Market Statistics 2000

advertisement
Market Statistics
2000
MARKET STATISTICS-2000
Table of Contents
CBOE TRADING ACTIVITY-2000
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-2000
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 Dollar Volume ....... 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
Equity LEAPS Contract Volume Detail ................................................. 8-12
CBOE Equity Options Volume .......................................................... 13-36
CBOE Top 100 Equity Options Ranked By Volume ......................... 37-38
INDEX OPTIONS-2000
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Index Options Launch Dates .................................................................... 3 9
Most Active Indexes-2000 ....................................................................... 4 0
Total Index Options ............................................................................ 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
Mini Nasdaq-100 Index® Options (MNXSM) ........................................ 4 8
Russell 2000® Index Options (RUT) ..................................................... 4 9
Other Index Option Products .................................................................. 5 0
Other Index Options Contract Volume Detail .......................................... 5 1
HISTORICAL TRADING ACTIVITY
ALL OPTIONS
Total CBOE Options Contract Volume .................................................... 5 7
Total CBOE Options Year-End Open Interest and Dollar Volume .......... 5 7
Total CBOE Options Average Permium
Per Contract, and Average Contracts Per Trade .......................................... 5 8
Total CBOE Options Contract Volume-All Options ............................... 5 8
Total Options Contract Volume By Exchange ........................................... 5 9
EQUITY OPTIONS
Equity Options Contract Volume ............................................................. 6 0
Equity Options Open Interest and Dollar Volume ................................... 6 0
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ............................................................... 6 1
Equity Options Contract Volume By Exchange ........................................ 6 1
Equity LEAPS Contract Volume and Open Interest .................................. 6 2
INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Index Contract Volume .................................................................... 6 2
Total Index Option Open Interest and Dollar Volume ............................ 6 2
Total Index Option Average Premium Per Contract
and Average Contracts Per Trade ............................................................... 6 3
Total Index Options Contract Volume By Exchange ................................. 6 3
OEX (S&P 100) ....................................................................................... 6 3
SPX/SPL (S&P 500) ................................................................................. 6 4
Options on the Dow Jones Industrial Average (DJX) .............................. 6 4
Nasdaq-100 Index Options (NDX) ........................................................ 6 4
Mini Nasdaq-100 Index Options (MNX) ............................................... 6 4
Russell 2000 Index Options (RUT) ........................................................ 6 4
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume ............................................ 6 5
Total Interest Rate Options Open Interest and Dollar Volume ................. 6 5
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ........................................... 6 5
INTEREST RATE OPTIONS-2000
(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 2
IRX Options ............................................................................................. 5 3
FVX Options ............................................................................................ 5 4
TNX Options ........................................................................................... 5 5
TYX Options ............................................................................................ 5 6
1
CBOE TRADING ACTIVITY-2000
Total CBOE Options Trading Summary
No. of Contracts
Average Daily Volume
Dollar Volume
Open Interest
Transactions
Call
208,792,580
828,544
$174,504,702,688
33,792,832
18,966,219
Trading
Month Days
Call
Jan
20
20,277,561
Feb
20
18,003,059
Mar
23
24,363,302
Apr
19
17,968,314
May
22
16,174,154
Jun
22
16,330,180
Jul
20
15,939,018
Aug
23
15,646,712
Sep
20
15,483,740
Oct
22
18,945,726
Nov
21
15,265,354
Dec
20
14,395,460
Total
252
208,792,580
Put
117,566,951
466,536
$149,928,663,440
19,471,407
7,577,355
Contract Volume
Put
9,833,998
9,105,105
10,813,462
10,444,692
9,558,371
8,082,645
8,051,005
8,238,619
9,015,274
13,489,517
10,727,841
10,206,422
117,566,951
Total
30,111,559
27,108,164
35,176,764
28,413,006
25,732,525
24,412,825
23,990,023
23,885,331
24,499,014
32,435,243
25,993,195
24,601,882
326,359,531
Total
326,359,531
1,295,078
$324,433,366,128
53,264,239
26,543,574
Average Daily
Total
1,505,578
1,355,408
1,529,425
1,495,421
1,169,660
1,109,674
1,199,501
1,038,493
1,224,951
1,474,329
1,237,771
1,230,094
1,295,078
Call
19,707,837
22,037,393
25,663,186
23,831,420
25,162,355
27,846,363
26,536,129
29,411,437
31,194,493
31,461,224
36,057,238
33,792,832
Open Interest
Put
Total
13,563,003 33,270,840
15,045,982 37,083,375
16,993,017 42,656,203
15,631,617 39,463,037
16,502,571 41,664,926
17,101,552 44,947,915
16,848,575 43,384,704
17,880,504 47,291,941
19,183,049 50,377,542
19,391,164 50,852,388
21,625,395 57,682,633
19,471,407 53,264,239
Total Dollar
Volume
$33,541,336,536
$26,151,620,155
$38,322,373,678
$32,525,604,783
$25,307,007,034
$21,935,845,693
$18,216,105,075
$17,885,605,546
$21,295,110,276
$30,810,216,506
$27,809,529,803
$31,119,755,444
$324,433,366,128
Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
2
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Average Premium Per Contract
Call
Put
Total
$1,137
$1,063
$1,114
$960
$970
$965
$1,122
$1,012
$1,090
$853
$1,644
$1,145
$754
$1,369
$984
$891
$909
$899
$703
$865
$760
$690
$854
$749
$756
$1,058
$870
$616
$1,415
$950
$649
$1,663
$1,070
$657
$2,117
$1,265
$836
$1,275
$994
Average Contracts Per Trade
Call
Put
Total
10.4
14.1
11.4
10.2
13.8
11.2
10.0
13.6
10.9
10.2
14.2
11.3
11.3
15.6
12.6
10.8
15.0
11.9
11.0
15.0
12.1
11.7
15.3
12.7
12.2
16.7
13.5
12.2
18.2
14.1
12.1
17.8
14.0
11.7
17.7
13.6
11.0
15.5
12.3
Transactions
Call
Put
Total
1,953,104
697,722
2,650,826
1,772,030 658,391
2,430,421
2,431,628
797,266
3,228,894
1,768,433
736,840
2,505,273
1,435,565 614,064
2,049,629
1,510,754 539,749
2,050,503
1,444,728 535,620
1,980,348
1,342,241 536,806
1,879,047
1,269,246 539,526
1,808,772
1,551,303 742,345
2,293,648
1,256,932
601,165
1,858,097
1,230,255
577,861
1,808,116
18,966,219 7,577,355 26,543,574
Total CBOE Options Contract Volume - All Options
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Total
Days
Volume
20
30,111,559
20
27,108,164
23
35,176,764
19
28,413,006
22
25,732,525
22
24,412,825
20
23,990,023
23
23,885,331
20
24,499,014
22
32,435,243
21
25,993,195
20
24,601,882
252
326,359,531
Equity
Volume
25,576,107
22,513,704
29,981,398
23,911,619
21,676,699
21,296,593
21,406,548
20,902,018
21,052,627
27,734,624
22,031,129
20,837,326
278,920,392
Index
Volume
4,525,065
4,585,879
5,187,940
4,498,683
4,052,980
3,114,136
2,582,339
2,981,810
3,445,229
4,699,628
3,961,442
3,761,908
47,397,039
Interest Rate
Volume
10,387
8,581
7,426
2,704
2,846
2,096
1,136
1,503
1,158
991
624
2,648
42,100
Total Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
30,111,559
27,108,164
35,176,764
28,413,006
25,732,525
24,412,825
23,990,023
23,885,331
24,499,014
32,435,243
25,993,195
24,601,882
326,359,531
AMEX
16,579,093
14,811,842
19,865,030
17,537,042
17,098,309
16,193,271
15,777,953
15,785,721
16,381,508
20,899,933
17,767,793
19,029,194
207,726,689
PHLX
4,878,754
4,603,597
5,883,845
5,036,508
4,901,644
5,194,494
5,464,153
6,291,047
6,501,021
9,749,537
9,037,233
9,008,059
76,549,892
PCX
9,686,131
8,392,011
11,238,051
9,751,999
7,915,624
8,284,588
7,817,791
7,948,113
8,912,172
10,635,851
8,860,533
9,098,976
108,541,840
ISE
18,370
333,426
434,807
1,016,496
1,028,221
1,588,480
1,478,238
1,667,646
7,565,684
Total
61,255,537
54,915,614
72,163,690
60,738,555
55,666,472
54,418,604
53,484,727
54,926,708
57,321,936
75,309,044
63,136,992
63,405,757
726,743,636
CBOE Share
49.2%
49.4%
48.7%
46.8%
46.2%
44.9%
44.9%
43.5%
42.7%
43.1%
41.2%
38.8%
44.9%
3
EQUITY OPTIONS-2000
Equity Options Contract Volume
During 2000, 279 million equity contracts were traded on the CBOE, representing options on 27.9 billion shares of underlying stock.
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
18,358,042
15,874,892
22,047,397
16,127,158
14,399,685
14,846,199
14,827,766
14,335,234
13,872,714
16,987,056
13,501,585
12,728,998
187,906,726
Contract Volume
Put
7,218,065
6,638,812
7,934,001
7,784,461
7,277,014
6,450,394
6,578,782
6,566,784
7,179,913
10,747,568
8,529,544
8,108,328
91,013,666
Total
25,576,107
22,513,704
29,981,398
23,911,619
21,676,699
21,296,593
21,406,548
20,902,018
21,052,627
27,734,624
22,031,129
20,837,326
278,920,392
Average Daily
Volume
1,278,805
1,125,685
1,303,539
1,258,506
985,305
968,027
1,070,327
908,783
1,052,631
1,260,665
1,049,101
1,041,866
1,106,827
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 2000, open interest in equity options on CBOE was 49,944,375 contracts.
Open Interest
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
18,131,746
20,196,302
24,031,174
22,158,916
23,379,870
26,366,624
25,002,858
27,703,213
29,477,774
29,565,448
34,002,601
32,216,400
-
Put
11,323,219
12,715,002
14,729,402
13,351,290
14,209,792
15,181,657
14,834,458
15,665,683
17,055,543
17,042,102
19,212,266
17,727,975
-
Dollar Volume
Total
29,454,965
32,911,304
38,760,576
35,510,206
37,589,662
41,548,281
39,837,316
43,368,896
46,533,317
46,607,550
53,214,867
49,944,375
-
Call
$15,903,318,395
$12,732,264,074
$18,466,099,857
$9,804,330,562
$7,079,416,894
$8,411,659,596
$8,311,397,538
$7,138,164,641
$6,830,890,481
$7,741,016,052
$5,422,644,885
$5,390,108,050
$113,231,311,025
Put
Total
$3,947,558,864 $19,850,877,259
$3,943,343,399 $16,675,607,473
$4,574,242,470 $23,040,342,327
$6,697,498,686 $16,501,829,248
$6,646,266,491 $13,725,683,385
$3,936,526,452 $12,348,186,048
$4,053,482,753 $12,364,880,291
$4,451,173,485 $11,589,338,126
$4,836,443,751 $11,667,334,232
$11,765,518,571 $19,506,534,623
$11,230,571,216 $16,653,216,101
$13,988,332,383 $19,378,440,433
$80,070,958,521 $193,302,269,546
Equity Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
4
Average Premium Per Contract
Call
Put
Total
$866
$547
$776
$802
$594
$741
$838
$577
$768
$608
$860
$690
$492
$913
$633
$567
$610
$580
$561
$616
$578
$498
$678
$554
$492
$674
$554
$456 $1,095
$703
$402 $1,317
$756
$423 $1,725
$930
$603
$880
$693
Average Contracts Per Trade
Call
Put
Total
9.8
12.4
10.4
9.5
12.2
10.2
9.5
12.0
10.0
9.6
12.5
10.4
10.7
14.4
11.7
10.3
13.8
11.1
10.7
13.9
11.5
11.1
14.1
11.9
11.5
15.4
12.6
11.6
17.0
13.3
11.5
16.7
13.0
11.1
16.2
12.6
10.4
14.2
11.4
Call
1,867,081
1,674,527
2,327,596
1,684,825
1,347,036
1,442,402
1,389,388
1,290,437
1,206,311
1,460,944
1,178,128
1,151,005
18,019,680
Transactions
Put
Total
581,086 2,448,167
542,685 2,217,212
663,317 2,990,913
622,707 2,307,532
506,899 1,853,935
468,311 1,910,713
472,683 1,862,071
464,364 1,754,801
465,174 1,671,485
631,542 2,092,486
512,020 1,690,148
499,591 1,650,596
6,430,379 24,450,059
Equity Options Liquidations, Exercises and Expirations (%)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Call
66.6%
63.6%
68.6%
64.7%
57.8%
62.3%
61.5%
57.9%
56.4%
54.8%
55.8%
55.4%
Closing Sells
Put
41.9%
55.3%
54.8%
59.1%
57.2%
48.7%
48.8%
48.2%
54.1%
53.1%
60.0%
58.1%
Total
59.8%
61.4%
65.1%
63.2%
57.6%
57.8%
57.6%
54.8%
55.7%
54.2%
57.4%
56.4%
Call
13.1%
7.3%
9.0%
5.6%
6.4%
11.0%
9.0%
10.7%
9.3%
7.3%
7.6%
6.6%
Exercises
Put
12.1%
14.9%
8.7%
15.5%
19.0%
18.3%
19.8%
18.5%
17.9%
25.0%
18.0%
21.6%
Total
12.8%
9.3%
8.9%
8.3%
10.1%
13.5%
12.3%
13.2%
12.0%
13.9%
11.5%
12.5%
Call
20.3%
29.1%
22.5%
29.7%
35.7%
26.6%
29.6%
31.4%
34.3%
37.8%
36.6%
38.0%
Long Expirations
Put
Total
46.0%
27.3%
29.8%
29.3%
36.5%
26.0%
25.4%
28.5%
23.9%
32.2%
33.0%
28.8%
31.4%
30.1%
33.3%
32.0%
28.0%
32.3%
21.9%
31.9%
22.0%
31.1%
20.3%
31.1%
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 42% of all equity options trading in 2000. At year-end there were 1,498 listed equity options at CBOE.
Cleared Equity Options Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
AMEX
PHLX
PCX
25,576,107 16,350,361 4,581,850
9,681,974
22,513,704 14,634,002 4,264,438
8,390,945
29,981,398 19,503,574 5,450,551 11,237,131
23,911,619 17,244,939 4,641,911
9,751,021
21,676,699 16,913,404 4,504,707
7,915,189
21,296,593 16,096,195 4,856,628
8,284,166
21,406,548 14,577,965 5,198,666
7,817,791
20,902,018 14,607,713 5,923,531
7,948,113
21,052,627 14,832,329 6,139,724
8,912,172
27,734,624 17,628,387 9,329,998 10,635,851
22,031,129 14,603,083 8,643,469
8,860,533
20,837,326 15,040,270 8,599,848
9,098,976
278,920,392 192,032,222 72,135,321 108,533,862
ISE
18,370
333,426
434,807
1,016,496
1,028,221
1,588,480
1,478,238
1,667,646
7,565,684
Total
56,190,292
49,803,089
66,172,654
55,549,490
51,028,369
50,867,008
49,435,777
50,397,871
51,965,073
66,917,340
55,616,452
55,244,066
659,187,481
NYSE Stock
Volume
20,490,550,216
20,917,632,140
26,182,766,564
20,140,405,405
19,919,341,288
21,703,321,017
19,076,891,454
20,379,201,651
20,825,856,353
25,972,211,976
21,700,515,606
24,175,307,011
261,484,000,681
CBOE
Equity Options
%Share of Market
NYSE Vol. Share
12.5%
45.5%
10.8%
45.2%
11.5%
45.3%
11.9%
43.0%
10.9%
42.5%
9.8% 41.9%
11.2%
43.3%
10.3%
41.5%
10.1%
40.5%
10.7%
41.4%
10.2%
39.6%
8.6% 37.7%
10.7%
42.3%
5
Equity LEAPS® (Long-term Equity AnticiPation SecuritiesTM) Contract Volume,
Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Contract Volume
Average Daily
Call
Put
Total
Volume
1,444,009
518,059
1,962,068
98,103
1,061,890
368,800
1,430,690
71,535
1,575,377
445,521
2,020,898
87,865
1,371,596
483,795
1,855,391
97,652
1,024,674
516,010
1,540,684
70,031
864,343
393,184
1,257,527
57,160
744,318
268,084
1,012,402
50,620
683,817
309,550
993,367
43,190
873,777
463,464
1,337,241
66,862
1,186,226
778,749
1,964,975
89,317
937,668
453,583
1,391,251
66,250
1,145,589
408,764
1,554,353
77,718
12,913,284 5,407,563 18,320,847
72,702
Open Interest in Contracts
Call
Put
Total
4,428,087 2,954,609 7,382,696
4,981,587 3,328,046 8,309,633
5,671,605 3,680,914 9,352,519
5,973,215 3,884,384 9,857,599
4,197,131 2,554,643 6,751,774
3,829,938 2,303,325 6,133,263
3,115,536 1,953,850 5,069,386
3,760,231 2,313,654 6,073,885
4,314,798 2,652,399 6,967,197
5,117,873 3,039,338 8,157,211
5,532,428 3,251,123 8,783,551
5,859,826 3,360,425 9,220,251
-
Dollar Volume
Total
$3,204,551,775
$2,238,769,233
$3,309,495,327
$2,680,687,730
$1,972,901,539
$1,593,369,711
$1,293,599,200
$1,188,503,024
$1,381,805,658
$2,146,924,209
$1,613,540,538
$1,707,320,359
$24,331,468,303
Equity LEAPS Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
6
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Average Premium Per Contract
Call
Put
Total
$1,827
$1,092
$1,633
$1,720
$1,117
$1,565
$1,821
$989
$1,638
$1,555
$1,132
$1,445
$1,386
$1,071
$1,281
$1,416
$940
$1,267
$1,348
$1,083
$1,278
$1,283
$1,006
$1,196
$1,102
$904
$1,033
$926
$1,346
$1,093
$865
$1,769
$1,160
$810
$1,907
$1,098
$1,378
$1,209
$1,328
Average Contracts Per Trade
Transactions
Call
Put
Total
Call
Put
Total
9.2
17.5
10.5
156,468
29,601
186,069
8.7
14.8
9.7
121,885
24,995
146,880
9.2
14.3
10.0
171,355
31,178
202,533
8.5
15.3
9.6
161,460
31,713
193,173
10.0
22.1
12.3
102,020
23,354
125,374
11.2
22.2
13.3
76,844
17,675
94,519
10.4
17.5
11.6
71,763
15,328
87,091
11.1
20.1
12.9
61,447
15,367
76,814
13.3
27.3
16.1
65,932
17,002
82,934
11.5
30.1
15.3
102,948
25,860
128,808
11.2
21.2
13.2
83,915
21,439
105,354
11.5
15.9
12.4
99,726
25,764
125,490
10.1
19.4
11.8 1,275,763 279,276 1,555,039
Equity FLEX® (FLexible EXchange) Options Contract Volume, Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
20,536
106,499
11,477
9,200
24,037
14,092
7,347
22,135
19,062
81,749
14,322
16,180
346,636
Contract Volume
Put
Total
24,430
44,966
184,175
290,674
23,240
34,717
14,863
24,063
40,323
64,360
11,857
25,949
56,160
63,507
160,889
183,024
67,053
86,115
195,960
277,709
14,972
29,294
71,369
87,549
865,291 1,211,927
Average Daily
Volume
2,248
14,534
1,509
1,266
2,925
1,180
3,175
7,958
4,306
12,623
1,395
4,377
4,809
Open Interest in Contracts
Dollar Volume
Call
Put
Total
Total
248,217
216,205
464,422
$51,944,788
184,853
144,130
328,983
$883,817,754
206,142
141,991
348,133
$54,638,281
193,344
135,051
328,395
$40,952,375
184,287
134,371
318,658
$162,932,188
154,617
123,215
277,832
$21,496,475
150,281
121,768
272,049
$90,096,119
144,788
126,943
271,731
$516,922,301
243,222
221,707
464,929
$120,624,019
183,856
167,542
351,398
$396,812,300
184,114
157,003
341,117
$17,960,038
188,975
208,435
397,410
$81,799,056
- $2,439,995,694
Equity FLEX Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Average Premium Per Contract
Call
Put
Total
$1,127
$1,179
$1,155
$4,615
$2,130
$3,041
$433
$2,137
$1,574
$1,081
$2,086
$1,702
$926
$3,489
$2,532
$1,169
$424
$828
$1,430
$1,417
$1,419
$1,362
$3,026
$2,824
$729
$1,592
$1,401
$990
$1,612
$1,429
$581
$644
$613
$655
$998
$934
$2,085
$1,985
$2,013
Average Contracts Per Trade
Call
Put
Total
266.7
234.9
248.4
1,543.5 2,069.4 1,839.7
327.9
252.6
273.4
317.2
188.1
222.8
264.1
584.4
402.3
207.2
275.7
233.8
306.1
905.8
738.5
214.9 2,595.0 1,109.2
254.2
848.8
559.2
984.9 2,278.6 1,643.2
242.7
305.6
271.2
252.8
892.1
608.0
446.1
967.9
725.3
Call
77
69
35
29
91
68
24
103
75
83
59
64
777
Transactions
Put
Total
104
181
89
158
92
127
79
108
69
160
43
111
62
86
62
165
79
154
86
169
49
108
80
144
894
1,671
7
Equity LEAPS® Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
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
71
72
8
Standard
Symbol
Stock
COMS
AGE
ABT
ANF
ADPT
ADCT
ADBE
AMD
AET
A
AYV
AKAM
ALA
ALL
AT
ALTR
AZA
AMZN
AHC
AIG
AXP
AHP
AMT
AIT
AMTD
AMGN
AMKR
AMR
APC
ADI
ANDW
AOL
AAPL
AMAT
ARBA
ASA
QCOM
C
ATHM
T
ATML
AN
AVP
BHI
BAC
BK
ONE
ABX
BAY
BCE
BEL
BLS
BBY
BCHE
BGEN
BMCS
BA
BSX
BP
BMY
BRCM
BRCD
BNI
CS
CVC
CPB
CNI
CAT
YBS
CUBE
CD
SCH
3COMM
A.G. EDWARDS, INC.
ABBOT LABS
ABERCROMBIE & FITCH
ADAPTEC INC.
ADC TELECOM.
ADOBE
ADVANCED MICRO DEV.
AETNA INC.
AGILENT TECH.
AIRTOUCH COMM.
AKAMAI TECHNOLOGIES
ALCATEL SA
ALLSTATE CORP.
ALLTEL CORPORATION
ALTERA CORP.
ALZA CORP.
AMAZON.COM, INC.
AMERADA-HESS CORP.
AMERICA INT'L. GROUP
AMERICAN EXPRESS
AMERICAN HOME
AMERICAN TOWER CORP.
AMERITECH. CORP.
AMERITRADE HLDG.
AMGEN
AMKOR TECHNOLOGY
AMR CORP.
ANADARKO PETROLEUM
ANALOG DEVICES INC.
ANDREW CORP.
AOL/TIME WARNER
APPLE
APPLIED MATERIALS
ARIBA INC.
ASA LTD.
ASCEND COMMUNICATIONS
ASSOC. FIRST CAPITAL
AT HOME CORP.
AT&T
ATMEL CORP.
AUTONATION, INC.
AVON PRODUCTS
BAKER-HUGHES
BANK OF AMERICA
BANK OF NEW YORK
BANK ONE CORP.
BARRICK GOLD CORP.
BAY NETWORKS, INC.
BCE INC.
BELL ATLANTIC
BELLSOUTH
BEST BUY
BIOCHEM PHARM.
BIOGEN N.V.
BMC SOFTWARE INC.
BOEING
BOSTON SCIENTIFIC
BP AMOCO PLC ADS
BRISTOL-MEYERS
BROADCOM CORP.
BROCADE COMM.
BURLINGTON NORTHERN
CABLETRON SYSTEMS
CABLEVISION SYS.
CAMPBELL SOUP
CANADIAN NATIONAL
CATERPILLAR
CBS CORP.
C-CUBE MICROSYS.
CENDANT CORP.
CHARLES SCHWAB
Total
82,270
2,066
36,532
62,536
2,666
3,296
10,684
56,386
19,562
31,852
1,100
2,616
296
25,830
266
9,942
3,562
172,038
174
117,366
11,288
13,576
34,960
9,430
69,580
86,040
1,702
6,546
746
13,538
11,754
882,676
24,796
62,114
17,280
550
444,978
604,862
318,804
821,806
43,638
40,588
12,150
3,628
248,688
27,906
85,762
7,594
2,446
1,404
59,148
10,448
28,978
2,564
82,178
86,804
301,780
61,390
9,986
252,780
37,752
2,016
8,420
22,992
4,786
10,326
898
6,904
19,076
15,822
96,472
109,738
Contract Volume
Callff
54,776
1,564
30,666
50,172
1,870
2,950
6,364
41,018
14,960
24,678
904
1,442
288
16,738
186
7,730
1,306
95,976
88
87,590
7,214
9,006
28,978
7,778
49,194
60,234
1,482
2,078
490
9,036
10,306
660,310
11,728
42,296
12,906
450
327,988
475,630
250,718
576,970
39,044
33,072
9,038
3,528
202,704
23,252
67,632
5,256
1,734
1,212
38,408
8,298
20,690
1,284
63,458
73,182
202,426
51,960
6,636
177,446
28,922
1,906
7,688
19,018
3,772
7,482
866
4,166
14,716
13,818
65,126
82,510
Average Daily Volume
Call
Put
Put
Total
27,494
502
5,866
12,364
796
346
4,320
15,368
4,602
7,174
196
1,174
8
9,092
80
2,212
2,256
76,062
86
29,776
4,074
4,570
5,982
1,652
20,386
25,806
220
4,468
256
4,502
1,448
222,366
13,068
19,818
4,374
100
116,990
129,232
68,086
244,836
4,594
7,516
3,112
100
45,984
4,654
18,130
2,338
712
192
20,740
2,150
8,288
1,280
18,720
13,622
99,354
9,430
3,350
75,334
8,830
110
732
3,974
1,014
2,844
32
2,738
4,360
2,004
31,346
27,228
326
43
145
248
11
77
42
224
78
177
4
40
6
103
1
39
14
683
1
466
45
54
139
37
276
341
14
26
16
54
47
3,503
98
246
83
2
1,766
2,400
1,265
3,261
217
161
48
14
987
111
340
30
10
7
235
41
115
12
326
344
1,198
244
40
1,003
150
16
33
91
19
41
4
27
76
63
383
435
217
33
122
199
7
69
25
163
59
137
4
22
6
66
1
31
5
381
0
348
29
36
115
31
195
239
12
8
10
36
41
2,620
47
168
62
2
1,302
1,887
995
2,290
194
131
36
14
804
92
268
21
7
6
152
33
82
6
252
290
803
206
26
704
115
15
31
75
15
30
3
17
58
55
258
327
109
10
23
49
3
8
17
61
18
40
1
18
0
36
0
9
9
302
0
118
16
18
24
7
81
102
2
18
5
18
6
882
52
79
21
0
464
513
270
972
23
30
12
0
182
18
72
9
3
1
82
9
33
6
74
54
394
37
13
299
35
1
3
16
4
11
0
11
17
8
124
108
Equity LEAPS Contract Volume Detail
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
141
142
143
144
145
Standard
Symbol
Stock
CHV
CHIR
CB
CRUS
CSCO
CIT
CLFY
CLRS
CCU
CLX
CMGI
KO
CCE
CDE
CL
CMCSK
CDO
CMRC
CTC
CPQ
CPU
CA
CPWR
CNXT
CNC
CNTO
CONV
GLW
COST
CVS
CY
DCX
DGN
DE
DELL
DAL
DO
DOW
DD
ELNK
EK
DISH
ELN
ERTS
EFII
EDS
LLY
EMC
EMR
ENE
ENZ
EPIC
ERICY
ESST
EXFO
EXDS
XOM
FNM
FDX
FD
FAM
FTU
FBF
F
FRX
FRE
FTLAQ
GPS
GTW
GD
GE
GM
GMH
CHEVRON CORP.
CHIRON
CHUBB CORP.
CIRRUS LOGIC, INC.
CISCO SYSTEMS
CIT GROUP INC.
CLARIFY, INC.
CLARUS CORP.
CLEAR CHANNEL COM.
CLOROX COMPANY
CMGI, INC.
COCA-COLA
COCA-COLA ENTREP.
COEUR D’ALENE MINE
COLGATE-PALMOLIVE
COMCAST
COMDISCO INC.
COMMERCE ONE, INC.
COMPANIA DE TELECOM.
COMPAQ
COMPUSA
COMPUTER ASSOCIATES
COMPUWARE CORP.
CONEXANT SYSTEMS
CONSECO
CONCUR TECHNOLOGIES
CONVERGENT COMM.
CORNING INC.
COSTCO
CVS CORPORATION
CYPRUS SEMI
DAILMLERCHRYSLER
DATA GENERAL
DEERE & CO.
DELL COMPUTER
DELTA AIRLINES
DIAMOND OFFSHORE
DOW CHEMICAL
DUPONT
EARTHLINK
EASTMAN KODAK
ECHOSTAR COMM.
ELAN CORPORATION
ELECTR. ARTS, INC.
ELECTR. FOR IMAG.
ELECTRONICS DATA
ELI LILLY AND CO.
EMC CORP.
EMERSON ELECTRIC
ENRON CORP.
ENZO BIOCHEM, INC.
EPICOR SOFTWARE
ERRICSON TEL. CO.
ESS TECHNOLOGY INC.
EXFOELECTRO-OPTICAL ENGINEERING
EXODUS COMMUNICATIONS
EXXON MOBIL CORP.
FANNIE MAE
FDX CORPORATION
FED. DEPT. STORES
FIRST AMERICAN
FIRST UNION
FLEET BOSTON CORP.
FORD
FOREST LABORATORY
FREDDIE MAC
FRUIT OF THE LOOM
GAP STORES
GATEWAY 2000, INC.
GEN. DYNAMICS
GEN. ELECTRIC
GEN. MOTORS
GENERAL MOTORS CL. H
Total
9,730
20,952
14,712
33,306
1,194,014
2,280
150
12,070
23,204
4,068
265,924
298,586
53,088
6,178
25,508
4,788
3,678
41,836
4,100
253,956
29,270
55,478
113,248
6,418
229,614
4,000
2,306
26,656
2,378
274
51,854
26,748
796
244
104,014
8,790
35,500
29,074
29,548
6,848
146,462
39,810
43,374
3,744
12,284
17,046
32,012
248,058
446
66,016
2,614
13,128
113,486
11,580
9,956
11,340
28,982
35,578
44,096
14,136
9,128
33,806
12,232
241,672
3,718
19,642
34,892
45,438
50,996
2,802
524,542
438,204
26,266
Contract Volume
Callff
5,596
14,528
11,028
30,570
953,488
2,006
148
10,694
20,928
3,308
188,300
239,406
34,034
4,882
22,374
3,828
3,376
36,726
3,064
206,592
25,718
48,308
82,600
5,632
127,224
3,168
2,112
18,702
1,228
180
44,204
17,484
296
82
71,056
5,342
29,456
20,850
21,052
6,244
73,778
20,720
32,630
2,986
9,792
12,730
18,438
196,956
420
41,404
2,600
11,334
87,388
8,684
9,046
8,878
23,802
28,226
38,046
6,338
3,048
26,300
9,682
156,642
2,006
15,270
26,616
38,102
36,908
1,858
387,930
117,862
8,490
Put
4,134
6,424
3,684
2,736
240,526
274
2
1,376
2,276
760
77,624
59,180
19,054
1,296
3,134
960
302
5,110
1,036
47,364
3,552
7,170
30,648
786
102,390
832
194
7,954
1,150
94
7,650
9,264
500
162
32,958
3,448
6,044
8,224
8,496
604
72,684
19,090
10,744
758
2,492
4,316
13,574
51,102
26
24,612
14
1,794
26,098
2,896
910
2,462
5,180
7,352
6,050
7,798
6,080
7,506
2,550
85,030
1,712
4,372
8,276
7,336
14,088
944
136,612
320,342
17,776
Average Daily Volume
Total
Call
Put
39
83
58
132
4,738
12
1
48
92
16
1,055
1,185
211
25
101
19
17
240
16
1,008
116
220
449
68
911
16
9
106
16
1
206
153
3
1
413
35
141
115
117
30
581
311
172
15
49
68
127
984
2
262
34
52
450
46
40
72
115
141
175
56
36
134
49
959
15
78
138
180
202
11
2,082
1,739
104
22
58
44
121
3,784
10
1
42
83
13
747
950
135
19
89
15
15
211
12
820
102
192
328
59
505
13
8
74
8
1
175
100
1
0
282
21
117
83
84
27
293
162
129
12
39
51
73
782
2
164
34
45
347
34
36
56
94
112
151
25
12
104
38
622
8
61
106
151
146
7
1,539
468
34
16
25
15
11
954
1
0
5
9
3
308
235
76
5
12
4
1
29
4
188
14
28
122
8
406
3
1
32
8
0
30
53
2
1
131
14
24
33
34
3
288
149
43
3
10
17
54
203
0
98
0
7
104
11
4
16
21
29
24
31
24
30
10
337
7
17
33
29
56
4
542
1,271
71
9
Equity LEAPS Contract Volume Detail
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
211
212
213
214
215
216
217
218
10
Standard
Symbol
Stock
GENZ
GP
G
GSK
GX
GLM
GSTRF
GLCBY
GNET
GS
GT
TV
GTE
GUC
GDT
HAL
HLTH
HRC
HNZ
HWP
HLT
HD
HM
HON
HTCH
ITWO
IBM
ICOS
IKN
IMCL
IMNX
IFMX
INKT
BORL
INTC
ICIX
IGT
IP
INTU
IVX
JBL
JDSU
JNJ
JPM
JNPR
K
KMB
KLAC
KM
NITE
KR
LRCX
LWIN
LEH
LHSPQ
LVLT
LTD
LIPO
LIPO
LOR
LOW
LSI
LU
MADGF
MGA
MRL
MAT
MYG
KRB
MCD
WCOM
MCK
MDT
GENZYME CORP.
GEORGIA PACIFIC
GILLETTE CO.
GLAXO SMITH KLINE
GLOBAL CROSSING
GLOBAL MARINE, INC.
