.
SPRINT CORP. PCS GROUP
SPX CORPORATION
SPYGLASS, INC.
ST PAUL COMPANIES
ST. JUDE MEDICAL
STAAR SURGICAL CORP.
STAFF LEASING INC.
STAGE STORES, INC.
STANDARD MICROSYSTEMS
STAPLES INC.
STAR TELECOMMUNICATIONS, INC.
STARBUCKS
STARMEDIA NETWORK
STARWOOD HOTELS & RESORTS WORLDWIDE
STATEN ISLAND BANCORP, INC.
STATION CASINOS
STB SYSTEMS, INC.
STEELCASE INC-CLASS A
STEINER LEISURE LTD.
STERICYCLE INC.
STERIS CORP.
STERLING BANCORP
STERLING COMMERCE, INC.
STERLING SOFTWARE
STMICROELECTRONICS N.V.
STOLT COMEX SEAWAY S.A.
STORAGE TECH.
STURM RUGER & COMPANY, INC.
SUBURBAN LODGES OF AMERICA, INC.
SUMMIT BANCORP
SUMMIT DESIGN, INC.
SUMMIT TECHNOLOGY, INC.
SUN HEALTHCARE GROUP, INC.
SUN INTERNATIONAL HOTELS LTD.
SUN MICROSYSTEMS
SUNDSTRAND CORPORATION
SUNGLASS HUT INT’L., INC.
SUNRISE ASSISTED LIVING, INC.
SUNRISE TECHNOLOGIES INT’L.
SUNTERRA CORP.
SUPERGEN, INC.
SUPERIOR ENERGY SERVICES, INC.
SUPERIOR INDUSTRIES
SUPERIOR SERVICES INC.
SWIFT ENERGY COMPANY
SWIFT TRANSPORTATION CO., INC.
SYNOPSIS
SYNTHETECH, INC.
SYNVOUS FINANCIAL CORP.
SYSCO CORPORATION
T. ROWE PRICE ASSOC. INC.
TAIWAN SEMICONDUCTOR MFG.
TAKE-TWO INTERACTIVE SOFTWARE
TALK.COM, INC.
Total
11532
5102
14778
2
174613
3134
36020
15451
44728
1061
13518
8459
12179
64480
4295
290657
132084
31089
112070
45903
44718
13605
10116
3199
1050
33928
107514
460520
21705
94273
8531
43247
2458
5127
1808
8420
60225
241
147316
10524
71455
6306
133309
2570
1167
49493
1790
128685
12593
8407
457254
29761
37132
42606
163662
12478
487
18
2536
7597
8773
1426
63462
7712
23853
39768
31312
42163
48366
345477
Contract Volume
Call
Put
7614
3949
10928
2
142258
2831
25060
11760
39239
1061
11634
6477
8422
46034
2905
220120
96667
15857
91015
27423
35172
11059
6873
1477
886
25943
93908
314852
16803
65285
7158
36229
2141
3994
1327
7134
41557
144
99951
8864
50348
5105
91561
1502
1082
35257
1165
103240
5457
4897
295513
17421
33340
15178
118077
9169
61
10
2207
7130
7768
1016
49385
2078
20313
37559
24220
24340
42203
297162
3918
1153
3850
0
32355
303
10960
3691
5489
0
1884
1982
3757
18446
1390
70537
35417
15232
21055
18480
9546
2546
3243
1722
164
7985
13606
145668
4902
28988
1373
7018
317
1133
481
1286
18668
97
47365
1660
21107
1201
41748
1068
85
14236
625
25445
7136
3510
161741
12340
3792
27428
45585
3309
426
8
329
467
1005
410
14077
5634
3540
2209
7092
17823
6163
48315
Average Daily Volume
Total
Call
Put
222
41
59
0
693
76
500
61
177
4
54
34
48
256
17
3419
524
123
445
182
177
54
40
13
4
652
427
1827
258
374
34
172
10
20
7
40
239
1
585
124
284
25
529
10
5
196
7
511
50
33
5379
118
147
169
871
50
122
0
10
30
35
6
252
31
95
158
124
167
234
1371
146
32
43
0
565
69
348
47
156
4
46
26
33
183
12
2590
384
63
361
109
140
44
27
6
4
499
373
1249
200
259
28
144
8
16
5
34
165
1
397
104
200
20
363
6
4
140
5
410
22
19
3477
69
132
60
628
36
15
0
9
28
31
4
196
8
81
149
96
97
204
1179
75
9
15
0
128
7
152
15
22
0
7
8
15
73
6
830
141
60
84
73
38
10
13
7
1
154
54
578
58
115
5
28
1
4
2
6
74
0
188
20
84
5
166
4
0
56
2
101
28
14
1903
49
15
109
242
13
107
0
1
2
4
2
56
22
14
9
28
71
30
192
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
TAN
TCO
QTV
TBQ
TTQ
TCB
TSQ
QSC
TWE
QST
TQY
TMU
TCS
TFU
TBR
TEO
TI
VXQ
TBH
TLD
QBM
TAR
TDP
CTC
TMX
TGO
GQR
TNE
TIP
TCP
TSP
QBA
QTC
TNU
TEQ
TNQ
QIP
TER
TUN
TRA
TVQ
TX
TXN
TUD
BQM
GS
GQU
HIG
DQH
MNY
TTN
GLU
TGX
TMO
YTQ
THU
QHI
TQD
TIU
QMF
TDW
QTI
TWX
TTU
TMC
TKR
TJX
QKR
TOM
TOO
Total
TANDY CORP.
40367
TAUBMAN CENTERS, INC.
319
TAVA TECHNOLOGIES, INC.
11205
TBC CORPORATION
1183
TCA CABLE TV INC.
16572
TCF FINANCIAL CORPORATION
11118
TCI SATELLITE ENTERTAINMENT
1771
TCSI CORP.
10
TD WATERHOUSE GROUP
26533
TECHNOLOGY SOLUTIONS CO.
37533
TECNOMATIX TECHNOLOGIES LTD.
9454
TELCOM SEMICONDUCTOR
3522
TELE CENTRO SUL PARTICIPACOES
8818
TELEBANC FINANCIAL CORP.
5463
TELEBRAS ADJ.
38900
TELECOM ARGENTINA STET-FRANCE TELECOM
28909
TELECOM ITALIA SPA
17140
TELE-COMM. INC TCI V
4493
TELECOMUNICAOES BRASILEIRAS, S.A.
1626247
TELE-DANMARK A/S
801
TELEDATA COMMUNICATION LTD.
80179
TELEFONICA DE ARGENTINA, S.A.
154828
TELEFONICA DEL PERU S.A. ADR
15030
TELEFONOS DE CHILE, COMPANIA DE
23326
TELEFONOS DE MEXICO
715678
TELEGLOBE, INC.
34955
TELEGROUP, INC.
20
TELENORTE LESTE PARTICIPACOES
47355
TELESCAN, INC.
13142
TELESP CELULAR PARTICIPACOES S.A.
17630
TELESP PARTICIPACOES SA ADS
65254
TELESPECTRUM WORLDWIDE, INC.
6579
TELETECH HOLDINGS, INC.
14546
TELIGENT, INC CL A
18551
TELLABS INC.
87350
TELXON CORP.
45284
TERA COMPUTER CO.
44248
TERADYNE
13118
TERAYON COMMUNICATION SYSTEMS
47202
TERRA INDUSTRIES, INC.
8644
TEVA PHARMACEUTICALS
64137
TEXACO INC.
13367
TEXAS INSTRUMENT
1671792
THE 3DO COMPANY
1973
THE ELDER-BEERMAN STORES CORP.
290
THE GOLDMAN SACHS GROUP, INC.
56459
THE GOOD GUYS, INC.
2903
THE HARTFORD FINANCIAL SERVICES GP INC.
28517
THE J. JILL GROUP, INC.
7524
THE MONY GROUP, INC.
1949
THE TITAN CORPORATION
33966
THEGLOBE.COM, INC.
38550
THERAGENICS CORPORATION
53682
THERMO ELECTRON CORPORATION
47825
THESTREET.COM
1339
THINK NEW IDEAS, INC.
18516
THQ INC.
35998
THREE-DO
3969
TIBCO SOFTWARE
17450
TICKETMASTER ONLINE-CITYSEARCH
51471
TIDEWATER, INC.
67286
TIER TECHNOLOGIES, INC.
11311
TIME WARNER
42373.5
TIME WARNER TELECOM INC.
10377
TIMES MIRROR COMPANY (THE)
11211
TIMKEN COMPANY (THE)
12435
TJX COMPANY
99719
TLC LASER EYE CENTERS INC.
66627
TOMMY HILFIGER CORP.
146690
TOO, INC.
911
Contract Volume
Call
Put
26990
316
10020
783
11721
9883
1631
0
21104
34832
6152
2943
6463
3135
23469
14582
11133
3936
998372
775
58008
88235
7119
13270
355214
27052
20
42553
11497
10359
47235
4904
11604
11982
51349
33336
38704
9906
33023
7884
56802
9065
996830
1384
180
27906
2508
24208
4897
1321
26501
31602
45715
35084
1049
16409
31144
2699
12689
42428
52758
9650
30087.5
7122
4216
9762
88398
50719
98521
621
13377
3
1185
400
4851
1235
140
10
5429
2701
3302
579
2355
2328
15431
14327
6007
557
627875
26
22171
66593
7911
10056
360464
7903
0
4802
1645
7271
18019
1675
2942
6569
36001
11948
5544
3212
14179
760
7335
4302
674962
589
110
28553
395
4309
2627
628
7465
6948
7967
12741
290
2107
4854
1270
4761
9043
14528
1661
12286
3255
6995
2673
11321
15908
48169
290
Average Daily Volume
Total
Call
Put
160
1
44
5
66
44
7
0
214
149
38
35
35
133
154
115
68
18
6453
3
318
614
60
93
2840
139
0
188
107
70
259
26
58
159
1028
180
176
182
217
34
255
186
6634
55
1
565
12
113
30
9
281
249
213
190
32
103
143
16
159
207
267
45
499
68
44
49
396
264
582
10
107
1
40
3
47
39
6
0
170
138
24
29
26
76
93
58
44
16
3962
3
230
350
28
53
1410
107
0
169
93
41
187
19
46
102
604
132
154
138
151
31
225
126
3956
38
1
279
10
96
19
6
219
204
181
139
25
92
124
11
115
170
209
38
354
47
17
39
351
201
391
7
53
0
5
2
19
5
1
0
44
11
13
6
9
57
61
57
24
2
2492
0
88
264
31
40
1430
31
0
19
13
29
72
7
12
56
424
47
22
45
65
3
29
60
2678
16
0
286
2
17
10
3
62
45
32
51
7
12
19
5
43
36
58
7
145
21
28
11
45
63
191
3
33
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
34
TOQ
TOT
TRL
TM
TOY
QOR
TWA
TQT
TRP
QXS
TMM
TVU
RIU
TRB
MUQ
YUM
RQM
TQN
OIL
TZH
TNO
TRW
SUW
TAM
TBI
TUP
QSS
TZA
TW
QBT
TYC
USB
UBS
UFS
USI
UAL
UBD
UCR
UGI
QRD
UCI
ULQ
UQT
UBB
UCM
UFI
UFU
UCC
UPR
UWW
UIS
UNT
UAG
UNH
UPO
USF
QTR
UTX
UVV
UCL
UNA
OFQ
QIA
QUS
USW
QTH
U
QSK
USU
TFQ
TOPPS COMPANY
TOTAL ADR
TOTAL RENAL CARE HOLDINGS, INC.
TOYOTA MOTOR CORPORATION ADR
TOYS “R” US, INC.
TR FINANCIAL CORPORATION
TRANS WORLD AIRLINES INC.
TRANS WORLD ENTERTAINMENT CORP.
TRANSCANADA PIPELINES LTD.
TRANSITION SYSTEMS, INC.
TRANSPORTACION MARITIMA
TRAVEL SERVICE INTERNATIONAL
TRIAD HOSPITALS
TRIBUNE CORP.
TRICO MARINE SERVICES, INC.
TRICON GLOBAL RESTAURANTS, INC.
TRIMERIS INC.
TRIQUINT SEMICONDUCTOR, INC.
TRITON ENERGY CORPORATION
TRIZEC HAHN CORP.
TRUE NORTH COMMUNICATIONS
TRW INC.
TSI INTL SOFTWARE
TUBOS DE ACERO DE MEXICO SA ADR
TUBOSCOPE INC.
TUPPERWARE CORP.
TUT SYSTEMS, INC.
TV AZTECA, S.A. DE C.V.
TWENTIETH CENTURY INDUSTRIES
TWINLAB CORP.
TYCO LABS
U.S. BANCORP
U.S. BIOSCIENCE, INC.
U.S. FOODSERVICE
U.S. INDUSTRIES, INC.
UAL CORP.
UBI, INC.
UCAR INTERNATIONAL INC.
UGI CORPORATION
UGLY DUCKLING CORP.
UICI
ULTRAK, INC.
ULTRATECH STEPPER, INC.
UNIBANCO UNIAO DE BANCOS BRASI
UNICOM CORP.
UNIFI
UNIFY CORP.
UNION CAMP
UNION PACIFIC RESOURCES GROUP, INC.
UNISOURCE WORLDWIDE, INC.
UNISYS CORP.
UNIT CORP.
UNITED AUTO GROUP, INC.
UNITED HEALTHCARE CORPORATION
UNITED PAN-EUROPE COMM. CLASS A
UNITED STATES FILTER CORP.
UNITED STATIONERS INC.
UNITED TECH.
UNIVERSAL CORPORATION
UNOCAL CORP.
UNOVA, INC.
US OFFICE PRODUCTS CO.
US ONCOLOGY, INC.
US SATELLITE BROADCASTING CO., INC.
US WEST INC.
USA NETWORKS, INC.
USAIR GROUP
USCS INTERNATIONAL, INC.
USEC, INC.
USFREIGHTWAYS CORPORATION
Total
28725
991
90130
689
244968
6926
220273
37732
558
90
826
1789
530
27029
25360
87071
10924
75795
42264
7439
7570
3764
35300
15944
2944
19894
9205
31997
637
29122
1030559
111788
15389
37156
1263
330529
14257
3644
2993
7368
8356
1457
17357
83835
11265
3677
32905
7993
45423
25052
68598
1036
1505
58388
11717
168398
11491
216521
480
2085
1963
23179
26048
15669
45773
58575
5002
35
21035
2376
Contract Volume
Call
Put
26125
686
63601
176
177521
5579
113866
28298
381
72
734
1288
477
20878
22833
53437
9582
61546
35212
5660
6871
2688
32642
14928
2362
10416
6340
19570
355
21135
773583
85271
12437
31010
981
223803
11050
2492
2143
6809
7262
547
11889
65202
8026
2903
26705
6155
36989
23529
46763
991
1185
42785
8497
132085
6372
123071
374
1840
1597
15157
17345
9757
30056
42368
3388
35
20298
2111
2600
305
26529
513
67447
1347
106407
9434
177
18
92
501
53
6151
2527
33634
1342
14249
7052
1779
699
1076
2658
1016
582
9478
2865
12427
282
7987
256976
26517
2952
6146
282
106726
3207
1152
850
559
1094
910
5468
18633
3239
774
6200
1838
8434
1523
21835
45
320
15603
3220
36313
5119
93450
106
245
366
8022
8703
5912
15717
16207
1614
0
737
265
Average Daily Volume
Total
Call
Put
359
19
358
14
972
28
874
150
2
0
3
14
5
107
101
346
50
301
168
30
33
15
161
63
12
79
89
127
3
116
4090
444
61
147
5
1312
223
14
16
29
33
6
69
333
45
15
158
32
180
99
953
4
6
232
55
668
46
859
2
40
8
92
103
62
636
232
96
0
83
9
327
13
252
3
704
22
452
112
2
0
3
10
5
83
91
212
44
244
140
22
30
11
149
59
9
41
61
78
1
84
3070
338
49
123
4
888
173
10
11
27
29
2
47
259
32
12
128
24
147
93
649
4
5
170
40
524
25
488
1
35
6
60
69
39
417
168
65
0
81
8
33
6
105
10
268
5
422
37
1
0
0
4
1
24
10
133
6
57
28
7
3
4
12
4
2
38
28
49
1
32
1020
105
12
24
1
424
50
5
5
2
4
4
22
74
13
3
30
7
33
6
303
0
1
62
15
144
20
371
0
5
1
32
35
23
218
64
31
0
3
1
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
USG
UUX
QZS
UST
QWB
VFC
MTN
VCI
VHQ
UAS
UVR
VCQ
VQG
VST
QTZ
IUA
UES
QVC
QMP
QWQ
RLQ
QVR
VUQ
YQV
UER
VMB
VIA
QVV
VQL
VIQ
QV
VUO
VIP
HPU
QNM
UDT
VSQ
VQT
VTO
VL
VLQ
VOD
UVT
VQY
UOY
VQE
WNC
WHC
WAG
WLQ
WMT
WQA
WLA
WM
WMI
WME
WPI
AXU
WFT
QBN
WLM
WLP
WFC
JQJ
QLW
WDC
WR
QHB
UUQ
WY
USG CORPORATION
USINTERNETWORKING, INC.
USN COMMUNICATIONS, INC.
UST INC.
USWEB CORPORATION
V.F. CORPORATION
VAIL RESORTS, INC.
VALASSIS COMMUNICATIONS, INC.
VALENCE TECHNOLOGY, INC.
VALUE AMERICA, INC.
VALUEVISION INT’L. INC. CL A
VANGUARD CELLULAR SYSTEMS, INC.
VANS, INC.
VANSTAR CORP.
VANTIVE CORP.
VARIAN INC.
VARIAN SEMICONDUCTOR EQUIPMENT
VEECO INSTRUMENTS INC.
VENTANA MEDICAL SYSTEMS
VERILINK CORP.
VERIO, INC.
VERISIGN INC.
VERITAS SOFTWARE CORPORATION
VERITY, INC.
VERTICALNET, INC.
VIACOM INC. CLASS B
VIACOM INC.
VIASOFT, INC.
VIATEL, INC.
VICOR
VIDEO LOTTERY TECHNOLOGIES, INC.
VIGNETTE CORPORATION
VIMPEL-COMMUNICATIONS ADR
VIROPHARMA, INC.
VISTANA, INC.
VISUAL DATA CORP.
VISX INC.
VITESSE SEMICONDUCTOR CORP.
VITRO S.A.
VLASIK FOOD INTERNATIONAL
VLSI TECHNOLOGY, INC.
VODAFONE
VOICESTREAM WIRELESS CORP.
VOLVO AB ADR
VOYAGER.NET, INC.
VTEL CORPORATION
WABASH NATIONAL CORP.
WACKENHUT CORRECTION CORP.
WALGREEN CO.
WALL DATA INC.
WAL-MART STORES
WANG LABORATORIES
WARNER-LAMBERT
WASHINGTON MUTUAL, INC.
WASTE MANAGEMENT, INC.
WASTE MGMT. INT’L. ADR
WATSON PHARMACEUTICALS INC.
WAVE SYSTEMS CORPORATION
WEATHERFORD INT’L., INC.
WEBSTER FINANCIAL CORP.
WELLMAN, INC.
WELLPOINT HEALTH NETWORK
WELLS FARGO
WESLEY JESSEN VISIONCARE, INC.
WESTELL TECHNOLOGIES, INC.
WESTERN DIGITAL
WESTERN RESOURCES, INC.
WESTERNBANK PUERTO RICO
WET SEAL, INC. (THE) (CLASS A)
WEYERHAEUSER
Total
42868
8483
2
7370
160772
7562
8278
2233
68399
8444
45556
2047
560
2275
25695
1170
5023
21352
51846
131
73785
105736
80957
48592
60416
134755
2686
27459
48331
6748
1123
36047
20098
2479
2605
20859
85085
174348
23958
10986
162551
248956
12458
26185
2362
9426
11926
9456
13308
9786
1920457
24820
73574
31379
250146
10
219540
93753
142937
4563
6756
29011
46675
3492
56543
10359
365
1672
10072
56769
Contract Volume
Call
Put
31518
6438
2
5417
129532
5921
2624
2060
50231
6500
39538
1430
493
1573
20558
986
4255
16566
22870
121
59999
63786
53925
38598
42028
99628
2254
15055
37546
5693
937
21765
11897
2136
2354
19141
59321
121566
7339
7401
141505
195698
6418
22750
2228
8547
6035
6270
7497
6231
1513063
18798
52478
16168
166437
0
103085
80207
108109
4118
5631
20317
34814
2561
52369
7190
122
1041
6247
31457
11350
2045
0
1953
31240
1641
5654
173
18168
1944
6018
617
67
702
5137
184
768
4786
28976
10
13786
41950
27032
9994
18388
35127
432
12404
10785
1055
186
14282
8201
343
251
1718
25764
52782
16619
3585
21046
53258
6040
3435
134
879
5891
3186
5811
3555
407394
6022
21096
15211
83709
10
116455
13546
34828
445
1125
8694
11861
931
4174
3169
243
631
3825
25312
Average Daily Volume
Total
Call
Put
170
177
0
29
638
30
33
9
271
184
218
8
2
9
102
12
52
85
206
1
293
420
321
193
629
535
11
109
192
27
4
396
80
108
10
213
1182
692
95
44
645
988
240
104
66
37
47
38
185
39
7621
98
1022
490
993
0
871
638
567
18
27
115
648
14
224
144
1
7
40
225
125
134
0
21
514
23
10
8
199
141
189
6
2
6
82
10
44
66
91
0
238
253
214
153
438
395
9
60
149
23
4
239
47
93
9
195
824
482
29
29
562
777
123
90
62
34
24
25
104
25
6004
75
729
253
660
0
409
546
429
16
22
81
484
10
208
100
0
4
25
125
45
43
0
8
124
7
22
1
72
42
29
2
0
3
20
2
8
19
115
0
55
166
107
40
192
139
2
49
43
4
1
157
33
15
1
18
358
209
66
14
84
211
116
14
4
3
23
13
81
14
1617
24
293
238
332
0
462
92
138
2
4
35
165
4
17
44
1
3
15
100
35
CBOE Equity Options Volume (Includes LEAPS)
Ticker Stock
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
36
WHR
WH
WMQ
WHX
QOQ
WLL
WMB
WSM
WIN
WGO
WQS
WQC
WEC
IUC
WIT
WUK
WXQ
WRC
WAQ
WYG
XCU
XRX
XLQ
XQR
XQK
YXQ
YHQ
YRK
BUB
YQD
YPF
ZLC
ZDZ
ZBQ
ZD
QWC
ZQI
QOT
NQZ
ZUO
UZY
WHIRLPOOL CO.
WHITMAN CO.
WHITTMAN-HART, INC.
WHX INC.
WILD OATS MARKETS, INC.
WILLAMETTE INDUSTRIES, INC.
WILLIAMS COS.
WILLIAMS-SONOMA, INC.
WINN-DIXIE STORES INC.
WINNEBAGO INDUS.
WINSTAR COMMUNICATIONS, INC.
WISCONSIN CENTRAL TRANS. CORP.
WISCONSIN ENERGY CORP.
WIT CAPITAL GROUP
WITCO CORPORATION
WORKFLOW MANAGEMENT, INC.
WORLD ACCESS INC.
WORLD COLOR PRESS, INC.
WORLDGATE COMMUNICATIONS, INC.
WYMAN-GORDON COMPANY
XCEED INC.
XEROX CO.
XILINX
XIRCOM
XOMED SURGICAL PRODUCTS, INC.
XYLAN CORP.
YAHOO! INC.
YORK INTL CORP.
YOUBET.COM, INC.
YOUNG BROADCASTING INC. CLASS
YPF SOCIEDAD ANOMINA ADR
ZALE CORP.
ZDNET
ZEBRA TECHNOLOGIES, INC.
ZIFF-DAVIS INC.
ZILA, INC.
ZITEL CORPORATION
ZOLTEK COMPANIES, INC.
ZONAGEN, INC.
ZORAN CORP.
ZYGO CORP.
Total
46624
3410
63751
19104
12622
9722
260525
49148
32924
17317
262696
8708
583
12577
31221
26584
96881
9391
9391
21947
89904
944249
491788
63605
2806
43363
3161134
9822
10433
2129
212053
2178
40519
29946
162844
54037
31086
11770
42084
23793
352
Contract Volume
Call
Put
30408
2537
42095
15751
7043
8223
210338
32824
24460
13843
206643
5960
297
8843
27457
22816
78734
7911
8125
14988
63602
603566
356045
50098
1935
37093
2057045
6882
8323
727
164003
1566
30011
23115
132239
31712
26579
7078
27360
18975
342
16216
873
21656
3353
5579
1499
50187
16324
8464
3474
56053
2748
286
3734
3764
3768
18147
1480
1266
6959
26302
340683
135743
13507
871
6270
1104089
2940
2110
1402
48050
612
10508
6831
30605
22325
4507
4692
14724
4818
10
Average Daily Volume
Total
Call
Put
185
14
253
76
50
39
1034
195
131
69
1042
35
2
163
124
161
384
37
276
87
414
3747
1952
252
16
172
12544
39
79
8
841
9
223
119
646
214
123
47
167
128
2
121
10
167
63
28
33
835
130
97
55
820
24
1
115
109
138
312
31
239
59
293
2395
1413
199
11
147
8163
27
63
3
651
6
165
92
525
126
105
28
109
102
2
64
3
86
13
22
6
199
65
34
14
222
11
1
48
15
23
72
6
37
28
121
1352
539
54
5
25
4381
12
16
6
191
2
58
27
121
89
18
19
58
26
0
CBOE Top 100 Equity Options Ranked By Volume (Includes LEAPS)
Rank Ticker Stock
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
AOL
DLQ
IBM
MSQ
CYQ
T
ORQ
YHQ
C
LU
ZQN
GE
QAQ
EMC
CPQ
WMT
HWP
QGC
MRK
KO
TXN
AHQ
TBH
INQ
SCH
SUQ
MTC
QXB
BA
QGR
Q
SLB
BAC
TYC
EUQ
FQC
LDQ
XRX
MU
PFE
GTW
FON
JNJ
BMY
QGV
LSI
QTD
QWL
F
GM
AMERICA ONLINE INC.
DELL COMPUTERS
I.B.M.
MICROSOFT
CISCO SYSTEMS
AT & T CORP.
ORACLE CORP.
YAHOO! INC.
CITIGROUP, INC.
LUCENT TECHNOLOGIES, INC.
AMAZON.COM, INC.
GENERAL ELECTRIC
QUALCOMM
EMC CORP
COMPAQ COMPUTERS
WAL-MART STORES
HEWLETT-PACKARD
CMGI, INC.
MERCK & CO.
COCA-COLA COMPANY
TEXAS INSTRUMENT
AT HOME CORPORATION
TELECOMUNICAOES BRASILEIRAS, S
INTEL CORP.
SCHWAB, CHARLES
SUN MICROSYSTEMS
MONSANTO CO.
EBAY, INC
BOEING CO.
E-TRADE GROUP, INC.
QWEST COMMUNICATIONS INTL.
SCHLUMBERGER
BANK OF AMERICA CORP.
TYCO LABS
CIENA CORPORATION, INC.
NEXTEL COMMUNICATIONS
MCI WORLDCOM, INC.
XEROX CO.
MICRON TECH.
PFIZER INC.
GATEWAY, INC.
SPRINT CORP.
JOHNSON & JOHNSON
BRISTOL-MYERS SQUIBB
GLOBAL CROSSING LTD.
LSI LOGIC
DOUBLECLICK INC.
LYCOS, INC.
FORD MOTOR CO.
GENERAL MOTORS
Total
Contract Volume
Call
14739214
3200230
7578953
2320843
6481157
3568983
3205129
3161134
2622039
2573684
2573456
2488150
2336021
2305446
679938
1920457
1856299
1764796
1743832
1719896
1671792
1671012
1626247
389453
1357670
457254
1315032
1209538
1281172
1225125
1223630
1128141
1037062
1030559
986301
963912
960873
944249
918480
258204
869204
290657
825741
807847
806889
778228
769502
760468
748991
743762
10701291
2148719
4715689
1453284
4742463
2483506
2256949
2057045
1819854
1819202
1573994
1502945
1619460
1648720
520831
1513063
1119013
1226810
1252097
1022305
996830
1268859
998372
229344
886218
295513
979582
706922
863672
916074
929996
801338
698970
773583
796907
756865
676187
603566
545602
186906
483503
220120
565003
591358
572813
573910
531925
565613
452350
529219
Put
4037923
1051511
2863264
867559
1738694
1085477
948180
1104089
802185
754482
999462
985205
716561
656726
159107
407394
737286
537986
491735
697591
674962
402153
627875
160109
471452
161741
335450
502616
417500
309051
293634
326803
338092
256976
189394
207047
284686
340683
372878
71298
385701
70537
260738
216489
234076
204318
237577
194855
296641
214543
Average Daily Volume
Total
Call
Put
58489
34785
30075
27304
25719
14163
12719
12544
10405
10213
10212
9874
9270
9149
7999
7621
7366
7003
6920
6825
6634
6631
6453
5409
5388
5379
5218
5191
5084
4862
4856
4477
4115
4090
3914
3825
3813
3747
3645
3586
3449
3419
3277
3206
3202
3088
3054
3018
2972
2951
42465
23356
18713
17097
18819
9855
8956
8163
7222
7219
6246
5964
6426
6543
6127
6004
4441
4868
4969
4057
3956
5035
3962
3185
3517
3477
3887
3034
3427
3635
3690
3180
2774
3070
3162
3003
2683
2395
2165
2596
1919
2590
2242
2347
2273
2277
2111
2244
1795
2100
16024
11429
11362
10207
6900
4307
3763
4381
3183
2994
3966
3910
2843
2606
1872
1617
2926
2135
1951
2768
2678
1596
2492
2224
1871
1903
1331
2157
1657
1226
1165
1297
1342
1020
752
822
1130
1352
1480
990
1531
830
1035
859
929
811
943
773
1177
851
37
CBOE Top 100 Equity Options Volume (Includes LEAPS) continued
Rank Ticker Stock
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
38
TMX
KM
HD
THQ
NSM
PUZ
NT
HAL
AMQ
ANQ
MO
FDX
IUK
EK
PEP
MCD
MDT
MOT
TQA
HM
CWQ
RAD
XON
BBY
CD
QTN
BQD
G
IOM
CA
QYK
MWD
BNQ
XLQ
IFQ
BEL
SQX
BCQ
PQO
GPS
BSX
UQD
XSQ
IQU
NKA
ONE
ELN
ABT
AQT
AMD
TELEFONOS DE MEXICO
K-MART CORP.
HOME DEPOT
3COM CORP.
NATIONAL SEMICONDUCTOR
PRICELINE.COM INC.
NORTEL NETWORKS CORP.
HALLIBURTON
AMGEN INC.