GLOBALSTAR TELECOM.
GLOBO CABO SA
GO2NET
GOLDMAN SACHS
GOODYEAR TIRE
GROUPO TELEVISA
GTE CORP.
GUCCI GROUP N.V.
GUIDANT CORP.
HALLIBURTON CO.
HEALTHEON/WEBMD
HEALTHSOUTH
HEINZ
HEWLETT-PACKARD
HILTON
HOME DEPOT
HOMESTAKE
HONEYWELL INT'L.
HUTCHINSON TECH.
I2 TECHNOLOGIES
IBM
ICOS CORP.
IKON OFFICE SOLUTIONS
IMCLONE SYSTEMS
IMMUNEX CORP.
INFORMIX CORP.
INKTOMI CORP.
INPRISE CORP.
INTEL CORP.
INTERMEDIA COM.
INT'L. GAME TECH.
INT'L. PAPER
INTUIT INC.
IVAX CORPORATION
JABIL CIRCUIT, INC.
JDS UNIPHASE
JOHNSON & JOHNSON
JP MORGAN CHASE & CO.
JUNIPER NETWORKS
KELLOGG COMPANY
KIMBERLY CLARK CORP.
KLA-TENCOR CORP.
K-MART
KNIGHT TRIMARK
KROGER CO.
LAM RESEARCH CORP.
LEAP WIRELESS INT.
LEHMAN BROTHERS
LERNOUT AND HAUSPIE
LEVEL 3 COMM.
LIMITED
LIPOSOME
LIPOSOME CO.
LORAL SPACE & COMPANY
LOWES COS.
LSI LOGIC CORP.
LUCENT TECH.
MADGE N.V.
MAGNA INT’L.
MARINE DRILLING
MATTEL INC.
MAYTAG
MBNA CORP.
MCDONALD’S
MCI WORLDCOM, INC.
MCKESSON
MEDTRONIC, INC.
Total
6,482
72,006
28,160
1,960
174,432
510
67,048
85,630
1,814
21,188
24,348
5,638
4,062
1,140
2,812
20,942
12,750
118,400
22,378
94,738
15,516
92,596
90,728
75,442
1,398
308
394,932
26,162
12,144
1,442
20,094
103,016
23,320
28,494
259,574
19,166
220
181,076
3,494
5,552
9,092
185,094
221,502
44,930
1,218
58
5,076
9,252
150,502
25,858
8,376
20,742
8,378
25,294
56,960
51,806
10,010
1,534
10,590
157,586
40,768
192,256
580,584
8,632
4,398
4,102
5,050
34,286
48,324
113,924
338,752
24,056
41,474
Contract Volume
Callff
3,934
34,366
22,120
764
154,928
400
49,714
64,546
1,450
13,736
17,664
5,284
3,248
638
1,686
16,986
9,326
86,750
13,328
64,666
12,038
73,190
72,694
46,884
900
84
296,146
20,756
9,766
1,372
13,600
86,314
16,232
25,680
175,400
17,478
164
117,474
2,944
4,732
5,792
145,558
152,784
28,074
876
46
3,342
7,852
115,636
20,184
3,946
14,004
5,756
15,994
18,684
35,272
9,692
1,432
9,262
133,068
33,388
146,326
465,616
6,956
3,398
3,510
4,540
17,304
46,456
70,928
247,248
18,142
32,594
Put
2,548
37,640
6,040
1,196
19,504
110
17,334
21,084
364
7,452
6,684
354
814
502
1,126
3,956
3,424
31,650
9,050
30,072
3,478
19,406
18,034
28,558
498
224
98,786
5,406
2,378
70
6,494
16,702
7,088
2,814
84,174
1,688
56
63,602
550
820
3,300
39,536
68,718
16,856
342
12
1,734
1,400
34,866
5,674
4,430
6,738
2,622
9,300
38,276
16,534
318
102
1,328
24,518
7,380
45,930
114,968
1,676
1,000
592
510
16,982
1,868
42,996
91,504
5,914
8,880
Average Daily Volume
Total
Call
Put
34
286
112
8
692
5
266
583
12
84
116
22
16
5
11
83
62
470
89
376
62
367
360
299
6
15
1,567
104
146
11
80
409
93
113
1,030
76
1
719
25
50
78
899
879
178
17
0
20
37
597
120
33
82
39
100
265
206
40
6
42
625
162
763
2,304
34
17
16
20
136
192
452
1,344
95
165
20
136
88
3
615
4
197
439
10
55
84
21
13
3
7
67
45
344
53
257
48
290
288
186
4
4
1,175
82
118
11
54
343
64
102
696
69
1
466
21
43
50
707
606
111
12
0
13
31
459
93
16
56
27
63
87
140
38
6
37
528
132
581
1,848
28
13
14
18
69
184
281
981
72
129
13
149
24
5
77
1
69
143
2
30
32
1
3
2
4
16
17
126
36
119
14
77
72
113
2
11
392
21
29
1
26
66
28
11
334
7
0
252
4
7
28
192
273
67
5
0
7
6
138
26
18
27
12
37
178
66
1
0
5
97
29
182
456
7
4
2
2
67
7
171
363
23
35
Equity LEAPS Contract Volume Detail
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
281
282
283
284
285
286
287
288
289
290
291
Standard
Symbol
Stock
MEL
MRK
MER
MET
MCOM
MFNX
MU
MSFT
MOB
PHA
MWD
MOT
NGH
NBR
NSM
NTAP
NETA
NN
NEM
NWS
NXTL
NKE
NOK
NT
NOC
NWAC
NOVL
NUE
OXY
ODP
OMKT
ORCL
ORB
PHSY
PAIR
PALM
PSFT
PEP
PFE
PNU
PD
MO
OPWV
PDG
PLUG
PMCS
PNC
PRD
POT
PTEK
PCLN
PG
PVN
PSIX
Q
RSH
RAL
RMBS
RATL
RDRT
RBK
RAD
SAFC
SWY
SANM
SDC
SAP
SLE
SBC
SGP
SLB
SEG
S
MELLON FINANCIAL
MERCK & CO.
MERRILL LYNCH
METLIFE, INC.
METRICOM INC.
METROMEDIA FIBER
MICRON TECHNOLOGY
MICROSOFT
MOBIL
MONSANTO
MORGAN STANLEY DEAN
MOTOROLA
NABISCO HOLDINGS
NABORS INDUSTRIES
NATL SEMICONDUCTOR
NETWORK APPLIANCE
NETWORK ASSOCIATE
NEWBRDIGE NETW.
NEWMOUNT MINING
NEWS CORP. LTD. ADS
NEXTEL COMM. INC.
NIKE
NOKIA CORP. ADS
NORTEL NETWORKS
NORTHRUP GRUMAN
NORTHWEST AIRLINES
NOVELL
NUCOR CORPORATION
OCCIDENTAL
OFFICE DEPOT
OPEN MARKET INC.
ORACLE SYSTEMS
ORBITAL SCIENCES
PACIFICARE HEALTH
PAIRGAIN TECH. INC.
PALM, INC.
PEOPLESOFT, INC.
PEPSICO
PFIZER
PHARMACIA & UPJOHN
PHELPS DODGE
PHILIP MORRIS
PHONE.COM
PLACER DOME
PLUG POWER INC.
PMC-SIERRA INC.
PNC FINANCIAL
POLAROID
POTASH CORP.
PREMIERE TECH. INC.
PRICELINE.COM INC.
PROCTOR & GAMBLE
PROVIDIAN FINANCIAL
PSINET INC.
QWEST COMM. INT'L.
RADIOSHACK CO.
RALSTON PURINA
RAMBUS INC.
RATIONAL SOFTWARE
READ-RITE CORP.
REEBOK
RID AID CORP.
SAFECO CORP.
SAFEWAY
SANMINA CORP.
SANTE FE INT'L.
SAP AG
SARA LEE
SBC COMM., INC.
SCHERING PLOUGH
SCHLUMBERGER LTD.
SEAGATE
SEARS, ROEBUCK
Total
17,094
190,568
28,222
1,128
17,050
34,034
85,530
2,278,846
4,654
45,724
59,426
223,348
16,650
4,808
70,048
108,848
61,218
3,778
15,126
2,646
43,072
8,642
278,448
31,908
7,362
6,764
63,570
2,422
9,902
11,406
2,108
199,156
10,756
5,546
20,434
3,870
74,402
61,372
247,536
7,730
38
194,750
2,408
32,914
528
950
492
9,864
6,810
33,798
63,506
89,194
11,632
43,106
100,978
5,264
6,394
150,654
10,272
43,450
130
138,442
3,634
6,200
8,090
1,060
17,044
9,364
78,376
74,540
35,580
1,306
24,296
Contract Volume
Callff
Put
16,776
318
148,596
41,972
10,206
18,016
696
432
15,588
1,462
27,426
6,608
54,556
30,974
1,214,038 1,064,808
2,380
2,274
34,338
11,386
47,432
11,994
140,560
82,788
13,088
3,562
3,144
1,664
56,958
13,090
72,022
36,826
37,730
23,488
1,496
2,282
11,658
3,468
1,814
832
36,694
6,378
6,426
2,216
222,036
56,412
27,944
3,964
6,826
536
6,180
584
43,320
20,250
1,896
526
8,874
1,028
9,186
2,220
1,774
334
155,628
43,528
8,644
2,112
4,504
1,042
19,062
1,372
1,726
2,144
62,686
11,716
48,822
12,550
191,266
56,270
6,668
1,062
14
24
148,142
46,608
2,024
384
20,492
12,422
500
28
644
306
292
200
6,670
3,194
2,056
4,754
24,364
9,434
50,938
12,568
67,210
21,984
6,590
5,042
35,150
7,956
82,368
18,610
4,778
486
5,374
1,020
123,532
27,122
8,278
1,994
37,554
5,896
70
60
95,282
43,160
3,180
454
5,112
1,088
4,988
3,102
486
574
11,170
5,874
7,268
2,096
32,808
45,568
54,222
20,318
26,850
8,730
898
408
19,328
4,968
Average Daily Volume
Total
Call
Put
93
756
112
36
81
135
339
9,043
18
181
236
886
66
19
278
930
243
15
60
11
171
34
1,105
127
29
27
252
10
39
45
8
790
43
22
81
15
295
244
982
31
0
773
17
131
6
31
2
39
27
134
261
354
46
192
401
21
25
598
41
172
1
549
14
25
37
4
68
37
311
296
141
5
96
91
590
41
22
74
109
216
4,818
9
136
188
558
52
12
226
616
150
6
46
7
146
26
881
111
27
25
172
8
35
36
7
618
34
18
76
7
249
194
759
26
0
588
14
81
5
21
1
26
8
97
210
267
26
157
327
19
21
490
33
149
0
378
13
20
23
2
44
29
130
215
107
4
77
2
167
71
14
7
26
123
4,225
9
45
48
329
14
7
52
315
93
9
14
3
25
9
224
16
2
2
80
2
4
9
1
173
8
4
5
9
46
50
223
4
0
185
3
49
0
10
1
13
19
37
52
87
20
36
74
2
4
108
8
23
0
171
2
4
14
2
23
8
181
81
35
2
20
11
Equity LEAPS Contract Volume Detail
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
351
352
353
354
355
356
357
12
Standard
Symbol
Stock
SEPR
SEBL
SKYT
SLM
SII
SLR
SOI
LUV
SWS
SVRN
FON
PCS
SBUX
STM
STK
SUNW
STI
SYBS
TGT
TBR
TAR
TLAB
TMX
TX
TXN
HCA
MMM
TIF
TWX
TJX
TOM
TOY
TWA
OIL
TYC
UAL
UIS
UNH
UPS
UTX
UCL
U
USB
USW
MRO
X
VRSN
VRTS
VZ
VERT
VOD
VSTR
WMT
DIS
WLA
WM
WMI
WPI
WAVX
WFC
WMB
WCII
WAXS
XRX
XLNX
YHOO
SEPRACOR, INC.
SIEBEL SYSTEMS
SKYTEL COMM., INC.
SLM HOLDING CORP.
SMITH INTERNATIONAL
SOLECTRON CORP.
SOLUTIA INC.
SOUTHWEST AIRLINES
SOUTHWEST SEC.
SOVEREIGN BANKCORP
SPRINT CORP.
SPRINT CORP. PCS
STARBUCKS CORP.
STMICROELECTRONICS
STORAGE TECH.
SUN MICRO.
SUNTRUST BANKS
SYBASE
TARGET CORP.
TELEBRAS
TELEFONICA DE ARG
TELLABS INC.
TELMEX
TEXACO
TEXAS INSTRUMENTS
THE HEALTHCARE CO.
THREE-M
TIFFANY & CO.
TIME WARNER
TJX COMPANIES, INC.
TOMMY HILFIGER CORP.
TOYS R US
TRANS WORLD AIR
TRITON ENERGY
TYCO INT'L. LTD.
UAL CORP.
UNISYS CORP.
UNITED HEALTH CARE
UNITED PERCEL SERVICE
UNITED TECHNOLOGIES
UNOCAL
US AIR GROUP
US BANCORP
US WEST COMM.
USX-MARATHON
USX-STEEL
VERISIGN INC.
VERITAS SOFTWARE
VERIZON COMM.
VERTICALNET INC.
VODAFONE AIRTOUCH
VOICESTREAM WIRE
WAL-MART
WALT DISNEY
WARNER LAMBERT
WASHINGTON MUTUALS
WASTE MANAGEMENT
WATSON PHARMACEU.
WAVE SYSTEMS CORP.
WELLS FARGO
WILLIAMS COMPANIES
WINSTAR COM., INC.
WORLD ACCESS, INC.
XEROX
XILINX, INC.
YAHOO! INC.
Total
53,040
11,170
4,296
10,382
860
113,398
7,818
20,428
2,630
2,022
47,650
70,360
25,920
274
23,936
140,424
288
2,918
5,510
3,720
30,490
19,662
136,742
5,898
380,666
33,494
20,152
854
70,186
9,016
52,016
49,696
15,718
14,286
197,036
20,702
27,080
11,666
21,124
10,060
2,252
78,282
43,794
8,314
384
86
6,058
3,534
1,102
3,948
50,918
4,668
271,522
64,832
17,330
45,092
40,470
10,490
39,406
46,980
15,650
23,370
18,596
323,758
40,462
113,030
Contract Volume
Callff
29,008
7,442
3,238
9,724
640
94,652
6,548
17,658
1,982
758
37,676
37,432
17,968
104
14,590
110,398
280
1,918
4,616
3,554
22,006
15,074
111,184
3,784
260,146
29,696
13,042
94
54,832
7,628
45,688
44,030
13,300
12,762
174,922
15,416
21,280
7,550
17,208
8,912
1,436
31,704
36,776
5,214
150
66
4,972
2,654
1,062
3,346
37,720
2,360
225,772
52,146
11,532
38,280
26,920
7,338
37,836
28,720
14,056
21,290
13,420
272,196
26,890
44,612
Put
24,032
3,728
1,058
658
220
18,746
1,270
2,770
648
1,264
9,974
32,928
7,952
170
9,346
30,026
8
1,000
894
166
8,484
4,588
25,558
2,114
120,520
3,798
7,110
760
15,354
1,388
6,328
5,666
2,418
1,524
22,114
5,286
5,800
4,116
3,916
1,148
816
46,578
7,018
3,100
234
20
1,086
880
40
602
13,198
2,308
45,750
12,686
5,798
6,812
13,550
3,152
1,570
18,260
1,594
2,080
5,176
51,562
13,572
68,418
Average Daily Volume
Total
Call
Put
210
44
17
41
3
489
31
81
10
11
189
279
103
8
95
557
1
14
22
15
121
78
543
23
1,511
133
80
3
279
36
206
197
62
57
782
82
107
46
364
40
9
311
174
33
2
0
43
14
4
28
202
19
1,077
257
69
179
161
42
156
186
62
93
74
1,285
161
449
115
30
13
39
3
408
26
70
8
4
150
149
71
3
58
438
1
9
18
14
87
60
441
15
1,032
118
52
0
218
30
181
175
53
51
694
61
84
30
297
35
6
126
146
21
1
0
35
11
4
24
150
9
896
207
46
152
107
29
150
114
56
84
53
1,080
107
177
95
15
4
3
1
81
5
11
3
7
40
131
32
5
37
119
0
5
4
1
34
18
101
8
478
15
28
3
61
6
25
22
10
6
88
21
23
16
68
5
3
185
28
12
1
0
8
3
0
4
52
9
182
50
23
27
54
13
6
72
6
8
21
205
54
272
CBOE Equity Options Volume (Includes LEAPS) (sorted by 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
71
72
73
Standard
Symbol
Stock
TFSM
COMS
TDFX
KDE
KIDE
SVNX
EGHT
ABT
ANF
ABGX
ABY
ABTE
ABN
BOUT
ABOV
AKLM
ACDO
ACRU
ACTM
ANET
ACTR
ACTN
ATVI
IATV
ADPT
ADAP
ADCT
ABIZ
ADLA
ASF
ADBE
AMD
ADIC
AEIS
AFCI
ADVN
ALSI
AEG
AERL
AES
AETH
AET
AFFX
A
AEM
AGU
ANCC
ATI
AAIR
AKS
AKAM
AKZO
AMRI
ABS
ALA
ALAO
AA
ALKS
ALLR
ALT
ALGX
AC
ALLP
ALSC
ARCC
AW
ALL
AT
ALTR
ALI
AZA
AMZN
DOX
24/7 MEDIA, INC.
3COM CORP.
3DFX INTERACTIVE, INC.
4 KIDS ENTERTAINMENT, INC.
4KIDS ENTERTAINMENT, INC.
724 SOLUTIONS, INC.
8X8, INC.
ABBOT LABS
ABERCROMBIE & FITCH CO.
ABGENIX, INC.
ABITIBI CONSOLIDATED INC.
ABLE TELCOM HOLDING CORP.
ABN AMRO HOLDINGS N.V.
ABOUT.COM
ABOVENET COMMUNICATIONS, INC.
ACCLAIM ENTERTAINMENT
ACCREDO HEALTH, INCORPORATED
ACCURE SOFTWARE, INC.
ACT MANUFACTURING, INC.
ACT NETWORKS, INC.
ACTERNA CORPORATION
ACTION PERFORMANCE COMPANIES
ACTIVISION, INC.
ACTV, INC.
ADAPTEC
ADAPTIVE BROADBAND CORP.
ADC TELECOMMUNICATION
ADELPHIA BUSINESS SOLUTIONS
ADELPHIA COMMUNICATIONS-CL A
ADMINISTAFF, INC.
ADOBE SYSTEMS
ADVANCE MICRO. DEV.
ADVANCED DIGITAL INFORMATION
ADVANCED ENERGY INDUSTRIES, INC.
ADVANCED FIBRE COMMUNICATIONS
ADVANTA CLASS B
ADVANTAGE LEARNING SYSTEMS, INC.
AEGON NV ADR
AERIAL/VOICESTREAM MERGER
AES CORPORATION
AETHER SYSTEMS, INC.
AETNA LIFE & CASUALTY
AFFYMETRIX, INC.
AGILENT TECHNOLOGIES, CORPORATION
AGNICO-EAGLE MINES, LTD.
AGRIUM INC.
AIRNET COMMUNICATIONS CORPORATION
AIRTOUCH COMMUNICATIONS, INC.
AIRTRAN HOLDINGS, INC.
AK STEEL HOLDING CORPORATION
AKAMAI TECHNOLOGIES, INC.
AKZO NOBEL NV-ADR
ALBANY MOLECULAR RESEARCH, INC.
ALBERTSON’S, INC.
ALCATEL
ALCATEL OPTRONICS
ALCOA INC.
ALKERMES, INC.
ALLAIRE CORPORATION
ALLEGHENY TELEDYNE CORP.
ALLEGIANCE TELECOM, INC.
ALLIANCE CAPITAL MANAGEMENT L.
ALLIANCE PHARMARCEUTICAL
ALLIANCE SEMICONDUCTOR CORP.
ALLIED RISER COMMUNICATIONS CO.
ALLIED WASTE INDUSTRIES. INC.
ALLSTATE
ALLTEL CORP.
ALTERA CORPORATION
ALTERNATIVE LIVING SERVICES
ALZA CORP.
AMAZON.COM, INC.
AMDOCS LTD.
Total
Contract Volume
Callff
87,246
1,340,962
19,144
30,780
326,062
11,526
140,290
329,918
534,152
120,840
10,622
40,362
108
69,956
5,064
67,202
1,234
16,460
108,918
65,908
1,178
105,722
52,328
175,956
87,964
16,286
433,688
55,344
67,220
25,000
449,230
1,694,916
11,380
79,818
294,656
18,962
7,886
23,736
370
144,430
251,042
544,392
89,366
1,401,094
43,526
90
19,062
12,296
16,268
47,956
344,400
1,712
10,648
183,176
720,610
2,448
693,378
5,166
448,132
1,264
130,160
56,260
138,198
119,178
62,472
114,524
533,558
2,076
690,518
11,748
260,270
3,268,748
327,400
Put
60,528
26,718
910,300
430,662
12,136
7,008
23,932
6,848
243,564
82,498
10,008
1,518
123,456
16,834
250,360
79,558
387,798
146,354
93,656
27,184
7,592
3,030
31,526
8,836
88
20
50,488
19,468
2,006
3,058
52,514
14,688
938
296
13,290
3,170
59,650
49,268
52,974
12,934
818
360
57,368
48,354
46,644
5,684
135,914
40,042
60,746
27,218
12,394
3,892
339,828
93,860
42,882
12,462
49,892
17,328
16,948
8,052
264,750
184,480
1,249,176
445,740
9,492
1,888
60,982
18,836
211,026
83,630
14,368
4,594
4,776
3,110
15,878
7,858
90
280
92,424
52,006
151,394
99,648
407,426
136,966
60,454
28,912
808,396
592,698
33,902
9,624
80
10
12,648
6,414
7,750
4,546
10,864
5 ,404
36,610
11,346
208,390
136,010
972
740
9,006
1,642
110,332
72,844
512,798
207,812
2,138
310
479,406
213,972
2,588
2,578
197,962
250,170
194
1,070
85,398
44,762
43,438
12,822
91,234
46,964
98,708
20,470
46,690
15,782
83,788
30,736
420,292
113,266
1,620
456
476,570
213,948
7,800
3,948
201,898
58,372
1,766,914 1,501,834
232,888
94,512
Average Daily Volume
Total
Call
Put
346
5,321
76
122
1,294
110
557
1,309
2,120
584
42
160
0
278
20
267
35
88
736
262
51
420
208
698
349
65
1,721
220
267
99
1,783
6,726
45
317
1,169
75
31
94
1
573
1,301
2,160
355
5,560
173
0
144
49
65
190
1,511
7
304
727
2,860
63
2,752
21
1,778
5
517
223
548
473
334
454
2,117
74
2,740
47
1,033
12,971
1,299
240
3,612
48
95
967
95
490
993
1,539
452
30
125
0
200
8
208
27
71
403
210
36
228
185
539
241
49
1,349
170
198
67
1,051
4,957
38
242
837
57
19
63
0
367
784
1,617
240
3,208
135
0
96
31
43
145
914
4
257
438
2,035
55
1,902
10
786
1
339
172
362
392
250
332
1,668
58
1,891
31
801
7,012
924
106
1,709
28
27
327
14
67
316
581
131
12
35
0
77
12
58
8
17
333
51
16
192
23
159
108
15
372
49
69
32
732
1,769
7
75
332
18
12
31
1
206
516
544
115
2,352
38
0
49
18
21
45
597
3
47
289
825
8
849
10
993
4
178
51
186
81
84
122
449
16
849
16
232
5,960
375
13
CBOE Equity Options Volume (Includes LEAPS)
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
141
142
143
144
145
146
147
14
Standard
Symbol
Stock
AHC
AOL
AOLA
AWA
ABX
ACAS
ACNS
AEOS
AEP
AX
AXP
AFL
AGC
AHP
AIG
AMSY
APCC
AFM
ASD
AMT
AXTI
ACF
AAS
AIT
AMTD
AMES
AMGN
AMKR
AMP
APH
AMR
AMMB
ASO
APC
ANAD
ADI
ANEN
SLOT
AND
ANDW
ADRX
AU
BUD
AXE
ANN
ANSR
ANTC
APA
APEX
APOL
AAPL
APPB
ABI
ADAX
ADSX
AMAT
AMCC
APW
ATU
ASTX
APLX
APNT
AHG
ARA
APGR
ADM
AGY
ARIA
ARBA
ARQL
ARW
AVEI
ATSN
ARM
AMERADA HESS
AMERICA ONLINE INC.
AMERICA ONLINE LATIN AMERICA
AMERICA WEST AIRLINES, INC.
AMERICAN BARRICK RES.
AMERICAN CAPITAL STRATEGIES
AMERICAN COMMUNICATIONS SERVICE
AMERICAN EAGLE OUTFITTERS, INC.
AMERICAN ELECTRIC POWER
AMERICAN EXPLORATION CO.
AMERICAN EXPRESS
AMERICAN FAMILY
AMERICAN GENERAL
AMERICAN HOME PRODUCTS
AMERICAN INT’L. GROUP
AMERICAN MANAGEMENT SYSTEMS, INC.
AMERICAN POWER CONVERSION
AMERICAN RADIO SYSTEMS CORP.
AMERICAN STANDARD CORP.
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.
AMPHENOL CORPORATION
AMR CORP.
AMRESCO INC.
AMSOUTH CORP.
ANADARKO PETROLEUM
ANADIGICS, INC.
ANALOG DEVICES
ANAREN MICROWAVE, INC.
ANCHOR GAMING
ANDREA ELECTRONICS CORP.
ANDREW CORP.
ANDRX CORP.
ANGLOGOLD LIMITED
ANHEUSER-BUSCH COS.
ANIXTER INTERNATIONAL, INC.
ANN TAYLOR STORES, INC.
ANSWERTHINK CONSULTING GROUP
ANTEC CORP.
APACHE CORPORATION
APEX, INC.
APOLLO GROUP, INC.
APPLE COMPUTER
APPLEBEES INT’L.
APPLERA CORPORATION
APPLIED DIGITAL ACCESS
APPLIED DIGITAL SOLUTIONS
APPLIED MATERIAL
APPLIED MICRO CIRCUITS CORPORATION
APPLIED POWER, INC.
APPLIED POWER, INC.
APPLIED SCIENCE & TECHNOLOGY
APPLIX, INC.
APPNET SYSTEMS, INC.
APRIA HEALTHCARE GROUP, INC.
ARACRUZ CELLULOSE ADR
ARCH COMMUNICATIONS GROUP, INC.
ARCHER-DANIELS MIDLAND
ARGOSY GAMING COMPANY
ARIAD PHAMECEUTICALS, INC.
ARIBA, INC.
ARQULE, INC.
ARROW ELECTRONICS
ARTERIAL VASCULAR ENGINEERING
ARTESYN TECHNOLOGIES, INC.
ARVINMERITOR, INC.
Total
Contract Volume
Callff
5,298
1,858
19,620,686 13,452,218
3,320
2,902
264
196
168,396
116,660
17,970
12,286
73,908
61,754
160,722
98,166
68,434
58,444
144
64
495,156
298,286
4,592
2,810
104,074
83,500
600,844
465,248
963,856
643,108
37,136
24,982
651,910
541,308
63,874
20,964
32,558
16,504
331,236
152,588
84,128
52,946
117,538
70,072
38,714
32,078
31,738
27,452
820,860
572,328
122,016
86,254
1,894,280
1,385,146
185,694
142,418
21,194
20,678
12,200
9,372
113,388
71,406
674
380
42,014
27,534
654,772
417,358
216,250
159,014
572,952
393,774
16,802
10,808
25,288
15,408
111,502
102,858
244,556
200,016
13,992
6,354
27,860
18,660
136,332
83,066
4,548
4,168
159,486
108,220
51,372
38,528
300,834
232,226
564,324
298,438
68,128
52,894
75,060
48,480
850,518
482,332
36,906
30,062
9,732
5,906
316
316
142,984
116,522
1,812,110
1,031,498
2,364,330
1,635,052
25,116
18,276
2,850
2,278
52,438
41,830
39,110
29,122
121,162
97,962
46,712
33,856
1,704
1,640
46,796
44,642
582
542
64,714
57,530
25,666
20,744
1,181,418
768,440
42,986
11,890
392
292
8,604
8,444
6,420
4,292
8,714
6,348
Put
3,440
6,168,468
418
68
51,736
5,684
12,154
62,556
9,990
80
196,870
1,782
20,574
135,596
320,748
12,154
110,602
42,910
16,054
178,648
31,182
47,466
6,636
4,286
248,532
35,762
509,134
43,276
516
2,828
41,982
294
14,480
237,414
57,236
179,178
5,994
9,880
8,644
44,540
7,638
9,200
53,266
380
51,266
12,844
68,608
265,886
15,234
26,580
368,186
6,844
3,826
0
26,462
780,612
729,278
6,840
572
10,608
9,988
23,200
12,856
64
2,154
40
7,184
4,922
412,978
31,096
100
160
2,128
2,366
Average Daily Volume
Total
Call
Put
189
77,860
44
1
668
71
293
638
272
1
1,965
164
413
2,384
3,825
147
2,587
253
129
1,314
334
466
154
126
3,257
484
7,517
737
84
82
450
3
167
2,598
858
2,274
213
100
442
970
56
111
721
18
633
204
1,194
2,239
270
298
3,375
146
463
1
691
7,191
9,382
100
27
208
155
481
185
7
252
194
257
137
4,688
171
131
34
25
71
66
53,382
39
1
463
49
245
390
232
0
1,184
100
331
1,846
2,552
99
2,148
83
65
606
210
278
127
109
2,271
342
5,497
565
82
63
283
2
109
1,656
631
1,563
137
61
408
794
25
74
440
17
429
153
922
1,184
210
192
1,914
119
281
1
563
4,093
6,488
73
21
166
116
389
134
7
240
181
228
111
3,049
47
97
34
17
52
123
24,478
6
0
205
23
48
248
40
0
781
64
82
538
1,273
48
439
170
64
709
124
188
26
17
986
142
2,020
172
2
19
167
1
57
942
227
711
76
39
34
177
30
37
282
2
203
51
272
1,055
60
105
1,461
27
182
0
128
3,098
2,894
27
5
42
40
92
51
0
12
13
29
26
1,639
123
33
1
8
19
CBOE Equity Options Volume (Includes LEAPS)
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
211
212
213
214
215
216
217
218
219
220
221
Standard
Symbol
Stock
ASA
ASND
ASTS
ASFD
ASIA
ASKJ
ASMI
ASML
ASDV
ASPT
ASBC
AFS
ASFC
AZN
ATHM
ATTC
T
LMG
ATTL
AWE
ATCT
ACAI
ARC
CGO
ATML
ADBL
AUDC
ABSC
ASPX
ABTL
AUD
AN
AWEB
AZO
AVNX
AVAN
AV
AVE
AVCI
AVID
AVGN
AVIR
AVI
AVA
AVP
AVX
AWRE
AXF
AXA
ACLS
AZR
GR
BHH
BAAN
BWEB
JBAK
BHI
BLDP
BBV
BFR
BRS
BWE
BAC
BK
MBK
ONE
BKNG
BCR
BKS
BNBN
BOL
BAX
BAY
BBT
ASA LTD.
ASCEND COMMUNICATIONS
ASE TEST LIMITED
ASHFORD.COM
ASIAINFO HOLDINGS INC.
ASK JEEVES, NC
ASM INTERNATIONAL, N.V.
ASM LITHOGRAPHY HOLDING NV
ASPECT DEVELOPMENT INC.
ASPECT TELECOMM.
ASSOCIATED BANC-CORP.
ASSOCIATES FIRST CAPITAL CORP.
ASTORIA FINANCIAL CORP.
ASTRAZENECA PLC ADS
AT HOME CORPORATION
AT&T CANADA, INC. CL B
AT&T CORP.
AT&T CORP-LIBERTY MEDIA GROUP
AT&T LATIN AMERICA
AT&T WIRELESS GROUP
ATC COMMUNICATIONS GROUP, INC.
ATLANTIC COAST AIRLINES HOLDINGS
ATLANTIC RICHFIELD
ATLAS AIR, INC.
ATMEL
AUDIBLE, INC.
AUDIOCODES LTD.
AURORA BIOSCIENCES CORPORATION
AUSPEX SYSTEMS, INC.
AUTOBYTEL.COM
AUTOMATIC DATA PROC.
AUTONATION, INC.
AUTOWEB.COM
AUTOZONE
AVANEX CORP.
AVANT IMMNOTHERAPEUTICS, INC.
AVAYA INC.
AVENTIS ADS
AVICI SYSTEMS, INC.
AVID TECHNOLOGY, INC.
AVIGEN, INC.
AVIRON
AVIS RENT A CAR, INC.
AVISTA CORPORATION
AVON PRODUCTS
AVX CORP.
AWARE, INC.
AXA FINANCIAL, INC.
AXA-SPONS ADR
AXCELIS TECHNOLOGIES, INC.
AZTAR CORP.
B.F. GOODRICH
B2B INTERNET HOLDRS
BAAN COMPANY NV
BACKWEB TECHNOLOGIES LTD.
BAKER (J) INC.
BAKER HUGHES
BALLARD POWER SYSTEMS, INC.
BANCO BILBAO VIZCAYA SA-ADR
BANCO FRANCES DEL RIO DE LE PL
BANCO RIO DE LA PLATA S.A. ADR
BANCWEST CORP.
BANK OF AMERICA CORP.
BANK OF NEW YORK
BANK OF TOKYO MITSUBISHI, LTD.
BANK ONE CORP.
BANKNORTH GROUP
BARD (C.R.)
BARNES AND NOBLE INC.
BARNSANDNOBLE.COM
BAUSCH & LOMB
BAXTER INT’L.