APPLIED MATERIAL
PHILIP MORRIS
FDX CORPORATION
4KIDS ENTERTAINMENT, INC.
EASTMAN KODAK
PEPSICO INC.
MCDONALD’S CORP.
MEDTRONIC
MOTOROLA
AMERITRADE HOLDING CORP-CL A
HOMESTAKE MINING
COMPUWARE
RITE AID
EXXON MOBIL CORP.
BEST BUY
CENDANT CORPORATION
KNIGHT/TRIMARK GROUP, INC.
DATA BROADCASTING CORP.
GILLETTE
IOMEGA CORP.
COMPUTER ASSOC. INT’L.
INKTOMI CORPORATION
MORGAN STANLEY DEAN WITTER & CO.
RAMBUS INC.
XILINX
INFORMIX CORP.
BELL ATLANTIC CORP.
STARBUCKS
BMC SOFTWARE, INC.
PEOPLESOFT INC.
GAP STORES
BOSTON SCIENTIFIC
JDS UNIPHASE CORP.
CITRIX SYSTEMS, INC.
INTUIT CORP.
NOKIA CORP.
BANK ONE CORP.
ELAN CORP.
ABBOT LABS
ATMEL
ADVANCE MICRO. DEV.
Total
715678
706904
238214
237232
702514
336828
682038
681476
193769
226659
189116
659757
186767
634597
631878
628325
613761
173910
604939
601615
598289
200327
589522
587304
579040
572769
547640
156012
536155
511842
511112
510026
501122
491788
490008
478659
460520
453597
428988
427102
426692
413179
412231
399474
395669
395282
386854
130182
385832
128610
Contract Volume
Call
Put
355214
540357
186763
188668
577323
235652
506568
479057
145889
145498
130693
413260
136576
340451
406404
347231
401915
105536
441589
387536
360778
98489
418193
372246
443650
414053
454066
86612
267575
327784
379475
341225
269385
356045
420219
296567
314852
298586
303416
268961
296450
308772
308068
279097
288980
288736
250613
86330
308867
94496
360464
166547
51451
48564
125191
101176
175470
202419
47880
81161
58423
246497
50191
294146
225474
281094
211846
68374
163350
214079
237511
101838
171329
215058
135390
158716
93574
69400
268580
184058
131637
168801
231737
135743
69789
182092
145668
155011
125572
158141
130242
104407
104163
120377
106689
106546
136241
43852
76965
34114
Average Daily Volume
Total
Call
Put
2840
2805
2803
2791
2788
2716
2707
2704
2691
2667
2627
2618
2594
2518
2507
2493
2436
2415
2401
2387
2374
2357
2339
2331
2298
2273
2173
2167
2128
2031
2028
2024
1989
1952
1944
1899
1827
1800
1702
1695
1693
1640
1636
1585
1570
1569
1535
1532
1531
1513
1410
2144
2197
2220
2291
1900
2010
1901
2026
1712
1815
1640
1897
1351
1613
1378
1595
1466
1752
1538
1432
1159
1659
1477
1761
1643
1802
1203
1062
1301
1506
1354
1069
1413
1668
1177
1249
1185
1204
1067
1176
1225
1222
1108
1147
1146
994
1016
1226
1112
1430
661
605
571
497
816
696
803
665
955
811
978
697
1167
895
1115
841
950
648
850
943
1198
680
853
537
630
371
964
1066
730
522
670
920
539
277
723
578
615
498
628
517
414
413
478
423
423
541
516
305
401
INDEX OPTIONS-1999
Index Options Launch Dates
Standard & Poor’s Indexes
OEX® (Standard & Poor’s 100 Index Options): March 11, 1983.
OEX (Reduced-Value) LEAPS: December 11, 1990.
SPXTM (Standard & Poor’s 500 Index Options): July 1, 1983 (American-style), April 2, 1986 (European-style).
SPL (Standard & Poor’s Long-Dated Options): October 19, 1987.
SPX (Reduced-Value) LEAPS: January 21, 1991.
S&P 500/BARRA Growth (SGX) and Value (SVX) Index Options: November 6, 1995.
S&P SmallCap 600 Index Options (SML): June 5, 1995.
Standard & Poor’s Sector Indexes
S&P Banks Index (BIX), May 24, 1993; S&P Chemical Index (CEX), May 24, 1993; S&P Health Care Index (HCX), May 24, 1993; S&P
Insurance Index (IUX), May 24, 1993; S&P Retail Index (RLX), May 24, 1993; and S&P Transportation Index (TRX), May 24, 1993.
Dow Jones Averages
Options and LEAPS on the Dow Jones Industrial AverageSM (DJX): October 6, 1997.
Options on the Dow Jones Internet Commerce IndexSM (DJX): February 26, 1999.
Options on The Dow 10SM (MUT): January 4, 1999.
Options on the Dow Jones Equity REIT IndexSM (DJR): April 19, 1999.
Options on the Dow Jones Transportation AverageSM (DTX): October 6, 1997.
Options on the Dow Jones Utility AverageSM (DUX): October 6, 1997.
Nasdaq-100 Index® Options (NDX): February 7, 1994.
Russell 2000® Index Options (RUT) and LEAPS: November 11, 1992.
Latin 15 IndexTM Options (LTX): July 24, 1995.
IPCTM Options (MXX): May 30, 1996.
Morgan Stanley Multinational Company Index Options (NFT): April 9, 1997.
Nikkei 300 Index Options (NIK): July 29, 1994.
NYSE Composite Index® Options (NYA): April 28, 1997.
Chicago Board Options Exchange Indexes
CBOE Israel Index Options (ISX): July 27, 1994.
CBOE Mexico Index Options (MEX) and LEAPS: July 18, 1994.
CBOE Sector Indexes
CBOE Automotive Index (AUX), February 20, 1996; CBOE Computer Software Index (CWX), May 24, 1993; CBOE Environmental
Index (EVX), May 24, 1993; CBOE Gaming Index (GAX), February 28, 1994; CBOE Gold Index (GOX), April 29, 1996; CBOE
Internet Index (INX), February 20, 1996; CBOE Oil Index (OIX), April 29, 1996; CBOE REIT Index (RIX), February 21, 1995, CBOE
Technology Index (TXX), August 14, 1995.
Goldman Sach Technology Indexes (GSTITM) Sector Indexes
GSTI Composite (GTC), September 28, 1996; GSTI Hardware (GHA), September 28, 1996; GSTI Internet (GIN), September 28, 1996;
GSTI Multimedia Networking (GIP), September 28, 1996; GSTI Semiconductor (GSM), September 28, 1996; GSTI Services (GSV),
September 28, 1996; GSTI Software (GSO), September 28, 1996.
FLEX Options
CBOE trades options on Equity and Index FLexible EXchange Options®. FLEX® Options allow users to custom-tailor most contract terms, such as
expiration date, exercise style, exercise price, type, size, settlement and position limits. Visit www.cboe.com for a list of equities that are FLEX eligible.
Index FLEX options are available on the S&P 100, S&P 500, Nasdaq 100, Russell 2000 Indexes and the Dow Jones Industrial Average. Equity FLEX
Options began trading October 24, 1996 and Index FLEX Options began trading February 26, 1993.
39
Most Active Indexes—1999
The following is a description of the index options most actively traded during 1999. Please refer to www.cboe.com for a complete description of each
product.
OEX® (Standard & Poor’s 100 Index Options): Options are based on the Standard &Poor’s 100 Index which is a capitalization-weighted index of
100 stocks from a broad range of industries. The component stocks are weighted according to the total market value of their outstanding shares. The
impact of a component’s price change is proportional to the issue’s total market value, which is the share price times the number of shares outstanding.
These are summed for all 100 stocks and divided by a predetermined base value. The base value for the S&P 100 Index is adjusted to reflect changes
in capitalization resulting from mergers, acquisitions, stock rights, substitutions, etc. OEX options are available in the four near-term months plus 1
month from the March cycle and are American-style exercise (they may be exercised on any business day before the expiration date). The exercisesettlement value, OEX, is calculated using the last (closing) reported sales price in the primary market of each component stock on the last business day
before the expiration date or on the day the exercise notice is properly submitted if exercised before expiration. The exercise-settlement amount is equal
to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. Exercise will result in delivery of cash
on the business day following expiration. OEX FLEX and LEAPS (based on 1/5th of the OEX level) are also traded.
SPXTM (Standard & Poor’s 500 Index Options): Options are based on the Standard & Poor’s 500 Index which is a capitalization-weighted index of
500 stocks from a broad range of industries. The component stocks are weighted according to the total market value of their outstanding shares. The
impact of a component’s price change is proportional to the issue’s total market value, which is the share price times the number of shares outstanding.
These are summed for all 500 stocks and divided by a predetermined base value. The base value for the S&P 500 Index is adjusted to reflect changes
in capitalization resulting from mergers, acquisitions, stock rights, substitutions, etc. SPX options are available in the three near-term months followed by
three additional months from the March quarterly cycle (March, June, September and December) and are European-style exercise (they generally may
be exercised only on the last business day before the expiration date). The exercise-settlement value, SET, is calculated using the first (opening) reported
sales price in the primary market of each component stock on the last business day before the expiration date. If a stock in the index does not open on
the day on which the exercise-settlement value is determined, the last reported sales price in the primary market will be used in calculating the exercisesettlement value. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option,
multiplied by $100. Exercise will result in delivery of cash on the business day following expiration. SPX, which was originally introduced an American-style option, was reintroduced as a European-style option on April 2, 1986. SPX FLEX and LEAPS (based on 1/10th of the SPX level) and Long dated (SPL) are also traded.
Options on the Dow Jones Industrial AverageSM (DJX): The Dow Jones Industrial Average (DJIA) is a price-weighted index of 30 of the largest, most
liquid NYSE listed stocks. Options are based on 1/100th of the DJIA level. Options are European-style and are available in three near-term months plus
three months on the March quarterly cycle (March, June, September and December). Exercise will result in delivery of cash on the business day
following expiration. The exercise-settlement value, DJS, is calculated using the first (opening) reported sales price in the primary market of each
component stock on the last business day (usually a Friday) before the expiration date. If a stock in the index does not open on the day on which the
exercise-settlement value is determined, the last reported sales price in the primary market will be used in calculating the exercise-settlement value. The
exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100.
DJX FLEX and LEAPS (based on 1/100th of the DJIA level) are also traded.
Nasdaq-100 Index® Options (NDX): The Nasdaq-100 Index is a capitalization-weighted index composed of 100 of the largest non-financial securities
listed on the Nasdaq Stock MarketSM. The index was created in 1985 with a base value set to 250 on February 1 of that year. After reaching a level of
nearly 800 on December 31, 1993, the index level was halved on January 3, 1994. The Nasdaq Stock Market calculates and disseminates NDX every
15 seconds during the trading day. Options are European-style and are available in up to three near-term months plus up to three additional months
from the March quarterly cycle (March, June, September and December). Exercise will result in delivery of cash on the business day following
expiration. NDX exercise-settlement value, NDS, is calculated based on a volume-weighted average of prices reported in the first five minutes of trading
for each of the component securities on the last business day (usually a Friday) before the expiration date. If a stock in the index does not open on the
day on which the exercise-settlement value is calculated, the last sales price reported to The Nasdaq Stock Market will be used in calculating the exercisesettlement value. The exercise-settlement amount is equal to the difference between the exercise-settlement value and the exercise price of the option,
multiplied by $100. NDX exercise-settlement calculation changed on April 22, 1996. NDX FLEX are available.
Russell 2000® Index Options (RUT): The Russell 2000 Index is a capitalization-weighted index of domestic equities traded on the NYSE, AMEX
and NASDAQ. The index represents the bottom 2,000 companies from a universe of the 3,000 largest stocks in the U.S. It is considered a benchmark of the U.S. small-capitalization market. Shares are adjusted for cross-ownership. The index composition is adjusted once per year (June) to reflect
changes in rankings and shares outstanding. The component stocks are weighted according to the total market value of their outstanding shares. The
impact of a component’s price change is proportional to the issue’s total market value, which is the share price times the number of shares outstanding.
These are summed for all 2,000 stocks and divided by a predetermined base value. The base value is adjusted to reflect changes in capitalization
resulting from mergers, acquisitions, stock rights, substitutions, etc. Standard RUT options are available in the three near-term months followed by
three additional months from the March quarterly cycle (March, June, September and December). Options are European-style exercise. The exercisesettlement value, RLS, is calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day
(usually a Friday) before the expiration date. If a stock in the index does not open on the day on which the exercise-settlement value is calculated, the
last reported sales price in the primary market will be used in calculating the exercise-settlement value. The exercise-settlement amount is equal to the
difference between the exercise-settlement value and the exercise price of the option, multiplied by $100. Exercise will result in delivery of cash on the
business day following expiration. RUT FLEX and LEAPS (based on 1/10th of the RUT level) are also traded.
40
INDEX OPTIONS -1999
Total Index Options Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
2,060,631
1,790,143
2,398,689
1,784,152
1,852,757
1,965,273
1,744,262
1,901,558
2,301,892
2,137,775
1,872,243
1,717,465
23,526,840
Contract Volume
Put
Total
2,509,230
4,569,861
2,604,934
4,395,077
2,916,648
5,315,337
2,983,687
4,767,839
2,661,971
4,514,728
2,520,471
4,485,744
2,416,513
4,160,775
2,846,518
4,748,076
2,851,608
5,153,500
3,156,967
5,294,742
2,558,341
4,430,584
2,648,742
4,366,207
32,675,630
56,202,470
Average Daily
Total
240,519
231,320
231,102
227,040
225,736
203,897
198,132
215,822
245,405
252,131
210,980
198,464
223,026
Total Index Options Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
1,482,905
2,183,380
3,666,285
1,543,743
2,350,367
3,894,110
1,449,754
2,267,288
3,717,042
1,466,293
2,489,524
3,955,817
1,508,069
2,560,044
4,068,113
1,326,506
2,266,016
3,592,522
1,469,489
2,539,761
4,009,250
1,560,141
2,751,815
4,311,956
1,550,031
2,634,661
4,184,692
1,635,682
2,827,074
4,462,756
1,808,013
2,946,377
4,754,390
1,459,002
2,247,449
3,706,451
Call
$5,220,396,338
$3,308,976,048
$8,287,395,180
$4,369,774,677
$3,931,923,958
$5,270,170,152
$4,489,986,031
$3,683,101,410
$7,002,900,583
$4,225,839,612
$6,262,916,159
$8,829,549,462
$64,882,929,610
Dollar Volume
Put
$5,076,423,147
$4,367,294,105
$4,592,450,117
$4,377,374,540
$4,029,030,934
$3,632,694,826
$4,084,004,773
$5,231,805,231
$5,121,711,138
$5,379,533,389
$4,001,077,510
$4,964,072,263
$54,857,471,973
Total
$10,296,819,485
$7,676,270,153
$12,879,845,297
$8,747,149,217
$7,960,954,892
$8,902,864,978
$8,573,990,804
$8,914,906,641
$12,124,611,721
$9,605,373,001
$10,263,993,669
$13,793,621,725
$119,740,401,583
41
Total Index Options Average Premium Per Contract, Average Contracts Per Trade
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$2,533
$2,023
$2,253
$1,848
$1,677
$1,747
$3,455
$1,575
$2,423
$2,449
$1,467
$1,835
$2,122
$1,514
$1,763
$2,682
$1,441
$1,985
$2,574
$1,690
$2,061
$1,937
$1,838
$1,878
$3,042
$1,796
$2,353
$1,977
$1,704
$1,814
$3,345
$1,564
$2,317
$5,141
$1,874
$3,159
$2,758
$1,679
$2,131
Average Contracts Per Trade
Call
Put
Total
19.9
21.8
20.9
18.6
19.2
18.9
21.8
19.9
20.7
22.0
21.2
21.5
21.6
20.0
20.7
21.7
22.7
22.3
20.6
22.1
21.4
20.3
19.5
19.8
21.8
20.3
20.9
20.4
19.6
19.9
23.4
23.1
23.2
25.3
25.0
25.1
21.3
21.0
21.1
Call
103,317
96,262
109,918
81,273
85,631
90,522
84,786
93,826
105,554
104,646
80,126
67,801
1,103,662
Transactions
Put
Total
114,864
218,181
135,774
232,036
146,514
256,432
140,608
221,881
132,927
218,558
111,055
201,577
109,255
194,041
145,846
239,672
140,594
246,148
161,335
265,981
110,917
191,043
105,901
173,702
1,555,590 2,659,252
Total Index Options Contract Volume By Exchange
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
42
CBOE
4569861
4395077
5315337
4767839
4514728
4485744
4160775
4748076
5153500
5294742
4430584
4366207
56202470
AMEX
233557
226888
417580
257121
222188
228925
240678
211093
259514
172718
181823
188828
2840913
PHLX
261411
199374
401665
302097
210199
216711
211732
239221
377466
302383
266145
201183
3189587
PCX
2705
2588
3507
3012
3164
2364
1771
2682
2132
1854
3364
1126
30269
Total
5067534
4823927
6138089
5330069
4950279
4933744
4614956
5201072
5792612
5771697
4881916
4757344
62263239
CBOE Share
90.2%
91.1%
86.6%
89.5%
91.2%
90.9%
90.2%
91.3%
89.0%
91.7%
90.8%
91.8%
Total Index FLEX (NDX, OEX, RUT, SPX, DJX) Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
34,429
28,563
27,578
15,381
18,982
39,413
6,668
9,669
16,811
2,358
14,371
46,476
260,699
Contract Volume
Put
61,417
40,533
29,153
19,609
15,361
39,510
3,024
5,464
11,786
6,620
10,607
48,224
291,308
Total
95,846
69,096
56,731
34,990
34,343
78,923
9,692
15,133
28,597
8,978
24,978
94,700
552,007
Average Daily
Volume
5,045
3,637
2,467
1,666
1,717
3,587
462
688
1,362
428
1,189
4,305
2,191
Total Index FLEX (NDX, OEX, RUT, SPX, DJX) Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
120,642
161,778
282,420
134,169
174,798
308,967
134,619
173,407
308,026
76,102
109,699
185,801
81,611
116,660
198,271
71,392
107,150
178,542
63,160
91,843
155,003
69,708
94,225
163,933
73,697
91,411
165,108
73,467
91,361
164,828
77,165
94,034
171,199
95,309
116,382
211,691
Call
$359,729,706
$323,015,514
$772,283,314
$118,794,218
$212,958,961
$1,417,526,614
$108,061,260
$37,324,025
$411,515,943
$4,056,700
$419,146,685
$1,067,335,470
$5,251,748,410
Dollar Volume
Put
$296,588,045
$147,904,154
$59,687,292
$52,142,764
$40,060,035
$23,751,931
$15,411,034
$62,485,750
$23,351,304
$485,750
$68,967,423
$190,367,700
$981,203,182
Total
$656,317,751
$470,919,668
$831,970,606
$170,936,982
$253,018,996
$1,441,278,545
$123,472,294
$99,809,775
$434,867,247
$4,542,450
$488,114,108
$1,257,703,170
$6,232,951,592
Total Index FLEX (NDX, OEX, RUT, SPX, DJX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$10,448
$4,829
$6,848
$11,309
$3,649
$6,815
$28,004
$2,047
$14,665
$7,723
$2,659
$4,885
$11,219
$2,608
$7,367
$35,966
$601
$18,262
$16,206
$5,096
$12,740
$3,860 $11,436
$6,596
$24,479
$1,981
$15,207
$1,720
$73
$506
$29,166
$6,502
$19,542
$22,965
$3,948
$13,281
$20,145
$3,368
$11,291
Average Contracts Per Trade
Call
Put
Total
748
1,137
958
484
943
677
424
550
481
466
503
486
612
768
673
1,194
1,162
1,178
238
252
242
403
342
378
454
907
572
337
602
499
378
342
362
815
861
838
569
763
657
Call
46
59
65
33
31
33
28
24
37
7
38
57
458
Transactions
Put
54
43
53
39
20
34
12
16
13
11
31
56
382
Total
100
102
118
72
51
67
40
40
50
18
69
113
840
43
OEX® (S&P 100® ) Contract Volume (includes LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
1,141,504
1,071,254
1,183,978
818,059
929,217
900,766
854,346
993,824
1,056,015
1,008,441
704,263
591,373
11,253,040
Contract Volume
Put
1,272,570
1,262,719
1,398,304
1,394,888
1,224,995
1,085,574
1,045,470
1,216,724
1,187,894
1,469,305
1,007,430
942,379
14,508,252
Total
2,414,074
2,333,973
2,582,282
2,212,947
2,154,212
1,986,340
1,899,816
2,210,548
2,243,909
2,477,746
1,711,693
1,533,752
25,761,292
Average Daily
Volume
127,057
122,841
112,273
105,378
107,711
90,288
90,467
100,479
106,853
117,988
81,509
69,716
102,227
OEX (S&P 100) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
169,783
282,405
452,188
161,421
254,515
415,936
163,713
277,199
440,912
165,611
285,468
451,079
145,829
229,735
375,564
150,485
242,736
393,221
171,209
264,755
435,964
166,252
262,132
428,384
195,739
251,077
446,816
159,941
287,911
447,852
118,209
222,698
340,907
99,788
188,192
287,980
Call
$1,134,079,702
$903,904,256
$1,115,115,505
$837,060,108
$708,777,228
$703,162,447
$1,064,812,059
$743,424,541
$723,142,531
$732,263,687
$824,962,947
$721,807,796
$10,212,512,807
Dollar Volume
Put
$793,033,770
$960,673,265
$822,665,755
$846,221,983
$926,898,319
$654,064,149
$661,860,932
$954,442,991
$849,871,831
$991,357,061
$475,480,331
$489,557,437
$9,426,127,824
Total
$1,927,113,472
$1,864,577,521
$1,937,781,260
$1,683,282,091
$1,635,675,547
$1,357,226,596
$1,726,672,991
$1,697,867,532
$1,573,014,362
$1,723,620,748
$1,300,443,278
$1,211,365,233
$19,638,640,631
OEX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade
and Transactions (includes LEAPS and FLEX)
Average Premium Per Contract
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
44
Call
$993
$844
$942
$1,023
$763
$781
$1,246
$748
$685
$726
$1,171
$1,221
$908
Put
$623
$761
$588
$607
$757
$603
$633
$784
$715
$675
$472
$519
$650
Total
$798
$799
$750
$761
$759
$683
$909
$768
$701
$696
$760
$790
$762
Average Contracts Per Trade
Call
14
14
14
14
15
14
14
15
14
14
13
14
14
Put
16
13
14
15
13
15
15
13
13
14
14
14
14
Total
15
14
14
14
14
14
14
14
13
14
14
14
14
Transactions
Call
79,125
74,174
83,044
57,381
62,255
64,749
61,183
66,364
76,116
72,595
53,445
43,237
793,668
Put
78,680
98,545
103,004
95,968
91,083
74,018
71,879
96,278
90,546
105,178
70,854
65,475
1,041,508
Total
157,805
172,719
186,048
153,349
153,338
138,767
133,062
162,642
166,662
177,773
124,299
108,712
1,835,176
SPXTM (S&P 500® ) Contract Volume (includes SPL, LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
723,052
549,457
1,032,354
780,775
759,990
883,150
693,992
751,393
1,066,175
958,044
1,028,863
933,492
10,160,737
Contract Volume
Put
1,008,408
1,109,297
1,216,672
1,189,644
1,028,532
1,136,044
1,106,280
1,365,060
1,323,745
1,393,625
1,280,973
1,380,861
14,539,141
Total
1,731,460
1,658,754
2,249,026
1,970,419
1,788,522
2,019,194
1,800,272
2,116,453
2,389,920
2,351,669
2,309,836
2,314,353
24,699,878
Average Daily
Volume
91,129
87,303
97,784
93,829
89,426
91,782
85,727
96,202
113,806
111,984
109,992
105,198
98,015
SPX (S&P 500) Open Interest and Dollar Volume (includes SPL, LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
1,081,806
1,578,938
2,660,744
1,136,873
1,751,470
2,888,343
1,076,931
1,650,849
2,727,780
1,083,656
1,774,822
2,858,478
1,130,778
1,857,343
2,988,121
951,808
1,603,930
2,555,738
1,061,805
1,851,049
2,912,854
1,154,760
2,043,266
3,198,026
1,144,378
1,954,588
3,098,966
1,251,231
2,077,985
3,329,216
1,453,565
2,250,457
3,704,022
1,179,109
1,671,414
2,850,523
Call
$3,541,259,447
$2,092,345,152
$6,772,941,290
$3,046,214,399
$2,886,002,587
$4,195,959,112
$2,969,703,435
$2,625,464,400
$5,969,493,794
$3,030,554,025
$4,680,226,817
$6,709,726,239
$48,519,890,697
Dollar Volume
Put
$4,003,828,558
$2,991,985,165
$3,327,547,924
$3,069,151,908
$2,641,818,717
$2,590,354,011
$3,077,099,209
$3,929,357,588
$3,862,521,335
$3,856,370,731
$2,903,321,152
$3,398,147,502
$39,651,503,800
Total
$7,545,088,005
$5,084,330,317
$10,100,489,214
$6,115,366,307
$5,527,821,304
$6,786,313,123
$6,046,802,644
$6,554,821,988
$9,832,015,129
$6,886,924,756
$7,583,547,969
$10,107,873,741
$88,171,394,497
SPX (S&P 500) Average Premium Per Contract, Average Contracts Per Trade and Transactions
(includes SPL, LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$4,898
$3,970
$4,358
$3,808
$2,697
$3,065
$6,561
$2,735
$4,491
$3,902
$2,580
$3,104
$3,797
$2,569
$3,091
$4,751
$2,280
$3,361
$4,279
$2,781
$3,359
$3,494
$2,879
$3,097
$5,599
$2,918
$4,114
$3,163
$2,767
$2,929
$4,549
$2,266
$3,283
$7,188
$2,461
$4,367
$4,775
$2,727
$3,570
Average Contracts Per Trade
Call
Put
Total
47.6
43.5
45.1
38.1
44.8
42.4
56.0
42.8
48.0
51.7
43.6
46.5
46.7
39.6
42.4
48.9
45.0
46.6
41.9
43.4
42.8
39.6
40.2
40.0
53.5
42.8
47.0
44.8
39.3
41.3
58.6
51.2
54.3
63.5
56.2
59.0
49.2
44.0
46.0
Call
15,204
14,411
18,434
15,104
16,287
18,067
16,553
18,962
19,933
21,396
17,554
14,694
206,599
Transactions
Put
23,203
24,750
28,458
27,284
25,942
25,237
25,513
33,932
30,898
35,479
25,015
24,565
330,276
Total
38,407
39,161
46,892
42,388
42,229
43,304
42,066
52,894
50,831
56,875
42,569
39,259
536,875
45
Options on the Dow Jones Industrial AverageSM (DJX) Contract Volume (includes LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
102,544
66,607
91,184
72,315
81,769
82,726
113,289
69,656
107,569
101,274
61,529
64,976
1,015,438
Contract Volume
Put
139,142
110,708
194,630
275,000
314,253
181,972
176,395
189,692
222,216
203,367
138,414
158,577
2,304,366
Total
241,686
177,315
285,814
347,315
396,022
264,698
289,684
259,348
329,785
304,641
199,943
223,553
3,319,804
Average Daily
Volume
12,720
9,332
12,427
16,539
19,801
12,032
13,794
11,789
15,704
14,507
9,521
10,162
13,174
Options on the Dow Jones Industrial Average (DJX) Open Interest and Dollar Volume
(includes LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
158,601
157,894
126,672
140,530
164,835
165,104
170,758
172,354
174,624
186,251
189,451
133,563
Open Interest in Contracts
Put
Total
237,080
395,681
250,515
408,409
243,260
369,932
344,312
484,842
387,530
552,365
357,786
522,890
353,786
524,544
376,557
548,911
370,071
544,695
408,935
595,186
404,160
593,611
304,091
437,654
Call
$43,561,357
$15,249,988
$36,145,825
$28,291,281
$46,198,856
$28,083,119
$34,766,369
$18,460,013
$22,363,669
$37,685,438
$22,432,001
$55,378,632
$388,616,548
Dollar Volume
Put
$40,765,444
$29,456,369
$52,070,419
$75,758,551
$90,886,663
$45,806,936
$43,955,547
$44,205,063
$61,401,231
$51,917,888
$23,446,001
$23,829,150
$583,499,262
Total
$84,326,801
$44,706,357
$88,216,244
$104,049,832
$137,085,519
$73,890,055
$78,721,916
$62,665,076
$83,764,900
$89,603,326
$45,878,002
$79,207,782
$972,115,810
Options on the Dow Jones Industrial Average (DJX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
46
Average Premium Per Contract
Call
Put
Total
$425
$293
$349
$229
$266
$252
$396
$268
$309
$391
$275
$300
$565
$289
$346
$339
$252
$279
$307
$249
$272
$265
$233
$242
$208
$276
$254
$372
$255
$294
$365
$169
$229
$852
$150
$354
$383
$253
$293
Average Contracts Per Trade