BAY NETWORKS
BB&T CORPORATION
Total
Contract Volume
Callff
32,078
4,052
58,372
5,718
130
143,022
223,796
169,866
57,956
102,564
17,820
301,158
61,114
61,224
2,645,396
117,968
8,507,202
174,162
7,458
253,338
51,108
2,204
943,084
38,312
1,837,056
9,740
23,028
43,076
88,966
20,124
69,008
151,994
29,564
85,962
165,098
5,138
30,068
29,324
10,330
12,184
15,390
76,546
79,636
94,236
142,962
3,254
28,146
110,084
15,266
17,860
26,402
59,866
10,188
64,320
64,788
960
203,796
270,684
1,160
14,404
6,814
426
2,480,486
430,840
49,592
825,256
32,630
20,990
109,248
100,996
14,662
375,532
8,022
54,004
25,956
2,152
34,112
5,154
70
97,386
178,662
109,592
45,244
55,388
13,400
221,134
44,998
39,186
1,788,416
75,888
5,757,232
120,842
5,372
159,164
41,706
2,052
733,914
31,794
1,507,018
6,880
18,320
32,638
68,562
15,310
51,956
111,060
25,106
65,258
100,986
3,582
24,584
20,942
9,054
10,142
12,254
62,940
52,172
72,524
94,940
2,016
19,044
87,392
1,656
15,070
16,128
46,568
7,520
45,434
50,942
912
142,432
176,276
760
4,702
4,628
314
1,622,872
334,566
29,784
503,278
26,320
15,346
77,962
65,698
3,370
316,680
5,094
42,072
Put
6,122
1,900
24,260
564
60
45,636
45,134
60,274
12,712
47,176
4,420
80,024
16,116
22,038
856,980
42,080
2,749,970
53,320
2,086
94,174
9,402
152
209,170
6,518
330,038
2,860
4,708
10,438
20,404
4,814
17,052
40,934
4,458
20,704
64,112
1,556
5,484
8,382
1,276
2,042
3,136
13,606
27,464
21,712
48,022
1,238
9,102
22,692
13,610
2,790
10,274
13,298
2,668
18,886
13,846
48
61,364
94,408
400
9,702
2,186
112
857,614
96,274
19,808
321,978
6,310
5,644
31,286
35,298
11,292
58,852
2,928
11,932
Average Daily Volume
Total
Call
Put
127
16
232
30
4
568
888
674
230
407
71
1,195
243
243
10,498
468
33,759
691
99
1,564
203
9
3,742
152
7,290
40
192
230
353
80
418
603
117
341
1,436
86
477
116
272
48
95
304
316
374
567
13
112
437
436
161
105
238
76
255
257
4
809
1,074
5
57
27
2
9,843
1,710
197
3,275
129
111
434
401
524
1,490
32
214
103
9
135
27
2
386
709
435
180
220
53
878
179
156
7,097
301
22,846
480
72
982
166
8
2,912
126
5,980
29
153
175
272
61
315
441
100
259
878
60
390
83
238
40
76
250
207
288
377
8
76
347
47
136
64
185
56
180
202
4
565
700
3
19
18
1
6,440
1,328
118
1,997
104
81
309
261
120
1,257
20
167
24
8
96
3
2
181
179
239
50
187
18
318
64
87
3,401
167
10,913
212
28
581
37
1
830
26
1,310
12
39
56
81
19
103
162
18
82
557
26
87
33
34
8
19
54
109
86
191
5
36
90
389
25
41
53
20
75
55
0
244
375
2
39
9
0
3,403
382
79
1,278
25
30
124
140
403
234
12
47
15
CBOE Equity Options Volume (Includes LEAPS)
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
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
16
Standard
Symbol
Stock
BCE
BFRE
BEOS
BEAS
BSC
BDX
BBBY
BEL
BLS
EYE
BBC
BBY
BEST
BS
BYND
BIDS
BVEW
BCHE
BCRX
BGEN
BMET
BIOM
BSTE
BBH
BTGC
BTX
BVF
BJS
BJ
BDK
BBI
BLUE
BLSW
BMCS
BA
BCC
BKHM
BAMM
BCU
BGP
BLPG
BCGI
BSX
BPA
BWAY
BRZE
CELL
BRIO
BMY
BTY
BDH
BBSW
BCST
BRCM
BVSN
BRW
BRCD
BC
BOSS
BNI
BR
BOBJ
CHP
CIT
CWP
HKT
CS
CVC
CBT
CCMP
CFLO
CDN
CLCI
CEUS
BCE, INC.
BE FREE, INC.
BE INCORPORATED
BEA SYSTEMS, INC.
BEAR STEARNS
BECTON, DICKINSON
BED BATH & BEYOND
BELL ATLANTIC CORP.
BELLSOUTH
BENSON EYECARE CO.
BERGEN BRUNSWIG
BEST BUY
BEST SOFTWARE, INC.
BETHLEHEM STEEL
BEYOND.COM CORPORATION
BID.COM INTERNATIONAL INC.
BINDVIEW DEVELOPMENT CORPORATION
BIOCHEM PHARMA, INC.
BIOCRYST PHARMACEUTICALS INC.
BIOGEN N.V.
BIOMET
BIOMIRA, INC.
BIOSITE DIAGNOSTICS, INC.
BIOTECH HOLDRS TRUST
BIO-TECHNOLOGY GENERAL CORP.
BIOTIME INC.
BIOVAIL CORPORATION INTERNATIONAL
BJ SERVICES
BJ’S WHOLESALE CLUB, INC.
BLACK & DECKER
BLOCKBUSTER INC-CL A
BLUE MARTINI SOFTWARE, INC.
BLUESTONE SOFTWARE, INC.
BMC SOFTWARE, INC.
BOEING CO.
BOISE CASCADE
BOOKHAM TECHNOLOGY
BOOKS-A-MILLION INC.
BORDEN CHEMICALS & PLASTICS
BORDERS GROUP, INC.
BORON LEPORE GROUP, INC.
BOSTON COMMUNICATIONS GROUP, INC.
BOSTON SCIENTIFIC
BP AMOCO PLC.
BREAKAWAY SOLUTIONS, INC.
BREEZECOM LTD.
BRIGHTPOINT, INC.
BRIO TECHNOLOGY, INC.
BRISTOL-MYERS SQUIBB
BRITISH TELECOMM ADR
BROADBAND HOLDRS
BROADBASE SOFTWARE, INC.
BROADCAST.COM INC.
BROADCOM, INC.
BROADVISION, INC.
BROADWING INC.
BROCADE COMMUNICATIONS
BRUNSWICK CORP.
BUILDING ONE SERVICES CORP.
BURLINGTON NORTHERN
BURLINGTON RESOURCES
BUSINESS OBJECTS S.A. ADR
C&D TECHNOLOGIES, INC.
C.I.T. GROUP, INC.
CABLE & WIRE. ADR
CABLE & WIRE. HKT LIMITED ADS
CABLETRON SYSTEMS
CABLEVISION SYSTEMS CORP.
CABOT CORPORATION
CABOT MICROELECTRONICS CORPORATION
CACHEFLOW, INC.
CADENCE DESIGN SYSTEMS
CADIZ, INC.
CAIRN ENERGY USA INC.
Total
Contract Volume
Callff
100,924
41,314
28,652
1,269,586
780,762
3,538
225,746
358,064
173,828
23,344
154,224
1,099,196
21,056
111,082
52,278
139,816
62,736
274,878
16,600
1,302,158
71,940
28,550
26,588
413,926
165,114
23,510
155,800
370,706
21,942
169,138
25,158
11,398
67,666
1,191,766
2,095,148
50,944
34,516
11,126
18,784
53,812
4,132
27,730
831,516
503,206
9,400
4,384
115,604
39,512
2,168,856
25,176
19,742
139,468
42
1,742,554
840,456
106,476
954,198
16,242
10,122
71,052
199,378
85,640
4,268
92,272
161,300
39,974
281,512
113,824
15,764
1,008
129,118
140,372
490
329,740
78,558
36,840
24,970
937,230
581,062
2,118
128,022
263,240
131,902
12,388
116,194
650,456
15,872
73,654
38,324
125,512
51,120
174,980
13,594
813,980
54,354
24,140
16,808
149,710
139,172
16,032
108,968
189,478
16,614
87,034
18,634
8,196
18,294
818,172
1,358,092
32,116
22,468
9,158
15,506
42,038
2,812
24,496
607,040
326,382
8,248
3,588
90,126
30,092
1,357,774
15,884
13,586
101,580
2
1,071,722
611,460
93,570
557,414
12,636
8,220
59,400
134,842
59,828
2,706
45,166
117,792
24,418
223,912
83,340
9,772
724
86,528
119,838
490
210,740
Put
22,366
4,474
3,682
332,356
199,700
1,420
97,724
94,824
41,926
10,956
38,030
448,740
5,184
37,428
13,954
14,304
11,616
99,898
3,006
488,178
17,586
4,410
9,780
264,216
25,942
7,478
46,832
181,228
5,328
82,104
6,524
3,202
49,372
373,594
737,056
18,828
12,048
1,968
3,278
11,774
1,320
3,234
224,476
176,824
1,152
796
25,478
9,420
811,082
9,292
6,156
37,888
40
670,832
228,996
12,906
396,784
3,606
1,902
11,652
64,536
25,812
1,562
47,106
43,508
15,556
57,600
30,484
5,992
284
42,590
20,534
0
119,000
Average Daily Volume
Total
Call
Put
400
220
124
5,038
3,098
126
896
1,421
690
93
612
4,362
84
441
207
555
387
1,091
66
5,167
285
153
106
2,009
655
93
618
1,471
87
671
100
278
457
4,729
8,314
202
298
44
75
214
16
110
3,300
1,997
76
146
459
157
8,607
100
147
779
0
6,915
3,335
423
3,787
64
40
282
791
340
43
366
640
159
1,117
452
464
30
844
557
2
1,308
312
196
108
3,719
2,306
76
508
1,045
523
49
461
2,581
63
292
152
498
316
694
54
3,230
216
130
67
727
552
64
432
752
66
345
74
200
124
3,247
5,389
127
194
36
62
167
11
97
2,409
1,295
67
120
358
119
5,388
63
101
567
0
4,253
2,426
371
2,212
50
33
236
535
237
27
179
467
97
889
331
287
21
566
476
2
836
89
24
16
1,319
792
51
388
376
166
43
151
1,781
21
149
55
57
72
396
12
1,937
70
24
39
1,283
103
30
186
719
21
326
26
78
334
1,483
2,925
75
104
8
13
47
5
13
891
702
9
27
101
37
3,219
37
46
212
0
2,662
909
51
1,575
14
8
46
256
102
16
187
173
62
229
121
176
8
278
81
0
472
CBOE Equity Options Volume (Includes LEAPS)
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
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
Standard
Symbol
Stock
CLIC
CAMP
ELY
CPN
CATP
CAM
CPB
CNI
COF
CPST
CAH
CCL
CONE
CACS
CAR
CWST
CTAL
CAT
VIAB
CUBE
CDNW
CDWC
CLS
CELG
CEGE
CLPA
CTIC
CLST
CCIL
CD
CTX
CTLM
CNTO
CENT
CTYA
CEPH
CEN
CERN
CHA
CHTR
CMB
CTIX
CHKP
CKFR
CHV
CHCS
CHL
CHU
CHIN
CHIR
CHMD
CB
CDCO
CIEN
CI
CNMW
CC
CRUS
CSCO
CITC
C
CZN
CTXS
CYN
CK
CKR
CLE
CLFY
CLRS
CMH
CCU
CLX
CMGI
CMS
CALICO COMMERCE, INC.
CALIFORNIA AMPLIFIER, INC.
CALLOWAY GOLF
CALPINE CORP.
CAMBRIDGE TECH PARTNERS
CAMCO INTERNATIONAL, INC.
CAMPBELL SOUP COMPANY
CANADIAN NATIONAL RAILWAY CO.
CAPITAL ONE FINANCIAL
CAPSTONE TURBINE CORPORATION
CARDINAL HEALTH INC.
CARNIVAL CORP.
CARRIER 1 INT’L. S.A.
CARRIER ACCESS CORPORATION
CARTER-WALLACE
CASELLA WASTE SYSTEMS, INC.
CATALYTICA, INC.
CATERPILLAR
CBS CORP/VIACOM MERGER
C-CUBE MICROSYSTEMS, INC.
CDNOW, INC.
CDW COMPUTER CENTERS, INC.
CELESTICA INC.
CELGENE CORP.
CELL GENESYS, INC.
CELL PATHWAYS INC.
CELL THERAPEUTICS, INC.
CELLSTAR INC.
CELLULAR COMMUNICATIONS INT’L.
CENDANT CORPORATION
CENTEX CORPORATION
CENTILLIUM COMMUNICATIONS, INC.
CENTOCOR
CENTRAL GARDEN & PET CO.
CENTURY COMMUNICATIONS
CEPHALON INC.
CERIDIAN
CERNER CORP.
CHAMPION INTERNATIONAL
CHARTER COMMUNICATIONS, INC.
CHASE MANHATTEN
CHEAP TICKETS INC.
CHECK POINT SOFTWARE TECH.
CHECKFREE HOLDINGS CORP.
CHEVRON CORP.
CHICO’S FAS, INC.
CHINA TELECOM (HONG KONG) LIMITED
CHINA UNICOM LIMITED
CHINA.COM
CHIRON CO.
CHRONIMED, INC.
CHUBB CORPORATION (THE)
CIDCO, INC.
CIENA CORPORATION, INC.
CIGNA CORP.
CINCINNATI MICROWAVE
CIRCUIT CITY STORES
CIRRUS LOGIC, INC.
CISCO SYSTEMS
CITADEL COMMUNICATIONS CORP.
CITIGROUP
CITIZENS COMMUNICATIONS
CITRIX SYSTEMS, INC.
CITY NATIONAL CORP.
CK WITCO CORP.
CKE RESTAURANTS, INC.
CLAIRE’S STORES, INC.
CLARIFY, INC.
CLARUS CORPORATION
CLAYTON HOMES, INC.
CLEAR CHANNEL COMMUNICATIONS
CLOROX CO.
CMGI, INC.
CMS ENERGY CORPORATION
Total
Contract Volume
Callff
Put
20,826
15,740
5,086
277,088
214,586
62,502
96,198
71,978
24,220
92,462
56,250
36,212
48,046
26,930
21,116
6,184
5,080
1,104
187,930
113,848
74,082
26,464
22,216
4,248
141,622
100,244
41,378
29,328
20,588
8,740
58,104
32,920
25,184
407,982
283,396
124,586
26,416
20,196
6,220
125,068
83,914
41,154
47,564
41,906
5,658
2,504
1,948
556
87,006
63,316
23,690
167,262
96,488
70,774
410,210
276,370
133,840
168,650
136,618
32,032
31,734
24,044
7,690
138,168
76,552
61,616
187,188
118,028
69,160
310,158
251,634
58,524
196,928
170,894
26,034
409,028
297,616
111,412
26,242
19,750
6,492
107,000
74,454
32,546
718
698
20
941,154
678,986
262,168
29,072
20,050
9,022
1,602
1,050
552
81,096
62,480
18,616
35,120
20,988
14,132
3,506
3,466
40
157,012
98,826
58,186
25,540
18,400
7,140
67,708
46,068
21,640
218,706
183,062
35,644
318,058
260,172
57,886
2,216,116 1,108,902 1,107,214
61,328
49,112
12,216
533,726
350,226
183,500
291,568
177,784
113,784
153,792
110,816
42,976
21,496
15,490
6,006
148,208
105,840
42,368
1,498
1,134
364
247,100
162,694
84,406
326,538
214,154
112,384
14,836
13,338
1,498
132,980
85,354
47,626
10,794
9,746
1,048
3,079,892 2,020,226 1,059,666
137,440
104,054
33,386
49,912
32,272
17,640
132,898
91,418
41,480
453,528
356,546
96,982
21,494,260 14,870,718 6,623,542
3,064
1,334
1,730
5,556,998 3,880,794 1,676,204
11,634
9,346
2,288
1,764,124
1,263,138
500,986
32,714
16,846
15,868
17,672
12,422
5,250
17,906
12,250
5,656
62,686
41,376
21,310
18,702
13,210
5,492
207,644
158,102
49,542
7,798
4,410
3,388
635,796
383,410
252,386
127,544
89,234
38,310
4,823,438 3,320,588 1,502,850
78,868
48,176
30,692
Average Daily Volume
Total
Call
Put
114
1,100
382
367
191
25
746
105
562
506
231
1,619
177
496
189
10
345
664
1,628
669
126
548
743
1,231
781
1,623
177
425
3
3,735
115
70
322
139
14
623
101
269
868
1,439
8,794
243
2,118
1,157
610
217
588
23
981
1,296
59
528
43
12,222
545
198
527
1,800
85,295
51
22,052
72
7,000
130
70
71
249
74
824
31
2,523
506
19,141
313
86
852
286
223
107
20
452
88
398
355
131
1,125
136
333
166
8
251
383
1,097
542
95
304
468
999
678
1,181
133
295
3
2,694
80
46
248
83
14
392
73
183
726
1,177
4,400
195
1,390
705
440
156
420
18
646
850
53
339
39
8,017
413
128
363
1,415
59,011
22
15,400
58
5,012
67
49
49
164
52
627
18
1,521
354
13,177
191
28
248
96
144
84
4
294
17
164
151
100
494
42
163
22
2
94
281
531
127
31
245
274
232
103
442
44
129
0
1,040
36
24
74
56
0
231
28
86
141
262
4,394
48
728
452
171
61
168
6
335
446
6
189
4
4,205
132
70
165
385
26,284
29
6,652
14
1,988
63
21
22
85
22
197
13
1,002
152
5,964
122
17
CBOE Equity Options Volume (Includes LEAPS)
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
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
18
Standard
Symbol
Stock
CNET
CNF
CNXS
COH
CGP
CNQ
KOF
KO
CCE
CDE
CSTR
CL
CMED
COLT
CG
CMTO
CMCS
CDO
CMRC
CTCH
CQ
CYH
VNT
CPQ
CBSI
CPU
CA
CHRZ
CMSX
CMNT
CSC
CPWR
CRK
CMVT
CAG
CNCX
LENS
CCRD
CEFT
CCUR
CNXT
COC.
COC/
CNC
CNX
CFWY
CAL
CVG
CMTN
CORR
COMM
CORL
CRXA
GLW
CGA
CORV
CAIR
CLTR
CCR
COVD
CVD
CVTY
CONV
COX
CYOE
CYR
CBMI
CREA
CMOS
CREE
CREO
CPTH
TWRS
CSGS
CNET NETWORKS
CNF TRANSPORTATION, INC.
CNS INC.
COACH, INC.
COASTAL CORP.
COBALT NETWORKS, INC.
COCA COLA FEMSA ADR
COCA-COLA COMPANY
COCA-COLA ENTERPRISES
COEUR D’ALENE MINES
COINSTAR, INC.
COLGATE PALMOLIVE
COLORADO MEDTECH INC.
COLT TELECOM GROUP PLC-ADR
COLUMBIA GAS SYSTEMS
COM21, INC.
COMCAST CORP CLASS A
COMDISCO, INC.
COMMERCE ONE, INC.
COMMTOUCH SOFTWARE LTD.
COMMUNICATION SATELLITE
COMMUNITY HEALTH CARE
COMPANIA ANONIMA NACIONAL TELE.
COMPAQ COMPUTERS
COMPLETE BUSINESS SOLUTIONS
COMPUSA
COMPUTER ASSOC. INT’L.
COMPUTER HORIZONS CORP.
COMPUTER MANAGEMENT COMPUTER
COMPUTER NETWORK TECH.
COMPUTER SCIENCES
COMPUWARE
COMSTOCK RESOURCES, INC.
COMVERSE TECHNOLOGY
CONAGRA INC.
CONCENTRIC NETWORK CORP.
CONCORD CAMERA CORP.
CONCORD COMMUNICATIONS INC.
CONCORD EFS
CONCURRENT COMPUTER CORPORATION
CONEXANT SYSTEMS, INC.
CONOCO, INC. CLA
CONOCO, INC. CLB
CONSECO, INC.
CONSOL ENERGY INC.
CONSOLIDATED FREIGHTWAYS CORP.
CONTINENTAL AIRLINES
CONVERGYS CORP.
COPPER MOUNTAIN NETWORKS, INC.
COR THERAPEUTICS, INC.
CORECOMM LIMITED
COREL CORPORATION
CORIXA CORPORATION
CORNING INC.
CORUS GROUP PLS ADS
CORVIS CORPORATION
COSAIR COMMUNICATIONS, INC.
COULTER PHARMACEUTICAL, INC.
COUNTRYWIDE
COVAD COMMUNICATIONS GROUP, INC.
COVANCE INC.
COVENTRY HEALTH CARE, INC.
COVERGENT COMMUNICATIONS
COX COMMUNICATIONS
COYOTE NETWORK SYSTEMS, INC.
CRAY RESEARCH
CREATIVE BIOMOLECULES, INC.
CREATIVE TECH.
CREDENCE SYSTEMS
CREE RESEARCH, INC.
CREO PRODUCTS, INC.
CRITICAL PATH, INC.
CROWN CASTLE INTERNATIONAL CORP.
CSG SYSTEMS INTERNATIONAL, INC.
Total
340,676
57,130
37,738
472
61,546
124,968
4,220
2,432,818
233,054
26,732
15,940
510,048
10,456
21,400
26,566
98,512
209,508
195,700
2,328,394
21,538
6,330
506
72,206
3,949,020
32,100
109,170
1,307,702
53,038
130
60,218
246,642
848,110
14,558
545,896
23,598
131,008
3,090
66,430
65,370
101,636
1,172,724
53,234
31,212
1,348,986
3,222
15,244
55,446
75,022
398,754
10,188
1,838
211,612
4,536
3,323,004
2,704
58,230
26,078
122,516
37,430
570,030
29,798
5,934
49,164
124,092
133,552
1,462
420
88,112
14,396
425,384
230,102
230,802
88,480
59,722
Contract Volume
Callff
243,330
37,980
27,012
412
35,430
106,826
3,116
1,555,398
139,012
21,706
14,000
345,812
8,274
12,406
12,908
81,684
127,528
156,966
1,815,994
15,032
3,558
310
44,458
2,998,396
28,130
88,948
852,416
45,316
76
46,168
131,176
553,450
12,652
353,390
17,300
93,550
2,666
23,882
51,294
86,010
771,732
40,918
26,264
773,108
2,838
9,984
26,848
61,592
266,418
7,412
1,584
169,114
4,232
2,453,872
2,222
47,784
22,056
82,714
30,836
411,266
20,068
5,700
41,482
59,220
107,156
1,266
414
74,970
8,938
298,316
182,698
166,982
57,922
28,940
Put
97,346
19,150
10,726
60
26,116
18,142
1,104
877,420
94,042
5,026
1,940
164,236
2,182
8,994
13,658
16,828
81,980
38,734
512,400
6,506
2,772
196
27,748
950,624
3,970
20,222
455,286
7,722
54
14,050
115,466
294,660
1,906
192,506
6,298
37,458
424
42,548
14,076
15,626
400,992
12,316
4,948
575,878
384
5,260
28,598
13,430
132,336
2,776
254
42,498
304
869,132
482
10,446
4,022
39,802
6,594
158,764
9,730
234
7,682
64,872
26,396
196
6
13,142
5,458
127,068
47,404
63,820
30,558
30,782
Average Daily Volume
Total
Call
Put
1,352
227
150
11
244
496
17
9,654
925
106
63
2,024
41
85
141
391
831
777
9,240
174
25
22
287
15,671
127
433
5,189
210
1
239
979
3,366
416
2,166
369
520
88
264
259
403
4,654
211
124
5,353
13
60
220
298
1,582
40
23
840
130
13,187
11
1,532
126
486
1,337
2,262
118
24
195
492
530
6
2
350
514
1,688
15,340
916
351
237
966
151
107
10
141
424
12
6,172
552
86
56
1,372
33
49
68
324
506
623
7,206
121
14
13
176
11,898
112
353
3,383
180
0
183
521
2,196
361
1,402
270
371
76
95
204
341
3,062
162
104
3,068
11
40
107
244
1,057
29
20
671
121
9,738
9
1,257
107
328
1,101
1,632
80
23
165
235
425
5
2
298
319
1,184
12,180
663
230
115
386
76
43
1
104
72
4
3,482
373
20
8
652
9
36
72
67
325
154
2,033
52
11
9
110
3,772
16
80
1,807
31
0
56
458
1,169
54
764
98
149
12
169
56
62
1,591
49
20
2,285
2
21
113
53
525
11
3
169
9
3,449
2
275
19
158
236
630
39
1
30
257
105
1
0
52
195
504
3,160
253
121
122
CBOE Equity Options Volume (Includes LEAPS)
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
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
Standard
Symbol
Stock
CPTL
CBST
CUM
CURE
CRIS
CUSM
CUST
CVTX
CVS
CYCH
COOL
CYBR
CYBX
CYBS
CBXC
CYGN
CYMI
CY
CYM
CYTO
CYTC
DCX
DTL
DMRK
DCN
DAOU
DRI
DBCC
DGN
DAB
DE
DLM
DELL
DPH
DLP
DAL
DPAC
XRAY
DEST
DDC
DT
DVN
DIMD
DO
DTPI
ISLD
DIGL
DRIV
DTHK
DME
DIS
DITC
DVSA
DIR
DCEL
DTG
DLJ
DCLK
DOW
DBRN
KOOP
DEMP
DSLN
DSPG
DUK
DD
DURA
DRMD
DYTC
DYN
CINR
EPNY
ETV
ELNK
CTC COMMUNICATIONS CORP.
CUBIST PHARMACEUTICALS, INC.
CUMMINS ENGINE COMPANY, INC.
CURATIVE HEALTH SERVICES, INC.
CURIS, INC.
CUSEEME NETWORKS, INC.
CUSTOM TRACKS CORPORATION
CV THERAPEUTICS, INC.
CVS CORPORATION
CYBERCASH, INC.
CYBERIAN OUTPOST INC.
CYBERMEDIA, INC.
CYBERONICS, INC.
CYBERSOURCE CORP.
CYBEX COMPUTER PRODUCTS CORP.
CYGNUS THERAPEUTICS
CYMER, INC.
CYPRESS SEMICONDUCTOR
CYPRUS AMAX MINERALS
CYTOGEN CORPORATION
CYTYC CORP.
DAIMLERCHRYSLER AG
DAL-TILE INTERNATIONAL INC.
DAMARK INT’L., INC.
DANA CORPORATION
DAOU SYSTEMS, INC.
DARDEN RESTAURANTS, INC.
DATA BROADCASTING CORP.
DATA GENERAL CORPORATION
DAVE & BUSTER’S, INC.
DEERE
DEL MONTE FOODS COMPANY
DELL COMPUTERS
DELPHI AUTOMOTIVE SYSTEMS
DELTA & PINE LAND CO.
DELTA AIRLINES
DENSE-PAC MICROSYSTEMS, INC.
DENTSPLY INTERNATIONAL INC.
DESTIA COMMUNICATIONS, INC.
DETROIT DIESEL CORP.
DEUTSCHE TELEKOM AG
DEVON ENERGY CORP.
DIAMOND MULTIMEDIA SYSTEMS, INC.
DIAMOND OFFSHORE DRILLING
DIAMOND TECH PARTNERS INC.
DIGITAL ISLAND
DIGITAL LIGHTWAVE, INC.
DIGITAL RIVER, INC.
DIGITAL THINK, INC.
DIME SAVINGS BANK OF NY
DISNEY
DITECH COMMUNICATIONS CORP.
DIVERSA CORPORATION
DLJDIRECT
DOBSON COMMUNICATIONS CORP.
DOLLAR THRIFTY AUTOMOTIVE GROUP
DONALDSON, LUFKIN & JENRETTE
DOUBLECLICK INC.
DOW CHEMICAL
DRESS BARN
DRKOOP.COM
DRUG EMPORIUM INC.
DSL.NET, INC.
DSP GROUP INC.
DUKE POWER
DUPONT (E.I.)
DURA PHARMACEUTICALS INC.
DURAMED PHARMACEUTICALS, INC.
DYNATECH CORP.
DYNEGY, INC.
E CINAR CORP.
E. PIPHANY, INC.
E4L, INC.
EARTHLINK, INC.
Total
Contract Volume
Callff
24,802
99,194
100,766
3,516
14,474
37,394
342,776
77,670
18,950
83,076
34,994
161,132
80,370
85,082
86,356
57,874
170,918
1,254,092
622
101,456
124,768
285,884
40
22,230
65,252
2,442
860
113,628
27,166
30,714
11,600
480
10,428,314
132,268
108,834
290,950
4,078
980
2,132
2,752
219,618
118,120
280,254
397,670
68,230
386,130
237,794
74,702
18,392
67,374
610,906
154,338
23,792
101,554
5,462
1,402
118,980
1,712,022
434,980
21,406
32,272
4,240
18,130
175,164
1,652
277,668
67,084
57,632
266
23,554
3,382
195,506
6,330
158,840
Put
19,024
5,778
74,976
24,218
47,988
52,778
2,402
1,114
12,482
1,992
32,842
4,552
278,534
64,242
48,810
28,860
8,666
10,284
72,700
10,376
26,806
8,188
132,366
28,766
58,812
21,558
66,406
18,676
57,216
29,140
47,604
10,270
126,124
44,794
1,011,138
242,954
548
74
84,600
16,856
85,700
39,068
120,354
165,530
40
0
15,444
6,786
36,222
29,030
2,158
284
106
754
91,930
21,698
12,896
14,270
21,186
9,528
5,008
6,592
110
370
6,940,992 3,487,322
88,620
43,648
86,146
22,688
215,294
75,656
3,310
768
532
448
512
1,620
2,592
160
166,764
52,854
94,710
23,410
218,490
61,764
201,840
195,830
41,900
26,330
289,456
96,674
194,896
42,898
53,696
21,006
16,486
1,906
59,076
8,298
421,672
189,234
118,740
35,598
13,214
10,578
80,156
21,398
4,010
1,452
1,154
248
76,422
42,558
1,067,610
644,412
317,890
117,090
18,394
3,012
24,064
8,208
3,940
300
12,514
5,616
151,874
23,290
904
748
171,554
106,114
49,708
17,376
47,202
10,430
266
0
8,776
14,778
2,608
774
108,918
86,588
2,060
4,270
103,652
55,188
Average Daily Volume
Total
Call
Put
98
429
400
14
143
148
1,360
308
1,053
330
139
639
319
338
343
248
678
4,977
2
551
495
1,134
0
88
259
10
54
451
108
122
414
2
41,382
525
432
1,155
41
4
8
11
872
469
1,112
1,578
271
1,532
944
296
219
267
2,424
612
153
403
34
6
472
6,794
1,726
85
128
17
74
695
551
1,102
266
229
1
906
13
877
25
630
75
325
190
10
124
130
1,105
194
481
288
106
525
233
264
227
204
500
4,012
2
460
340
478
0
61
144
9
7
365
51
84
179
0
27,544
352
342
854
33
2
2
10
662
376
867
801
166
1,149
773
213
196
234
1,673
471
85
318
25
5
303
4,237
1,261
73
95
16
51
603
301
681
197
187
1
338
10
488
8
411
23
105
209
4
20
18
255
115
571
41
32
114
86
74
116
44
178
964
0
92
155
657
0
27
115
1
47
86
57
38
235
1
13,839
173
90
300
8
2
6
1
210
93
245
777
104
384
170
83
23
33
751
141
68
85
9
1
169
2,557
465
12
33
1
23
92
249
421
69
41
0
568
3
388
17
219
19
CBOE Equity Options Volume (Includes LEAPS)
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
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
20
Standard
Symbol
Stock
ERTH
EMN
EK
ETN
EBAY
ELON
DISH
ECIL
ECLP
ECL
EW
AGE
EFAX
EGGS
EISI
LCTO
ELN
ELCO
EFCX
ELIX
ESIO
EGLS
ERTS
EDS
EFII
ELF
ELOY
EMC
EMKR
EMRG
EMR
EMIS
ICA
EMLX
ESON
ENR
EC
ENE
ESV
ETR
EVC
ENMD
ENTU
ENZ
ENZN
EOG
EPIC
EPTO
EPRE
ENT
ERIC
ESCM
ESST
EL
ETEK
ETYS
EGRP
EXCA
XLSW
XLTC
EXLN
EXAP
EXEL
EXFO
EXDS
EXPE
ESA
EXTR
XOM
EZEN
FCS
FLC
FDX
FRE
EARTH SHELL CORP.
EASTMAN CHEMICAL CO.
EASTMAN KODAK
EATON CORP.
EBAY, INC.
ECHELON CORPORATION
ECHOSTAR COMMUNICATIONS CORP.
ECI TELECOM.
ECLIPSYS CORP.
ECOLAB, INC.
EDWARD LIFE SCIENCES CORPORATION
EDWARDS (A.G.)
EFAX.COM, INC.
EGGHEAD SOFTWARE
EIS INTERNATIONAL, INC.
ELSITIO
ELAN CORP.
ELCOM INTERNATIONAL, INC.
ELECTRIC FUEL CORPORATION
ELECTRIC LIGHT WAVE, INC.
ELECTRO SCIENTIFIC INDUSTRIES
ELECTROGLAS, INC.
ELECTRONIC ARTS CORP.
ELECTRONIC DATA SYSTEMS CORP.
ELECTRONICS FOR IMAGING
ELF AQUITAINE ADR
ELOYALTY CORPORATION
EMC CORP.
EMCORE CORPORATION
EMERGE INTERACTIVE, INC.
EMERSON ELECTRIC
EMISPHERE TECHNOLOGIES, INC.
EMPRESAS ICA SOCIEDAD
EMULEX CORP.
ENDOSONICS CORP.
ENERGIZER HOLDINGS, INC.
ENGELHARD CO.
ENRON INC.
ENSCO INTERNATIONAL INCORPORATED
ENTERGY
ENTRAVISION COMMUNICATIONS CORP.
ENTREMED, INC.
ENTRUST TECHNOLOGIES, INC.
ENZO BIOCHEM
ENZON, INC.
EOG RESOURCES, INC.
EPICOR SOFTWARE CORP.
EPITOPE, INC.
EPRESENCE, INC.
EQUANT NV
ERICSSON (L.M.) TELEPHONE CO.
ESC MEDICAL SYSTEMS LIMITED
ESS TECHNOLOGY, INC.
ESTEE LAUDER COMPANIES INC.
E-TEKDYNAMICS, INC.
E TOYS INC.
E-TRADE GROUP, INC.
EXCALIBER TECHNOLOGIES CORP.
EXCEL SWITCHING CORPORATION
EXCEL TECHNOLOGY, INC.
EXCELON CORPORATION
EXCHANGE APPLICATIONS, INC.