Call
Put
Total
24.6
17.6
20.0
30.0
19.0
22.0
23.9
20.8
21.7
23.1
24.4
24.1
32.9
29.6
30.3
28.8
28.2
28.4
38.5
24.7
28.8
24.5
19.7
20.8
23.8
17.7
19.3
19.3
15.3
16.4
16.9
21.1
19.6
21.2
25.4
24.0
24.8
21.6
22.5
Call
4,161
2,219
3,814
3,126
2,485
2,876
2,945
2,845
4,513
5,257
3,643
3,059
40,943
Transactions
Put
Total
7,903
12,064
5,838
8,057
9,359
13,173
11,265
14,391
10,606
13,091
6,450
9,326
7,130
10,075
9,635
12,480
12,558
17,071
13,320
18,577
6,545
10,188
6,252
9,311
106,861
147,804
Nasdaq-100 Index® Options (NDXSM) Contract Volume (includes FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
30,980
43,906
47,498
43,572
40,709
59,273
39,125
46,173
34,724
43,659
49,797
88,976
568,392
Contract Volume
Put
46,544
54,164
58,472
67,230
55,490
75,504
41,847
44,252
64,336
62,667
111,626
120,825
802,957
Total
77,524
98,070
105,970
110,802
96,199
134,777
80,972
90,425
99,060
106,326
161,423
209,801
1,371,349
Average Daily
Volume
4,080
5,162
4,607
5,276
4,810
6,126
3,856
4,110
4,717
5,063
7,687
9,536
5,442
Nasdaq-100 Index Options (NDX) Open Interest and Dollar Volume (includes FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
11,998
19,980
31,978
12,910
16,788
29,698
11,990
19,280
31,270
19,629
30,046
49,675
15,461
31,628
47,089
17,110
21,229
38,339
17,632
21,674
39,306
17,263
22,984
40,247
9,829
22,738
32,567
14,938
24,799
39,737
19,239
44,309
63,548
28,105
58,337
86,442
Call
$325,102,669
$195,580,075
$305,475,538
$294,986,413
$200,223,806
$255,253,256
$303,735,019
$246,792,875
$244,407,588
$386,427,938
$680,505,244
$1,235,561,175
$4,674,051,596
Dollar Volume
Put
$173,653,487
$212,128,019
$330,805,957
$308,616,931
$305,568,625
$288,639,194
$252,077,819
$263,666,950
$298,479,619
$448,477,944
$583,356,994
$1,012,992,581
$4,478,464,120
Total
$498,756,156
$407,708,094
$636,281,495
$603,603,344
$505,792,431
$543,892,450
$555,812,838
$510,459,825
$542,887,207
$834,905,882
$1,263,862,238
$2,248,553,756
$9,152,515,716
Nasdaq-100 Index Options (NDX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$10,494
$3,731
$6,434
$4,455
$3,916
$4,157
$6,431
$5,658
$6,004
$6,770
$4,590
$5,448
$4,918
$5,507
$5,258
$4,306
$3,823
$4,035
$7,763
$6,024
$6,864
$5,345
$5,958
$5,645
$7,039
$4,639
$5,480
$8,851
$7,157
$7,852
$13,666
$5,226
$7,830
$13,886
$8,384
$10,718
$8,223
$5,577
$6,674
Average Contracts Per Trade
Call
Put
Total
11.9
12.9
12.5
11.0
11.1
11.0
15.3
15.3
15.3
14.0
16.9
15.6
13.8
15.7
14.8
17.5
19.3
18.5
13.0
12.2
12.6
11.9
10.3
11.0
9.7
12.8
11.5
10.8
10.5
10.6
12.0
15.5
14.2
17.1
15.8
16.3
13.2
14.0
13.7
Call
2,610
4,004
3,106
3,119
2,954
3,383
3,020
3,895
3,566
4,026
4,154
5,204
43,041
Transactions
Put
3,596
4,898
3,831
3,972
3,531
3,904
3,421
4,299
5,024
5,987
7,212
7,657
57,332
Total
6,206
8,902
6,937
7,091
6,485
7,287
6,441
8,194
8,590
10,013
11,366
12,861
100,373
47
Russell 2000® Index Options (RUT) Contract Volume (includes LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
55,170
53,994
37,420
59,276
33,343
30,934
36,446
12,880
26,646
17,222
19,639
31,415
414,385
Contract Volume
Put
35,952
62,202
40,190
48,790
30,012
31,983
34,348
20,881
32,699
19,847
13,257
37,019
407,180
Total
91,122
116,196
77,610
108,066
63,355
62,917
70,794
33,761
59,345
37,069
32,896
68,434
821,565
Average Daily
Volume
4,796
6,116
3,374
5,146
3,168
2,860
3,371
1,535
2,826
1,765
1,566
3,111
3,260
Russell 2000 Index Options (RUT) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
55,140
58,691
113,831
68,623
70,794
139,417
64,740
69,495
134,235
49,065
46,315
95,380
42,191
44,665
86,856
32,498
32,764
65,262
39,408
39,305
78,713
38,369
38,122
76,491
15,970
20,988
36,958
15,529
19,649
35,178
19,187
17,551
36,738
13,479
19,843
33,322
Call
$146,578,001
$87,819,651
$38,471,019
$122,734,570
$74,180,894
$64,935,988
$94,712,863
$8,622,913
$28,514,019
$21,795,856
$26,844,569
$75,132,251
$790,342,594
Dollar Volume
Put
$53,895,644
$160,315,289
$45,813,826
$61,361,663
$42,914,700
$30,318,169
$34,473,357
$23,692,626
$32,327,613
$19,758,925
$8,203,557
$20,653,419
$533,728,788
Total
$200,473,645
$248,134,940
$84,284,845
$184,096,233
$117,095,594
$95,254,157
$129,186,220
$32,315,539
$60,841,632
$41,554,781
$35,048,126
$95,785,670
$1,324,071,382
Russell 2000 Index Options (RUT) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
48
Average Premium Per Contract
Call
Put
Total
$2,657
$1,499
$2,200
$1,626
$2,577
$2,135
$1,028
$1,140
$1,086
$2,071
$1,258
$1,704
$2,225
$1,430
$1,848
$2,099
$948
$1,514
$2,599
$1,004
$1,825
$669
$1,135
$957
$1,070
$989
$1,025
$1,266
$996
$1,121
$1,367
$619
$1,065
$2,392
$558
$1,400
$1,907
$1,311
$1,612
Average Contracts Per Trade
Call
Put
Total
46.7
79.5
55.8
64.4
61.7
62.9
51.5
36.8
42.7
40.0
45.8
42.4
35.9
36.6
36.2
48.9
54.6
51.7
78.9
67.6
73.0
30.7
31.2
31.0
63.9
56.3
59.5
42.8
34.8
38.1
50.6
27.7
38.0
45.6
45.4
45.5
48.4
47.1
47.7
Call
1,182
839
726
1,483
929
632
462
419
417
402
388
689
8,568
Transactions
Put
452
1,008
1,093
1,065
820
586
508
670
581
571
478
815
8,647
Total
1,634
1,847
1,819
2,548
1,749
1,218
970
1,089
998
973
866
1,504
17,215
S&P SmallCap 600 Index Options (SML) Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
371
50
374
1,831
1,947
1,526
40
17,127
95
20
7
219
23,607
Contract Volume
Put
34
223
191
977
896
1
823
137
1,597
82
25
230
5,216
Total
405
273
565
2,808
2,843
1,527
863
17,264
1,692
102
32
449
28,823
Average Daily
Volume
21
14
25
134
142
69
41
785
81
5
2
20
114
S&P SmallCap 600 Index Options (SML) Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
232
185
185
1,553
2,631
4,096
4,115
4,283
1,073
1,048
1,043
64
Open Interest in Contracts
Put
119
72
153
967
1,049
1,034
1,848
1,902
1,160
1,101
1,041
49
Total
351
257
338
2,520
3,680
5,130
5,963
6,185
2,233
2,149
2,084
113
Call
$331,106
$16,350
$218,050
$1,930,981
$2,943,219
$2,854,300
$17,875
$29,231,613
$31,150
$3,750
$10,513
$380,975
$37,969,882
Dollar Volume
Put
$13,063
$119,213
$80,713
$552,006
$648,338
$388
$459,956
$66,925
$553,431
$27,969
$8,238
$33,213
$2,563,453
Total
$344,169
$135,563
$298,763
$2,482,987
$3,591,557
$2,854,688
$477,831
$29,298,538
$584,581
$31,719
$18,751
$414,188
$40,533,335
S&P SmallCap 600 Index Options (SML) Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$892
$384
$850
$327
$535
$497
$583
$423
$529
$1,055
$565
$884
$1,512
$724
$1,263
$1,870
$388
$1,869
$447
$559
$554
$1,707
$489
$1,697
$328
$347
$345
$188
$341
$311
$1,502
$330
$586
$1,740
$144
$922
$1,608
$491
$1,406
Average Contracts Per Trade
Call
Put
Total
4.5
4.3
4.5
6.3
10.1
9.1
7.3
10.1
8.1
42.6
65.1
48.4
33.0
22.4
28.7
101.7
1.0
95.4
5.7
43.3
33.2
271.9
6.0
200.7
6.8
76.0
48.3
5.0
5.5
5.4
1.8
3.6
2.9
4.0
11.5
6.0
58.3
24.8
46.9
Call
82
8
51
43
59
15
7
63
14
4
4
55
405
Transactions
Put
8
22
19
15
40
1
19
23
21
15
7
20
210
Total
90
30
70
58
99
16
26
86
35
19
11
75
615
49
Other Index Option Products Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
21
22
252
Call
7,010
4,875
5,881
8,324
5,782
6,898
7,024
10,505
10,668
9,115
8,145
7,014
91,241
Contract Volume
Put
6,580
5,621
8,189
7,158
7,793
9,393
11,350
9,772
19,121
8,074
6,616
8,851
108,518
Total
13,590
10,496
14,070
15,482
13,575
16,291
18,374
20,277
29,789
17,189
14,761
15,865
199,759
Average Daily
Volume
715
552
612
737
679
741
875
922
1,419
819
703
721
793
Includes AUX, CWX, EVX, GAX, GOX, INX, OIX, RIX, TXX, ISX, LTX, MXX, MEX, BIX, CEX, HCX, IUX, RLX, TRX, SGX, SVX, GHA,
GIN, GIP, GSM, GSO, GSV, GTC, MUT, ECM, DJR, DTX, DUX, NFT, NIK AND NYA
Other Index Option Products Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
5,275
5,767
5,523
6,249
6,344
5,405
4,562
6,326
7,884
6,744
6,785
4,894
Open Interest in Contracts
Put
Total
6,167
11,442
6,213
11,980
7,052
12,575
7,594
13,843
8,094
14,438
6,537
11,942
7,344
11,906
6,852
13,178
14,039
21,923
6,694
13,438
6,161
12,946
5,523
10,417
Call
$29,484,056
$14,060,576
$19,027,953
$38,556,925
$13,597,368
$19,921,930
$22,238,411
$11,105,055
$14,947,832
$17,108,918
$27,934,068
$31,562,394
$259,545,486
Dollar Volume
Put
$11,233,181
$12,616,785
$13,465,523
$15,711,498
$20,295,572
$23,511,979
$14,077,953
$16,373,088
$16,556,078
$11,622,871
$7,261,237
$18,858,961
$181,584,726
Total
$40,717,237
$26,677,361
$32,493,476
$54,268,423
$33,892,940
$43,433,909
$36,316,364
$27,478,143
$31,503,910
$28,731,789
$35,195,305
$50,421,355
$441,130,212
Includes AUX, CWX, EVX, GAX, GOX, INX, OIX, RIX, TXX, ISX, LTX, MXX, MEX, BIX, CEX, HCX, IUX, RLX, TRX, SGX, SVX, GHA,
GIN, GIP, GSM, GSO, GSV, GTC, MUT, ECM, DJR, DTX, DUX, NFT, NIK AND NYA
Other Index Option Products Average Premium Per Contract, Average Contracts Per Trade and
Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$4,206
$1,707
$2,996
$2,884
$2,245
$2,542
$3,235
$1,644
$2,309
$4,632
$2,195
$3,505
$2,352
$2,604
$2,497
$2,888
$2,503
$2,666
$3,166
$1,240
$1,977
$1,057
$1,676
$1,355
$1,401
$866
$1,058
$1,877
$1,440
$1,672
$3,430
$1,098
$2,384
$4,500
$2,131
$3,178
$2,845
$1,673
$2,208
Average Contracts Per Trade
Call
Put
Total
7.4
6.4
6.9
8.0
7.9
8.0
7.9
10.9
9.4
8.2
6.9
7.5
8.7
8.6
8.7
8.6
10.9
9.8
11.4
14.5
13.1
8.2
9.7
8.9
10.7
19.8
15.2
9.4
10.3
9.8
8.7
8.2
8.5
8.1
7.9
8.0
8.7
10.1
9.4
Call
953
607
743
1,017
662
800
616
1,278
995
966
938
863
10,438
Transactions
Put
1,022
713
750
1,039
905
859
785
1,009
966
785
806
1,117
10,756
Total
1,975
1,320
1,493
2,056
1,567
1,659
1,401
2,287
1,961
1,751
1,744
1,980
21,194
Includes AUX, CWX, EVX, GAX, GOX, INX, OIX, RIX, TXX, ISX, LTX, MXX, MEX, BIX, CEX, HCX, IUX, RLX, TRX, SGX, SVX, GHA,
GIN, GIP, GSM, GSO, GSV, GTC, MUT, ECM, DJR, DTX, DUX, NFT, NIK AND NYA
50
Other Index Options Contract Volume Detail
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
AUX CWX
99
45
0
138
14
424
20
286
0
889
2
341
200
261
205
347
250
345
190
275
50
26
100
125
1130 3502
EVX
8
0
0
20
10
0
0
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
BIX
637
228
357
197
248
71
49
260
253
493
416
1197
4406
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Dow Jones Averages
MUT-ZTU-ZEW
ECM-LJ-ZJ
295
0
986
460
51
1472
144
2876
556
1243
355
895
1300
2436
1595
2257
5183
215
1127
1685
804
1485
444
397
12840
15421
38
GAX
183
341
287
202
79
20
16
65
93
20
0
55
1361
GOX
108
76
304
233
145
236
348
205
1116
491
264
795
4321
Chicago Board Options Exchange
INX-LZI-ZXI OIX
RIX
TXX
3959
63
597
942
3034
61
357
1201
3674
409
413
950
4221
414
535
1454
3866
394
432
875
6757
146
94
1665
4857
169
1122
5371
307
1681
8690
316
1563
2884
203
981
3298
173
1353
3881
95
1089
54492
2750
2428 14876
Standard & Poor’s
CEX HCX-LXH IUX RLX TRX SGX
132
194
60 265
157
0
110
100
35 199
25
0
30
68
28 268
71
0
40
128
40 235
113
0
63
237
10 383
82
0
55
464
8 115
112
0
30
760
8
46
139
0
75
960
114 535
144
0
185
660
313 344
439
0
80
960
402 642
182
0
245
600
384 792
329
0
145
931
294 553
237
0
1190
6062
1696 4377 2030
0
DJR
0
0
0
19
4
3
20
4
46
1
9
80
186
SVX
0
0
0
0
0
0
0
6
0
0
0
0
6
DTX-ZDN
1349
493
942
506
349
667
826
1085
1623
1136
854
915
10745
GHA
275
213
467
215
82
90
30
150
1120
535
673
0
3850
DUX
34
102
60
15
22
168
134
85
297
121
191
112
1341
NFT
25
80
40
0
0
0
12
11
0
8
0
0
176
ISX
0
0
0
0
0
LTX
465
275
366
260
320
250
370
381
284
174
209
387
3741
MEX-VEX
1235
218
1418
296
475
132
104
389
169
200
84
683
5403
Goldman Sachs Technology Indexes
GIN GIP GSM GSO
GSV
1535
0
297
0
7
643
0
248
5
0
453
0
179
0
125
1212
8
185
0
0
1586
0
70
0
0
2276
8
57
0
0
3627
0
21
37
0
2687
17
8
6
0
3016
9
0
0
0
3338
0
30
0
0
1474
30
10
23
0
2538
19
16
18
0
24385
91 1121
89
132
MXX
0
0
40
0
2
1
0
2
0
1
0
1
47
GTC
44
24
0
33
485
510
147
43
0
67
47
18
1418
Other Indexes
NIK
NYA
123
457
175
669
565
595
944
631
5
663
265
528
533
772
73
1209
398
2862
344
619
549
389
393
347
4367
9741
51
Total Sector Index Options Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
2,190
2,489
1,507
2,636
3,362
3,895
2,375
2,823
2,135
2,394
2,745
2,403
Open Interest in Contracts
Put
2,077
3,013
3,520
4,264
5,163
3,674
3,563
4,810
3,794
5,750
6,871
4,272
Total
4,267
5,502
5,027
6,900
8,525
7,569
5,938
7,633
5,929
8,144
9,616
6,675
Call
$1,580,941
$2,077,729
$5,694,086
$5,257,743
$4,077,697
$5,264,003
$8,989,522
$3,607,530
$6,272,428
$11,015,422
$20,134,609
$11,643,016
$85,614,726
Dollar Volume
Put
$2,160,785
$3,551,976
$4,142,108
$4,168,658
$3,701,941
$6,547,734
$9,014,140
$8,732,727
$6,689,290
$7,181,404
$7,134,443
$7,396,659
$70,421,865
Total
$3,741,726
$5,629,705
$9,836,194
$9,426,401
$7,779,638
$11,811,737
$18,003,662
$12,340,257
$12,961,718
$18,196,826
$27,269,052
$19,039,675
$156,036,591
Includes AUX, CWX, EVX, GAX, GOX, INX, OIX, RIX, TXX, BIX, CEX, HCX, IUX, RLX, TRX, GHA, GIN, GIP, GSM, GSO, GSV, GTC, MUT,
ECM, DJR, DTX, and DUX.
Total Sector Index Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$783
$1,201
$980
$903
$1,323
$1,130
$1,367
$952
$1,155
$1,072
$931
$1,005
$1,078
$834
$946
$887
$981
$937
$1,987
$1,222
$1,513
$832
$1,192
$1,058
$1,329
$1,511
$1,417
$2,144
$1,186
$1,625
$3,205
$798
$1,791
$3,081
$1,215
$1,930
$1,650
$1,089
$1,339
Average Contracts Per Trade
Call
Put
Total
8.3
7.3
7.8
8.5
10.9
9.6
8.6
10.8
9.6
12.8
10.9
11.8
10.6
11.1
10.8
13.5
16.9
15.1
9.1
15.7
12.3
8.2
12.1
10.3
9.7
7.8
8.7
9.0
6.1
7.2
10.6
9.6
10.0
5.9
7.0
6.6
9.4
9.9
9.7
Call
243
270
485
384
357
441
497
526
486
570
595
641
5,495
Transactions
Put
248
247
403
409
401
394
471
606
565
990
935
865
6,534
Total
491
517
888
793
758
835
968
1,132
1,051
1,560
1,530
1,506
12,029
Includes AUX, CWX, EVX, GAX, GOX, INX, OIX, RIX, TXX, BIX, CEX, HCX, IUX, RLX, TRX, GHA, GIN, GIP, GSM, GSO, GSV, GTC, MUT,
ECM, DJR, DTX, and DUX.
52
INTEREST RATE OPTIONS-1999
In 1999, the Chicago Board Options Exchange traded options on four interest rate measures—IRX, FVX, TNX and TYX. IRX is based on 10 times the
discount rate of the most recently auctioned 13-week U.S. Treasury Bill. The new T-bill is substituted weekly on the trading day following its auction, usually a
Monday. FVX, TNX and TYX are based on 10 times the yield-to-maturity on the most recently auctioned 5-year Treasury note, 10-year Treasury note and
30-year Treasury bond, respectively. CBOE lists LEAPS on all interest rate options which are included in the data below.
Total Interest Rate Options Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
20
22
251
Call
938
712
1,634
1,180
3,189
1,885
1,579
1,961
1,333
2,273
1,064
1,779
19,527
Contract Volume
Put
1,195
989
1,167
903
2,809
4,132
2,417
1,107
772
3,907
1,860
1,771
23,029
Total
2,133
1,701
2,801
2,083
5,998
6,017
3,996
3,068
2,105
6,180
2,924
3,550
42,556
Average Daily
Volume
112
90
122
99
300
274
190
139
100
294
139
161
170
Total Interest Rate Options Open Interest and Dollar Volume
Feb
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
5,922
3,188
3,018
2,745
2,887
3,567
3,171
3,405
4,607
4,470
4,226
3,365
1,632
Open Interest in Contracts
Put
Total
2,877
8,799
1,884
5,072
1,964
4,982
1,520
4,265
1,145
4,032
2,137
5,704
4,693
7,864
4,810
8,215
4,921
9,528
4,748
9,218
6,710
10,936
6,711
10,076
4,763
6,395
Call
$450,226
$261,214
$208,651
$437,063
$184,282
$780,700
$301,437
$188,050
$400,951
$175,587
$425,556
$147,988
$464,051
$3,975,530
Dollar Volume
Put
$496,869
$241,663
$264,863
$296,776
$203,975
$415,162
$674,787
$476,294
$259,813
$125,656
$555,475
$315,557
$235,531
$4,065,552
Total
$947,095
$502,877
$473,514
$733,839
$388,257
$1,195,862
$976,224
$664,344
$660,764
$301,243
$981,031
$463,545
$699,582
$8,041,082
Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$278
$202
$236
$293
$268
$278
$267
$254
$262
$156
$226
$186
$245
$148
$199
$160
$163
$162
$119
$197
$166
$204
$235
$215
$132
$163
$143
$187
$142
$159
$139
$170
$159
$261
$133
$197
$204
$177
$189
Average Contracts Per Trade
Call
Put
Total
19.1
21.0
20.1
12.1
12.8
12.5
7.8
11.3
9.0
17.1
18.8
17.8
21.7
27.3
24.0
16.8
20.6
19.2
22.6
7.3
10.0
20.2
9.4
14.3
20.2
18.4
19.5
18.0
28.7
23.6
14.0
26.6
20.0
12.9
26.0
17.2
16.0
17.0
16.6
Call
49
59
209
69
147
112
70
97
66
126
76
138
1,218
Transactions
Put
57
77
103
48
103
201
329
118
42
136
70
68
1,352
Total
106
136
312
117
250
313
399
215
108
262
146
206
2,570
53
IRX Options Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
20
22
251
Call
28
0
74
80
75
62
28
12
0
0
0
50
409
Contract Volume
Put
7
0
30
4
79
25
0
10
0
2
0
0
157
Total
35
0
104
84
154
87
28
22
0
2
0
50
566
Average Daily
Volume
2
0
5
4
8
4
1
1
0
0
0
2
2
IRX Options Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
351
351
247
317
382
258
190
202
112
100
100
0
Open Interest in Contracts
Put
4
2
30
34
109
126
126
136
130
132
132
112
Total
355
353
277
351
491
384
316
338
242
232
232
112
Call
$3,688
$0
$6,625
$8,188
$7,344
$5,000
$719
$4,650
$0
$0
$0
$79,375
$115,589
Dollar Volume
Put
$244
$0
$1,888
$100
$4,706
$1,406
$0
$2,063
$0
$125
$0
$0
$10,532
Total
$3,932
$0
$8,513
$8,288
$12,050
$6,406
$719
$6,713
$0
$125
$0
$79,375
$126,121
IRX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
54
Average Premium Per Contract
Call
Put
Total
$132
$35
$112
$0
$0
$0
$90
$63
$82
$102
$25
$99
$98
$60
$78
$81
$56
$74
$26
$0
$26
$388
$206
$305
$0
$0
$0
$0
$63
$63
$0
$0
$0
$1,588
$0
$1,588
$283
$67
$223
Average Contracts Per Trade
Call
Put
Total
9.3
3.5
7.0
0.0
0.0
0.0
24.7
6.0
13.0
13.3
4.0
12.0
12.5
19.8
15.4
12.4
25.0
14.5
9.3
0.0
9.3
12.0
10.0
11.0
0.0
0.0
0.0
0.0
2.0
2.0
0.0
0.0
0.0
25.0
0.0
25.0
14.1
10.5
12.9
Call
3
0
3
6
6
5
3
1
0
0
0
2
29
Transactions
Put
2
0
5
1
4
1
0
1
0
1
0
0
15
Total
5
0
8
7
10
6
3
2
0
1
0
2
44
FVX Options Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
20
22
251
Call
4
3
0
0
0
10
0
0
0
4
30
10
61
Contract Volume
Put
5
2
0
0
3
0
30
3
0
278
335
8
664
Total
9
5
0
0
3
10
30
3
0
282
365
18
725
Average Daily
Volume
0
0
0
0
0
0
1
0
0
13
17
1
3
FVX Options Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
33
30
24
24
24
34
34
34
34
38
44
30
Open Interest in Contracts
Put
Total
3
36
5
35
2
26
2
26
5
29
5
39
31
65
20
54
20
54
298
336
613
657
12
42
Call
$463
$713
$0
$0
$0
$5,375
$0
$0
$0
$550
$5,250
$1,125
$13,476
Dollar Volume
Put
$188
$1,100
$0
$0
$825
$0
$12,700
$113
$0
$41,200
$85,038
$731
$141,895
Total
$651
$1,813
$0
$0
$825
$5,375
$12,700
$113
$0
$41,750
$90,288
$1,856
$155,371
FVX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$116
$38
$72
$238
$550
$363
$0
$0
$0
$0
$0
$0
$0
$275
$275
$538
$0
$538
$0
$423
$423
$0
$38
$38
$0
$0
$0
$138
$148
$148
$175
$254
$247
$113
$91
$103
$221
$214
$214
Average Contracts Per Trade
Call
Put
Total
2.0
5.0
3.0
3.0
2.0
2.5
0.0
0.0
0.0
0.0
0.0
0.0
0.0
3.0
3.0
10.0
0.0
10.0
0.0
10.0
10.0
0.0
3.0
3.0
0.0
0.0
0.0
4.0
39.7
35.3
15.0
41.9
36.5
10.0
2.7
4.5
7.6
26.6
22.0
Call
2
1
0
0
0
1
0
0
0
1
2
1
8
Transactions
Put
1
1
0
0
1
0
3
1
0
7
8
3
25
Total
3
2
0
0
1
1
3
1
0
8
10
4
33
55
TNX Options Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
20
22
251
Call
100
56
6
10
11
352
485
415
125
285
230
280
2,355
Contract Volume
Put
Total
155
255
15
71
80
86
24
34
40
51
20
372
20
505
26
441
60
185
456
741
362
592
180
460
1,438
3,793
Average Daily
Volume
13
4
4
2
3
17
24
20
9
35
28
21
15
TNX Options Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
600
513
100
100
101
351
812
1,092
935
870
845
735
Open Interest in Contracts
Put
342
207
40
16
56
20
40
66
60
410
620
580
Total
942
720
140
116
157
371
852
1,158
995
1,280
1,465
1,315
Call
$15,313
$17,900
$3,188
$1,519
$2,025
$59,256
$50,875
$38,813
$9,031
$19,000
$19,000
$33,938
$269,858
Dollar Volume
Put
$45,625
$938
$14,563
$4,300
$15,000
$7,750
$2,250
$7,956
$9,000
$47,750
$30,025
$11,350
$196,507
Total
$60,938
$18,838
$17,751
$5,819
$17,025
$67,006
$53,125
$46,769
$18,031
$66,750
$49,025
$45,288
$466,365
TNX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
56
Average Premium Per Contract
Call
Put
Total
$153
$294
$239
$320
$63
$265
$531
$182
$206
$152
$179
$171
$184
$375
$334
$168
$388
$180
$105
$113
$105
$94
$306
$106
$72
$150
$97
$67
$105
$90
$83
$83
$83
$121
$63
$98
$115
$137
$123
Average Contracts Per Trade
Call
Put
Total
50.0
22.1
28.3
28.0
7.5
17.8
3.0
13.3
10.8
3.3
8.0
5.7
5.5
20.0
12.8
32.0
20.0
31.0
40.4
10.0
36.1
34.6
8.7
29.4
31.3
20.0
26.4
31.7
41.5
37.1
38.3
40.2
39.5
31.1
22.5
27.1
31.8
25.2
29.0
Call
2
2
2
3
2
11
12
12
4
9
6
9
74
Transactions
Put
7
2
6
3
2
1
2
3
3
11
9
8
57
Total
9
4
8
6
4
12
14
15
7
20
15
17
131
TYX Options Contract Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
19
19
23
21
20
22
21
22
21
21
20
22
251
Call
806
653
1,554
1,090
3,103
1,461
1,066
1,534
1,208
1,984
804
1,439
16,702
Contract Volume
Put
Total
1,028
1,834
972
1,625
1,057
2,611
875
1,965
2,687
5,790
4,087
5,548
2,367
3,433
1,068
2,602
712
1,920
3,171
5,155
1,163
1,967
1,583
3,022
20,770
37,472
Average Daily
Volume
97
86
114
94
290
252
163
118
91
245
94
137
149
TYX Options Open Interest and Dollar Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
2,204
2,124
2,374
2,446
3,060
2,528
2,369
3,279
3,389
3,218
2,376
867
Open Interest in Contracts
Put
1,535
1,750
1,448
1,093
1,967
4,542
4,613
4,699
4,538
5,870
5,346
4,059
Total
3,739
3,874
3,822
3,539
5,027
7,070
6,982
7,978
7,927
9,088
7,722
4,926
Call
$241,750
$190,038
$427,250
$174,575
$771,331
$231,806
$136,456
$357,488
$166,556
$406,006
$123,738
$349,613
$3,576,607
Dollar Volume
Put
$195,606
$262,825
$280,325
$199,575
$394,631
$665,631
$461,344
$249,681
$116,656
$466,400
$200,494
$223,450
$3,716,618
Total
$437,356
$452,863
$707,575
$374,150
$1,165,962
$897,437
$597,800
$607,169
$283,212
$872,406
$324,232
$573,063
$7,293,225
TYX Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$300
$190
$238
$291
$270
$279
$275
$265
$271
$160
$228
$190
$249
$147
$201
$159
$163
$162
$128
$195
$174
$233
$234
$233
$138
$164
$148
$205
$147
$169
$154
$172
$165
$243
$141
$190
$214
$179
$195
Average Contracts Per Trade
Call
Put
Total
19.2
21.9
20.6
11.7
13.1
12.5
7.6
11.5
8.8
18.2
19.9
18.9
22.3
28.0
24.6
15.4
20.5
18.9
19.4
7.3
9.1
18.3
9.5
13.2
19.5
18.3
19.0
17.1
27.1
22.1
11.8
21.9
16.3
11.4
27.8
16.5
15.1
16.5
15.9
Call
42
56
204
60
139
95
55
84
62
116
68
126
1,107
Transactions
Put
47
74
92
44
96
199
324
113
39
117
53
57
1,255
Total
89
130
296
104
235
294
379
197
101
233
121
183
2,362
57
CBOE HISTORICAL TRADING ACTIVITY - ALL OPTIONS
Total CBOE Options Contract Volume
On April 26, 1973, CBOE began trading call options. Put option trading was introduced on June 3, 1977.