EXELIXIS, INC.
EXFO ELECTRO-OPTICAL ENGINEERING
EXODUS COMMUNICATION, INC.
EXPEDIA, INC.
EXTENDED STAY AMERICA, INC.
EXTREME NETWORKS, INC.
EXXON MOBIL CORP.
EZENIA! INC.
FAIRCHILD SEMICONDUCTOR INT’L.
FALCON DRILLING
FDX CORPORATION
FEDERAL HOME LOANS
Total
Contract Volume
Callff
39,050
60,580
1,365,306
37,402
1,293,202
429,514
910,508
227,852
41,740
5,304
28,112
211,528
16,648
173,340
7,650
14,720
660,820
67,874
42,738
38,188
117,080
31,868
375,202
207,400
208,238
274
24,732
5,869,372
4,728
21,168
18,918
74,764
76
738,738
5,668
10,078
74,376
1,060,242
187,458
24,196
1,020
328,506
167,512
180,252
226,292
452,018
59,622
46,788
148,804
55,926
2,562,632
133,742
119,762
72,906
253,302
295,136
1,450,570
66,012
2,956
84,706
103,116
16,818
3,598
59,842
1,382,222
6,122
13,608
826,372
1,504,042
23,986
132,296
250,022
591,676
236,092
Put
35,160
3,890
28,280
32,300
716,838
648,468
22,264
15,138
790,098
503,104
315,652
113,862
625,968
284,540
178,640
49,212
31,904
9,836
4,102
1,202
25,968
2,144
168,690
42,838
12,114
4,534
137,724
35,616
5,400
2,250
9,958
4,762
481,574
179,246
59,938
7,936
35,528
7,210
33,052
5,136
100,330
16,750
24,660
7,208
182,032
193,170
127,246
80,154
130,026
78,212
254
20
21,324
3,408
4,130,230 1,739,142
3,954
774
15,426
5,742
7,014
11,904
51,144
23,620
60
16
534,110
204,628
4,206
1,462
8,078
2,000
58,904
15,472
676,402
383,840
153,766
33,692
18,296
5,900
1,020
0
229,354
99,152
127,020
40,492
143,530
36,722
186,828
39,464
307,252
144,766
47,562
12,060
40,850
5,938
125,958
22,846
40,658
15,268
1,625,830
936,802
121,884
11,858
90,124
29,638
29,050
43,856
178,996
74,306
165,376
129,760
1,015,912
434,658
52,352
13,660
2,126
830
67,902
16,804
90,968
12,148
14,432
2,386
2,872
726
48,826
11,016
1,020,648
361,574
5,964
158
11,594
2,014
626,044
200,328
1,125,056
378,986
20,722
3,264
99,516
32,780
212,596
37,426
394,472
197,204
159,524
76,568
Average Daily Volume
Total
Call
Put
155
240
5,418
148
5,132
1,704
3,613
904
166
21
147
839
66
688
30
74
2,622
294
229
152
465
126
1,489
823
826
1
113
23,291
135
102
676
297
0
2,932
22
81
295
4,207
744
96
29
1,304
665
715
898
1,794
237
186
590
222
10,169
531
475
289
1,005
1,171
5,756
262
12
336
454
119
103
1,032
5,485
204
54
3,279
5,968
95
525
992
2,348
937
140
112
2,845
88
3,135
1,253
2,484
709
127
16
136
669
48
547
21
50
1,911
259
190
131
398
98
722
505
516
1
97
16,390
113
75
251
203
0
2,119
17
65
234
2,684
610
73
29
910
504
570
741
1,219
189
162
500
161
6,452
484
358
115
710
656
4,031
208
8
269
401
102
82
842
4,050
199
46
2,484
4,465
82
395
844
1,565
633
15
128
2,573
60
1,996
452
1,129
195
39
5
11
170
18
141
9
24
711
34
39
20
66
29
767
318
310
0
16
6,901
22
28
425
94
0
812
6
16
61
1,523
134
23
0
393
161
146
157
574
48
24
91
61
3,717
47
118
174
295
515
1,725
54
3
67
54
17
21
190
1,435
5
8
795
1,504
13
130
149
783
304
CBOE Equity Options Volume (Includes LEAPS)
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
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
Standard
Symbol
Stock
FNM
FD
FNF
FLH
FILE
FNSR
FINL
ALRT
FDC
FHCC
FSCO
FSLA
FTU
FUR
FSR
FTHL
FBF
FLEX
FLO
FLS
FLR
FCOM
F
FRX
FST
FORR
FJ
FRTE
FHS
FDRY
FOX
FMKT
FCX
FRAG
FGH
FRTZ
FRNT
FRV
FTL
FSII
FCEL
FUSE
FNDT
FBN
FVCX
GADZ
ZOOX
GLC
GALT
GPS
GRDG
IT
IT/B
GTW
GCR
GET
GMST
GLGC
DNA
BGC
MPP
GD
GE
GIC
GMGC
GIS
GM
GMH
GNSS
GCTI
GENE
GNSL
GJU
GENU
FEDERAL NATIONAL MTGE.
FEDERATED DEPT. STORES
FIDELITY NATIONAL FINANCIAL, INC.
FILA HOLDINGS P.A.
FILE NET
FINISAR CORPORATION
FINISHLINE, INC.
FIRST ALERT, INC.
FIRST DATA CORP.
FIRST HEALTH GROUP CORP.
FIRST SECURITY CORP.
FIRST SENTINEL BANCORP, INC.
FIRST UNION
FIRST UNION REAL ESTATE EQUITY
FIRSTAR CORP.
FLAG TELECOM HOLDINGS LIMITED
FLEET BOSTON FINANCIAL CORP.
FLEXTRONICS INTERNATIONAL LTD.
FLOWER INDUSTRIES INC.
FLOWSERVE CORPORATION
FLUOR CORPORATION (NEW)
FOCAL COMMUNICATIONS CORP.
FORD MOTOR CO.
FOREST LABS
FOREST OIL CORP.
FORRESTER RESEARCH, INC.
FORT JAMES CORPORATION
FORTE SOFTWARE, INC.
FOUNDATION HEALTH SYSTEMS
FOUNDRY NETWORKS, INC.
FOX ENTERTAINMENT GROUP, INC.
FREEMARKETS, INC.
FREEPORT MC CL B
FRENCH FRAGRANCES, INC.
FRIEDE GOLDMAN HALTER, INC.
FRITZ COMPANIES, INC.
FRONTIER AIRLINES INC.
FRONTIER CORP. ADJ.
FRUIT OF THE LOOM, LTD.
FSI INTERNATIONAL
FUEL CELL ENERGY, INC.
FUISZ TECHNOLOGIES LTD.
FUND TECH. LTD.
FURNITURE BRANDS INTERNATIONAL
FVC.COM, INC.
GADZOOKS, INC.
GADZOOX NETWORKS, 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.
GENE LOGIC INC.
GENENTECH, INC.
GENERAL CABLE CORP.
GENERAL CIGAR HOLDINGS, INC.
GENERAL DYNAMICS
GENERAL ELECTRIC
GENERAL INSTRUMENTS CORP.
GENERAL MAGIC, INC.
GENERAL MILLS
GENERAL MOTORS
GENERAL MTRS H
GENESIS MICROCHIP, INC.
GENESYS TELECOM LABS INC.
GENOME THERAPEUTICS CORP.
GENOMIC SOLUTIONS, INC.
GENTA INCORPORATED
GENUITY, INC.
Total
426,934
224,508
93,808
13,378
132,120
294,834
11,670
274,904
130,260
11,168
88,016
80
345,784
296
279,782
19,944
163,742
446,374
3,194
1,186
53,226
5,462
2,131,696
167,584
59,642
439,146
258,662
394
180,042
463,570
21,422
165,588
42,272
9,198
62,026
382
40,764
2,180
50,778
72,864
48,034
362
47,512
25,078
31,558
43,986
90,646
36,940
204,124
921,286
25,520
21,004
1,160
1,253,768
19,574
828
1,001,098
236,734
355,858
46,520
1,434
101,704
7,390,482
14,886
344,408
17,558
4,015,866
2,052,798
150,108
5,030
102,776
5,510
152
33,254
Contract Volume
Callff
Put
281,044
145,890
144,902
79,606
77,828
15,980
9,200
4,178
110,030
22,090
241,040
53,794
9,218
2,452
215,246
59,658
96,144
34,116
7,234
3,934
66,882
21,134
0
80
229,824
115,960
296
0
235,564
44,218
12,474
7,470
117,990
45,752
281,324
165,050
2,564
630
1,092
94
34,402
18,824
3,780
1,682
1,223,056
908,640
117,046
50,538
53,950
5,692
325,532
113,614
139,490
119,172
34
360
170,006
10,036
358,426
105,144
17,028
4,394
142,464
23,124
29,558
12,714
8,752
446
53,886
8,140
132
250
36,444
4,320
1,368
812
35,170
15,608
67,806
5,058
26,530
21,504
362
0
35,696
11,816
15,670
9,408
26,706
4,852
38,764
5,222
59,834
30,812
28,834
8,106
162,742
41,382
579,566
341,720
18,066
7,454
17,186
3,818
1,040
120
691,126
562,642
17,544
2,030
260
568
738,314
262,784
188,208
48,526
234,046
121,812
39,540
6,980
736
698
81,786
19,918
4,551,586 2,838,896
12,056
2,830
266,032
78,376
15,880
1,678
2,126,222 1,889,644
1,338,084
714,714
103,114
46,994
3,818
1,212
74,982
27,794
4,950
560
152
0
28,796
4,458
Average Daily Volume
Total
Call
Put
1,694
891
372
53
524
1,352
46
1,091
517
44
349
0
1,372
1
1,110
127
650
1,771
114
5
211
90
8,459
665
237
1,743
1,026
2
714
1,840
85
1,150
168
37
246
2
162
9
202
289
686
1
189
100
125
175
360
147
810
3,656
101
83
5
4,975
78
3
3,973
1,016
1,412
185
6
404
29,327
59
1,367
274
15,936
8,146
596
20
408
57
10
279
1,115
575
309
37
437
1,106
37
854
382
29
265
0
912
1
935
79
468
1,116
92
4
137
62
4,853
464
214
1,292
554
0
675
1,422
68
989
117
35
214
1
145
5
140
269
379
1
142
62
106
154
237
114
646
2,300
72
68
4
2,743
70
1
2,930
808
929
157
3
325
18,062
48
1,056
248
8,437
5,310
409
15
298
51
10
242
579
316
63
17
88
247
10
237
135
16
84
0
460
0
175
48
182
655
23
0
75
28
3,606
201
23
451
473
1
40
417
17
161
50
2
32
1
17
3
62
20
307
0
47
37
19
21
122
32
164
1,356
30
15
0
2,233
8
2
1,043
208
483
28
3
79
11,265
11
311
26
7,499
2,836
186
5
110
6
0
37
21
CBOE Equity Options Volume (Includes LEAPS)
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
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
22
Standard
Symbol
Stock
GENZ
GCTY
GP
GEOC
GWRX
GIFT
GERN
GETY
GILT
GILD
G
GLX
GSK
GEMS
GLIA
GBLX
GISX
GLBL
GLM
GTS
GSTR
GBIX
GLCB
GO
GNET
GOAM
GSB
GT
GOTO
GRP
GLK
GBBK
GPT
TV
GSTX
GTIS
GTE
GTK
GUC
GDT
GLFD
GTRC
GIFI
GYMB
HPOW
HDC
HAIN
HAL
HDL
HAND
HDI
HLIT
HET
HRS
HMA
HNT
HLTH
HS
HRC
HEAR
HMY
HNZ
HF
HP
HEB
HSIC
HERB
HPC
HWP
HIFN
HIB
HSAC
HLT
HSP
GENZYME CORPORATION
GEOCITIES
GEORGIA-PACIFIC
GEOTEL COMMUNICATIONS CORP.
GEOWORKS
GERALD STEVENS, INC.
GERON CORP.
GETTY IMAGES INC.
GILAT SATELLITE NETWORKS, LTD.
GILEAD SCIENCES
GILLETTE
GLAXO HOLDING
GLAXOSMITHKLINE PLC ADR
GLENAYRE TECH.
GLIA TECH INC.
GLOBAL CROSSING LTD.
GLOBAL IMAGING SYSTEMS INC.
GLOBAL INDUSTRIES, LTD.
GLOBAL MARINE, INC.
GLOBAL TELESYSTEMS GROUP, INC.
GLOBAL STAR TELECOMMUNICATIONS
GLOBIX CORPORATION
GLOBO CABO S.A.
GO.COM
GO2NET, INC.
GOAMERICA, INC.
GOLDEN STATE BANCORP INC.
GOOD YEAR TIRES
GOTO.COM
GRANT PRIDE CO.
GREAT LAKES CHEMICAL
GREATER BAY BANCORP
GREEN POINT FINANCIAL CORP.
GRUPO TELEVISA
GST TELECOMMUNICATIONS, INC.
GT INTERACTIVE SOFTWARE CORP.
GTE CORP.
GTECH
GUCCI GROUP, INC.
GUIDANT CORP.
GUILFORD PHARMACEUTICALS, INC.
GUITAR CENTER INC.
GULF ISLAND FABRICATION, INC.
GYMBOREE CORP.
H POWER CORP.
HADCO CORPORATION
HAIN CELESTIAL GROUP
HALLIBURTON
HANDLEMAN CORPORATION
HANDSPRING, INC.
HARLEY DAVIDSON
HARMONIC, INC.
HARRAHS ENTERTAINMENT
HARRIS CORP.
HEALTH MANAGEMENT ASSOCIATES
HEALTH NET, INC.
HEALTHEON/WEBMD CORP.
HEALTH SOURCE, INC.
HEALTH SOUTH CORPORATION
HEARME
HEILIG-MEYERS, INC.
HEINZ (H.J.)
HELLER FINANCIAL INC.
HELMERICH & PAYNE, INC.
HEMISPHERX BIOPHARMA, INC.
HENRY SCHEIN, INC.
HERBA LIFE CLA
HERCULES INC.
HEWLETT-PACKARD
HI/FN, INC.
HIBERNIA
HIGH SPEED ACCESS CORP.
HILTON HOTELS
HISPANIC BROADCASTING CORP.
Total
302,234
382
561,424
20
112,434
9,150
331,298
76,068
216,680
53,594
768,814
42,820
558
135,024
48,602
1,667,914
16,670
2,146
569,352
312,708
976,244
192,654
407,186
124,670
163,600
21,798
28,942
131,402
99,922
71,714
20,066
11,138
46,732
161,802
69,878
64
39,560
14,058
36,390
239,314
53,686
1,894
98
5,572
2,054
53,926
55,828
1,286,972
158
81,586
9,210
534,146
133,494
47,440
150,112
35,224
366,150
2,414
870,154
22,798
1,880
161,142
254
31,908
67,190
35,110
16,926
25,056
3,570,306
73,550
85,614
62,924
86,500
15,326
Contract Volume
Callff
Put
202,758
99,476
382
0
231,948
329,476
20
0
92,492
19,942
6,748
2,402
270,688
60,610
47,886
28,182
164,222
52,458
37,254
16,340
460,896
307,918
30,196
12,624
448
110
113,294
21,730
31,692
16,910
1,104,340
563,574
9,738
6,932
1,972
174
402,248
167,104
199,672
113,036
629,612
346,632
149,344
43,310
343,864
63,322
89,812
34,858
134,162
29,438
17,832
3,966
22,562
6,380
67,632
63,770
71,420
28,502
61,702
10,012
9,572
10,494
2,964
8,174
24,440
22,292
109,106
52,696
58,308
11,570
64
0
33,034
6,526
7,516
6,542
12,670
23,720
119,624
119,690
31,316
22,370
1,594
300
98
0
3,426
2,146
1,852
202
31,910
22,016
38,934
16,894
753,340
533,632
120
38
46,118
35,468
2,702
6,508
361,698
172,448
90,046
43,448
40,770
6,670
107,086
43,026
34,214
1,010
296,770
69,380
2,340
74
718,082
152,072
15,682
7,116
1,738
142
107,110
54,032
202
52
28,642
3,266
43,934
23,256
27,380
7,730
9,972
6,954
21,706
3,350
1,873,468 1,696,838
39,754
33,796
62,356
23,258
54,550
8,374
61,176
25,324
10,508
4,818
Average Daily Volume
Total
Call
Put
1,199
2
2,228
0
446
36
1,315
302
860
213
3,051
170
186
536
193
6,619
66
9
2,259
1,241
3,874
834
1,763
495
649
183
115
629
397
556
80
318
185
642
277
0
157
56
144
950
213
8
0
22
68
214
222
5,107
1
1,255
3,070
2,120
530
188
596
903
1,453
10
3,453
90
7
639
1
127
267
139
67
895
14,168
292
340
250
343
61
805
2
920
0
367
27
1,074
190
652
148
1,829
120
149
450
126
4,382
39
8
1,596
792
2,498
647
1,489
356
532
150
90
324
283
478
38
85
97
433
231
0
131
30
50
475
124
6
0
14
62
127
155
2,989
0
710
901
1,435
357
162
425
877
1,178
9
2,850
62
7
425
1
114
174
109
40
775
7,434
158
247
216
243
42
395
0
1,307
0
79
10
241
112
208
65
1,222
50
37
86
67
2,236
28
1
663
449
1,376
187
274
138
117
33
25
305
113
78
42
234
88
209
46
0
26
26
94
475
89
1
0
9
7
87
67
2,118
0
546
2,169
684
172
26
171
26
275
0
603
28
1
214
0
13
92
31
28
120
6,733
134
92
33
100
19
CBOE Equity Options Volume (Includes LEAPS)
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
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
Standard
Symbol
Stock
HIT
HOE
HLR
HEPH
HLYW
HD
HBI
HM
HOMS
HONI
HON
HCA
HPT
UHO
HOTJ
HI
HRP
HBC
HU
HGSI
HUM
HUMC
HBAN
HTCH
HYPR
HYSW
HYSL
HYSQ
IBM
ITWO
IBIS
ICGX
ICN
ICOS
IDPH
IDX
IDXX
IDTC
IKN
ITW
DISK
IMGX
IMAL
IMN
IGL
IMCL
IMNR
IMNX
IMGN
IMMU
IMPH
ICI
ICII
IMPT
IMRS
RX
IMDC
INCY
ICBC
INTI
INF
INCX
INFS
IARC
IFMX
SEEK
INSP
ING
IR
IM
INKT
INVX
INPR
IO
HITACHI
HOECHST AG
HOLLINGER INTERNATIONAL, INC.
HOLLIS-EDEN PHARMACEUTICALS, INC.
HOLLYWOOD ENTERTAINMENT CORP.
HOME DEPOT
HOMEBASE INC.
HOMESTAKE MINING
HOMESTORE.COM
HON INDUSTRIES INC.
HONEYWELL INTERNATIONAL
HOSPITAL CORP. OF AM.
HOSPITALITY PROPERTIES TRUST
HOT TOPIC, INC.
HOTJOBS.COM, LTD.
HOUSEHOLD INT’L.
HRPT. PROPERTIES TRUST
HSBC. HOLDINGS PLC
HUDSON UNITED BANCORP
HUMAN GENOME SCIENCES, INC.
HUMANA, INC.
HUMMING BIRD COMMUNICATIONS LTD.
HUNTINGTON BANC SHARES
HUTCHINSON TECHNOLOGY, INC.
HYPERFEED TECHNOLOGIES, INC.
HYPERION SOFTWARE CORP.
HYPERION SOLUTIONS CORP.
HYSEQ INC.
I.B.M.
I2 TECHNOLOGIES
IBIS TECHNOLOGY CORP.
ICG COMMUNICATIONS
ICN PHARMACEUTICALS
ICOS CORP.
IDEC PHARMACEUTICALS
IDENTIX INC.
IDEXX LABORATORIES INC.
IDT CORPORATION
IKON OFFICE SOLUTIONS, INC.
ILLINOIS TOOS WORKS
IMAGE ENTERTAINMENT, INC.
IMAGEX.COM, INC.
IMALL, INC.
IMATION CORP.
IMC GLOBAL, INC.
IMCLONE SYSTEMS, INC.
IMMUNE RESPONSE CORP.
IMMUNEX CORP.
IMMUNOGEN, INC.
IMMUNOMEDICS, INC.
IMPATH INC.
IMPERIAL CHEMICAL INDUSTRIES
IMPERIAL CREDIT INDUSTRIES, INC.
IMPSAT FIBER NETWORKS, INC.
IMRGLOBAL CORPORATION
IMS HEALTH INC.
INAMED CORPORATION
INCYTE PHARMACEUTICALS, INC.
INDEPENENDENCE COMMUNITY BANK
INET TECHNOLOGIES, INC.
INFINITY BROADCASTING CORP.
INFOCURE CORP.
INFOCUS CORP., INC.
INFORMATION ARCHITECTS
INFORMIX CORP.
INFOSEEK CORPORATION
INFOSPACE.COM, INC.
ING GROEP NV
INGERSOLL-RAND COMPANY
INGRAM MICRO, INC.
INKTOMICORPORATION
INNOVEX, INC.
INPRISE CORPORATION
INPUT/OUTPUT INC.
Total
25,298
200
23,388
43,454
40,226
1,370,926
2,174
799,374
189,212
10,942
833,308
430,318
20,860
342,586
1,158
57,256
3,472
31,424
21,888
189,918
274,624
17,074
36,114
46,362
53,086
3,702
132,184
78,682
9,396,642
438,778
9,716
241,902
241,882
244,610
181,840
12,228
13,188
131,226
56,828
58,070
4,404
3,302
290
20,400
52,474
574,870
256,114
702,668
139,672
142,922
48,600
13,300
180
906
41,132
13,902
2,790
77,420
610
1,144
53,760
143,420
112,806
68,614
1,239,256
4,236
1,031,058
29,438
112,168
127,388
1,601,902
21,066
285,542
51,780
Contract Volume
Callff
Put
16,882
8,416
80
120
16,536
6,852
40,722
2,732
34,238
5,988
861,334
509,592
1,992
182
662,298
137,076
124,012
65,200
9,998
944
511,672
321,636
278,028
152,290
15,560
5,300
281,326
61,260
550
608
35,994
21,262
2,042
1,430
17,560
13,864
16,228
5,660
120,910
69,008
249,110
25,514
11,714
5,360
24,798
11,316
26,626
19,736
43,836
9,250
2,636
1,066
93,122
39,062
68,594
10,088
5,623,668 3,772,974
290,852
147,926
8,256
1,460
182,818
59,084
182,540
59,342
190,568
54,042
114,484
67,356
9,982
2,246
10,596
2,592
102,554
28,672
47,024
9,804
44,518
13,552
3,874
530
1,884
1,418
290
0
8,078
12,322
45,414
7,060
428,312
146,558
217,934
38,180
452,550
250,118
122,536
17,136
119,052
23,870
37,204
11,396
7,470
5,830
180
0
792
114
38,776
2,356
11,682
2,220
1,922
868
62,080
15,340
610
0
1,030
114
45,504
8,256
102,480
40,940
76,860
35,946
59,992
8,622
1,057,248
182,008
4,084
152
764,948
266,110
13,394
16,044
89,734
22,434
106,786
20,602
1,098,020
503,882
14,472
6,594
245,660
39,882
47,518
4,262
Average Daily Volume
Total
Call
Put
100
1
93
172
160
5,440
9
3,172
751
43
3,307
1,708
83
1,359
19
561
14
125
87
754
1,090
68
143
184
211
15
525
380
37,288
1,741
39
960
960
971
722
49
52
521
226
230
17
20
1
81
208
2,281
1,016
2,788
695
567
193
53
1
8
163
55
80
307
2
33
213
569
448
331
4,918
17
4,092
117
445
506
6,357
84
1,133
205
67
0
66
162
136
3,418
8
2,628
492
40
2,030
1,103
62
1,116
9
353
8
70
64
480
989
46
98
106
174
10
370
331
22,316
1,154
33
725
724
756
454
40
42
407
187
177
15
12
1
32
180
1,700
865
1,796
610
472
148
30
1
7
154
46
55
246
2
29
181
407
305
290
4,195
16
3,036
53
356
424
4,357
57
975
189
33
0
27
11
24
2,022
1
544
259
4
1,276
604
21
243
10
208
6
55
22
274
101
21
45
78
37
4
155
49
14,972
587
6
234
235
214
267
9
10
114
39
54
2
9
0
49
28
582
152
993
85
95
45
23
0
1
9
9
25
61
0
3
33
162
143
42
722
1
1,056
64
89
82
2,000
26
158
17
23
CBOE Equity Options Volume (Includes LEAPS)
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
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
24
Standard
Symbol
Stock
ICCI
IN
ICST
IDTI
IHS
ISSI
INTC
INTD
ITIG
IS
LEAF
INIT
ICIX
INSS
IAH
ICGE
IIH
IIJI
IPIX
IPG
ISIL
IBC
ITN
INTV
ITVU
IWOV
IBI
IFF
FAM
IFCI
IGT
IP
IRF
INRS
INTU
ITG
IVGN
IOM
IONA
IRIQ
ISIP
ISSX
STAT
ITEQ
IIN
IVX
IVIL
IIXL
SYXI
JDEC
JBL
JBX
J
JDAS
JDSU
JLG
JHF
JM
JNJ
JNY
JOIN
JMED
JNPR
JWEB
JMXI
KANA
KSU
KBL
KEI
K
KELL
KWD
KEM
KNT
INSIGHT COMMUNICATIONS, INC.
INTEGON CORPORATION
INTEGRATED CIRCUIT SYSTEMS INC.
INTEGRATED DEVICE TECH.
INTEGRATED HEALTH SERVICES
INTEGRATED SILICON SOLUTION, INC.
INTEL CORP.
INTELIDATA TECHNOLOGIES CORP.
INTELLIGROUP, INC.
INTERIM SERVICES, INC.
INTERLEAF, INC.
INTERLIANT INC.
INTERMEDIA COMMUNICATIONS
INTERNATIONAL NETWORK SERVICES
INTERNET ARCHITECTURE HOLDRS
INTERNET CAPITAL GROUP, NC
INTERNET INFRASTRUCTURE HOLDRS
INTERNET INITIATIVE JAPAN INC.
INTERNET PICTURES CORPORATION
INTERPUBLIC GROUP OF COMPANIES
INTERSIL HOLDING GROUP
INTERSTATE BAKERIES CORP.
INTERTAN, INC.
INTERVOICE-BRITE, INC.
INTERVU, INC.
INTERWOVEN, INC.
INTIMATE BRANDS, INC.
INT’L. FLAVORS AND FRAGRENCE
INT’L. FAMILYENTERTAINMENT
INT’L. FIBERCOM, INC.
INT’L. GAMETECH.
INT’L. PAPER
INT’L. RECTIFIER
INTRANET SOLUTIONS, INC.
INTUIT CORP.
INVESTMENT TECHNOLOGY GROUP
INVITROGEN CORPORATION
IOMEGA CORP.
IONA TECHNOLOGIES PLC ADR
IRIDIUM WORLD COMMUNICATION
ISIS PHARMACEUTICALS, INC.
ISS GROUP INC.
I-STAT CORP.
ITEQ, INC.
ITT INDUSTRIES INC.
IVAX CORP.
IVILLAGE INC.
IXL ENTERPRISES, INC.
IXYS CORPORATION
J.D. EDWARDS & COMPANY
JABIL CIRCUIT, INC.
JACK IN THE BOX INC.
JACKPOT ENTERPRISES
JDA SOFTWARE GROUP, INC.
JDS UNIPHASE CORP.
JLG INDUSTRIES, INC.
JOHN HANCOCK FINANCIAL SERVICE
JOHNS MANVILLE CORP.
JOHNSON & JOHNSON
JONES APPAREL
JONES INTERCABLE INC.
JONES PHARMA INCORPORATED
JUNIPER NETWORKS, INC.
JUNO ONLINE SERVICES, INC.
JUPITER MEDIA METRIX, INC.
KANA COMMUNICATIONS, INC.
KANSAS CITY SOUTHERN
KEEBLER FOODS CO.
KEITHLEY INSTRMENTS, INC.
KELLOGG
KELLSTROM INDUSTRIES, INC.
KELLWOOD COMPANY
KEMET CORPORATION
KENT ELECTRONICS CORP.
Total
15,044
31,280
2,090
1,027,302
6
90,842
5,534,308
40,402
33,004
474
22,140
173,212
400,400
3,134
30,708
869,984
23,482
24,612
53,974
90,926
28,250
97,594
8,056
158,274
36,944
48,836
56,982
27,474
290
536,428
27,318
1,433,564
485,692
118,668
999,038
36,514
417,234
296,202
29,310
2,190
83,892
199,950
20,998
207,104
1,740
563,984
69,230
102,528
2,076
185,208
752,062
8,392
87,182
20,228
5,845,520
39,402
38,800
128,236
1,948,790
97,746
666
46,402
2,364,514
83,950
420
127,560
202,930
153,244
41,686
12,000
22,462
368
458,426
55,466
Contract Volume
Callff
Put
13,130
1,914
26,512
4,768
1,290
800
775,034
252,268
6
0
43,358
47,484
3,775,354 1,758,954
35,680
4,722
27,180
5,824
394
80
18,368
3,772
145,334
27,878
253,204
147,196
3,034
100
8,028
22,680
649,938
220,046
8,928
14,554
17,272
7,340
32,460
21,514
56,512
34,414
13,640
14,610
80,758
16,836
7,330
726
130,690
27,584
28,758
8,186
32,700
16,136
38,708
18,274
13,052
14,422
214
76
455,822
80,606
20,720
6,598
763,796
669,768
339,414
146,278
98,472
20,196
699,876
299,162
28,048
8,466
259,650
157,584
219,838
76,364
18,336
10,974
1,402
788
68,640
15,252
150,508
49,442
17,032
3,966
169,368
37,736
1,440
300
457,954
106,030
56,308
12,922
84,214
18,314
1,034
1,042
98,352
86,856
507,526
244,536
5,806
2,586
53,874
33,308
18,256
1,972
4,029,924 1,815,596
27,472
11,930
25,114
13,686
96,096
32,140
1,263,590
685,200
53,262
44,484
162
504
36,456
9,946
1,594,654
769,860
62,660
21,290
174
246
106,466
21,094
149,118
53,812
104,570
48,674
28,646
13,040
10,894
1,106
13,178
9,284
268
100
350,870
107,556
45,734
9,732
Average Daily Volume
Total
Call
Put
60
124
8
4,077
0
360
21,962
220
131
2
88
687
1,589
12
229
3,452
175
98
289
361
167
387
32
628
147
268
226
109
1
2,129
976
5,689
1,927
471
3,964
145
3,161
1,175
116
9
333
793
83
822
7
2,238
275
407
59
735
2,984
33
346
80
23,197
156
232
509
7,733
388
3
184
9,383
333
12
602
805
608
421
308
89
1
1,819
220
52
105
5
3,076
0
172
14,982
194
108
2
73
577
1,005
12
60
2,579
67
69
174
224
81
320
29
519
114
180
154
52
1
1,809
740
3,031
1,347
391
2,777
111
1,967
872
73
6
272
597
68
672
6
1,817
223
334
30
390
2,014
23
214
72
15,992
109
150
381
5,014
211
1
145
6,328
249
5
502
592
415
289
279
52
1
1,392
181
8
19
3
1,001
0
188
6,980
26
23
0
15
111
584
0
169
873
109
29
115
137
86
67
3
109
32
89
73
57
0
320
236
2,658
580
80
1,187
34
1,194
303
44
3
61
196
16
150
1
421
51
73
30
345
970
10
132
8
7,205
47
82
128
2,719
177
2
39
3,055
84
7
100
214
193
132
28
37
0
427
39
CBOE Equity Options Volume (Includes LEAPS)
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
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
Standard
Symbol
Stock
KERA
KMG
KEYN
KSE
KSTN
KMB
KG
KLAC
KLM
KM
NITE
KSS
PHG
KOPN
KQIP
KREM
KR
KSWS
KLIC
KLOC
LLL
LAB
LRCX
LNY
LE
LVCI
LASE
LSCC
LCAV
LWIN
LGTO
LM
LEH
LHSP
LVLT
LEVL
LEXG
LXK
LHSG
LDIG
LPNT
LPTH
LLY
LTD
LLTC
LIPO
LQID
LIT
LIZ
LMT
LTR
STAR
LBFC
LFB
LOOK
LOR
LOW
LSI
LTV
LTXX
LU
LMNE
LCOS
LYO
MCHM
MACR
MADG
MGMA
MGA
MAIL
MKG
MBG
MQR
MSV
KERAVISION, INC.
KERR-MCGEE
KEYNOTE SYSTEMS, INC.
KEYSPANCORPORATION
KEYSTONE FINANCIAL, INC.
KIMBERLY-CLARK
KING PHARMACEUTICALS INC.
KLA-TENCOR CORPORATION
KLM ROYAL DUTCH AIRLINES
K-MART CORP.
KNIGHT/TRIMARK GROUP, INC.
KOHLS DEPT. STORE
KONINKLIJKE PHILIPS ELECTRONIC
KOPIN CORP.
KPNQUEST N.V.
KRISPY KREME DOUGHNUTS, INC.
KROGER CO.
K-SWISS INC.
KULICKE AND SOFFA
KUSHNER LOCKE CO.
L-3 COMMUNICATIONS HLDGS.
LABRANCHE & CO, INC.
LAM RESEARCH CORP.
LANDRYS SEAFOOD RESTAURANTS, INC.
LAND’S END, INC.
LASER VISION CENTERS INC.
LASER SIGHT INC.
LATTICE SEMICONDUCTOR
LCA-VISION, INC.
LEAP WIRELESS INT’L., INC.
LEGATO SYSTEMS, INC.
LEGG MASON, INC.
LEHMAN BROS. HOLDING CORP.
LERNOUT & HAUSPIE SPEECH PROD.
LEVEL3 COMUNICATIONS INC.
LEVEL ONE COMMUNICATIONS, INC.
LEXICON GENETICS INCORPORATED
LEXMARK INTERNATIONAL GROUP, INC.
LHS GROUP INC.
LIBERTY DIGITAL, INC.
LIFE POINT HOSPITALS, INC.
LIGHT PATH TECHNOLOGIES, INC.
LILLY (ELI)
LIMITED, INC.