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
Total
254,331,851
206,865,991
187,243,741
173,944,877
178,533,465
183,934,483
140,348,955
121,467,604
121,689,918
129,500,018
126,765,253
111,760,234
182,112,636
180,357,774
148,889,196
123,273,736
82,468,750
75,735,739
57,584,175
52,916,921
35,379,600
34,277,350
24,838,632
21,498,027
14,431,023
5,682,907
1,119,177
Contract Volume
Call
162,166,675
122,657,327
112,221,858
100,208,882
100,046,756
98,922,516
79,695,186
68,755,241
70,231,032
73,898,486
79,781,447
70,784,062
115,238,100
114,787,911
100,156,360
78,932,796
57,858,252
50,224,805
40,801,201
42,941,970
30,123,005
30,298,133
23,581,254
21,498,027
14,431,023
5,682,907
1,119,177
Put
92,165,176
84,208,664
75,021,883
73,735,995
78,486,709
85,011,967
60,653,769
52,712,363
51,458,886
55,601,532
46,983,806
40,976,172
66,874,536
65,569,863
48,732,836
44,340,940
24,610,498
25,510,934
16,782,974
9,974,951
5,256,595
3,979,217
1,257,378
—
—
—
—
Average Daily
Volume
1,009,253
820,897
740,094
684,822
708,466
729,899
554,739
478,219
480,988
511,858
503,037
441,834
719,813
712,877
590,830
487,248
325,963
299,351
277,605
209,158
139,840
136,021
98,566
84,972
57,040
22,462
6,469
Total CBOE Options Year-end Open Interest and Dollar Volume
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
58
Total
47,549,070
19,790,701
15,701,630
11,596,228
10,065,868
8,894,266
7,831,078
5,671,591
4,562,642
3,753,880
3,956,914
3,596,163
3,773,540
4,845,869
5,444,817
4,198,005
7,184,514
5,610,671
4,772,604
3,257,364
2,258,529
2,165,894
1,190,636
1,519,852
1,190,085
543,703
242,825
Open Interest
Call
28,187,566
11,816,164
9,414,828
6,869,206
5,872,728
5,374,500
4,795,017
3,517,562
2,679,410
2,304,291
2,689,478
2,453,502
2,863,162
3,426,893
3,788,635
3,103,722
5,325,649
3,884,527
3,449,959
2,633,312
2,048,463
1,976,022
1,831,806
1,519,852
1,190,085
543,703
242,825
Put
19,361,504
7,974,537
6,286,802
4,727,022
4,193,140
3,519,766
3,036,061
2,154,029
1,883,232
1,449,589
1,267,436
1,142,661
910,378
1,418,976
1,656,182
1,094,283
1,858,865
1,726,144
1,322,645
624,052
210,066
189,872
128,830
—
—
—
—
Total
$243,893,100
$175,124,363
$145,939,880
$103,556,272
$82,499,796
$67,165,498
$45,924,523
$44,499,077
$50,715,972
$55,362,874
$47,312,286
$39,708,577
$76,910,854
$55,902,000
$38,430,000
$34,367,000
$39,444,000
$32,265,764
$22,433,636
$27,893,035
$13,858,402
$14,403,416
$7,996,670
$9,039,670
$6,443,327
$1,657,652
$449,615
Dollar Volume (thousands)
Call
Put
$162,688,061
$81,205,039
$104,655,792
$70,468,571
$94,343,229
$51,596,651
$68,617,768
$34,938,504
$58,040,292
$24,459,504
$35,881,208
$31,284,290
$28,424,080
$17,500,423
$26,972,202
$17,526,875
$33,414,169
$17,301,803
$29,736,100
$25,626,774
$33,014,811
$14,297,475
$25,515,571
$14,193,006
$50,403,786
$26,507,068
$39,952,000
$15,950,000
$29,645,000
$8,785,000
$24,586,000
$9,781,000
$33,397,000
$6,047,000
$25,164,139
$7,101,625
$17,013,970
$5,419,666
$25,245,995
$2,647,040
$12,131,512
$1,726,890
$12,695,972
$1,7075,000
$7,507,300
$489,370
$9,039,566
—
$6,443,327
—
$1,657,652
—
$449,615
—
Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
Average Premium Per Contract
Total
Call
Put
$959
$1,003
$881
$847
$853
$837
$779
$841
$688
$595
$685
$474
$462
$580
$312
$365
$363
$368
$327
$357
$289
$366
$392
$333
$417
$476
$336
$428
$402
$461
$373
$414
$304
$355
$360
$346
$422
$437
$396
$310
$348
$243
$205
$305
$177
$318
$346
$240
$499
$597
$231
$426
$501
$278
$390
$417
$323
$527
$588
$265
$392
$403
$329
$420
$419
$429
$322
$318
$389
$420
—
—
$446
—
—
$294
—
—
$402
—
—
Average Contracts Per Trade
Total
Call
Put
11.5
10.3
14.3
12.9
11.3
16.2
13.0
11.4
16.5
14.3
12.6
17.5
16.5
14.5
19.8
18.6
16.8
21.3
15.0
13.7
17.3
13.8
12.7
15.5
13.4
12.5
14.9
13.6
13.1
14.3
12.9
12.1
14.5
11.7
11.2
12.7
12.2
11.4
13.7
12.9
12.2
14.6
8.7
8.7
8.8
8.4
8.3
8.6
7.7
7.8
7.5
7.4
7.5
7.1
7.2
7.3
7.0
6.1
6.0
6.5
6.0
5.8
7.2
5.3
5.3
5.7
5.1
5.1
5.3
4.1
—
—
3.5
—
—
3.4
—
—
2.6
—
—
Total CBOE Options Contract Volume—All Options
Total
Volume
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
254,331,851
206,865,991
187,243,741
173,944,877
178,533,465
183,934,483
140,348,955
121,467,604
121,689,918
129,500,018
126,765,253
111,784,045
182,112,636
180,357,774
148,889,091
123,273,736
82,468,750
75,735,739
57,584,175
52,916,921
35,379,600
34,277,350
24,838,632
21,498,027
14,431,023
5,682,907
1,119,177
Equity
Volume
Index
Volume
198,086,825
138,507,143
116,031,496
88,456,579
77,040,466
68,974,809
58,710,818
44,968,235
45,255,301
48,486,402
61,902,931
49,393,316
73,315,232
64,744,167
57,523,494
58,674,901
71,695,563
75,721,605
57,584,175
52,916,921
35,379,600
34,277,350
24,838,632
21,498,027
14,431,023
5,682,907
1,119,177
56,202,471
68,282,088
71,136,728
85,394,046
101,427,897
114,743,082
81,573,576
76,442,064
76,384,506
80,944,668
64,645,248
62,250,400
108,352,440
114,834,854
90,822,067
64,356,841
10,662,498
T-Bond & T-Note
Volume
—
—
—
—
—
—
—
—
76
7,109
144,356
140,329
207,476
321,021
415,001
241,994
110,689
14,134
Interest Rate
Volume
42,556
76,760
75,517
94,252
65,102
216,592
64,561
57,305
50,035
61,839
72,718
Foreign Currency
Volume
—
—
—
—
—
—
—
—
—
—
—
—
237,488
457,732
128,529
59
Total Options Contract Volume By Exchange
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
60
CBOE
254,331,851
206,865,991
187,243,741
173,944,877
178,533,465
183,934,483
140,348,955
121,467,604
121,689,918
129,500,018
126,765,253
111,784,045
182,112,636
180,357,774
148,889,091
123,273,736
82,468,750
75,735,739
57,584,175
52,916,921
35,379,600
34,277,350
24,838,632
21,498,027
14,431,023
5,682,907
1,119,177
AMEX
129,662,189
97,661,673
88,107,842
61,591,891
52,391,899
48,505,380
47,883,957
42,314,942
38,805,589
40,914,962
49,873,264
45,022,497
70,988,990
65,440,500
48,559,122
40,104,605
38,967,725
38,790,852
34,859,475
29,048,323
17,467,018
14,380,959
10,077,578
9,035,767
3,530,564
-------
PHLX
48,125,415
42,844,295
30,364,035
21,938,865
22,000,030
25,704,131
25,699,888
22,947,867
22,365,110
22,808,688
27,970,765
23,165,112
29,155,308
24,467,468
18,134,575
16,109,050
16,808,125
13,466,652
10,009,565
7,758,101
4,952,737
3,270,378
2,195,307
1,274,702
140,982
-------
PCX
75,801,209
58,971,239
46,686,240
33,881,762
30,905,131
20,929,869
16,364,744
13,066,618
13,852,604
13,881,269
18,091,434
13,349,148
19,410,875
14,075,872
12,793,451
11,366,056
11,155,906
9,309,563
6,952,567
5,486,590
3,856,344
3,289,968
1,925,031
550,194
----------
NYSE
------1,421,260
3,438,990
2,885,698
2,300,700
2,052,965
2,177,041
2,059,969
2,817,811
4,315,944
2,627,789
3,499,095
4,823,782
4,426,855
4,093,816
656,480
-------------------------------
MSE
---------------------------------------------------------1,518,611
2,609,164
2,012,363
600,780
15,237
----------
NASD
---------------------------------------45,239
107,453
-------------------------------------
Total
507,920,664
406,343,198
353,823,118
294,796,385
286,716,223
281,374,563
232,350,509
201,974,072
198,773,190
209,922,748
227,016,660
195,948,591
305,166,904
289,210,635
232,910,547
194,947,263
150,056,986
137,302,806
109,405,782
96,728,546
64,264,863
57,231,018
39,637,328
32,373,927
18,102,569
5,682,907
1,119,177
HISTORICAL TRADING ACTIVITY--EQUITY OPTIONS
Equity Options Contract Volume
Trading
Days
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
253
253
253
253
253
252
252
253
253
253
173
Total
198,086,825
138,507,143
116,031,496
88,456,579
77,040,466
68,974,809
58,710,818
44,968,235
45,255,301
48,486,402
61,902,931
49,393,316
73,315,232
64,744,167
57,523,599
58,674,907
71,695,563
75,721,605
57,584,175
52,916,921
35,379,600
34,277,350
24,838,632
21,498,027
14,431,023
5,682,907
1,119,177
Total Volume
Call
138,620,308
93,506,934
80,677,086
62,902,214
54,736,660
48,113,043
41,515,962
32,039,653
32,055,783
34,417,287
47,641,419
37,904,233
56,423,959
50,022,504
44,008,742
42,938,367
52,594,594
50,214,419
40,801,201
42,941,970
30,123,005
30,298,133
23,581,254
21,498,027
14,431,023
5,682,907
1,119,177
Average Daily
Volume
Put
59,466,577
45,000,209
35,354,410
25,554,365
22,303,806
20,861,766
17,194,856
12,928,582
13,199,518
14,069,115
14,261,512
11,489,083
16,891,273
14,721,663
13,514,857
15,736,540
19,100,969
25,507,186
16,782,974
9,974,951
5,256,595
3,979,217
1,257,378
—
—
—
—
786,059
549,632
458,623
348,254
305,716
273,710
232,059
177,040
178,875
191,646
245,647
195,231
289,784
255,906
228,268
231,917
283,382
299,295
277,605
209,158
139,840
136,021
98,566
84,972
57,040
22,462
6,469
Equity Options Open Interest and Dollar Volume
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
Trading
Days
Total
Open Interest
Call
Put
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
253
253
253
253
253
252
252
253
253
253
173
43,836,224
16,553,566
12,419,614
9,121,888
7,350,437
6,028,581
5,642,471
3,781,653
2,783,155
2,459,695
2,944,944
2,706,148
3,027,620
3,773,319
4,101,981
3,532,286
6,840,625
5,610,671
4,772,604
3,257,364
2,258,529
2,165,894
1,960,636
1,519,852
1,190,085
543,703
242,825
26,726,932
10,504,977
8,113,173
6,024,657
4,865,786
4,089,047
3,904,005
2,705,913
1,955,738
1,731,851
2,238,981
2,023,117
2,463,979
2,890,993
3,089,567
2,694,296
5,124,492
3,884,527
3,449,959
2,633,312
2,048,463
1,976,022
1,831,806
—
—
—
—
17,109,292
6,048,589
4,306,441
3,097,231
2,484,651
1,939,534
1,738,466
1,075,740
827,417
727,844
705,963
683,031
563,641
882,326
1,012,414
837,790
1,716,133
1,726,144
1,322,645
624,052
210,066
189,872
128,830
—
—
—
—
Total
$124,144,657
$57,404,858
$41,741,218
$30,022,394
$22,173,991
$17,033,086
$15,135,317
$11,296,632
$11,463,090
$12,464,706
$19,514,223
$12,012,403
$25,833,348
$19,544,336
$15,801,517
$18,644,743
$35,796,506
$32,265,764
$22,433,636
$27,893,035
$13,858,402
$14,403,416
$7,996,670
$9,039,566
$6,443,327
$1,657,652
$449,615
Dollar Volume ($000’s)
Call
Put
$97,801,156
$41,908,569
$31,378,668
$23,635,014
$17,162,494
$12,044,017
$11,370,936
$8,156,397
$8,689,214
$8,886,631
$15,190,793
$9,682,054
$20,551,949
$16,459,993
$13,415,012
$14,865,730
$31,388,075
$25,164,139
$17,013,970
$25,245,995
$12,131,512
$12,695,972
$7,507,300
—
—
—
—
$26,343,501
$15,496,289
$10,362,550
$6,387,380
$5,011,497
$4,989,069
$3,764,381
$3,140,236
$2,773,876
$3,578,075
$4,323,430
$2,330,349
$5,281,399
$3,094,343
$2,386,504
$3,779,013
$4,408,431
$7,101,625
$5,419,666
$2,647,040
$1,726,890
$1,707,444
$489,370
—
—
—
—
61
Equity Options Average Premium Per Contract and Average Contracts Per Trade
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
Average Premium Per Contract
Total
Call
Put
$627
$706
$443
$414
$448
$344
$360
$389
$293
$339
$376
$250
$288
$314
$225
$247
$250
$239
$258
$274
$219
$251
$255
$243
$253
$271
$210
$257
$258
$254
$315
$319
$303
$243
$255
$203
$352
$364
$313
$302
$329
$210
$275
$305
$177
$318
$346
$240
$499
$597
$231
$426
$501
$278
$390
$417
$323
$527
$588
$265
$392
$403
$329
$420
$419
$429
$322
$318
$389
$420
$420
—
$446
$446
—
$294
$294
—
$402
$402
—
Average Contracts Per Trade
Total
Call
Put
102
9.5
12.1
10.7
9.8
12.9
10.4
9.7
12.4
10.4
9.9
11.6
11.1
10.6
12.5
12.2
11.9
12.9
10.4
10.2
11.0
9.1
9.1
9.3
9.2
9.0
9.7
9.5
9.7
9.3
10.2
10.0
10.8
8.8
8.8
9.1
8.6
8.6
8.6
8.5
8.5
8.4
8.7
8.7
8.8
8.4
8.3
8.6
7.7
7.8
7.5
7.4
7.5
7.2
7.2
7.3
7.0
6.1
6.0
6.5
6.0
5.8
7.2
5.3
5.3
5.7
5.1
5.1
5.3
4.1
4.1
—
3.5
3.5
—
3.4
3.4
—
2.6
2.6
—
Equity Options Contract Volume By Exchange
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
1982
1981
1980
1979
1978
1977
1976
1975
1974
1973
CBOE
AMEX
198,086,825126,821,276
138,507,143 94,332,281
116,031,496 83,926,288
88,456,579 57,082,441
77,040,466 48,886,858
68,974,809 44,810,966
58,710,818 43,390,722
44,918,235 36,067,822
45,255,301 32,829,447
48,486,402 34,197,819
61,902,931 41,579,453
49,393,231 37,470,045
73,315,232 52,770,659
64,744,167 47,140,205
57,523,599 36,099,739
58,674,901 33,076,866
71,695,563 36,199,701
75,721,605 38,766,996
57,584,175 34,859,475
52,916,921 29,048,323
35,379,600 17,467,018
34,277,350 14,380,959
24,838,632 10,077,578
21,498,027 9,035,767
14,431,023 3,530,564
5,682,907
1,119,177
Cleared Equity Options Volume
PHLX
PCX
MSE*
44,086,183 75,770,940
37,871,930 58,930,521
25,021,282 46,606,429
16,325,194 33,839,202
14,739,706 30,852,968
13,016,116 20,861,609
11,411,065 16,203,312
10,408,628 12,996,923
11,803,703 13,781,027
12,443,833 13,750,956
16,768,793 17,865,387
13,092,707 13,068,755
18,088,192 18,951,794
15,054,738 13,941,683
12,068,358 12,700,805
15,982,001 11,191,471
16,607,806 11,155,906
13,466,652
9,309,563
10,009,565
6,952,567
7,758,101
5,486,590 1,518,611
4,952,737
3,856,344 2,609,164
3,270,378
3,289,968 2,012,363
2,195,307
1,925,031
600,780
1,274,702
550,194
15,237
140,982
NYSE**
1,413,206
3,414,471
2,860,273
2,269,165
2,010,184
2,042,844
1,901,208
2,546,734
3,723,184
1,902,900
1,305,974
1,050,152
163,593
Total
444,765,224
329,641,875
272,998,701
199,117,887
174,380,271
149,932,665
131,726,101
106,484,452
104,850,686
111,425,744
141,839,748
114,927,638
164,431,851
141,930,945
118,556,094
118,925,239
135,658,976
137,264,816
109,405,782
96,728,546
64,264,863
57,231,018
39,637,328
32,373,927
18,102,569
5,682,907
1,119,177
CBOE %
Share of
Total
Volume
46.1
42.0
42.5
44.4
44.2
46.0
44.6
42.2
43.2
43.5
43.6
43.0
44.6
45.6
48.5
49.3
52.8
55.2
52.6
54.7
55.1
59.9
62.7
66.4
79.7
100.0
100.0
Reported
NYSE
Volume
(Millions of
shares)
203,851.2
169,744.6
133,312.1
104,639.2
87,217.5
73,420.4
66,943.3
50,676.0
45,266.1
39,665.0
41,698.5
40,849.3
47,801.3
35,680.0
27,510.7
23,071.0
21,589.6
16,458.0
11,853.7
11,352.3
8,155.9
7,205.1
5,273.8
5,360.1
4,693.4
3,517.7
4,053.2
CBOE
Options Volume
in Shares as
% of NYSE Volume
9.7
8.2
8.7
8.5
8.8
9.4
8.8
8.9
10.0
12.2
14.8
12.1
15.3
18.1
20.9
25.4
33.2
46.0
48.6
46.6
43.4
47.6
47.1
40.1
30.7
16.2
2.8
*The Midwest Stock Exchange (presently the Chicago Stock Exchange) options program began in 1976 and was consolidated with the CBOE on June 2, 1980.