LINEAR TECHNOLOGY CORP.
LIPOSOME COMPANY INC.
LIQUID AUDIO
LITTON INDU.
LIZ CLAIBORNE
LOCKHEED MARTIN
LOEWS CORP.
LONE STAR STEAKHOUSE
LONG BEACH FINANCIAL CORP.
LONGVIEW FIBER
LOOKSMART LTD.
LORAL SPACE & COMMUNICATIONS
LOWE’S
LSI LOGIC
LTV CORP.
LTX CORPORATION
LUCENT TECHNOLOGIES, INC.
LUMINENT, INC.
LYCOS, INC.
LYONDELL CHEMICAL CO.
MACROCHEM CORP.
MACROMEDIA
MADGE NV
MAGMA POWERCO.
MAGNA INTERNATIONAL
MAIL BOXES ETC.
MALLINCKRODT GROUP INC.
MANDALAY RESORT GROUP
MANHATTAN ASSOCIATES, INC.
MANUFACTURERS SERVICES LIMITED
Total
67,556
126,712
11,704
42,894
4,082
128,814
48,006
421,866
17,006
1,051,076
1,169,048
584,458
257,694
313,736
27,904
54,032
122,600
18,720
313,518
21,912
61,120
1,826
381,896
19,974
200,688
103,004
34,894
315,386
21,276
98,574
776,392
80,406
495,758
457,398
596,832
446
15,878
303,802
22,860
47,434
8,694
83,438
648,614
312,548
135,930
109,714
71,870
124,652
76,434
106,412
87,198
2,756
12
10,100
48,444
1,043,000
182,806
2,364,406
11,736
102,498
6,320,490
3,176
1,314,850
81,218
32,172
33,230
40,456
2,234
28,776
599,154
111,988
1,332
14,702
208
Contract Volume
Callff
Put
40,304
27,252
84,986
41,726
10,114
1,590
38,204
4,690
3,174
908
101,562
27,252
38,606
9,400
309,196
112,670
13,076
3,930
769,234
281,842
809,246
359,802
359,402
225,056
168,312
89,382
260,946
52,790
18,894
9,010
27,462
26,570
75,172
47,428
14,280
4,440
212,134
101,384
18,438
3,474
49,810
11,310
968
858
257,858
124,038
11,526
8,448
118,908
81,780
84,916
18,088
31,612
3,282
226,680
88,706
17,816
3,460
73,484
25,090
560,436
215,956
65,162
15,244
297,020
198,738
178,030
279,368
402,662
194,170
222
224
13,068
2,810
193,966
109,836
17,692
5,168
39,396
8,038
7,102
1,592
67,694
15,744
329,270
319,344
162,652
149,896
81,704
54,226
90,168
19,546
60,376
11,494
107,942
16,710
28,290
48,144
89,448
16,964
71,034
16,164
2,036
720
0
12
6,500
3,600
35,838
12,606
764,968
278,032
119,902
62,904
1,695,264
669,142
10,302
1,434
82,828
19,670
3,869,164 2,451,326
2,958
218
967,682
347,168
64,620
16,598
26,178
5,994
18,706
14,524
34,720
5,736
1,788
446
14,038
14,738
590,844
8,310
67,706
44,282
790
542
10,774
3,928
116
92
Average Daily Volume
Total
Call
Put
268
503
118
170
16
511
191
1,674
67
4,171
4,639
2,319
1,023
1,245
111
932
487
74
1,244
87
243
29
1,515
79
796
409
138
1,252
84
391
3,081
319
1,967
1,815
2,368
2
160
1,206
91
188
35
726
2,574
1,240
650
435
322
495
303
422
346
11
0
40
192
4,139
725
9,383
47
407
25,081
132
5,218
322
128
519
161
9
114
2,378
444
48
58
6
160
337
102
152
13
403
153
1,227
52
3,053
3,211
1,426
668
1,036
75
473
298
57
842
73
198
16
1,023
46
472
337
125
900
71
292
2,224
259
1,179
706
1,598
1
132
770
70
156
28
589
1,307
645
391
358
271
428
112
355
282
8
0
26
142
3,036
476
6,727
41
329
15,354
123
3,840
256
104
292
138
7
56
2,345
269
28
43
3
108
166
16
19
4
108
37
447
16
1,118
1,428
893
355
209
36
458
188
18
402
14
45
14
492
34
325
72
13
352
14
100
857
60
789
1,109
771
1
28
436
21
32
6
137
1,267
595
259
78
52
66
191
67
64
3
0
14
50
1,103
250
2,655
6
78
9,727
9
1,378
66
24
227
23
2
58
33
176
19
16
3
25
CBOE Equity Options Volume (Includes LEAPS)
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
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
26
Standard
Symbol
Stock
MANU
MRO
MRCH
MRL
MRNR
MSGI
MMC
MSX
MEE
MONE
MAT
MAVK
MXIM
MMP
MXTR
MAY
MYG
KRB
MCAF
MCDT
MDR
MCD
WCOM
MCKC
MCK
MCLD
MMR
MEA
MRX
TAXI
MEDX
MCCC
MCSY
MCNS
MEDI
MDT
MEL
MRNT
MRBK
MRK
MERQ
MRA
MERX
MER
MESA
MESG
MCRE
MTLK
MMWW
METH
MET
MCOM
MXT
MCLL
MGM
MFNX
MMG
MTD
MGCX
MOGN
MGG
MCRL
MCHP
MUSE
MUEI
MU
MSFT
MSTR
MTSI
MWY
MCH
MLNM
MLHR
MICC
MANUGISTICS GROUP, INC.
MARATHON
MARCH FIRST INC.
MARINE DRILLING COMPANIES, INC.
MARINER HEALTH GROUP, INC.
MARKETING SERVICES GROUP INC.
MARSH & MCLENNAN
MASCO TECH.
MASSEY ENERGY COMPANY
MATRIXONE, INC.
MATTEL, INC.
MAVERICK TUBE CORP.
MAXIM INTEGRATED PRODUCTS
MAXM PHARMACEUTICALS, INC.
MAXTORCORPORATION
MAY DEPARTMENT STORES INC.
MAYTAG CORPORATION
MBNA BANK
MCAFEE.COM
MCDATA CORPORATION
MCDERMOTT INT’L.
MCDONALD’S CORP.
MCI WORLDCOM, INC.
MCK COMMUNICATIONS, INC.
MCKESSON
MCLEOD USA
MCMORAN EXPLORATION CO.
MEAD CORPORATION
MED CARE AMERICA
MEDALLION FINANCIAL CORP.
MEDAREX, INC.
MEDIACOM COMMUNICATIONS CORP.
MEDIC COMPUTER SYSTEMS INC.
MEDICONSULT.COM, INC.
MEDIMMUNE
MEDTRONIC
MELLON FINANCIAL CORP.
MERANT PLC ADR
MERCANTILE BANK SHARES CORP.
MERCK & CO.
MERCURY INTERACTIVE CORP.
MERITOR AUTO/ARVIN IND. MERGER
MERIX CORPORATION
MERRILL LYNCH
MESA AIRLINES
MESSAGE MEDIA INC.
METACREATIONS CORP.
METALINK LTD.
METAMOR WORLDWIDE, INC.
METHODE ELECTRONICS, INC.
METLIFE, INC.
METRICOM, INC.
METRIS COMPANIES, INC.
METROCALL, INC.
METRO-GOLDWYN-MAYER INC.
METROMEDIA FIBER NETWORK, INC.
METROMEDIA INC.
METTLER-TOLEDO INTERNATIONAL
MGC COMMUNICATIONS INC.
MGI PHARMA. INC.
MGM GRAND
MICREL, INC.
MICROCHIP TECHNOLOGY
MICROMUSE, INC.
MICRON ELECTRONICS,INC.
MICRON TECH.
MICROSOFT
MICROSTRATEGY INCORP.
MICROTOUCH COMMUNICATIONS, INC.
MIDWAY GAMES INC.
MILLENNIUM CHEMICALS, INC.
MILLENNIUM PHARMACEUTICALS, INC.
MILLER (HERMAN), INC.
MILLICOM INT’L.
Total
Contract Volume
Callff
Put
208,910
119,830
89,080
7,752
4,264
3,488
385,610
301,462
84,148
112,536
80,108
32,428
12,212
5,408
6,804
81,978
73,026
8,952
8,342
7,272
1,070
4,982
3,774
1,208
2,360
2,310
50
1,310
742
568
230,892
155,810
75,082
5,254
3,402
1,852
192,742
125,730
67,012
590
590
0
1,181,036 1,130,424
50,612
37,204
20,814
16,390
372,952
242,332
130,620
275,616
177,124
98,492
25,474
15,882
9,592
65,320
46,922
18,398
19,032
15,616
3,416
1,214,562
696,518
518,044
4,025,498 2,570,670 1,454,828
4,308
3,684
624
253,498
180,166
73,332
304,060
219,188
84,872
534
134
400
149,288
115,614
33,674
25,590
19,834
5,756
1,336
1,156
180
177,356
126,016
51,340
5,320
3,684
1,636
138
80
58
9,576
8,502
1,074
171,592
125,662
45,930
1,028,010
673,068
354,942
362,338
298,852
63,486
122
42
80
2,760
2,542
218
2,917,338 1,890,506 1,026,832
477,674
331,262
146,412
14,498
9,958
4,540
21,160
5,492
15,668
667,600
348,592
319,008
1,572
1,540
32
55,322
50,026
5,296
75,840
64,492
11,348
16,488
14,620
1,868
162,344
101,888
60,456
28,264
15,990
12,274
69,256
53,948
15,308
432,842
345,908
86,934
91,024
53,854
37,170
472
432
40
10,020
8,704
1,316
694,060
543,900
150,160
54,156
50,010
4,146
572
542
30
48,182
34,466
13,716
64,302
51,326
12,976
33,510
21,054
12,456
160,396
103,822
56,574
214,686
160,318
54,368
83,170
49,812
33,358
280,640
212,398
68,242
1,835,356 1,099,770
735,586
20,794,902 12,108,298 8,686,604
209,100
130,148
78,952
564
524
40
26,096
18,382
7,714
8,430
6,294
2,136
22,690
20,684
2,006
18,950
8,458
10,492
13,552
12,260
1,292
Average Daily Volume
Total
Call
Put
829
277
1,530
447
48
325
298
20
472
21
916
21
765
3
4,687
148
1,480
1,094
101
726
297
4,820
15,974
72
1,006
1,207
2
592
102
5
768
43
1
38
681
4,079
1,438
0
11
11,577
1,896
58
605
2,649
6
220
301
137
644
112
577
1,718
361
2
40
2,754
215
2
191
255
133
636
852
330
1,114
7,283
82,519
830
2
104
33
90
75
54
476
152
1,196
318
21
290
260
15
462
12
618
14
499
3
4,486
83
962
703
63
521
244
2,764
10,201
61
715
870
1
459
79
5
546
30
0
34
499
2,671
1,186
0
10
7,502
1,315
40
157
1,383
6
199
256
122
404
63
450
1,373
214
2
35
2,158
198
2
137
204
84
412
636
198
843
4,364
48,049
516
2
73
25
82
34
49
353
125
334
129
27
36
38
5
10
9
298
7
266
0
201
65
518
391
38
204
53
2,056
5,773
10
291
337
2
134
23
1
222
13
0
4
182
1,409
252
0
1
4,075
581
18
448
1,266
0
21
45
16
240
49
128
345
148
0
5
596
16
0
54
51
49
225
216
132
271
2,919
34,471
313
0
31
8
8
42
5
CBOE Equity Options Volume (Includes LEAPS)
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
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
Standard
Symbol
Stock
MMM
MIPS
MIR
MCSW
MKSI
MMCN
MOB
MPS
MON
MTP
JPM
MWD
MDCM
MOT
MPPP
MRVC
MSM
FLSH
MTIC
MLG
HITS
MYL
NGH
NA
NBR
NCBC
NLCS
NDB
EGOV
NVH
NSM
NS
TEAM
NOI
NAUT
NAVR
NCI
NAVI
NAV
NBCI
NCR
NFF
NMG
NEOF
NMGC
NPTH
NERX
NETP
NTBK
NTOP
NETG
NTIQ
NTMV
NTPA
NTRX
NTRO
NSPK
NASC
NTAP
NETA
NWKC
NCDI
NPIX
NPLS
NSOL
NZRO
NEON
NUFO
NN
NCT
NWL
NEM
NEWP
NWS
MINNESOTA MING. & MFG.
MIPS TECHNOLOGIES INC.
MIRAGE RESORT
MISSION CRITICAL SOFTWARE
MKS INSTRUMENTS, INC.
MMC NETWORKS INC.
MOBIL CORP.
MODIS PROFESSIONAL SERVICES, INC.
MONSANTO COMPANY/NEW
MONTANA POWER CO.
MORGAN (J.P.)
MORGAN STANLEY DEAN WITTER & CO.
MORTGAGE.COM, INC.
MOTOROLA
MP3.COM, INC.
MRV COMMUNICATIONS, INC.
MSC INDUSTRIAL DIRECT CO., INC.
M-SYSTEMS FLASH DISK PIONEERS
MTI TECHNOLOGY CORP.
MUSICLAND STORES CORPORATION
MUSICMAKER.COM, INC.
MYLAN LABS
NABISCO GROUP HOLDINGS CORP.
NABISCO HOLDINGS CORP.
NABORS INDUSTRIES
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.
NAUTICA ENTERPRISES, INC.
NAVARRE CORPORATION
NAVIGANT CONSULTING, INC.
NAVISITE, INC.
NAVISTAR
NBC INTERNET, INC.
NCR CORPORATION
NEFF CORPORATION
NEIMAN MARCUS GROUP, INC.
NEOFORMA.COM
NEOMAGIC CORPORATION
NEOPATH, INC.
NEORX CORPORATION
NET PERCEPTIONS, INC.
NET.B@NK, INC.
NET2PHONE, INC.
NETGRAVITY INC.
NETIQ CORPORATION
NETMOVES CORP.
NETOPIA, INC.
NETRIX CORPORATION
NETRO CORPORATION
NETSPEAK CORPORATION
NETWORK ACCESS SOLUTIONS CORP.
NETWORK APPLIANCE, INC.
NETWORK ASSOCIATES, INC.
NETWORK COMMERCE
NETWORK COMPUTING DEVICES, INC.
NETWORK PERIPHERALS INC.
NETWORK PLUS CORP.
NETWORK SOLUTIONS INC.
NETZERO, INC.
NEW ERA OF NETWORKS INC.
NEW FOCUS, INC.
NEWBRIDGE NETWORKS INC.
NEWCOURT CREDIT GROUP INC.
NEWELL RUBBERMAID INC.
NEWMONT MINING
NEWPORT CORP.
NEWS CORP. LTD.
Total
569,438
129,032
154,430
30
1,208
109,640
17,670
158,348
876
7,706
622,122
1,264,098
12,766
2,612,060
252,396
998,290
23,892
47,966
140,530
988
12,824
146,778
213,226
167,344
208,858
33,974
25,200
175,872
89,872
1,832
1,914,886
3,502
10,948
204,264
50,864
16,504
34,636
29,484
335,094
144,206
65,056
12,660
40
21,996
41,934
57,508
44,928
65,950
73,376
141,334
668
46,746
179,410
122,366
139,294
7,710
56,328
17,920
1,053,856
443,900
71,854
24,110
138,416
68,878
198,794
59,520
200,192
47,622
510,884
594
11,282
276,372
58,088
84,398
Contract Volume
Callff
Put
373,522
91,522
114,652
30
892
59,950
13,070
104,954
282
6,392
368,076
776,490
8,350
1,638,916
174,776
753,274
16,110
37,512
113,758
688
11,492
69,364
158,752
139,084
161,996
29,798
20,982
136,052
71,148
1,490
1,422,170
2,642
7,306
159,424
45,482
13,738
24,304
21,884
276,696
93,020
42,214
11,296
20
20,448
28,518
48,050
36,362
46,812
53,368
112,734
258
26,734
140,226
89,794
115,824
5,638
53,422
15,864
768,860
315,940
65,836
21,946
103,298
52,976
117,046
42,592
141,302
36,428
417,424
332
5,118
210,538
44,974
53,562
195,916
37,510
39,778
0
316
49,690
4,600
53,394
594
1,314
254,046
487,608
4,416
973,144
77,620
245,016
7,782
10,454
26,772
300
1,332
77,414
54,474
28,260
46,862
4,176
4,218
39,820
18,724
342
492,716
860
3,642
44,840
5,382
2,766
10,332
7,600
58,398
51,186
22,842
1,364
20
1,548
13,416
9,458
8,566
19,138
20,008
28,600
410
20,012
39,184
32,572
23,470
2,072
2,906
2,056
284,996
127,960
6,018
2,164
35,118
15,902
81,748
16,928
58,890
11,194
93,460
262
6,164
65,834
13,114
30,836
Average Daily Volume
Total
Call
Put
2,260
512
613
0
35
435
70
628
21
31
2,469
5,016
51
10,365
1,002
3,961
95
607
558
4
51
2,293
846
664
829
135
100
698
357
7
7,599
14
43
811
202
65
137
163
1,330
572
258
50
0
129
166
228
244
262
291
561
3
306
712
486
600
35
224
71
4,182
1,762
285
96
549
273
789
236
794
541
2,027
2
45
1,097
231
335
1,482
363
455
0
25
238
52
416
7
25
1,461
3,081
33
6,504
694
2,989
64
475
451
3
46
1,084
630
552
643
118
83
540
282
6
5,644
10
29
633
180
55
96
121
1,098
369
168
45
0
120
113
191
198
186
212
447
1
175
556
356
499
26
212
63
3,051
1,254
261
87
410
210
464
169
561
414
1,656
1
20
835
178
213
777
149
158
0
9
197
18
212
14
5
1,008
1,935
18
3,862
308
972
31
132
106
1
5
1,210
216
112
186
17
17
158
74
1
1,955
3
14
178
21
11
41
42
232
203
91
5
0
9
53
38
47
76
79
113
2
131
155
129
101
9
12
8
1,131
508
24
9
139
63
324
67
234
127
371
1
24
261
52
122
27
CBOE Equity Options Volume (Includes LEAPS)
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
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
28
Standard
Symbol
Stock
NEWZ
NXTV
NXCD
NXTL
NXTP
NXLK
NICE
NRES
NKE
NIKU
NMBS
NI
NBL
NE
NOK
NSC
NT
TNFI
NTRS
NFLD
CBRY
NPNT
NOC
NWAC
NCX
NIS
NOVL
NVLS
NOVT
NPSP
NRG
NTLI
NUHC
NUAN
NUE
NMTC
NVDA
OAKT
OO
OSII
OXY
OEI
OTL
OCN
ODP
OMX
OG
EPG
ZEUS
OMC
OMPT
OMNY
ONEM
ONHN
ONIS
ONXX
OMKT
OTEX
OPTV
ORCL
ORB
ORBK
ORCH
ORCT
ORG
ORTL
ORX
OSIP
FIBR
OSTX
OSI
OI
OXHP
OXGN
NEWS EDGE CORPORATION
NEXT LEVEL COMMUNICATIONS INC.
NEXTCARD, INC.
NEXTEL COMMUNICATIONS
NEXTEL PARTNERS, INC.
NEXTLINK COMMUNICATIONS, INC.
NICE SYSTEMS LTD. ADR
NICHOLS RESEARCH CORP.
NIKE
NIKU CORPORATION
NIMBUS CD INTERNATIONAL, INC.
NIPSCO INDUSTRIES, INC.
NOBLE AFFILIATES
NOBLE DRILLING CORPORATION
NOKIA CORP.
NORFOLK SOUTHERN
NORTEL NETWORKS CORP.
NORTHFACE, INC. (THE)
NORTHERN TRUST CORPORATION
NORTHFIELD LABORATORIES INC.
NORTHLAND CRANBERRIES, INC. C
NORTHPOINT COMMUNICATIONS
NORTHROP GRUMMAN CORP.
NORTHWEST AIRLINES CORP.
NOVA CHEMICALS CORP.
NOVA CORP./GEORGIA
NOVELL CORP.
NOVELLUS SYSTEMS, INC.
NOVOSTE CORPORATION
NPS PHARMACEUTICALS, INC.
NRG ENERGY, INC.
NTL INCORPORATED
NU HORIZONS ELECTRONICS CORP.
NUANCE COMMUNICATIONS, INC.
NUCOR CORPORATION
NUMERICAL TECHNOLOGIES, INC.
NVIDIA CORP.
OAK TECHNOLOGY
OAKLEY, INC.
OBJECTIVE SYSTEMS INTEGRATORS
OCCIDENTAL PETRO.
OCEAN ENERGY, INC. “NEW”
OCTEL CORP.
OCWEN FINANCIAL CORP.
OFFICE DEPOT INC.
OFFICE MAX INC.
OGDEN CORP.
OLD EL PASO
OLYMPIC STEEL, INC.
OMNICOM GROUP
OMNIPOINT CORP.
OMNISKY CORPORATION
ONEMAIN.COM, INC.
ONHEALTH NETWORK COMPANY
ONI SYSTEMS CORP.
ONYX PHARMACEUTICALS
OPEN MARKET, INC.
OPEN TEXT CORP.
OPEN TV CORP.
ORACLE CORP.
ORBITAL SCIENCES CORP.
ORBOTECH, LTD.
ORCHID BIOSCIENCES, INC.
ORCKIT COMMUNICATIONS LTD.
ORGANOGENESIS
ORTEL CORP.
ORYX ENERGY
OSI PHARMACEUTICALS, INC.
OSICOM TECHNOLOGIES, INC.
OSTEX INTERNATIONAL, INC.
OUTBACK STEAKHOUSE
OWENS ILLINOIS
OXFORD HEALTH
OXIGENE, INC.
Total
6,292
161,462
26,318
1,187,342
14,520
506,736
70,698
4,614
141,358
23,838
6,604
9,150
6,128
175,286
5,312,650
53,858
5,456,166
1,800
117,940
86,482
2,654
171,902
96,348
110,542
716
24,280
395,450
1,346,234
61,090
1,184
18,462
316,630
3,250
48,826
74,758
830
324,592
55,458
31,454
5,614
271,492
146,064
50
6,062
118,264
70,596
30,234
26,368
726
2,300
59,902
3,578
20,554
16,650
139,824
10,760
349,538
67,056
27,802
9,027,514
61,570
1,490
6,606
189,752
159,572
36,072
4,614
74,820
182,368
41,258
37,252
43,200
749,372
7,544
Contract Volume
Callff
Put
5,644
648
119,074
42,388
22,372
3,946
829,956
357,386
10,568
3,952
272,544
234,192
46,696
24,002
1,984
2,630
78,448
62,910
19,096
4,742
6,014
590
7,590
1,560
4,516
1,612
133,006
42,280
3,370,758 1,941,892
33,402
20,456
3,885,702 1,570,464
1,650
150
86,930
31,010
55,846
30,636
1,984
670
138,026
33,876
71,954
24,394
80,464
30,078
636
80
15,828
8,452
279,234
116,216
957,526
388,708
42,914
18,176
1,184
0
15,210
3,252
211,350
105,280
2,350
900
35,002
13,824
38,026
36,732
556
274
221,686
102,906
44,160
11,298
27,050
4,404
4,124
1,490
226,290
45,202
131,742
14,322
26
24
5,790
272
88,118
30,146
56,402
14,194
19,884
10,350
20,648
5,720
134
592
938
1,362
39,888
20,014
2,144
1,434
14,060
6,494
14,394
2,256
108,270
31,554
7,512
3,248
293,552
55,986
56,266
10,790
15,844
11,958
5,958,140 3,069,374
44,652
16,918
1,490
0
5,774
832
150,112
39,640
130,510
29,062
20,724
15,348
2,706
1,908
57,380
17,440
135,242
47,126
29,376
11,882
23,762
13,490
21,964
21,236
584,396
164,976
5,826
1,718
Average Daily Volume
Total
Call
Put
25
641
104
4,712
70
2,011
281
18
561
161
26
36
219
696
21,082
214
21,651
7
468
343
11
682
382
439
3
96
1,569
5,342
242
34
234
1,256
13
921
297
24
1,288
268
125
22
1,077
580
0
24
469
280
120
160
3
82
238
61
82
66
1,793
136
1,387
266
130
35,823
244
6
184
753
633
143
18
361
724
164
148
171
2,974
30
22
473
89
3,293
51
1,082
185
8
311
129
24
30
161
528
13,376
133
15,419
7
345
222
8
548
286
319
3
63
1,108
3,800
170
34
193
839
9
660
151
16
880
213
107
16
898
523
0
23
350
224
79
125
1
34
158
36
56
57
1,388
95
1,165
223
74
23,643
177
6
160
596
518
82
11
277
537
117
94
87
2,319
23
3
168
16
1,418
19
929
95
10
250
32
2
6
58
168
7,706
81
6,232
1
123
122
3
134
97
119
0
34
461
1,542
72
0
41
418
4
261
146
8
408
55
17
6
179
57
0
1
120
56
41
35
2
49
79
24
26
9
405
41
222
43
56
12,180
67
0
23
157
115
61
8
84
187
47
54
84
655
7
CBOE Equity Options Volume (Includes LEAPS)
1184
1185
1186
1187
1188
1189
1190
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
Standard
Symbol
Stock
TLK
PCAR
PCG
PGEX
PHSY
PWJ
PAIR
PLL
PALM
PWIR
PB
SPOT
PZZA
PDYN
PMTC
PPE
PKD
PGNS
PAX
PAYX
PSS
PCCC
DOCS
PCMS
CRA
PEB
PPOD
PDX
PRLS
PGTV
PEGS
JCP
PZE
PZL
PME
PSFT
PBY
PBG
PEP
PRGN
PERI
PKI
PER
PSTI
PGO
PBR
PFE
PNU
PHA
PD
MO
PHI
P
PVH
PHM
PHCM
PPH
PHYS
PIR
PTX
PILT
PNK
BIGT
PCLE
PVTL
PXLW
PDG
PLAY
PLXS
PLXT
PNC
PPP
PKX
PRD
P.T. TELEKOMMUNIKASI INDONESIA
PACCAR, INC.
PACIFIC GAS & ELEC.
PACIFIC GATEWAY EXCHANGE, INC.
PACIFICARE HEALTH SYSTEMS
PAINEWEBBER
PAIRGAIN TECHNOLOGIES
PALL CORP.
PALM, INC.
PALMER WIRELESS, INC.
PANAMERICAN BRANDS
PANAMSAT CORP.
PAPA JOHN INTERNATIONAL
PARADYNE NETWORKS, INC.
PARAMETRIC TECH. CORP.
PARK PLACE ENTERTAINMENT CORP.
PARKER DRILLING COMPANY
PATHOGENESIS CORPORATION
PAXSON COMMUNICATIONS CORP.
PAYCHEX INC.
PAYLESS SHOESOURCE, INC.
PC CONNECTION, INC.
PC DOCS GROUP INTERNATIONAL
P-COM, INC.
PE CORP.-CELERA GENOMICS
PE CORP.-PEBIO SYSTEMS GROUP
PEAPOD, INC.
PEDIATRIX MEDICAL GROUP, INC.
PEERLESS SYSTEMS CORP.
PEGASUS COMMUNICATIONS CORP.
PEGASUS SYSTEMS, INC.
PENNEY (J.C.)
PENNZENERGY COMPANY
PENNZOL-QUAKER STATE COMPANY
PENTON MEDIA, INC.
PEOPLESOFT INC.
PEPBOYS—MANNY, MOE, & JACK
PEPSI BOTTLING GROUP INC.
PEPSICO. INC.
PEREGRINE SYSTEMS INC.
PERIPHONICS CORP.
PERKINELMER, INC.
PEROT SYSTEMS CORP.
PER-SE TECHNOLOGIES INC.
PETROL. GEO-SERVICES A/S
PETROLEO BRASILEIRO S.A.-ADR
PFIZER INC.
PHAMACIA AND UPJOHN
PHARMACIA CORP.
PHELPS DODGE
PHILIP MORRIS
PHILIPPINE LONG DISTANCE
PHILLIPS PETRO.
PHILLIPS VAN HEUSEN
PHM CORP.
PHONE.COM INC.
PHP HEALTHCARE CORP.
PHYSIO-CONTROL HOLDINGS CORP.
PIER1 IMPORTS, INC.
PILLOWTEX CORPORATION
PILOT NETWORK SERVICES, INC.
PINNACLE ENTERTAINMENT
PINNACLE HOLDINGS INC.
PINNACLE SYSTEMS, INC.
PIVOTAL CORPORATION
PIXELWORKS, INC.
PLACER DOME
PLAYERS INT’L.
PLEXUS CORP.
PLX TECHNOLOGY, INC.
PNC FINANCIAL
POGO PRODUCING COMPANY
POHANG IRON & STEEL COMPANY LTD.
POLAROID
Total
3,712
57,394
14,662
147,960
177,588
222,874
335,376
65,916
2,247,964
3,908
6,796
94,988
51,434
98,358
444,988
114,064
40,106
12,124
38,884
29,030
35,606
2,822
1,456
223,534
584,896
140,058
25,976
19,460
6,028
46,936
21,366
73,894
340
30,618
1,576
978,770
40,272
17,572
1,076,248
318,488
72
4,364
58,362
164
61,272
4,248
1,938,952
148,198
847,194
85,748
1,620,078
19,996
6,902
1,106
14
570,698
13,714
25,070
71,794
24,772
82,400
38,860
1,812
58,014
2,210
1,382
260,734
116,216
62,986
3,174
6,724
35,566
21,258
131,068
Contract Volume
Callff
Put
3,590
22,602
4,040
106,292
75,898
151,034
254,880
52,884
1,646,498
3,432
3,616
72,418
33,058
79,638
316,006
71,364
31,456
9,770
30,554
14,836
25,300
2,104
1,096
190,524
416,006
105,778
20,156
13,214
5,268
24,194
16,146
38,308
128
26,472
1,530
761,328
22,934
13,338
713,378
263,370
12
2,574
38,944
64
43,576
1,508
1,417,832
125,724
694,334
53,182
1,213,602
8,574
5,234
926
14
427,230
4,368
13,444
59,140
12,464
67,552
34,098
1,322
43,658
1,966
322
205,752
60,240
42,600
2,558
4,864
28,036
11,832
92,214
122
34,792
10,622
41,668
101,690
71,840
80,496
13,032
601,466
476
3,180
22,570
18,376
18,720
128,982
42,700
8,650
2,354
8,330
14,194
10,306
718
360
33,010
168,890
34,280
5,820
6,246
760
22,742
5,220
35,586
212
4,146
46
217,442
17,338
4,234
362,870
55,118
60
1,790
19,418
100
17,696
2,740
521,120
22,474
152,860
32,566
406,476
11,422
1,668
180
0
143,468
9,346
11,626
12,654
12,308
14,848
4,762
490
14,356
244
1,060
54,982
55,976
20,386
616
1,860
7,530
9,426
38,854
Average Daily Volume
Total
Call
Put
15
228
524
587
705
884
1,331
262
11,184
16
27
377
204
390
1,766
453
159
48
154
454
141
81
6
887
2,321
556
103
77
24
186
85
586
1
122
6
3,884
160
70
4,271
1,264
0
156
232
1
243
146
7,694
588
3,362
340
6,429
79
247
4
14
2,265
54
99
285
98
327
154
7
230
63
51
1,035
461
250
32
240
141
84
520
14
90
144
422
301
599
1,011
210
8,192
14
14
287
131
316
1,254
283
125
39
121
232
100
60
4
756
1,651
420
80
52
21
96
64
304
1
105
6
3,021
91
53
2,831
1,045
0
92
155
0
173
52
5,626
499
2,755
211
4,816
34
187
4
14
1,695
17
53
235
49
268
135
5
173
56
12
816
239
169
26
174
111
47
366
0
138
379
165
404
285
319
52
2,992
2
13
90
73
74
512
169
34
9
33
222
41
21
1
131
670
136
23
25
3
90
21
282
1
16
0
863
69
17
1,440
219
0
64
77
0
70
94
2,068
89
607
129
1,613
45
60
1
0
569
37
46
50
49
59
19
2
57
7
39
218
222
81
6
66
30
37
154
29
CBOE Equity Options Volume (Includes LEAPS)
1258
1259
1260
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
1331
30
Standard
Symbol
Stock
RL
PLCM
PRSF
POT
PCH
PWER
PWAV
PRCS
PCP
PRRC
PRST
PRIA
PR
PCLN
PMK
PRM
PMSI
PHCC
PG
PRGY
PGNX
PGR
PRH
PL
PDLI
PBKS
PFGI
PVN
PRHC
PROX
PILL
PSIX
PTEK
PUMA
PPRO
ABTW
QLGC
QLTI
QMDC
QCOM
PWR
QNTM
DSS
HDD
PASA
QSFT
QKTN
QGLY
QTRN
Q
RJR
RADA
RSH
RAIN
RAL
RMBS
RAMP
RRRR
RATL
RTN.
RAZF
RDA
RDRT
RNWK
RHAT
RBAK
RBK
RCOM
REI
RMDY
REGI
RSFC
RSG
RIMM
POLO RALPH LAUREN CORP.
POLYCOM, INC.
PORTAL SOFTWARE, INC.
POTASH CORP. OF SASKATCHEWAN
POTLATCH CORPORATION
POWER-ONE, INC.
POWERWAVE TECHNOLOGIES, INC.
PRAECIS PHARMACEUTICALS INCORP.
PRECISION CASTPARTS CORP.
PRECISION RESPONSE CORP.
PRESSTEK, INC.
PRI AUTOMATION INC.
PRICE COMMUNICATIONS CORP.
PRICELINE.COM INC.
PRIMARK CORPORATION
PRIME COMPUTER
PRIME MEDICAL SERVICES, INC.
PRIORITY HEALTHCARE CORP.
PROCTER & GAMBLE
PRODIGY COMMUNICATIONS CLASS A
PROGENICS PHARMACEUTICALS, INC.
PROGRESSIVE CORP.
PROMUS HOTEL CORP.
PROTECTIVE LIFE CORPORATION
PROTEIN DESIGN LABS
PROVIDENT BANC SHARES
PROVIDENT FINANCIAL GROUP
PROVIDIAN CORPORATION
PROVINCE HEALTH CARE COMPANY
PROXIM, INC.
PROXYMED, INC.
PSINET, INC.
PTEK HOLDINGS, INC.
PUMA TECHNOLOGY, INC.
PURACHASE PRO
Q AGRIBIOTECH, INC.
QLOGIC CORPORATION
QLT, INC.
QUADRAMED CORPORATION
QUALCOMM
QUANTA SERVICES, INC.
QUANTUM CORPORATION
QUANTUM DLT & STORAGE SYS.
QUANTUM HARD DISK DRIVE
QUEPASA.COM
QUEST SOFTWARE, INC.
QUICKTURN DESIGN SYSTEMS, INC.
QUIGLEY CORP.
QUINTILES TRANSNATIONAL CORP.
QWEST COMMUNICATIONS INT’L.
R.J. REYNOLDS TOBACCO COMPANY
RADICA GAMES LTD.
RADIO SHACK CO.
RAINFOREST CAFE, INC.
RALSTON PURINA
RAMBUS INC.
RAMP NETWORKS, INC.
RARE MEDIUM GROUP INC.
RATIONAL SOFTWARE CORP.
RAYTHEON CO. B
RAZORFISH INC
READER’S DIGEST
READ-RITE CORP.
REAL NETWORKS INC.
RED HAT, INC.
REDBACK NETWORKS INC.
REEBOK INT’L.
REGISTER.COM
RELIANT ENERGY, INC.
REMEDY CORPORATION
RENAISSANCE WORLDWIDE, INC.
REPUBLIC SECURITIES FINANCIAL
REPUBLIC SERVICES INC.
RESEARCH IN MOTION
Total
18,242
182,168
356,082
53,448
15,570
211,486
511,932
4,370
24,618
4,696
90,552
53,076
3,576
959,910
20,978
2,246
3,900
20,966
865,914
74,226
4,854
21,260
544
44,366
276,054
4,576
16,598
468,750
64
94,962
89,556
847,054
163,628
314,576
431,992
3,036
458,692
296,090
16,616
11,224,570
48,608
576
197,442
148,788
1,658
12,748
160
28
92,056
2,801,290
167,164
2,426
168,866
9,950
109,046
2,061,264
147,850
459,448
414,124
307,026
205,756
45,756
804,120
390,108
298,238
962,458
7,368
10,700
11,404
108,944
9,146
5,832
126,858
529,152
Contract Volume
Callff
Put
15,102
3,140
147,958
34,210
252,436
103,646
29,870
23,578
11,904
3,666
136,454
75,032
401,048
110,884
3,574
796
23,600
1,018
3,652
1,044
76,564
13,988
30,612
22,464
1,386
2,190
678,528
281,382
17,614
3,364
1,528
718
2,440
1,460
14,712
6,254
482,228
383,686
55,390
18,836
3,416
1,438
12,882
8,378
510
34
27,214
17,152
186,084
89,970
3,496
1,080
12,448
4,150
307,026
161,724
64
0
64,204
30,758
49,688
39,868
664,702
182,352
137,938
25,690
236,954
77,622
298,470
133,522
1,764
1,272
324,242
134,450
152,524
143,566
11,896
4,720
7,973,100 3,251,470
32,624
15,984
536
40
161,708
35,734
132,472
16,316
1,608
50
11,434
1,314
160
0
28
0
59,210
32,846
2,010,324
790,966
106,600
60,564
2,094
332
109,552
59,314
3,016
6,934
87,802
21,244
1,276,146
785,118
130,634
17,216
329,666
129,782
295,350
118,774
222,340
84,686
133,524
72,232
28,752
17,004
712,556
91,564
271,724
118,384
224,338
73,900
633,720
328,738
4,614
2,754
9,804
896
9,076
2,328
38,764
70,180
8,574
572
2,232
3,600
113,380
13,478
311,124
218,028
Average Daily Volume
Total
Call
Put
72
723
1,413
212
62
1,500
2,031
125
98
19
359
211
14
3,809
83
94
15
83
3,436
295
39
169
2
176
1,095
18
66
1,860
0
377
355
3,361
649
1,248
1,982
12
1,820
1,175
66
44,542
300
2
784
590
7
103
1
0
365
11,116
663
10
670
39
433
8,180
714
1,823
1,643
1,218
816
182
3,191
1,548
1,183
3,819
263
135
178
432
36
23
503
2,100
60
587
1,002
119
47
968
1,591
102
94
14
304
121
6
2,693
70
64
10
58
1,914
220
28
102
2
108
738
14
49
1,218
0
255
197
2,638
547
940
1,369
7
1,287
605
47
31,639
201
2
642
526
6
92
1
0
235
7,977
423
8
435
12
348
5,064
631
1,308
1,172
882
530
114
2,828
1,078
890
2,515
165
124
142
154
34
9
450
1,235
12
136
411
94
15
532
440
23
4
4
56
89
9
1,117
13
30
6
25
1,523
75
12
66
0
68
357
4
16
642
0
122
158
724
102
308
612
5
534
570
19
12,903
99
0
142
65
0
11
0
0
130
3,139
240
1
235
28
84
3,116
83
515
471
336
287
67
363
470
293
1,305
98
11
36
278
2
14
53
865
CBOE Equity Options Volume (Includes LEAPS)
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
1401
1402
1403
1404
1405
Standard
Symbol
Stock
RSTO
RETK
REV
RXSD
REY
RLM
RFMD
RTHM
RAD
RIVL
RMII
RPC
ROK
RG
RRQ
RSLN
ROS
RDC
RD
RPM
RSLC
RI
RYAN
R
SONE
SIII
SABA
TSG
SAFC
SFE
SK
SWY
AGS
SAGI
SKS
SCAI
SNDK
SANM
SAR
SCOC
SDC
SFS
SAP
SPNS
SAPE
SLE
SIFY
SAVL
SAWS
SBAC
SGP
SLB
SCHS
SCH
SCLN
SFA
UIO
SDLI
SEAC
CKH
VRTS
SEG
S
PTR
SDTI
SEI
SCSS
SMH
SMTL
SMTC
SEPR
SQNM
SRNA
SFX
RESTORATION HARDWARE, INC.
RETEK INC.
REVLON, INC.
REXALL SUNDOWN, INC.
REYNOLDS & REYNOLDS COMPANY
REYNOLDS METALS
RF MICRODEVICES, INC.
RHYTHMS NETCONNECTIONS, INC.
RITE AID
RIVAL CO.
RMI.NET
ROBERTS PHARM.
ROCKWELL INT’L.
ROGERS COMMUNICATIONS-CLB
ROSETTA INPHARMATICS, INC.
ROSLYN BANCORP, INC.
ROSTELECOM-ADR
ROWAN COS.
ROYAL DUTCH PETRO.
RPM, INC.
RSL COMMUNICATIONS, INC.
RUBY TUESDAY, INC.
RYAN’S FAMILY STEAKHOUSES
RYDER SYSTEM
S1 CORPORATION
S3 INC.
SABA SOFTWARE, INC.
SABRE HOLDINGS CORP.
SAFECOCORPORATION
SAFEGUARD SCIENTIFICS, INC.
SAFETY-KLEEN CORP.
SAFEWAY INC.
SAGA SOFTWARE, INC.
SAGE, INC.
SAKS HOLDIINGS INC.
SANCHEZ COMPUTER ASSOCIATES
SANDISK CORPORATION
SANMINA CORPORATION
SANTA ANITA REALTY ENTERPRISES
SANTA CRUZ OPERATION, INC.
SANTA FE INTERNATIONAL CORP.
SANTA FE SNYDER CORP.
SAP AG
SAPIENS INTERNATIONAL CORP.
SAPIENT CORPORATION
SARA LEE
SATYAM INFOWAY LIMITED
SAVILLE SYSTEMS PLC ADR
SAWTEK, INC.
SBA COMMUNICATIONS
SCHERING-PLOUGH
SCHLUMBERGER
SCHOOL SPECIALTY, INC.
SCHWAB, CHARLES
SCICLONE PHARMACEUTCALS
SCIENTIFIC ATLANTA
SCIOS INC.
SDL, INC.
SEA CHANGE INTERNATIONAL, INC.
SEACOR SMIT, INC.
SEAGATE TECH/VERITAS MERGER
SEAGATE TECHNLOGY INC.
SEARS, ROEBUCK
SECURITY CAPITAL PACIFIC TRUST
SECURITY DYNAMICS INC.
SEITEL, INC.
SELECT COMFORT CORPORATION
SEMICONDUCTOR HOLDRS
SEMITOOL, INC.
SEMTECH CORP.
SEPRA COR
SEQUENOM, INC.
SERENA SOFTWARE, INC.
SFX ENTERTAINMENT, INC.
Total
5,688
14,794
44,988
35,130
7,796
83,844
970,192
187,508
555,834
48
23,934
1,062
75,696
810
768
6,074
49,990
188,076
7,388
17,796
317,840
46,116
2,606
41,990
166,216
276,938
6,630
59,382
65,516
184,520
13,462
469,806
35,274
840
24
44,638
333,978
315,936
29,948
148,150
54,612
26,676
329,076
54,988
275,532
90,634
354,558
516
431,750
27,696
642,340
1,272,394
4,598
1,710,262
32,054
205,204
403,102
752,538
1,912
5,842
1,454,676
413,372
344,410
21,236
45,196
45,404
150
34,906
12,296
8,582
601,510
10,986
13,766
63,250
Contract Volume
Callff
Put
4,468
9,664
22,814
31,898
7,298
42,928
653,764
152,348
353,446
8
20,994
878
55,504
740
766
3,880
35,894
134,458
4,168
13,300
249,380
44,174
1,210
35,908
106,150
239,886
4,800
46,814
50,384
125,116
9,496
346,488
30,070
754
24
32,904
245,490
190,854
26,774
113,586
43,244
25,226
102,974
42,866
176,698
66,044
189,172
516
322,254
17,726
444,442
746,606
3,938
1,189,774
26,170
143,236
224,634
501,768
1,378
5,224
883,826
263,006
215,364
16,742
24,396
39,206
150
16,442
9,044
4,058
404,440
7,056
8,116
46,614
1,220
5,130
22,174
3,232
498
40,916
316,428
35,160
202,388
40
2,940
184
20,192
70
2
2,194
14,096
53,618
3,220
4,496
68,460
1,942
1,396
6,082
60,066
37,052
1,830
12,568
15,132
59,404
3,966
123,318
5,204
86
0
11,734
88,488
125,082
3,174
34,564
11,368
1,450
226,102
12,122
98,834
24,590
165,386
0
109,496
9,970
197,898
525,788
660
520,488
5,884
61,968
178,468
250,770
534
618
570,850
150,366
129,046
4,494
20,800
6,198
0
18,464
3,252
4,524
197,070
3,930
5,650
16,636
Average Daily Volume
Total
Call
Put
23
243
179
139
31
333
3,850
744
2,206
0
95
4
300
3
51
24
198
746
217
71
1,261
183
10
412
660
1,099
189
236
260
732
53
1,864
140
28
0
177
1,325
1,254
119
588
217
106
1,306
218
1,093
360
1,535
2
1,713
134
2,549
5,049
18
6,787
127
814
1,600
2,986
55
23
5,773
1,640
1,367
84
179
180
1
260
49
34
2,387
108
139
251
18
158
91
127
29
170
2,594
605
1,403
0
83
3
220
3
51
15
142
534
123
53
990
175
5
352
421
952
137
186
200
496
38
1,375
119
25
0
131
974
757
106
451
172
100
409
170
701
262
819
2
1,279
86
1,764
2,963
16
4,721
104
568
891
1,991
39
21
3,507
1,044
855
66
97
156
1
123
36
16
1,605
69
82
185
5
84
88
13
2
162
1,256
140
803
0
12
1
80
0
0
9
56
213
95
18
272
8
6
60
238
147
52
50
60
236
16
489
21
3
0
47
351
496
13
137
45
6
897
48
392
98
716
0
435
48
785
2,086
3
2,065
23
246
708
995
15
2
2,265
597
512
18
83
25
0
138
13
18
782
39
57
66
31
CBOE Equity Options Volume (Includes LEAPS)
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
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
32
Standard
Symbol
Stock
SHI
SHX
SC
SHW
SHPG
SATH
SCRI
SEBL
SERA
BTOB
SIAL
SGI
SIMG
SLAB
SSTI
SIVB
SVGI
SILK
SSSW
SROM
SKM
SKYW
SLM
SMTF
SII
SBH
SSCC
SNC
SOFN
SWCM
SOL
SLR
SOI
RIG
SAH
SNWL
SONS
SO
SOE
LUV
SWS
SBC
SVRN
SBSA
SITE
SPCT
SFAM
SPGL
SPLH
TSA
SPLN
SPRI
FON
PCS
SPW
SPYG
SPC
STJ
STAA
STFF
STMP
SPLS
STRX
SBUX
STRM
SIB
STN
SCS
STNR
SRCL
STE
SE
SSW
ISEE
SV
SHANGHAI PETROCHEMICAL
SHAW INDUSTRIES
SHELL TRANSP/TRADE
SHERWIN-WILLIAMS
SHIRE PHARMACEUTICALS, INC.
SHOP AT HOME
SICOR INC.
SIEBEL SYSTEMS, INC.
SIERRA SEMICONDUCTOR
SIERRACITIES.COM INC.
SIGMA-ALDRICH
SILICON GRAPHICS
SILICON IMAGE, INC.
SILICON LABORATORIES, INC.
SILICON STORAGE TECHNOLOGY, INC.
SILICON VALLEY BANC SHARES
SILICON VALLEY GROUP, INC.
SILKNET SOFTWARE
SILVERSTREAM SOFTWARE, INC.
SIRROM CAPITAL CORPORATION
SK TELECOM CO., LTD. ADS
SKYWEST INC.
SLM HOLDING CORPORATION
SMARTFORCE PLC ADR
SMITH INTERNATIONAL
SMITHKLINE BEECHAM ADR
SMURFIT-STONE CONTAINER CORP.
SNYDER COMMUNICATIONS, INC.
SOFTNET SYSTEMS
SOFTWARE.COM
SOLA INTERNATIONAL, INC.
SOLECTRON
SOLUTIA, INC.
SONAT OFFSHORE
SONIC AUTOMOTIVE, INC
SONICWALL, INC.
SONUS NETWORKS, INC.
SOUTHERN CO.
SOUTHERN ENERGY, INC.
SOUTHWEST AIRLINES
SOUTHWEST SECURITIES GROUP, INC.
SOUTHWESTERN BELL
SOVEREIGN BANCORP
SPANISH BROADCASTING SYSTEM, INC.
SPECTRASITE HOLDINGS, INC.
SPECTRIAN CORP.
SPEEDFAM-IPEC, INC.
SPIEGEL INC. CLA
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.
STAMPS.COM
STAPLES INC.
STAR TELECOMMUNICATIONS, INC.
STARBUCKS
STAR MEDIA NETWORK
STATEN ISLAND BANCORP, INC.
STATION CASINOS
STEEL CASEINC-CLASS A
STEINER LEISURE LTD.
STERICYCLE INC.
STERIS CORP.
STERLING COMMERCE, INC.
STERLING SOFTWARE
STERLING VISION, INC.
STILWELL FINANCIAL, INC.
Total
Contract Volume
Callff
Put
4,920
39,770
18,786
45,118
46,818
118,392
20,154
2,028,640
954,388
16,160
92,120
129,408
23,750
5,452
346,456
13,638
187,322
22,064
336
1,305,152
67,290
2,962
99,094
26,486
47,004
2,266
81,446
295,334
154,420
76,466
7,438
1,497,784
73,134
181,330
22,030
26,506
110,472
97,312
10,304
336,924
81,806
917,036
51,300
2,000
97,698
43,804
145,418
22,378
30,390
40
55,590
40
629,606
498,484
37,470
199,928
56,950
198,816
23,140
8,148
66,582
182,194
37,694
817,540
97,168
5,010
50,282
10,170
314
20,674
46,686
62,516
86,034
5,958
173,444
4,078
23,364
15,986
25,020
28,570
110,764
15,360
1,461,446
635,154
13,644
73,398
112,074
18,510
2,824
256,464
3,614
149,024
17,612
254
937,924
57,658
2,068
65,572
20,294
29,812
1,706
55,094
206,084
128,056
51,424
3,774
913,862
60,976
129,984
19,520
19,390
55,570
71,288
8,184
273,472
47,758
651,840
40,384
1,328
79,124
32,046
126,790
13,000
24,630
0
40,808
40
466,524
347,276
25,868
152,442
50,030
153,252
18,098
4,932
50,222
129,280
25,394
582,924
67,222
3,978
36,380
8,344
314
17,142
32,830
51,198
46,652
5,818
117,194
842
16,406
2,800
20,098
18,248
7,628
4,794
567,194
319,234
2,516
18,722
17,334
5,240
2,628
89,992
10,024
38,298
4,452
82
367,228
9,632
894
33,522
6,192
17,192
560
26,352
89,250
26,364
25,042
3,664
583,922
12,158
51,346
2,510
7,116
54,902
26,024
2,120
63,452
34,048
265,196
10,916
672
18,574
11,758
18,628
9,378
5,760
40
14,782
0
163,082
151,208
11,602
47,486
6,920
45,564
5,042
3,216
16,360
52,914
12,300
234,616
29,946
1,032
13,902
1,826
0
3,532
13,856
11,318
39,382
140
56,250
Average Daily Volume
Total
Call
Put
20
158
75
179
186
470
124
8,050
3,787
64
366
514
192
156
1,375
54
743
88
10
5,179
267
12
393
105
373
9
323
1,172
613
409
30
5,944
290
720
87
144
1,331
386
184
1,337
325
3,639
271
20
423
174
577
89
121
0
221
0
2,498
1,978
149
793
226
789
92
32
264
723
150
3,244
386
20
200
40
1
82
185
248
341
32
1,458
16
93
63
99
113
440
95
5,799
2,520
54
291
445
149
81
1,018
14
591
70
7
3,722
229
8
260
81
237
7
219
818
508
275
15
3,626
242
516
77
105
670
283
146
1,085
190
2,587
214
13
343
127
503
52
98
0
162
0
1,851
1,378
103
605
199
608
72
20
199
513
101
2,313
267
16
144
33
1
68
130
203
185
31
985
3
65
11
80
72
30
30
2,251
1,267
10
74
69
42
75
357
40
152
18
2
1,457
38
4
133
25
136
2
105
354
105
134
15
2,317
48
204
10
39
661
103
38
252
135
1,052
58
7
80
47
74
37
23
0
59
0
647
600
46
188
27
181
20
13
65
210
49
931
119
4
55
7
0
14
55
45
156
1
473
CBOE Equity Options Volume (Includes LEAPS)
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
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
Standard
Symbol
Stock
STM
SCSW
STK
STLW
SUB
BEAM
SUN
SIH
SLC
SUNW
RAYS
SDS
SNRZ
SNRS
OWN
STI
SCON
SUPG
SFY
SWFT
SYBS
SYD
SIW
SYMC
SBL
SYNX
SNPS
NZYM
SNV
SYY
SYSF
TROW
TSM
TTWO
TALK
TZU
TGT
TGET
TGEN
TCB
TWE
TSCC
TCNO
TKLC
TLCM
TINT
TBFC
TBR
TEO
TTH
TBH
TLCP
TAR
TEF
TDP
CTC
TMX
TGO
TNE
TSCN
TSP
TLSP
TTEC
TGNT
TLAB
TLXN
THC
TERA
TER
TERN
TRRA
TEVA
TX
TXN
ST MICROELECTRONICS N.V.
STOLT COMEX SEAWAY S.A.
STORAGE TECH.
STRATOS LIGHTWAVE, INC.
SUMMIT BANCORP
SUMMIT TECHNOLOGY, INC.
SUNCO., INC.
SUN INTERNATIONAL HOTELS LTD.
SUN LIFE FINANCIAL
SUN MICROSYSTEMS
SUNGLASS HUT INT’L., INC.
SUNGUARD DATA
SUNRISE ASSISTED LIVING, INC.
SUNRISE TECHNOLOGIES INT’L.
SUNTERRA CORP.
SUNTRUST BANK
SUPERCONDUCTOR TECHNOLOGIES, INC.
SUPERGEN, INC.
SWIFT ENERGY COMPANY
SWIFT TRANSPORTATION CO., INC.
SYBASE
SYBRON DENTAL SPECIALITIES
SYBRON INTERNATIONAL CORPORATION
SYMANTEC INC.
SYMBOL TECH.
SYNC RESEARCH, INC.
SYNOPSIS
SYNTHETECH, INC.
SYNVOUS FINANCIAL CORP.
SYSCO CORPORATION
SYSTEMSOFT CORP.
T. ROWE PRICE ASSOC. INC.
TAIWAN SEMICONDUCTOR MFG.
TAKE-TWO INTERACTIVE SOFTWARE
TALK.COM, INC.
TANOX, INC.
TARGET CORP.
TARGET THERAPEUTIC, INC.
TARGETED GENETICS CORPORATION
TCF FINANCIAL CORPORATION
TD WATERHOUSE GROUP
TECHNOLOGY SOLUTIONS CO.
TECNOMATIX TECHNOLOGIES LTD.
TEKELEC
TELCOM SEMICONDUCTOR, INC.
TELECOMM. INT’L.
TELEBANC FINANCIAL CORP.
TELEBRAS ADJ.
TELECOM ARGENTINA STET-FRANCE
TELECOM HOLDRS
TELECOMUNICAOES BRASILEIRAS
TELECORP PCS, INC.
TELEFONICA DE ARGENTINA, S.A.
TELEFONICA DE ESPANA
TELEFONICA DEL PERU S.A. ADR
TELEFONOS DE CHILE, COMPANIA D
TELEFONOS DE MEXICO
TELEGLOBE, INC.
TELENORTE LESTE PARTICIPACOES
TELESCAN, INC.
TELESP PARTICIPACOES SA ADS
TELESPECTRUM WORLDWIDE, INC.
TELETECH HOLDINGS, INC.
TELIGENT, INC. CLA
TELLABS INC.
TELXON CORP.
TENET HEALTHCARE CORP.
TERA COMPUTER CO.
TERADYNE
TERAYON COMMUNICATION SYSTEMS
TERRA ETWORKS, S.A.
TEVA PHARMACEUTICALS
TEXACO INC.
TEXAS INSTRUMENT
Total
350,230
92
173,240
185,320
182,150
113,778
62
51,890
9,418
3,232,906
32,000
56,724
56,746
420,780
23,382
4,264
23,594
101,574
58,674
200
55,642
90
402
8,282
16,596
38,850
391,294
906
34,074
121,504
7,388
73,004
127,388
169,900
242,338
4,410
174,274
1,930
33,148
30,576
59,396
76,908
17,520
67,772
78,738
7,994
18,968
3,720
61,770
7,834
1,142,996
7,114
207,024
165,036
35,648
44,008
1,376,476
67,268
145,964
29,904
91,336
17,932
130,484
160,106
544,054
93,812
7,148
222,830
200,296
315,298
2,431,524
242,342
303,788
6,112,976
Contract Volume
Callff
Put
169,182
181,048
92
0
119,602
53,638
152,302
33,018
138,778
43,372
92,958
20,820
52
10
27,722
24,168
9,150
268
2,215,286 1,017,620
30,364
1,636
42,700
14,024
28,010
28,736
296,864
123,916
9,054
14,328
2,336
1,928
15,906
7,688
83,036
18,538
49,628
9,046
180
20
25,756
29,886
0
90
382
20
1,942
6,340
11,346
5,250
13,766
25,084
241,446
149,848
126
780
27,190
6,884
93,626
27,878
6,300
1,088
52,646
20,358
91,004
36,384
154,354
15,546
206,666
35,672
3,338
1,072
113,116
61,158
300
1,630
25,512
7,636
24,912
5,664
46,998
12,398
70,922
5,986
9,056
8,464
46,950
20,822
60,902
17,836
7,816
178
16,386
2,582
3,554
166
36,802
24,968
4,682
3,152
766,348
376,648
5,184
1,930
114,278
92,746
83,430
81,606
27,550
8,098
28,570
15,438
760,096
616,380
51,626
15,642
102,940
43,024
19,238
10,666
69,364
21,972
15,068
2,864
74,800
55,684
113,264
46,842
334,668
209,386
77,426
16,386
6,228
920
197,338
25,492
127,586
72,710
202,932
112,366
1,135,984 1,295,540
177,756
64,586
226,552
77,236
3,628,314 2,484,662
Average Daily Volume
Total
Call
Put
1,390
0
687
1,544
723
452
21
206
63
12,829
127
271
225
1,670
93
1,421
190
403
233
1
266
10
25
296
692
154
1,553
4
135
482
29
290
506
674
962
276
692
8
180
121
236
305
70
269
312
32
75
15
245
58
4,536
36
822
655
141
175
5,462
267
579
119
362
71
518
635
2,159
372
255
884
795
1,251
11,309
962
1,206
24,258
671
0
475
1,269
551
369
17
110
61
8,791
120
204
111
1,178
36
779
128
330
197
1
123
0
24
69
473
55
958
1
108
372
25
209
361
613
820
209
449
1
139
99
187
281
36
186
242
31
65
14
146
35
3,041
27
453
331
109
113
3,016
205
408
76
275
60
297
449
1,328
307
222
783
506
805
5,284
705
899
14,398
718
0
213
275
172
83
3
96
2
4,038
6
67
114
492
57
643
62
74
36
0
143
10
1
226
219
100
595
3
27
111
4
81
144
62
142
67
243
6
42
22
49
24
34
83
71
1
10
1
99
24
1,495
10
368
324
32
61
2,446
62
171
42
87
11
221
186
831
65
33
101
289
446
6,026
256
306
9,860
33
CBOE Equity Options Volume (Includes LEAPS)
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
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
1626
1627
1628
34
Standard
Symbol
Stock
ASTN
GS
HIG
HHH
JILL
SGR
TTN
TGLO
TGX
TMO
TSCM
THNK
THQI
THDO
TFS
TIBX
TMCS
ATMS
TDW
TIER
TIF
TWX
TWTC
TMC
TKR
TIVO
TJX
TLCV
TMPW
TOM
TOO
TOPP
TOS
TOT
TRL
TM
TOY
TWA
TWMC
TKTX
TXCC
TRVL
TVLY
TRIH
TRB
TMAR
YUM
TRMB
TRMS
TQNT
TTEL
OIL
TZH
TRST
TRW
MCTR
TAM
TBI
TUP
TSTN
TUTS
TZA
TWLB
TYC
TCM
USB
UBS
UFS
USR
UAL
UBID
UCR
UGI
UCI
THE ASHTON TECHNOLOGY GROUP, INC.
THE GOLDMAN SACHS GROUP, INC.
THE HARTFORD FINANCIAL SERVICE
THE INTERNET HOLDRS TRUST
THE J.JILL GROUP, INC.
THE SHAW GROUP, INC.
THE TITAN CORPORATION
THE GLOBE.COM, INC.
THERAGENICS CORPORATION
THERMO ELECTRON CORPORATION
THESTREET.COM
THINK NEW IDEAS, INC.
THQ INC.
THREE-DO
THREE-FIVE, SYSTEMS, INC.
TIBCO SOFTWARE
TICKETMASTER ONLINE-CITYSEARCH
TIDEL TECHNOLOGIES, INC.
TIDEWATER, INC.
TIER TECHNOLOGIES, INC.
TIFFANY
TIME WARNER
TIME WARNER TELECOM. INC.
TIMES MIRROR COMPANY (THE)
TIMKEN COMPANY (THE)
TIVO, INC.
TJX COMPANY
TLC LASER EYE CENTERS INC.
TMP WORLDWIDE INC.
TOMMY HILFIGER CORP.
TOO, INC.
TOPPS COMPANY
TOSCO CORP.
TOTAL ADR
TOTAL RENAL CARE HOLDINGS, INC.
TOYOTA MOTOR CORPORATION ADR
TOYS“R”US, INC.
TRANS WORLD AIRLINES INC.
TRANS WORLD ENTERTAINMENT CORP.
TRANSKARYOTIC
TRANSWITCH CORPORATION
TRAVEL SERVICE INTERNATIONAL
TRAVELOCITY.COM
TRIAD HOSPITALS
TRIBUNE CORP.
TRICO MARINE SERVICES, INC.
TRICON GLOBAL RESTAURANTS, INC.
TRIMBLE NAVIGATION
TRIMERIS INC.
TRIQUINT SEMICONDUCTOR, INC.
TRITEL, INC.
TRITON ENERGY CORPORATION
TRIZEC HAHN CORP.
TRUSTCO BANK CORP. NV
TRW INC.
TSI INT’L. SOFTWARE
TUBOS DE ACERO DE MEXICO SA AD
TUBO SCOPE INC.
TUPPERWARE CORP.
TURNSTONE SYSTEMS, INC.
TUT SYSTEMS, INC.
TV AZTECA, S.A. DE C.V.
TWINLAB CORP.
TYCO LABS
TYCOM LTD.
U.S. BANCORP
U.S. BIOSCIENCE, INC.
U.S. FOOD SERVICE
U.S. RENTALS, INC.
UAL CORP.
UBI, INC.
UCAR INTERNATIONAL INC.
UGI CORPORATION
UICI
Total
Contract Volume
Callff
Put
38,378
780,348
76,548
136,538
5,024
5,386
192,372
26,156
65,930
169,646
14,884
14,996
61,670
52,310
50,054
361,678
50,596
17,590
286,490
6,372
28,592
470,362
24,492
20,852
19,510
24,394
229,924
48,528
11,834
327,386
10,736
68,746
6,334
18,246
12,026
12,176
324,090
42,212
3,168
55,912
65,514
11,864
32,528
830
99,580
73,482
246,492
870
52,178
1,075,736
6,638
206,360
16,848
21,054
56,146
52,276
88,418
308
31,992
83,408
48,108
107,344
28,340
3,604,370
21,722
552,348
15,068
77,072
36,316
385,536
17,442
8,230
1,390
14,724
35,818
387,730
64,856
55,460
4,270
1,466
150,580
22,164
55,414
140,288
10,834
10,074
36,538
43,066
38,262
263,862
32,868
13,896
233,740
4,394
4,832
294,306
14,978
12,356
12,866
19,706
171,188
37,238
9,716
234,476
6,212
60,396
3,204
11,558
6,508
7,282
237,398
28,472
2,728
35,976
45,548
7,950
21,110
824
66,580
67,698
105,230
810
37,620
711,768
4,608
141,944
13,068
10,968
39,072
39,472
81,546
228
21,488
33,624
33,424
46,164
23,178
2,680,872
14,974
438,700
10,834
71,904
28,222
217,882
13,088
6,870
1,288
10,054
2,560
392,618
11,692
81,078
754
3,920
41,792
3,992
10,516
29,358
4,050
4,922
25,132
9,244
11,792
97,816
17,728
3,694
52,750
1,978
23,760
176,056
9,514
8,496
6,644
4,688
58,736
11,290
2,118
92,910
4,524
8,350
3,130
6,688
5,518
4,894
86,692
13,740
440
19,936
19,966
3,914
11,418
6
33,000
5,784
141,262
60
14,558
363,968
2,030
64,416
3,780
10,086
17,074
12,804
6,872
80
10,504
49,784
14,684
61,180
5,162
923,498
6,748
113,648
4,234
5,168
8,094
167,654
4,354
1,360
102
4,670
Average Daily Volume
Total
Call
Put
188
3,097
304
542
20
154
763
104
262
673
59
60
245
208
303
1,435
201
142
1,137
25
1,021
1,867
97
83
77
129
912
193
47
1,299
43
273
226
72
48
48
1,286
168
13
345
260
47
129
3
395
292
978
31
207
4,269
34
819
67
84
223
207
351
1
127
673
191
426
112
14,303
219
2,192
60
306
144
1,530
69
33
6
58
176
1,539
257
220
17
42
598
88
220
557
43
40
145
171
232
1,047
130
112
928
17
173
1,168
59
49
51
104
679
148
39
930
25
240
114
46
26
29
942
113
11
222
181
32
84
3
264
269
418
29
149
2,824
23
563
52
44
155
157
324
1
85
271
133
183
92
10,638
151
1,741
43
285
112
865
52
27
5
40
13
1,558
46
322
3
112
166
16
42
117
16
20
100
37
71
388
70
30
209
8
849
699
38
34
26
25
233
45
8
369
18
33
112
27
22
19
344
55
2
123
79
16
45
0
131
23
561
2
58
1,444
10
256
15
40
68
51
27
0
42
401
58
243
20
3,665
68
451
17
21
32
665
17
5
0
19
CBOE Equity Options Volume (Includes LEAPS)
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
1669
1670
1671
1672
1673
1674
1675
1676
1677
1678
1679
1680
1681
1682
1683
1684
1685
1686
1687
1688
1689
1690
1691
1692
1693
1694
1695
1696
1697
1698
1699
1700
1701
1702
Standard
Symbol
Stock
ULTK
UTEK
UBB
UCM
UFI
UNFY
UK
UPR
UTH
UCHM
UIS
UNH
UCOM
UPCO
UPS
USTR
UTX
UTHR
UHS
UVN
UCL
OFIS
USON
USSB
USW
USAI
U
USU
USG
USIX
UST
USWB
X
UTSI
UUNT
VFC
LNUX
MTN
VLNC
VUSA
VVTV
VNTV
VARI
VSEA
VECO
VC
VMSI
VRLK
VRIO
VRSN
VRTY
VZ
VATA
VRTL
VIA
VIAS
VG
VYTL
VICR
VIEW
VIGN
VIP
VPI
VION
VPHM
VSH
VSTN
VDAT
VISX
VTSS
VITR
VTO
VL
VOD
ULTRAK, INC.
ULTRATECH STEPPER, INC.
UNIBANCO UNIAO DE BANCOS BRASIL
UNICOM CORP.
UNIFI
UNIFY CORP.
UNION CARBIDE
UNION PACIFIC RESOURCES GROUP
UNION TEXAS PETR.
UNIROYAL CHEMICAL CORP.
UNISYS CORP.
UNITED HEALTHCARE CORPORATION
UNITED INT’L. HOLDINGS-CLA
UNITED PAN-EUROPE COMM. CLASS
UNITED PARCEL SERVICE, INC.
UNITED STATIONERS INC.
UNITED TECH.
UNITED THERAPEUTICS CORP.
UNIVERSAL HEALTH SERVICES, INC.
UNIVISION COMMUNICATIONS INC.
UNOCAL CORP.