**The New York Stock Exchange began trading options in June 1985. On April 28, 1997, CBOE assumed all NYSE options business.
62
Equity LEAPS Contract Volume and Open Interest
1999
1998
1997
1996
1995
1994
1993
1992
1991
Trading
Total Contract Volume
Days
Total
Call
Put
252
12,495,220
8,828,450 3,666,770
252
7,193,811
5,109,298 2,084,513
253
5,146,780
3,677,210 1,469,570
254
3,573,877
2,538,756 1,035,121
252
3,532,779
2,463,099 1,069,680
252
2,919,657
2,169,929
749,728
253
2,571,321
1,866,891
704,430
254
1,547,717
1,182,606
365,111
253
625,642
497,984
127,658
Average
Daily
Volume
49,584
28,547
20,343
14,070
14,019
11,586
10,163
6,093
2,473
Open
Total
6,331,538
2,623,740
1,749,909
2,467,906
1,042,392
957,380
846,057
508,781
199,109
Interest in Contracts
Call
Put
3,738,715
2,592,823
1,730,927
892,813
1,114,337
635,572
841,547
1,626,359
665,976
376,416
618,975
338,405
543,649
302,408
365,887
142,894
150,230
48,879
HISTORICAL TRADING ACTIVITY-INDEX OPTIONS*
Total Index Contract Volume
Trading
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Days
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
56,202,470
68,282,088
71,136,728
85,394,046
101,427,897
114,743,082
81,573,576
76,442,064
76,384,506
80,944,668
4,645,248
62,250,400
108,352,440
114,834,854
90,822,067
64,356,917
10,662,498
Contract Volume
Call
23,526,840
29,106,264
31,506,552
37,256,032
45,270,975
50,701,273
38,146,429
36,683,601
38,148,456
39,449,611
31,991,176
32,804,412
58,548,350
64,312,356
55,805,515
35,860,918
5,187,861
Put
32,675,630
39,175,824
39,630,176
48,138,014
56,156,922
64,041,809
43,427,147
39,758,463
38,236,050
41,495,057
32,654,072
29,445,988
49,804,090
50,522,498
5,016,552
28,495,999
5,474,637
Average Daily
Total
233,026
270,961
281,173
336,197
400,901
455,330
322,425
300,953
301,915
319,939
256,529
246,049
428,271
453,893
358,981
254,375
52,012
Total Index Option Open Interest and Dollar Volume
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Total
3,706,451
3,232,699
3,273,034
2,467,906
2,708,600
2,844,191
2,185,174
1,887,202
1,774,620
1,289,914
1,005,657
880,985
741,736
1,010,739
1,286,108
647,821
334,510
Open Interest in Contracts
Call
Put
1,459,002
2,247,449
1,308,280
1,924,419
1,296,473
1,976,561
841,547
1,626,359
1,003,661
1,704,939
1,273,899
1,570,292
889,577
1,295,597
809,961
1,077,241
719,990
1,054,630
569,727
720,187
445,741
559,916
422,233
458,752
396,658
345,078
501,142
509,597
668,340
617,768
398,057
249,764
195,682
138,828
Total
$119,740,401,583
$117,705,321,296
$104,182,695,225
$73,513,538,077
$60,314,791,589
$50,092,654,182
$30,777,982,925
$33,195,348,189
$39,245,357,743
$42,880,469,686
$27,505,936,771
$27,478,205,683
$50,536,478,841
$35,358,087,000
$21,623,424,000
$15,356,000,000
$3,396,000,000
Dollar Volume
Call
$64,882,929,610
$62,741,413,439
$62,957,704,514
$44,971,815,222
$40,872,092,367
$23,813,355,297
$17,047,779,862
$18,812,242,598
$24,321,846,057
$20,840,458,316
$17,563,299,309
$15,658,723,033
$29,612,693,832
$22,843,990,000
$15,471,594,000
$9,534,000,000
$1,882,000,000
Put
$54,857,471,973
$54,963,907,857
$41,224,990,711
$28,541,722,854
$19,442,699,211
$26,279,298,885
$13,730,203,063
$14,383,105,591
$14,523,511,686
$22,040,011,370
$9,942,637,462
$11,819,482,650
$20,923,785,009
$12,514,097,000
$6,151,830,000
$5,822,000,000
$1,514,000,000
*Includes LEAPS for 1990-1998. 1999 data includes LEAPS and FLEX.
63
Total Index Option Average Premium Per Contract and
Average Contracts Per Trade
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Average Premium Per Contract
Total
Call
Put
$2,131
$2,758
$1,679
$1,724
$2,156
$1,403
$1,465
$1,998
$1,040
$861
$1,207
$593
$595
$903
$346
$437
$470
$410
$377
$447
$316
$434
$513
$362
$514
$648
$380
$530
$528
$531
$425
$549
$304
$441
$477
$401
$466
$506
$420
$308
$355
$248
$238
$277
$207
$239
$266
$204
$318
$363
$277
Average Contracts Per
Total
Call
21.1
21.3
22.1
21.5
22.0
20.6
23.5
22.8
26.1
26.3
27.3
27.7
22.1
21.7
19.7
19.6
18.3
18.4
18.3
19.0
17.2
17.4
15.7
16.5
16.9
16.8
18.2
18.2
18.6
18.4
17.7
17.1
12.6
10.2
Trade
Put
21.0
22.6
23.4
24.1
25.9
27.0
22.4
19.8
18.2
17.6
17.0
14.9
17.0
18.2
18.8
18.0
10.9
Total Index Options Contract Volume By Exchange
CBOE %
Share of
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
CBOE
56,202,470
68,282,088
71,136,728
85,394,046
101,427,897
114,743,082
81,573,576
76,442,064
76,384,506
80,944,668
64,645,248
62,250,400
108,352,440
114,834,854
90,822,067
64,356,841
10,662,498
AMEX
2,840,913
3,329,392
4,181,554
4,509,450
3,505,041
3,694,414
4,493,235
6,247,120
5,976,142
6,617,870
8,282,314
7,548,749
18,192,811
18,274,774
12,437,897
7,006,035
2,693,153
PHLX
3,189,587
3,139,347
2,776,578
2,459,867
2,799,964
2,549,514
1,153,714
354,005
433,686
218,659
151,117
156,597
498,756
1,398,800
2,321,006
127,049
6,278
PCX
30,269
40,718
79,811
42,560
52,163
68,260
161,432
69,695
71,577
130,313
226,047
280,393
459,081
134,189
92,646
174,585
----
NYSE
8,054
24,519
25,425
31,535
42,781
134,197
158,761
271,077
592,760
724,889
2,193,121
3,773,630
4,263,262
4,093,816
656,480
NASD
—
—
—
—
—
—
—
—
—
—
—
45,239
107,453
—
—
OEX (S&P100) Contract Volume and Open Interest
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
64
Trading
Days
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
25,761,292
33,425,854
36,595,576
54,929,246
69,633,460
81,824,650
64,031,944
62,427,272
63,935,546
68,846,535
58,371,337
57,433,506
101,827,077
113,151,085
90,804,930
64,288,445
10,595,664
Contract Volume
Call
11,253,040
15,458,446
17,580,145
24,967,860
31,416,311
36,995,171
30,628,988
30,600,646
32,173,041
33,616,840
28,716,525
30,221,224
55,158,010
63,392,789
55,795,875
35,823,507
5,145,533
Put
14,508,252
17,967,408
19,015,431
29,961,386
38,217,149
44,829,479
33,402,956
31,826,606
31,762,505
35,229,695
29,654,812
27,212,282
46,669,067
49,758,296
35,009,055
28,464,938
5,450,131
Average Daily
Volume
102,227
132,642
144,647
216,257
276,323
324,701
253,091
245,797
252,710
272,121
231,632
227,010
402,479
447,237
360,337
254,105
51,686
Open
Interest
287,980
312,805
398,483
422,220
617,825
817,447
805,661
664,527
783,581
575,633
548,506
566,323
500,369
871,043
1,285,447
647,810
332,007
Total
62,263,239
74,791,545
78,182,725
92,430,442
107,810,490
121,086,805
87,424,738
83,247,081
83,024,672
88,281,587
73,897,486
70,961,028
129,696,209
138,461,486
110,044,331
75,758,326
14,018,409
Total
90.3
91.3
91.0
92.4
93.2
94.8
93.3
91.8
92.0
91.7
87.5
87.7
83.5
82.9
82.5
85.0
76.1
SPX/SPL (S&P 500) Contract Volume and Open Interest
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Trading
Days
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
127
Total
24,699,878
25,708,136
26,494,543
24,844,808
26,726,023
28,016,776
16,454,282
13,420,174
11,924,719
12,089,035
6,273,911
4,816,894
6,204,793
1,682,808
7,762
11,970
14,093
Contract Volume
Call
10,160,737
10,383,764
10,276,751
10,032,433
11,638,290
11,667,855
7,183,029
5,990,574
5,850,383
5,829,971
3,274,651
2,583,188
3,199,564
919,026
4,949
5,065
6,210
Put
14,539,141
15,324,372
16,217,792
14,812,375
15,087,733
16,348,921
9,271,253
7,429,600
6,074,336
6,259,064
2,999,260
2,233,706
3,005,229
763,782
2,813
6,905
7,883
Average Daily
Volume
98,015
102,016
104,722
97,814
106,056
111,178
65,037
52,835
47,133
47,783
24,952
19,039
24,525
6,786
31
47
111
Open
Interest
2,850,523
1,730,794
1,606,318
1,339,651
1,352,837
1,282,485
1,098,660
993,922
726,085
708,577
457,151
314,662
241,367
139,696
661
11
2,503
Options on the Dow Jones Industrial AverageSM (DJX) Contract Volume and Open Interest
1999
1998
1997
Trading
Days
252
252
61
Total
3,319,804
4,281,731
2,029,938
Contract Volume
Call
1,015,438
1,399,234
902,050
Put
2,304,366
2,882,497
1,127,888
Average Daily
Volume
13,174
16,991
33,278
Open
Interest
437,654
343,556
464,792
Nasdaq-100 Index Options (NDX) Contract Volume and Open Interest
1999
1998
1997
1996
1995
1994
Trading
Days
252
252
253
254
252
227
Total
1,371,349
1,563,242
2,061,376
3,216,041
2,082,335
1,358,930
Contract Volume
Call
568,392
774,814
1,090,248
1,495,178
881,058
558,245
Put
802,957
788,428
971,128
1,720,863
1,200,377
800,685
Average Daily
Volume
5,442
6,203
8,148
12,662
8,263
5,986
Open
Interest
86,442
20,375
31,158
36,859
83,364
39,369
Russell 2000 Index Options (RUT) Contract Volume and Open Interest
1999
1998
1997
1996
1995
1994
1993
1992
Trading
Days
252
252
253
254
252
252
253
35
Total
821,565
876,158
616,882
388,399
317,099
651,009
494,980
40,086
Contract Volume
Call
414,385
383,124
349,415
179,145
103,557
192,777
233,801
19,869
Put
407,180
493,034
267,467
209,254
213,542
458,232
261,179
20,217
Average Daily
Volume
3,260
3,477
2,438
1,529
1,258
2,583
1,956
1,145
Open
Interest
33,322
57,215
34,035
55,901
24,754
46,817
76,896
21,499
65
HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Trading
Days
251
251
250
252
250
250
251
251
251
251
131
Total
42,556
76,760
75,517
94,252
65,102
216,592
64,561
57,305
50,035
61,839
72,718
Contract Volume
Call
19,527
44,129
38,220
50,636
39,121
108,200
32,795
31,987
26,769
27,025
38,455
Put
23,029
32,631
37,297
43,616
25,981
108,392
31,766
25,318
23,266
34,814
34,263
Average Daily
Volume
170
306
302
374
260
866
257
228
199
246
555
Total Interest Rate Options Open Interest and Dollar Volume
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Total
6,395
4,436
8,982
6,434
6,831
21,494
3,443
2,736
4,867
4,205
4,706
Open Interest in Contracts
Call
1,632
2,907
5,182
3,002
3,281
11,554
1,435
1,688
3,682
2,652
3,150
Put
4,763
1,529
3,800
3,432
3,550
9,940
1,998
1,048
1,185
1,553
1,556
Total
$8,041,082
$14,183,792
$15,966,935
$20,239,126
$11,013,182
$39,757,169
$11,223,338
$7,097,001
$7,347,106
$10,778,046
$12,125,585
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
66
Average Premium Per Contract
Total
Call
Put
$189
$204
$177
$185
$132
$257
$211
$179
$244
$216
$216
$216
$169
$146
$204
$183
$220
$147
$174
$164
$184
$124
$111
$140
$147
$115
$184
$174
$183
$167
$167
$143
$193
Average Contracts Per Trade
Total
Call
Put
16.6
16.0
17.0
25.3
26.6
23.8
24.9
21.1
30.3
18.9
18.1
19.9
17.2
15.5
20.6
26.5
24.2
29.3
24.0
20.6
28.9
23.5
26.0
20.9
14.1
17.1
11.7
17.1
17.9
16.5
14.3
15.9
12.8
Dollar Volume
Call
$3,975,530
$5,809,911
$6,856,851
$10,938,500
$5,705,651
$23,835,743
$5,365,199
$3,562,920
$3,075,106
$4,956,810
$5,500,884
Put
$4,065,552
$8,373,881
$9,110,084
$9,400,626
$5,307,531
$15,921,426
$5,858,139
$3,534,081
$4,271,233
$5,821,236
$6,624,701
For more information, call toll-fee from the following locations:
U.S. and Canada:
1-800-OPTIONS
(1-800-678-4667)
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1-800-554-107
France:
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Visit www.cboe.com for product literature and other trading tools.
67
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www.cboe.com