US OFFICE PRODUCTS CO.
US ONCOLOGY, INC.
US SATELLITE BROADCASTING CO.
US WEST INC.
USA NETWORKS, INC.
USAIR GROUP
USEC, INC.
USG CORPORATION
US INTERNET WORKING, INC.
UST INC.
USWEB CORPORATION
USX CORP.
UTSTARCOM, INC.
UUNET TECHNOLOGIES, INC.
V.F. CORPORATION
VA LINUX SYSTEMS, INC.
VAIL RESORTS, INC.
VALENCE TECHNOLOGY, INC.
VALUE AMERICA, INC.
VALUEVISION INT’L. INC.-CLA
VANTIVE CORP.
VARIAN INC.
VARIAN SEMICONDUCTOR EQUIPMENT
VEECO INSTRUMENTS INC.
VENCOR INC.
VENTANA MEDICAL SYSTEMS
VERILINK CORP.
VERIO, INC.
VERISIGN INC.
VERITY, INC.
VERIZON COMMUNICATIONS
VERSATA, INC.
VERTEL CORPORATION
VIACOM INC.
VIASOFT, INC.
VIASYSTEMS GROUP, INC.
VIATEL, INC.
VICOR
VIEW LOGIC
VIGNETTE CORPORATION
VIMPEL-COMMUNICATIONS ADR
VINTAGE PETROLEUM, INC.
VION PHARMACEUTICALS, INC.
VIROPHARMA, INC.
VISHAY INTERTECHNOLOGY
VISTANA, INC.
VISUAL DATA CORP.
VISX INC.
VITESSE SEMICONDUCTOR CORP.
VITRIA TECHNOLOGY, INC.
VITRO S.A.
VLASIC FOOD INTERNATIONAL
VODAFONE
Total
200
39,050
9,758
23,190
1,740
48,840
2,732
66,414
2,096
664,830
678,200
265,742
38,366
26,726
340,046
14,356
376,182
21,506
2,944
4,106
140,726
2,228
71,948
57,884
287,858
152,240
260,988
18,454
134,438
86,332
4,926
100,294
3,196
17,000
1,370
7,706
72,276
2,050
377,440
13,904
40,890
10,354
49,310
57,546
147,972
48,110
43,150
75,378
384,184
890,940
168,188
533,768
2,392
92,058
53,740
32,856
23,636
237,544
39,382
2,622
599,188
34,098
2,400
5,446
81,176
95,118
2
54,750
279,604
1,181,940
110,934
712
3,804
763,296
Contract Volume
Callff
Put
200
31,962
8,736
16,506
1,720
39,058
182
45,552
810
407,830
536,872
168,948
22,566
16,722
228,546
10,396
289,686
7,572
392
1,164
108,652
1,756
53,332
47,864
185,706
102,176
164,830
10,278
79,716
69,746
2,830
71,942
2,752
14,348
160
4,864
52,894
250
310,984
9,494
31,972
6,440
36,400
46,756
97,098
30,838
17,524
56,430
190,354
601,346
90,314
323,830
2,178
79,000
26,412
10,574
14,568
154,558
33,198
2,358
426,906
22,116
1,652
5,180
58,314
56,780
2
47,418
173,700
773,614
79,286
592
3,074
536,310
0
7,088
1,022
6,684
20
9,782
2,550
20,862
1,286
257,000
141,328
96,794
15,800
10,004
111,500
3,960
86,496
13,934
2,552
2,942
32,074
472
18,616
10,020
102,152
50,064
96,158
8,176
54,722
16,586
2,096
28,352
444
2,652
1,210
2,842
19,382
1,800
66,456
4,410
8,918
3,914
12,910
10,790
50,874
17,272
25,626
18,948
193,830
289,594
77,874
209,938
214
13,058
27,328
22,282
9,068
82,986
6,184
264
172,282
11,982
748
266
22,862
38,338
0
7,332
105,904
408,326
31,648
120
730
226,986
Average Daily Volume
Total
Call
Put
1
155
39
92
7
194
911
264
19
2,638
2,691
1,055
152
106
1,546
57
1,493
217
184
16
558
9
877
230
1,142
604
1,036
73
533
343
20
398
13
129
5
31
502
8
1,498
55
162
41
196
228
587
191
171
299
1,525
3,535
667
4,305
68
365
213
130
188
943
156
10
2,378
135
10
89
322
377
0
217
9,986
4,690
563
3
15
3,029
1
127
35
66
7
155
61
181
8
1,618
2,130
670
90
66
1,039
41
1,150
76
25
5
431
7
650
190
737
405
654
41
316
277
11
285
11
109
1
19
367
1
1,234
38
127
26
144
186
385
122
70
224
755
2,386
358
2,612
62
313
105
42
116
613
132
9
1,694
88
7
85
231
225
0
188
6,204
3,070
402
2
12
2,128
0
28
4
27
0
39
850
83
12
1,020
561
384
63
40
507
16
343
141
160
12
127
2
227
40
405
199
382
32
217
66
8
113
2
20
5
11
135
7
264
18
35
16
51
43
202
69
102
75
769
1,149
309
1,693
6
52
108
88
72
329
25
1
684
48
3
4
91
152
0
29
3,782
1,620
161
0
3
901
35
CBOE Equity Options Volume (Includes LEAPS)
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722
1723
1724
1725
1726
1727
1728
1729
1730
1731
1732
1733
1734
1735
1736
1737
1738
1739
1740
1741
1742
1743
1744
1745
1746
1747
1748
1749
1750
1751
1752
1753
1754
1755
1756
1757
1758
1759
1760
1761
1762
1763
1764
1765
1766
1767
1768
1769
1770
1771
1772
1773
1774
1775
1776
1777
36
Standard
Symbol
Stock
VSTR
VOLV
VOYN
WNC
WHC
WAG
WMT
DIG
WLA
WM
WMI
WME
WGRD
WAT
WPI
WAVX
WFT
WEBM
WBVN
WLM
WLP
WFC
WTSC
WSTL
WDC
WPSN
WTSL
WY
WHR
WH
WHX
OATS
WLL
WCG
WMB
WSM
WIND
WIN
WGO
WCII
WCLX
WITC
WIT
WORK
WAXS
WRC
WGAT
WPZ
WYL
WYG
XCED
XLA
XRX
XICO
XLNX
XIRC
XOMA
XOMD
XPDR
XYBR
YHOO
YRK
UBET
NETS
ZMBA
ZANY
ZAP
ZDZ
ZBRA
ZD
ZION
ZOLT
ZONA
ZRAN
ZIGO
VOICESTREAM WIRELESS CORP.
VOLVO AB ADR
VOYAGER.NET, INC.
WABASH NATIONAL CORP.
WACKENHUT CORRECTION CORP.
WALGREEN CO.
WAL-MART STORES
WALT DISNEY INTERNET GROUP
WARNER-LAMBERT
WASHINGTON MUTUAL, INC.
WASTE MANAGEMENT, INC.
WASTE MGMT. INT’L. ADR
WATCHGUARD TECHNOLOGIES, INC.
WATERS CORPORATION
WATSON PHARMACEUTICALS INC.
WAVE SYSTEMS CORPORATION
WEATHERFORD INT’L., INC.
WEBMETHODS, INC.
WEBVAN GROUP
WELLMAN, INC.
WELLPOINT HEALTH NETWORK
WELLS FARGO
WEST TELESERVICES CORPORATION
WESTELL TECHNOLOGIES, INC.
WESTERN DIGITAL
WESTPOINT STEVENS, INC.
WETSEAL, INC. (THE) (CLASSA)
WEYERHAEUSER
WHIRLPOOL CO.
WHITMAN CO.
WHX INC.
WILD OATS MARKETS, INC.
WILLAMETTE INDUSTRIES, INC.
WILLIAMS COMMUNICATIONS GROUP
WILLIAMS COS.
WILLIAMS-SONOMA, INC.
WIND RIVER SYSTEMS
WINN-DIXIE STORES INC.
WINNEBAGO IND.
WINSTAR COMMUNICATIONS, INC.
WISCONSIN CENTRAL TRANS. CORP.
WIT SOUND VIEW GROUP
WITCO CORPORATION
WORKFLOWMANAGEMENT, INC.
WORLD ACCESS INC.
WORLD COLOR PRESS, INC.
WORLDGATE COMMUNICATIONS, INC.
WORLDPAGES.COM, INC.
WYLE ELECTRONICS
WYMAN-GORDON COMPANY
XCEED INC.
XCELERA.COM
XEROX CO.
XICOR, INC.
XILINX
XIRCOM
XOMA LTD.
XOMED SURGICAL PRODUCTS, INC.
XPEDIOR CORP.
XYBERNAUT CORPORATION
YAHOO! INC.
YORK INT’L. CORP.
YOUBET.COM, INC.
YOUTHSTREAM MEDIA NETWORKS
ZAMBA CORPORATION
ZANY BRAINY, INC.
ZAPATA CORP.
ZDNET
ZEBRA TECHNOLOGIES, INC.
ZIFF-DAVIS INC.
ZIONS BANCORPORATION
ZOLTEK COMPANIES, INC.
ZONAGEN,INC.
ZORAN CORP.
ZYGO CORP.
Total
221,310
8,776
27,274
17,840
10,190
220,854
3,247,866
18,996
170,686
366,760
338,508
5,456
16,668
16,634
298,822
350,390
419,036
80,890
45,692
7,192
48,604
341,538
484
695,180
164,588
16,678
12,892
129,882
149,110
1,194
32,090
27,998
72,644
245,034
487,172
82,088
79,998
68,146
9,300
404,544
14,114
83,112
158
51,242
234,458
92
62,564
116,076
480
4,618
178,070
140,900
3,057,190
135,310
2,117,508
197,180
104,158
1,248
37,956
5,628
9,117,950
89,608
10,022
101,908
22,222
9,836
7,024
79,268
84,560
36,848
5,470
15,006
51,898
118,116
130
Contract Volume
Callff
Put
129,086
92,224
7,332
1,444
22,982
4,292
8,760
9,080
6,484
3,706
139,344
81,510
2,335,694
912,172
9,442
9,554
128,762
41,924
245,622
121,138
238,406
100,102
2,118
3,338
10,228
6,440
14,374
2,260
173,748
125,074
298,290
52,100
339,608
79,428
53,542
27,348
33,430
12,262
6,164
1,028
32,198
16,406
237,512
104,026
404
80
507,470
187,710
131,346
33,242
9,466
7,212
8,620
4,272
94,184
35,698
93,964
55,146
624
570
19,802
12,288
14,358
13,640
37,438
35,206
131,166
113,868
349,904
137,268
48,692
33,396
52,216
27,782
32,876
35,270
5,950
3,350
287,658
116,886
9,966
4,148
64,762
18,350
116
42
43,502
7,740
191,180
43,278
92
0
50,350
12,214
78,984
37,092
280
200
4,276
342
116,398
61,672
110,978
29,922
2,127,326
929,864
117,824
17,486
1,412,714
704,794
162,082
35,098
89,440
14,718
1,048
200
30,904
7,052
3,350
2,278
4,574,732 4,543,218
74,010
15,598
7,266
2,756
90,402
11,506
16,532
5,690
8,634
1,202
5,524
1,500
61,618
17,650
40,094
44,466
28,042
8,806
5,260
210
10,096
4,910
46,164
5,734
79,576
38,540
80
50
Average Daily Volume
Total
Call
Put
878
35
108
71
40
876
12,888
186
4,377
1,455
1,343
22
108
66
1,186
1,390
1,663
851
205
29
193
1,355
2
2,759
653
66
51
515
592
5
127
111
3,158
972
1,933
326
317
270
37
1,605
56
330
1
203
930
0
248
461
2
18
707
715
12,132
537
8,403
782
566
5
151
70
36,182
356
40
404
98
39
28
315
336
146
22
60
206
469
1
512
29
91
35
26
553
9,269
93
3,302
975
946
8
66
57
689
1,184
1,348
564
150
24
128
943
2
2,014
521
38
34
374
373
2
79
57
1,628
521
1,389
193
207
130
24
1,142
40
257
0
173
759
0
200
313
1
17
462
563
8,442
468
5,606
643
486
4
123
42
18,154
294
29
359
73
34
22
245
159
111
21
40
183
316
0
366
6
17
36
15
323
3,620
94
1,075
481
397
13
42
9
496
207
315
288
55
4
65
413
0
745
132
29
17
142
219
2
49
54
1,531
452
545
133
110
140
13
464
16
73
0
31
172
0
48
147
1
1
245
152
3,690
69
2,797
139
80
1
28
28
18,029
62
11
46
25
5
6
70
176
35
1
19
23
153
0
CBOE Top 100 Equity Options Ranked By Volume (Includes LEAPS)
Standard
Symbol
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
6
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
71
72
73
74
CSCO
MSFT
AOL
QCOM
DELL
IBM
YHOO
ORCL
T
GE
LU
TXN
EMC
JDSU
C
INTC
NT
NOK
CMGI
WCOM
GM
CPQ
CREO
TYC
HWP
GLW
AMZN
WMT
SUNW
CIEN
XRX
MRK
TRRA
PALM
Q
ATHM
MOT
ERIC
VISX
BAC
KO
JNPR
LSI
AMCC
CMRC
CMB
BMY
F
XLNX
BA
RMBS
GMH
SEBL
JNJ
PFE
NSM
AMGN
ATML
MU
AMAT
CTXS
BRCM
DCLK
SCH
AMD
GBLX
MO
INKT
XOM
SLR
VRTS
EGRP
IP
A
Stock
CISCO SYSTEMS
MICROSOFT
AMERICA ONLINE INC.
QUALCOMM
DELL COMPUTERS
I.B.M.
YAHOO! INC.
ORACLE CORP.
AT&T CORP.
GENERAL ELECTRIC
LUCENT TECHNOLOGIES, INC.
TEXAS INSTRUMENT
EMC CORP.
JDS UNIPHASE CORP.
CITI GROUP
INTEL CORP.
NORTEL NETWORKS CORP.
NOKIA CORP.
CMGI, INC.
MCI WORLDCOM, INC.
GENERAL MOTORS
COMPAQ COMPUTERS
CREO PRODUCTS, INC.
TYCO LABS
HEWLETT-PACKARD
CORNING INC.
AMAZON.COM, INC.
WAL-MART STORES
SUN MICROSYSTEMS
CIENA CORPORATION, INC.
XEROX CO.
MERCK & CO.
TERRAET WORKS, S.A.
PALM, INC.
QWEST COMMUNICATIONS INT’L.
AT HOME CORPORATION
MOTOROLA
ERICSSON (L.M.) TELEPHONE CO.
VISX INC.
BANK OF AMERICA CORP.
COCA-COLA COMPANY
JUNIPER NETWORKS, INC.
LSI LOGIC
APPLIED MICROCIRCUITS CORP.
COMMERCE ONE, INC.
CHASE MANHATTEN
BRISTOL-MYERS SQUIBB
FORD MOTOR CO.
XILINX
BOEING CO.
RAMBUS INC.
GENERAL MTRS H
SIEBEL SYSTEMS, INC.
JOHNSON & JOHNSON
PFIZER INC.
NATIONAL SEMICONDUCTOR
AMGEN INC.
ATMEL
MICRON TECH.
APPLIED MATERIAL
CITRIX SYSTEMS, INC.
BROADCOM, INC.
DOUBLECLICK INC.
SCHWAB, CHARLES
ADVANCE MICRO. DEV.
GLOBAL CROSSING LTD.
PHILIP MORRIS
INKTOMI CORPORATION
EXXON MOBIL CORP.
SOLECTRON
SEAGATE TECH./VERITAS MERGER
E-TRADE GROUP, INC.
INT’L. PAPER
AGILENT TECHNOLOGIES, CORPORATION
Total
Contract Volume
Callff
21,494,260 14,870,718
20,794,902 12,108,298
19,620,686 13,452,218
11,224,570 7,973,100
10,428,314 6,940,992
9,396,642 5,623,668
9,117,950 4,574,732
9,027,514 5,958,140
8,507,202 5,757,232
7,390,482 4,551,586
6,320,490 3,869,164
6,112,976 3,628,314
5,869,372 4,130,230
5,845,520 4,029,924
5,556,998 3,880,794
5,534,308 3,775,354
5,456,166 3,885,702
5,312,650 3,370,758
4,823,438 3,320,588
4,025,498 2,570,670
4,015,866 2,126,222
3,949,020 2,998,396
230,102
182,698
3,604,370 2,680,872
3,570,306 1,873,468
3,323,004 2,453,872
3,268,748 1,766,914
3,247,866 2,335,694
3,232,906 2,215,286
3,079,892 2,020,226
3,057,190 2,127,326
2,917,338 1,890,506
2,431,524 1,135,984
2,247,964 1,646,498
2,801,290 2,010,324
2,645,396 1,788,416
2,612,060 1,638,916
2,562,632 1,625,830
279,604
173,700
2,480,486 1,622,872
2,432,818 1,555,398
2,364,514 1,594,654
2,364,406 1,695,264
2,364,330 1,635,052
2,328,394 1,815,994
2,216,116 1,108,902
2,168,856 1,357,774
2,131,696 1,223,056
2,117,508 1,412,714
2,095,148 1,358,092
2,061,264 1,276,146
2,052,798 1,338,084
2,028,640 1,461,446
1,948,790 1,263,590
1,938,952 1,417,832
1,914,886 1,422,170
1,894,280 1,385,146
1,837,056 1,507,018
1,835,356 1,099,770
1,812,110 1,031,498
1,764,124 1,263,138
1,742,554 1,071,722
1,712,022 1,067,610
1,710,262 1,189,774
1,694,916 1,249,176
1,667,914 1,104,340
1,620,078 1,213,602
1,601,902 1,098,020
1,504,042 1,125,056
1,497,784
913,862
1,454,676
883,826
1,450,570 1,015,912
1,433,564
763,796
1,401,094
808,396
Put
6,623,542
8,686,604
6,168,468
3,251,470
3,487,322
3,772,974
4,543,218
3,069,374
2,749,970
2,838,896
2,451,326
2,484,662
1,739,142
1,815,596
1,676,204
1,758,954
1,570,464
1,941,892
1,502,850
1,454,828
1,889,644
950,624
47,404
923,498
1,696,838
869,132
1,501,834
912,172
1,017,620
1,059,666
929,864
1,026,832
1,295,540
601,466
790,966
856,980
973,144
936,802
105,904
857,614
877,420
769,860
669,142
729,278
512,400
1,107,214
811,082
908,640
704,794
737,056
785,118
714,714
567,194
685,200
521,120
492,716
509,134
330,038
735,586
780,612
500,986
670,832
644,412
520,488
445,740
563,574
406,476
503,882
378,986
583,922
570,850
434,658
669,768
592,698
Average Daily Volume
Total
Call
Put
85,295
82,519
77,860
44,542
41,382
37,288
36,182
35,823
33,759
29,327
25,081
24,258
23,291
23,197
22,052
21,962
21,651
21,082
19,141
15,974
15,936
15,671
15,340
14,303
14,168
13,187
12,971
12,888
12,829
12,222
12,132
11,577
11,309
11,184
11,116
10,498
10,365
10,169
9,986
9,843
9,654
9,383
9,383
9,382
9,240
8,794
8,607
8,459
8,403
8,314
8,180
8,146
8,050
7,733
7,694
7,599
7,517
7,290
7,283
7,191
7,000
6,915
6,794
6,787
6,726
6,619
6,429
6,357
5,968
5,944
5,773
5,756
5,689
5,560
59,011
48,049
53,382
31,639
27,544
22,316
18,154
23,643
22,846
18,062
15,354
14,398
16,390
15,992
15,400
14,982
15,419
13,376
13,177
10,201
8,437
11,898
12,180
10,638
7,434
9,738
7,012
9,269
8,791
8,017
8,442
7,502
5,284
8,192
7,977
7,097
6,504
6,452
6,204
6,440
6,172
6,328
6,727
6,488
7,206
4,400
5,388
4,853
5,606
5,389
5,064
5,310
5,799
5,014
5,626
5,644
5,497
5,980
4,364
4,093
5,012
4,253
4,237
4,721
4,957
4,382
4,816
4,357
4,465
3,626
3,507
4,031
3,031
3,208
26,284
34,471
24,478
12,903
13,839
14,972
18,029
12,180
10,913
11,265
9,727
9,860
6,901
7,205
6,652
6,980
6,232
7,706
5,964
5,773
7,499
3,772
3,160
3,665
6,733
3,449
5,960
3,620
4,038
4,205
3,690
4,075
6,026
2,992
3,139
3,401
3,862
3,717
3,782
3,403
3,482
3,055
2,655
2,894
2,033
4,394
3,219
3,606
2,797
2,925
3,116
2,836
2,251
2,719
2,068
1,955
2,020
1,310
2,919
3,098
1,988
2,662
2,557
2,065
1,769
2,236
1,613
2,000
1,504
2,317
2,265
1,725
2,658
2,352
37
CBOE Top 100 Equity Options Volume (Includes LEAPS)
Standard
Symbol
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
EXDS
TMX
HD
EK
CNC
NVLS
COMS
LCOS
CA
SROM
BGEN
EBAY
HAL
SLB
BEAS
MWD
CY
GTW
IFMX
MCD
BMCS
NXTL
VTSS
ARBA
MXTR
CNXT
Stock
EXODUS COMMUNICATION, INC.
TELEFONOS DE MEXICO
HOME DEPOT
EASTMAN KODAK
CONSECO, INC.
NOVELLUS SYSTEMS, INC.
3COM CORP.
LYCOS, INC.
COMPUTER ASSOC. INT’L.
SIRROM CAPITAL CORPORATION
BIOGEN N.V.
EBAY, INC.
HALLIBURTON
SCHLUMBERGER
BEA SYSTEMS, INC.
MORGAN STANLEY DEAN WITTER & CO.
CYPRESS SEMICONDUCTOR
GATEWAY, INC.
INFORMIX CORP.
MCDONALD’S CORP.
BMC SOFTWARE, INC.
NEXTEL COMMUNICATIONS
VITESSE SEMICONDUCTOR CORP.
ARIBA, INC.
MAXTOR CORPORATION
CONEXANT SYSTEMS,INC.
Total
1,382,222
1,376,476
1,370,926
1,365,306
1,348,986
1,346,234
1,340,962
1,314,850
1,307,702
1,305,152
1,302,158
1,293,202
1,286,972
1,272,394
1,269,586
1,264,098
1,254,092
1,253,768
1,239,256
1,214,562
1,191,766
1,187,342
1,181,940
1,181,418
1,181,036
1,172,724
Contract Volume
Callff
1,020,648
760,096
861,334
716,838
773,108
957,526
910,300
967,682
852,416
937,924
813,980
790,098
753,340
746,606
937,230
776,490
1,011,138
691,126
1,057,248
696,518
818,172
829,956
773,614
768,440
1,130,424
771,732
Put
361,574
616,380
509,592
648,468
575,878
388,708
430,662
347,168
455,286
367,228
488,178
503,104
533,632
525,788
332,356
487,608
242,954
562,642
182,008
518,044
373,594
357,386
408,326
412,978
50,612
400,992
Average Daily Volume
Total
Call
Put
5,485
5,462
5,440
5,418
5,353
5,342
5,321
5,218
5,189
5,179
5,167
5,132
5,107
5,049
5,038
5,016
4,977
4,975
4,918
4,820
4,729
4,712
4,690
4,688
4,687
4,654
4,050
3,016
3,418
2,845
3,068
3,800
3,612
3,840
3,383
3,722
3,230
3,135
2,989
2,963
3,719
3,081
4,012
2,743
4,195
2,764
3,247
3,293
3,070
3,049
4,486
3,062
1,435
2,446
2,022
2,573
2,285
1,542
1,709
1,378
1,807
1,457
1,937
1,996
2,118
2,086
1,319
1,935
964
2,233
722
2,056
1,483
1,418
1,620
1,639
201
1,591
INDEX OPTIONS-2000
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.
IPCTM Options (MXX): May 30, 1996.
Latin 15 IndexTM Options (LTX): July 24, 1995.
Mini Nasdaq-100 Index® Options (MNX): August 14, 2000
Morgan Stanley Multinational Company Index Options (NFT): April 9, 1997.
Nasdaq-100 Index® Options (NDX): February 7, 1994.
Nikkei 300 Index Options (NIK): July 29, 1994.
NYSE Composite Index® Options (NYA): April 28, 1997.
Russell 2000® Index Options (RUT) and LEAPS: November 11, 1992.
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—2000
The following is a description of the index options most actively traded during 2000. 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.
MNX (CBOE Mini-NDX Index Options): The CBOE Mini-NDX Index is based on 1/10th the value of the Nasdaq-100 Index® (NDX). NDX is a
modified capitalization-weighted index composed of 100 of the largest non-financial securities listed on the Nasdaq Stock Market. 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. MNX is available in up to three near-term months plus up to three additional months from the March quarterly cycle
(March, June, September and December) and are European-style options (they generally may be exercised only on the last business day before the
expiration date). Trading will ordinarily cease on the business day (usually a Thursday) preceding the day on which the exercise-settlement value is
calculated. The exercise-settlement value for MNX options, XMS, is computed by dividing the NDX settlement value, NDS, by a factor of 10.
40
INDEX OPTIONS -2000
Total Index Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
1,917,136
2,124,775
2,313,312
1,839,435
1,772,844
1,483,229
1,110,803
1,311,263
1,610,638
1,958,107
1,763,320
1,665,660
20,870,522
Contract Volume
Put
Total
2,607,929
4,525,065
2,461,104
4,585,879
2,874,628
5,187,940
2,659,248
4,498,683
2,280,136
4,052,980
1,630,907
3,114,136
1,471,536
2,582,339
1,670,547
2,981,810
1,834,591
3,445,229
2,741,521
4,699,628
2,198,122
3,961,442
2,096,248
3,761,908
26,526,517
47,397,039
Average Daily
Total
226,253
229,294
225,563
236,773
184,226
141,552
129,117
129,644
172,261
213,619
188,640
188,095
188,083
Total Index Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
1,573,472
2,231,200
3,804,672
1,837,643
2,322,785
4,160,428
1,628,253
2,261,723
3,889,976
1,668,707
2,278,070
3,946,777
1,778,798
2,290,556
4,069,354
1,477,177
1,918,502
3,395,679
1,530,838
2,012,621
3,543,459
1,705,982
2,213,149
3,919,131
1,714,929
2,126,046
3,840,975
1,893,674
2,347,618
4,241,292
2,052,394
2,411,786
4,464,180
1,575,805
1,741,276
3,317,081
-
Call
$7,155,773,385
$4,558,924,422
$8,875,413,904
$5,519,047,023
$5,108,177,577
$6,134,729,671
$2,901,587,035
$3,660,681,854
$4,871,322,357
$3,932,472,877
$4,484,623,355
$4,067,552,828
$61,270,306,288
Dollar Volume
Put
$6,505,146,326
$4,885,545,357
$6,369,996,701
$10,474,947,093
$6,438,115,290
$3,414,069,952
$2,911,419,852
$2,588,094,249
$4,705,778,620
$7,320,196,980
$6,613,946,376
$7,620,088,937
$69,847,345,733
Total
$13,660,919,711
$9,444,469,779
$15,245,410,605
$15,993,994,116
$11,546,292,867
$9,548,799,623
$5,813,006,887
$6,248,776,103
$9,577,100,977
$11,252,669,857
$11,098,569,731
$11,687,641,765
$131,117,652,021
41
Total Index Options Average Premium Per Contract, Average Contracts Per Trade
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$3,733
$2,146
$3,837
$3,000
$2,881
$4,136
$2,612
$2,792
$3,024
$2,008
$2,543
$2,442
$2,936
$2,494
$1,985
$2,216
$3,939
$2,824
$2,093
$1,978
$1,549
$2,565
$2,670
$3,009
$3,635
$2,633
$3,019
$2,059
$2,939
$3,555
$2,849
$3,066
$2,251
$2,096
$2,780
$2,394
$2,802
$3,107
$2,766
Average Contracts Per Trade
Call
Put
Total
22.3
21.8
22.3
22.0
20.1
21.7
20.1
25.3
25.6
21.7
22.4
21.0
22.1
22.4
21.3
21.5
23.3
21.3
22.9
23.4
23.1
24.7
24.7
24.7
26.8
23.1
22.4
21.5
21.8
22.8
20.7
22.3
21.8
24.0
25.1
23.4
23.6
23.9
22.7
Call
85,896
97,318
103,653
83,480
88,409
68,275
55,298
51,772
62,907
90,324
78,772
79,216
945,320
Transactions
Put
116,504
115,582
133,864
114,083
107,110
71,371
62,912
72,391
74,315
110,779
89,126
78,200
1,146,237
Total Index Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
42
CBOE
4,525,065
4,585,879
5,187,940
4,498,683
4,052,980
3,114,136
2,582,339
2,981,810
3,445,229
4,699,628
3,961,442
3,761,908
47,397,039
AMEX
228,732
177,840
361,456
292,103
184,905
97,076
1,199,988
1,178,008
1,549,179
3,271,546
3,164,710
3,988,924
15,694,467
PHLX
251,028
296,713
363,921
340,208
338,305
282,144
228,178
314,446
312,776
390,101
357,687
386,619
3,862,126
PCX
4,157
1,066
920
978
435
422
7,978
Total
5,008,982
5,061,498
5,914,237
5,131,972
4,576,625
3,493,778
4,010,505
4,474,264
5,307,184
8,361,275
7,483,839
8,137,451
66,961,610
CBOE Share
90.3%
90.6%
87.7%
87.7%
88.6%
89.1%
64.4%
66.6%
64.9%
56.2%
52.9%
46.2%
70.8%
Total
202,400
212,900
237,517
197,563
195,519
139,646
118,210
124,163
137,222
201,103
167,898
157,416
2,091,557
Total Index FLEX (NDX, OEX, RUT, SPX, DJX) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
6,263
1,900
17,072
409
6,248
50,485
10,028
7,551
9,577
3,791
47,892
51,681
212,897
Contract Volume
Put
24,629
1,378
16,688
5,374
0
50,528
10,668
8,147
12,986
3,126
45,544
55,129
234,197
Total
30,892
3,278
33,760
5,783
6,248
101,013
20,696
15,698
22,563
6,917
93,436
106,810
447,094
Average Daily
Volume
1,545
164
1,468
304
284
4,592
1,035
683
1,128
314
4,449
5,341
1,774
Total Index FLEX (NDX, OEX, RUT, SPX, DJX) Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
96,697
126,073
222,770
97,046
125,228
222,274
90,514
119,512
210,026
88,940
115,741
204,681
93,655
114,614
208,269
124,966
129,854
254,820
112,906
119,694
232,600
96,119
105,789
201,908
94,703
107,104
201,807
97,230
108,854
206,084
140,419
152,314
292,733
143,810
164,662
308,472
-
Call
$71,755,235
$29,534,700
$553,612,974
$1,247,752
$19,341,212
$725,422,896
$265,980,014
$107,810,841
$273,728,730
$95,296,723
$1,057,538,512
$418,335,488
$3,619,605,077
Dollar Volume
Put
$144,798,325
$8,063,500
$44,675,514
$9,680,549
$0
$303,608,782
$130,562,342
$25,900,732
$38,178,845
$11,961,219
$218,129,690
$46,900,058
$982,459,556
Total
$216,553,560
$37,598,200
$598,288,488
$10,928,301
$19,341,212
$1,029,031,678
$396,542,356
$133,711,573
$311,907,575
$107,257,942
$1,275,668,202
$465,235,546
$4,602,064,633
Total Index FLEX (NDX, OEX, RUT, SPX, DJX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$11,457
$5,879
$7,010
$15,545
$5,852
$11,470
$32,428
$2,677
$17,722
$3,051
$1,801
$1,890
$3,096
$0
$3,096
$14,369
$6,009
$10,187
$26,524 $12,239
$19,160
$14,278
$3,179
$8,518
$28,582
$3,058
$14,137
$25,138
$3,826
$15,506
$22,553
$4,789
$13,801
$8,095
$851
$4,356
$17,082
$4,204
$10,328
Average Contracts Per Trade
Call
Put
Total
250.5
1,448.8
735.5
135.7
196.9
156.1
487.8
596.0
535.9
68.2
488.5
340.2
1,562.0
$0 1,562.0
2,195.0
2,196.9 2,195.9
1,671.3
969.8 1,217.4
397.4
479.2
436.1
563.4
346.8
416.3
210.6
195.4
203.4
2,344.6
2,846.5 2,567.7
2,247.0
1,670.6 1,907.3
1,009.0
1,087.0 1,048.5
Call
25
14
35
6
4
23
6
19
17
18
20
23
210
Transactions
Put
17
7
28
11
0
23
11
17
36
16
16
33
215
Total
42
21
63
17
4
46
17
36
53
34
36
56
425
43
OEX® (S&P 100®) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
755,909
835,145
804,527
678,733
621,761
503,073
411,347
368,607
447,194
619,617
518,222
482,923
7,047,058
Contract Volume
Put
962,725
956,231
1,092,918
910,694
739,430
558,935
466,852
519,621
474,833
749,681
536,939
541,504
8,510,363
Total
1,718,634
1,791,376
1,897,445
1,589,427
1,361,191
1,062,008
878,199
888,228
922,027
1,369,298
1,055,161
1,024,427
15,557,421
Average Daily
Volume
85,932
89,569
82,498
83,654
61,872
48,273
43,910
38,619
46,101
62,241
50,246
51,221
61,736
OEX (S&P 100) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
124,192
163,102
287,294
136,928
160,870
297,798
135,114
182,753
317,867
99,693
142,587
242,280
115,096
140,604
255,700
95,044
120,719
215,763
88,040
127,182
215,222
91,658
150,327
241,985
103,904
125,870
229,774
105,298
132,317
237,615
117,371
128,648
246,019
89,511
89,860
179,371
-
Call
$776,550,758
$562,157,377
$987,224,912
$612,217,301
$474,880,295
$512,298,524
$315,063,698
$321,455,476
$254,502,736
$369,100,440
$344,002,002
$346,929,813
$5,876,383,332
Dollar Volume
Put
$773,748,439
$739,536,469
$719,807,403
$998,159,570
$674,142,979
$312,794,835
$278,081,148
$256,510,724
$352,580,488
$726,453,438
$412,979,282
$435,649,997
$6,680,444,772
Total
$1,550,299,197
$1,301,693,846
$1,707,032,315
$1,610,376,871
$1,149,023,274
$825,093,359
$593,144,846
$577,966,200
$607,083,224
$1,095,553,878
$756,981,284
$782,579,810
$12,556,828,104
OEX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade
and Transactions (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
44
Average Premium Per Contract
Call
Put
Total
$1,027
$804
$902
$673
$773
$727
$1,227
$659
$900
$902
$1,096
$1,013
$764
$912
$844
$1,018
$560
$777
$766
$596
$675
$872
$494
$651
$569
$743
$658
$596
$969
$800
$664
$769
$717
$718
$805
$764
$834
$785
$807
Average Contracts Per Trade
Call
Put
Total
13.7
13.4
13.5
12.8
13.0
12.9
12.8
13.1
13.0
13.4
13.6
13.5
11.1
11.7
11.4
11.6
13.0
12.3
12.3
12.7
12.5
13.0
12.6
12.8
11.9
12.1
12.0
11.6
13.1
12.4
11.6
12.0
11.8
10.8
14.5
12.5
12.2
12.9
12.6
Call
55,376
65,179
62,798
50,841
55,885
43,467
33,469
28,414
37,463
53,560
44,773
44,758
575,983
Transactions
Put
71,964
73,600
83,160
66,751
63,328
42,897
36,746
41,094
39,233
57,064
44,917
37,358
658,112
Total
127,340
138,779
145,958
117,592
119,213
86,364
70,215
69,508
76,696
110,624
89,690
82,116
1,234,095
SPXTM (S&P 500®) Contract Volume (includes SPL, LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
933,034
926,511
1,101,218
814,480
861,223
757,853
544,129
707,656
906,742
986,862
859,075
803,264
10,202,047
Contract Volume
Put
1,332,762
1,143,004
1,365,294
1,157,368
1,134,119
844,521
798,050
846,959
944,411
1,320,147
1,084,650
1,116,862
13,088,147
Total
2,265,796
2,069,515
2,466,512
1,971,848
1,995,342
1,602,374
1,342,179
1,554,615
1,851,153
2,307,009
1,943,725
1,920,126
23,290,194
Average Daily
Volume
113,290
103,476
107,240
103,781
90,697
72,835
67,109
67,592
92,558
104,864
92,558
96,006
92,421
SPX (S&P 500) Open Interest and Dollar Volume (includes SPL, LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
1,243,576
1,391,706
1,222,239
1,289,940
1,362,401
1,124,741
1,189,010
1,318,289
1,319,839
1,443,364
1,512,858
1,176,886
-
Open Interest in Contracts
Put
Total
1,720,673
2,964,249
1,805,453
3,197,159
1,698,618
2,920,857
1,732,910
3,022,850
1,782,452
3,144,853
1,484,019
2,608,760
1,546,978
2,735,988
1,669,228
2,987,517
1,590,704
2,910,543
1,699,233
3,142,597
1,790,855
3,303,713
1,319,463
2,496,349
-
Call
$4,588,306,456
$2,944,275,338
$5,331,677,161
$3,152,180,678
$3,375,144,685
$4,281,385,959
$2,058,902,489
$2,528,910,041
$3,953,944,862
$2,703,982,751
$3,184,466,556
$2,632,883,175
$40,736,060,151
Dollar Volume
Put
$3,764,878,331
$2,971,602,001
$3,425,805,245
$3,579,806,318
$3,079,685,081
$2,370,385,801
$1,851,753,442
$1,457,825,688
$2,628,259,858
$4,365,140,869
$3,220,809,842
$4,427,573,871
$37,143,526,347
Total
$8,353,184,787
$5,915,877,339
$8,757,482,406
$6,731,986,996
$6,454,829,766
$6,651,771,760
$3,910,655,931
$3,986,735,729
$6,582,204,720
$7,069,123,620
$6,405,276,398
$7,060,457,046
$77,879,586,498
SPX (S&P 500) Average Premium Per Contract, Average Contracts Per Trade and Transactions
(includes SPL, LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$4,918
$2,825
$3,687
$3,178
$2,600
$2,859
$4,842
$2,509
$3,551
$3,870
$3,093
$3,414
$3,919
$2,715
$3,235
$5,649
$2,807
$4,151
$3,784
$2,320
$2,914
$3,574
$1,721
$2,564
$4,361
$2,783
$3,556
$2,740
$3,307
$3,064
$3,707
$2,969
$3,295
$3,278
$3,964
$3,677
$3,993
$2,838
$3,344
Average Contracts Per Trade
Call
Put
Total
51.3
48.2
49.5
50.3
45.9
47.8
50.2
45.5
47.5
45.8
44.3
44.9
45.5
44.1
44.7
52.0
48.6
50.2
40.7
47.3
44.4
51.2
45.1
47.7
60.2
49.7
54.4
44.9
45.7
45.4
44.7
45.4
45.1
40.8
45.5
43.4
47.9
46.1
46.9
Call
18,176
18,435
21,925
17,801
18,939
14,571
13,382
13,823
15,053
21,977
19,210
19,681
212,973
Transactions
Put
27,623
24,882
29,996
26,140
25,707
17,361
16,873
18,799
18,999
28,886
23,893
24,564
283,723
Total
45,799
43,317
51,921
43,941
44,646
31,932
30,255
32,622
34,052
50,863
43,103
44,245
496,696
45
Options on the Dow Jones Industrial AverageSM (DJX) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
104,700
285,818
286,238
187,496
146,990
105,457
97,228
74,293
83,175
116,969
88,051
59,280
1,635,695
Contract Volume
Put
146,701
194,592
228,633
274,959
225,978
125,782
104,908
144,464
126,163
270,774
175,008
109,420
2,127,382
Total
251,401
480,410
514,871
462,455
372,968
231,239
202,136
218,757
209,338
387,743
263,059
168,700
3,763,077
Average Daily
Volume
12,570
24,021
22,386
24,340
16,953
10,511
10,107
9,511
10,467
17,625
12,527
8,435
14,933
Options on the Dow Jones Industrial Average (DJX) Open Interest and Dollar Volume
(includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
160,096
264,937
425,033
258,613
258,202
516,815
227,563
280,367
507,930
219,124
311,273
530,397
233,026
284,442
517,468
201,596
247,323
448,919
198,229
257,507
455,736
192,217
283,489
475,706
170,054
249,093
419,147
183,754
309,220
492,974
190,637
285,578
476,215
83,532
140,037
223,569
-
Call
$28,439,144
$49,583,475
$75,628,281
$83,143,300
$35,092,925
$18,467,250
$26,555,944
$23,589,931
$15,092,591
$29,249,838
$20,548,550
$18,633,733
$424,024,962
Dollar Volume
Put
$28,636,775
$49,583,475
$47,797,731
$78,946,431
$54,256,238
$29,962,569
$19,345,100
$21,076,313
$24,920,306
$57,139,550
$33,933,306
$21,973,183
$467,570,977
Total
$57,075,919
$99,166,950
$123,426,012
$162,089,731
$89,349,163
$48,429,819
$45,901,044
$44,666,244
$40,012,897
$86,389,388
$54,481,856
$40,606,916
$891,595,939
Options on the Dow Jones Industrial Average (DJX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
46
Average Premium Per Contract
Call
Put
Total
$272
$195
$227
$173
$255
$206
$264
$209
$240
$443
$287
$350
$239
$240
$240
$175
$238
$209
$273
$184
$227
$318
$146
$204
$181
$198
$191
$250
$211
$223
$233
$194
$207
$314
$201
$241
$259
$220
$237
Average Contracts Per Trade
Call
Put
Total
22.3
20.8
21.4
38.3
26.1
32.2
27.3
24.8
26.1
38.5
30.9
33.6
38.1
29.3
32.2
35.7
25.9
29.6
32.3
32.0
32.2
30.0
30.2
30.2
30.2
22.2
24.8
26.6
24.9
25.4
22.6
21.0
21.5
15.1
17.8
16.7
29.9
25.2
27.1
Call
4,701
7,461
10,487
4,870
3,860
2,954
3,006
2,473
2,756
4,393
3,888
3,933
54,782
Transactions
Put
7,046
7,461
9,205
8,884
7,724
4,860
3,278
4,777
5,680
10,882
8,326
6,142
84,265
Total
11,747
14,922
19,692
13,754
11,584
7,814
6,284
7,250
8,436
15,275
12,214
10,075
139,047
Nasdaq-100 Index® Options (NDXSM) Contract Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
96,713
47,548
82,122
121,421
120,407
85,850
45,659
56,457
54,212
66,683
73,931
89,777
940,780
Contract Volume
Put
130,789
94,422
130,554
231,327
152,561
53,351
60,140
68,928
94,131
106,553
136,326
113,718
1,372,800
Total
227,502
141,970
212,676
352,748
272,968
139,201
105,799
125,385
148,343
173,236
210,257
203,495
2,313,580
Average Daily
Volume
11,375
7,099
9,247
18,566
12,408
6,327
5,290
5,452
7,417
7,874
10,012
10,175
9,181
Nasdaq-100 Index Options (NDX) Open Interest and Dollar Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
28,406
58,416
86,822
28,812
57,007
85,819
22,927
58,210
81,137
34,674
53,848
88,522
41,823
50,228
92,051
20,258
22,889
43,147
20,500
33,335
53,835
24,958
30,970
55,928
18,884
30,458
49,342
32,791
46,382
79,173
44,853
45,532
90,385
32,019
36,201
68,220
-
Call
$1,684,020,244
$907,470,263
$2,338,320,519
$1,586,358,450
$1,181,220,006
$1,121,623,244
$468,486,200
$567,305,438
$453,564,125
$613,867,944
$652,139,763
$717,937,478
$12,292,313,674
Dollar Volume
Put
$1,897,952,481
$1,033,332,813
$2,049,653,063
$5,520,192,294
$2,545,253,744
$516,814,450
$671,911,775
$710,221,250
$1,399,196,994
$1,662,119,794
$2,530,797,463
$2,415,414,405
$22,952,860,526
Total
$3,581,972,725
$1,940,803,076
$4,387,973,582
$7,106,550,744
$3,726,473,750
$1,638,437,694
$1,140,397,975
$1,277,526,688
$1,852,761,119
$2,275,987,738
$3,182,937,226
$3,133,351,883
$35,245,174,200
Nasdaq-100 Index Options (NDX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$17,413
$14,512
$15,745
$19,085
$10,944
$13,671
$28,474
$15,700
$20,632
$13,065
$23,863
$20,146
$9,810 $16,684
$13,652
$13,065
$9,687
$11,770
$10,261
$11,172
$10,779
$10,048
$10,304
$10,189
$8,366 $14,864
$12,490
$9,206 $15,599
$13,138
$8,821 $18,564
$15,138
$7,997 $21,240
$15,398
$13,066
$16,720
$15,234
Average Contracts Per Trade
Call
Put
Total
17.2
16.4
16.7
10.4
12.4
11.6
13.9
14.6
14.3
14.6
22.4
19.0
14.0
16.8
15.4
13.4
10.4
12.1
9.8
11.7
10.8
11.3
12.4
11.9
11.0
14.6
13.1
10.6
12.6
11.8
10.8
17.8
14.5
14.1
17.6
15.8
12.8
15.5
14.3
Call
5,613
4,557
5,927
8,306
8,583
6,398
4,665
4,976
4,915
6,310
6,824
6,389
73,463
Transactions
Put
7,988
7,635
8,943
10,305
9,096
5,112
5,121
5,565
6,443
8,433
7,680
6,467
88,788
Total
13,601
12,192
14,870
18,611
17,679
11,510
9,786
10,541
11,358
14,743
14,504
12,856
162,251
47
Mini Nasdaq-100 Index® Options (MNXSM) Contract Volume (includes FLEX)
Month
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
10
20
22
21
20
93
Call
93,696
110,787
156,581
200,774
194,798
756,636
Contract Volume
Put
66,801
146,839
186,359
158,625
153,116
711,740
Total
160,507
257,646
342,962
359,420
347,934
1,468,469
Average Daily
Volume
16,051
12,882
15,589
17,115
17,397
15,790
Mini-Nasdaq-100 Index Options (MNX) Open Interest and Dollar Volume (includes FLEX)
Month
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
66,273
50,451
116,724
91,752
94,621
186,373
118,046
114,291
232,337
167,365
122,126
289,491
158,161
109,925
268,086
-
Call
$204,088,594
$179,524,706
$201,123,725
$252,946,531
$305,465,988
$1,143,149,544
Dollar Volume
Put
$108,310,494
$224,091,463
$293,693,550
$216,482,750
$223,966,430
$1,066,544,687
Total
$312,399,088
$403,616,169
$494,817,275
$469,429,281
$529,432,418
$2,209,694,231
Mini Nasdaq-100 Index Options (MNX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes FLEX)
Month
Aug
Sep
Oct
Nov
Dec
Total
48
Average Premium Per Contract
Call
Put
Total
$2,178
$1,621
$1,946
$1,620
$1,526
$1,567
$1,284
$1,576
$1,443
$1,260
$1,365
$1,306
$1,568
$1,463
$1,522
$1,511
$1,499
$1,505
Average Contracts Per Trade
Call
Put
Total
81.8
56.1
68.7
56.6
52.3
54.1
49.4
44.3
46.5
64.9
51.4
58.1
57.0
59.6
58.1
59.2
51.3
55.1
Call
1,145
1,958
3,168
3,095
3,415
12,781
Transactions
Put
1,191
2,806
4,208
3,088
2,569
13,862
Total
2,336
4,764
7,376
6,183
5,984
26,643
Russell 2000® Index Options (RUT) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
19,735
20,823
27,048
19,686
15,121
24,564
8,909
5,981
3,474
5,778
16,075
30,373
197,567
Contract Volume
Put
27,766
64,311
46,632
72,927
22,843
43,600
38,780
20,093
41,625
102,497
100,000
56,973
638,047
Total
47,501
85,134
73,680
92,613
37,964
68,164
47,689
26,074
45,099
108,275
116,075
87,346
835,614
Average Daily
Volume
2,375
4,257
3,203
4,874
1,726
3,098
2,384
1,134
2,255
4,922
5,527
4,367
3,316
Russell 2000® Index Options (RUT) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
12,208
13,660
12,397
14,284
16,924
26,910
26,637
2,515
1,871
2,986
10,444
26,898
-
Open Interest in Contracts
Put
Total
18,934
31,142
33,794
47,454
34,462
46,859
28,473
42,757
24,367
41,291
36,313
63,223
40,577
67,214
20,636
23,151
26,929
28,800
38,873
41,859
30,822
41,266
37,765
64,663
-
Call
$55,671,563
$68,428,088
$84,971,132
$40,980,806
$34,456,269
$186,091,619
$25,553,451
$7,813,319
$6,051,738
$7,723,088
$22,214,256
$35,455,539
$575,410,868
Dollar Volume
Put
$26,525,313
$73,204,562
$107,350,556
$254,723,025
$66,670,638
$169,483,894
$81,128,325
$24,330,256
$61,557,806
$181,818,438
$178,884,119
$81,669,535
$1,307,346,467
Total
$82,196,876
$141,632,650
$192,321,688
$295,703,831
$101,126,907
$355,575,513
$106,681,776
$32,143,575
$67,609,544
$189,541,526
$201,098,375
$117,125,074
$1,882,757,335
Russell 2000® Index Options (RUT) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$2,821
$955
$1,730
$3,286
$1,138
$1,664
$3,141
$2,302
$2,610
$2,082
$3,493
$3,193
$2,279
$2,919
$2,664
$7,576
$3,887
$5,216
$2,868
$2,092
$2,237
$1,306
$1,211
$1,233
$1,742
$1,479
$1,499
$1,337
$1,774
$1,751
$1,382
$1,789
$1,732
$1,167
$1,433
$1,341
$2,912
$2,049
$2,253
Average Contracts Per Trade
Call
Put
Total
16.7
29.0
22.2
22.4
64.8
44.3
20.5
31.4
26.2
29.1
58.2
48.0
31.1
33.7
32.6
62.2
70.8
67.4
21.3
71.8
49.7
12.0
39.8
26.0
9.1
72.3
47.1
15.2
135.9
95.6
40.6
161.8
114.5
58.3
98.7
79.6
26.1
66.8
48.8
Call
1,180
929
1,321
676
486
395
419
498
381
379
396
521
7,581
Transactions
Put
956
993
1,487
1,254
678
616
540
505
576
754
618
577
9,554
Total
2,136
1,922
2,808
1,930
1,164
1,011
959
1,003
957
1,133
1,014
1,098
17,135
49
Other Index Option Products Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
7,045
8,930
12,159
17,619
7,342
6,432
3,531
4,573
5,034
5,617
7,192
5,245
90,719
Contract Volume
Put
7,186
8,544
10,597
11,973
5,205
4,718
2,806
3,681
6,089
5,510
6,574
4,655
77,538
Total
14,231
17,474
22,756
29,592
12,547
11,150
6,337
8,254
11,123
11,127
13,766
9,900
168,257
Average Daily
Volume
712
874
989
1,557
570
507
317
359
556
506
656
495
668
Includes AUX,BIX,CEX,CWX,DJR,DTX,DUX,ECM,EVX,GAX,GHA,GHO,GIN,GIO,GIP,GOX,GSM,GSO,GSV,GTC,HCX,INX,ISX,IUX,LTX,LXH,
LZI,MEX,MUT,MXX,NFT,NYA,NIK,OIX,RLX,SGX,SML,SVX,TRX,TXX
Other Index Option Products Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
5,232
8,162
8,363
11,342
9,878
8,978
8,534
10,072
3,414
8,526
8,828
8,798
-
Open Interest in Contracts
Put
Total
5,388
10,620
7,709
15,871
7,563
15,926
9,229
20,571
8,713
18,591
7,489
16,467
7,042
15,576
8,048
18,120
3,739
7,153
8,278
16,804
8,124
16,952
8,025
16,823
-
Call
$22,785,220
$27,009,881
$57,591,899
$44,166,488
$7,383,397
$14,863,075
$7,025,253
$7,519,055
$8,633,599
$7,425,091
$8,305,697
$10,247,102
$222,955,757
Dollar Volume
Put
$13,404,987
$18,286,037
$19,582,703
$43,119,455
$18,106,610
$14,628,403
$9,200,062
$9,819,524
$15,146,705
$33,831,341
$20,059,614
$13,841,516
$229,026,957
Total
$36,190,207
$45,295,918
$77,174,602
$87,285,943
$25,490,007
$29,491,478
$16,225,315
$17,338,579
$23,780,304
$41,256,432
$28,365,311
$24,088,618
$451,982,714
Includes AUX,BIX,CEX,CWX,DJR,DTX,DUX,ECM,EVX,GAX,GHA,GHO,GIN,GIO,GIP,GOX,GSM,GSO,GSV,GTC,HCX,INX,ISX,IUX,LTX,LXH,
LZI,MEX,MUT,MXX,NFT,NYA,NIK,OIX,RLX,SGX,SML,SVX,TRX,TXX
Other Index Option Products Average Premium Per Contract, Average Contracts Per Trade and
Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$3,234
$1,865
$2,543
$3,025
$2,140
$2,592
$4,737
$1,848
$3,391
$2,507
$3,601
$2,950
$1,006
$3,479
$2,032
$2,311
$3,101
$2,645
$1,990
$3,279
$2,560
$1,644
$2,668
$2,101
$1,715
$2,488
$2,138
$1,322
$6,140
$3,708
$1,155
$3,051
$2,061
$1,954
$2,973
$2,433
$2,458
$2,954
$2,686
Average Contracts Per Trade
Call
Put
Total
8.3
7.8
8.0
11.8
8.5
9.9
10.2
9.9
10.0
17.9
16.0
17.1
11.2
9.0
10.2
13.1
9.0
11.0
9.9
7.9
8.9
10.3
8.0
9.1
13.2
10.6
11.6
10.5
10.0
10.2
12.3
10.9
11.6
10.1
8.9
9.5
11.7
9.8
10.7
Call
850
757
1,195
986
656
490
357
443
380
537
586
519
7,756
Transactions
Put
927
1,011
1,073
749
577
525
354
460
576
552
604
523
7,931
Total
1,777
1,768
2,268
1,735
1,233
1,015
711
903
956
1,089
1,190
1,042
15,687
Includes AUX,BIX,CEX,CWX,DJR,DTX,DUX,ECM,EVX,GAX,GHA,GHO,GIN,GIO,GIP,GOX,GSM,GSO,GSV,GTC,HCX,INX,ISX,IUX,LTX,LXH,
LZI,MEX,MUT,MXX,NFT,NYA,NIK,OIX,RLX,SGX,SML,SVX,TRX,TXX
50
Other Index Options Contract Volume Detail
CHICAGO BOARD OPTIONS EXCHANGE
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
AUX
101
127
60
0
8
0
0
0
0
0
0
0
296
CWX
76
69
17
1
0
0
0
0
0
0
0
0
163
GAX
27
52
9
4
0
0
0
0
0
0
0
0
92
GOX
451
808
982
1,170
1,043
449
162
139
418
272
266
336
6,496
INX
2,509
7,614
6,035
7,120
1,283
1,046
250
566
0
1,437
0
552
28,412
LTX
238
151
157
1
0
3
0
0
0
0
0
0
550
MEX
204
119
240
121
262
341
168
33
88
173
72
273
2,094
STANDARD & POORS
Month BIX CEX HCX IUX RLX SGX SML
Jan
802
196
940 345
399
0
588
Feb
585
234
558 185
694
0
621
Mar
336
342
956 236
501
0
222
Apr
183
293
643 130 9,175
0
70
May
107
106
776
0
109
0
102
Jun
542
163
513
30 301
0
9
Jul
152
405
510
25 124
0
116
Aug
153
52 719
90 422
0
131
Sep
84 899
464
282
20 156
Oct
152
875
323
297
0
272
Nov
195
249
898
332
517
Dec
643
174
655
582
255
Total 3,934 3,988 7,955 1,041 13,218
20 3,059
DJR
112
10
28
2
0
0
0
20
0
0
0
0
172
DTX
1,515
1,618
4,200
4,354
3,475
724
406
346
703
1,033
3,506
497
22,377
DUX
172
62
40
18
12
140
6
28
195
480
793
978
2,924
TXX
1,373
879
1,737
1,361
1,670
1,350
998
1,461
2,884
2,234
1,301
1,402
18,650
GOLDMAN SACHS
SVX
0
0
0
0
0
0
0
0
0
0
0
TRX
216
226
142
0
0
21
31
22
35
693
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
GHA GIN GIP
0 1,259
14
4 1,238
40
0 2,677
24
0 2,231
211
0 1,750
76
0 1,296
46
0 1,063
249
144 1,318
185
190 1,270
251
0 1,307
331
305 1,346
248
326 1,522
220
969 18,277 1,895
DOW JONES
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
OIX
171
109
108
3
29
36
7
96
387
195
15
11
1,167
GSM
10
264
294
311
47
214
109
1,257
745
380
1,891
151
5,673
GSO GSV GTC
5
0
133
2
0
116
7
0
516
17
0
265
11
41
501
30
5
695
14
0
213
57
0
636
0
0
743
158
0
903
279
0
348
486
0
521
1,066
46 5,590
OTHER
ECM
127
275
1,909
105
500
244
172
47
93
33
235
125
3,865
MUT
332
109
545
1,427
444
20
11
235
201
17
0
22
3,363
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
NIK
1,581
400
131
0
45
141
0
0
0
0
0
0
2,298
NYA
335
305
305
376
150
2,791
1,146
97
105
116
129
110
5,965
51
INTEREST RATE OPTIONS-2000
In 2000, 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
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
2,383
3,392
2,593
1,721
1,625
752
449
215
388
563
449
802
15,781
Contract Volume
Put
8,004
5,189
4,833
983
1,221
1,344
687
1,288
770
428
175
1,846
26,768
Total
10,387
8,581
7,426
2,704
2,846
2,096
1,136
1,503
1,158
991
624
2,648
42,100
Average Daily
Volume
519
429
323
142
129
95
57
65
58
45
30
132
167
Total Interest Rate Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
2,619
3,448
3,759
3,797
3,687
2,562
2,433
2,242
1,790
2,102
2,243
627
-
Open Interest in Contracts
Put
Total
8,584
11,203
8,195
11,643
1,892
5,651
2,257
6,054
2,223
5,910
1,393
3,955
1,496
3,929
1,672
3,914
1,460
3,250
1,444
3,546
1,343
3,586
2,156
2,783
-
Call
$396,019
$623,557
$784,632
$349,125
$314,800
$148,238
$86,514
$54,963
$60,244
$107,319
$48,063
$111,901
$3,085,375
Dollar Volume
Put
$3,719,825
$2,474,587
$2,880,563
$155,251
$121,488
$174,964
$88,114
$144,413
$237,281
$52,319
$13,275
$297,106
$10,359,186
Total
$4,115,844
$3,098,144
$3,665,195
$504,376
$436,288
$323,202
$174,628
$199,376
$297,525
$159,638
$61,338
$409,007
$13,444,561
Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
52
Average Premium Per Contract
Call
Put
Total
$166.19
$464.75
$395.49
$162.34
$476.89
$342.34
$302.60
$596.02
$492.04
$202.86
$157.94
$185.23
$193.72
$99.50
$152.12
$197.13
$130.18
$152.60
$192.68
$128.26
$151.06
$255.64
$112.12
$130.65
$155.27
$308.16
$252.57
$190.62
$122.24
$157.59
$107.04
$75.86
$95.10
$139.53
$160.95
$153.30
$195.51
$387.00
$314.12
Average Contracts Per Trade
Call
Put
Total
18.8
60.6
40.2
20.8
41.8
29.3
6.8
56.9
16.1
13.4
19.7
15.3
13.5
22.2
16.4
9.8
20.1
14.7
10.7
27.5
17.3
6.7
25.3
18.4
13.9
20.8
18.1
16.1
17.8
17.2
14.0
9.2
12.6
23.6
26.4
25.7
12.9
36.2
21.9
Call
127
185
379
128
120
77
42
32
28
35
32
34
1,219
Transactions
Put
132
124
85
50
55
67
25
51
37
24
19
70
739
Total
259
309
464
178
175
144
67
83
65
59
51
104
1,958
IRX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
8
10
66
22
10
0
2
4
7
0
1
2
132
Contract Volume
Put
0
2
2
73
100
20
0
0
0
2
12
83
294
Total
8
12
68
95
110
20
2
4
7
2
13
85
426
Average Daily
Volume
0
1
3
5
5
1
0
0
0
0
1
4
2
IRX Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
0
10
44
44
13
11
13
17
6
4
3
0
-
Open Interest in Contracts
Put
112
114
14
75
175
60
40
40
0
2
14
47
-
Total
112
124
58
119
188
71
53
57
6
6
17
47
-
Call
$475
$800
$7,488
$3,644
$3,050
$0
$313
$819
$3,700
$0
$225
$38
$20,552
Dollar Volume
Put
$0
$138
$438
$3,531
$9,750
$4,000
$0
$0
$0
$125
$375
$12,006
$30,363
Total
$475
$938
$7,926
$7,175
$12,800
$4,000
$313
$819
$3,700
$125
$600
$12,044
$50,915
IRX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$59.38
$0
$16.96
$80.00
$69.00
$29.31
$113.45
$219.00
$87.10
$165.64
$48.37
$62.94
$305.00
$97.50
$96.97
$0.00
$200.00
$95.24
$156.50
$0.00
$14.23
$204.75
$0.00
$30.33
$528.57
$0.00
$137.04
$0.00
$62.50
$5.21
$225.00
$31.25
$17.65
$19.00 $144.65
$114.70
$155.70
$103.28
$75.10
Average Contracts Per Trade
Call
Put
Total
4
0
14
3
2
8
6
2
8
4
15
11
3
25
19
0
20
42
2
0
22
2
0
14
4
0
14
0
2
24
1
6
11
2
6
8
4
11
11
Call
2
3
11
5
3
0
1
2
2
0
1
1
31
Transactions
Put
0
1
1
5
4
1
0
0
0
1
2
13
28
Total
2
4
12
10
7
1
1
2
2
1
3
14
59
53
FVX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
20
30
10
8
44
9
5
9
0
0
0
0
135
Contract Volume
Put
Total
0
20
34
64
135
145
229
237
237
281
203
212
32
37
25
34
100
100
10
10
10
10
27
27
1,042
1,177
Average Daily
Volume
1
3
6
12
13
10
2
1
5
0
0
1
5
FVX Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
50
50
40
48
86
52
47
38
15
15
15
0
-
Open Interest in Contracts
Put
4
30
57
286
511
170
158
147
26
16
16
21
-
Total
54
80
97
334
597
222
205
185
41
31
31
21
-
Call
$14,500
$18,125
$4,375
$1,831
$10,600
$2,650
$969
$794
$0
$0
$0
$0
$53,844
Dollar Volume
Put
$0
$2,338
$41,850
$47,188
$22,063
$33,888
$2,663
$4,650
$104,250
$1,625
$1,031
$13,100
$274,646
Total
$14,500
$20,463
$46,225
$49,019
$32,663
$36,538
$3,632
$5,444
$104,250
$1,625
$1,031
$13,100
$328,490
FVX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
54
Average Premium Per Contract
Call
Put
Total
$725.00
$0.00
$725.00
$604.17
$68.76
$319.73
$437.50
$310.00
$318.79
$228.88
$206.06
$206.83
$240.91
$93.09
$116.24
$294.44
$166.94
$172.35
$193.80
$83.22
$98.16
$88.22
$186.00
$160.12
$0.00
$0.00
$0.00
$0.00
$162.50
$162.50
$0.00
$103.10
$103.10
$0.00
$485.19
$485.19
$398.84
$263.58
$279.09
Average Contracts Per Trade
Call
Put
Total
20.0
0.0
20.0
15.0
11.3
12.8
10.0
15.0
14.5
4.0
28.6
23.7
8.8
29.6
21.6
4.5
22.6
19.3
5.0
10.7
9.3
4.5
6.3
5.7
0.0
25.0
25.0
0.0
10.0
10.0
0.0
5.0
5.0
0.0
9.0
9.0
8.4
19.3
16.8
Call
1
2
1
2
5
2
1
2
0
0
0
0
16
Transactions
Put
0
3
9
8
8
9
3
4
4
1
2
3
54
Total
1
5
10
10
13
11
4
6
4
1
2
3
70
TNX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
510
186
108
11
261
77
96
62
128
352
55
585
2,431
Contract Volume
Put
Total
64
574
245
431
316
424
113
124
144
405
299
376
166
262
474
536
288
416
253
605
46
101
534
1,119
2,942
5,373
Average Daily
Volume
29
22
18
7
18
17
13
23
21
28
5
56
21
TNX Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
995
1,170
978
869
978
465
455
371
267
547
592
128
-
Open Interest in Contracts
Put
315
350
317
367
255
387
442
563
626
636
637
778
-
Total
1,310
1,520
1,295
1,236
1,233
852
897
934
893
1,183
1,229
906
-
Call
$77,831
$21,019
$7,913
$581
$33,800
$22,688
$34,600
$9,844
$29,019
$78,888
$9,250
$24,088
$349,521
Dollar Volume
Put
$8,744
$22,157
$50,475
$7,644
$18,869
$43,563
$33,088
$53,600
$58,775
$29,138
$4,988
$85,231
$416,272
Total
$86,575
$43,176
$58,388
$8,225
$52,669
$66,251
$67,688
$63,444
$87,794
$108,026
$14,238
$109,319
$765,793
TNX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$152.61
$136.63
$150.83
$113.01
$90.44 $100.18
$73.27 $159.73
$137.71
$52.82
$67.65
$66.33
$129.50
$131.03
$130.05
$294.65
$145.70
$176.20
$360.42
$199.33
$258.35
$158.77
$113.08
$118.37
$226.71
$204.08
$211.04
$224.11
$115.17
$178.56
$168.18
$108.43
$140.97
$41.18 $159.61
$97.69
$143.78
$141.49
$142.53
Average Contracts Per Trade
Call
Put
Total
30.0
10.7
25.0
15.5
27.2
20.5
18.0
24.3
22.3
5.5
22.6
17.7
17.4
11.1
14.5
9.6
19.9
16.3
16.0
23.7
20.2
8.9
19.8
17.3
32.0
19.2
21.9
35.2
28.1
31.8
27.5
6.6
11.2
39.0
24.3
30.2
23.4
20.3
21.6
Call
17
12
6
2
15
8
6
7
4
10
2
15
104
Transactions
Put
6
9
13
5
13
15
7
24
15
9
7
22
145
Total
23
21
19
7
28
23
13
31
19
19
9
37
249
55
TYX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
20
23
19
22
22
20
23
20
22
21
20
252
Call
1,845
3,166
2,409
1,680
1,310
666
346
140
253
211
393
215
13,083
Contract Volume
Put
Total
7,940
9,785
4,908
8,074
4,380
6,789
568
2,248
740
2,050
822
1,488
489
835
789
929
382
635
163
374
107
500
1,202
1,417
22,490
35,573
Average Daily
Volume
489
404
295
118
93
68
42
40
32
17
24
71
141
TYX Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
1,574
2,218
2,697
2,836
2,610
2,034
1,918
1,816
1,502
1,536
1,633
499
-
Open Interest in Contracts
Put
8,153
7,701
1,504
1,529
1,282
776
856
922
808
790
676
1,310
-
Total
9,727
9,919
4,201
4,365
3,892
2,810
2,774
2,738
2,310
2,326
2,309
1,809
-
Call
$303,213
$583,613
$764,856
$343,069
$267,350
$122,900
$50,632
$43,506
$27,525
$28,431
$38,588
$87,775
$2,661,458
Dollar Volume
Put
$3,711,081
$2,449,954
$2,787,800
$96,888
$70,806
$93,513
$52,363
$86,163
$74,256
$21,431
$6,881
$186,769
$9,637,905
Total
$4,014,294
$3,033,567
$3,552,656
$439,957
$338,156
$216,413
$102,995
$129,669
$101,781
$49,862
$45,469
$274,544
$12,299,363
TYX Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
56
Average Premium Per Contract
Call
Put
Total
$164.34
$467.39
$410.25
$161.44
$499.18
$355.93
$317.50
$636.48
$523.30
$204.21
$170.58
$195.71
$204.08
$95.68
$164.95
$184.53
$113.76
$145.44
$146.34
$107.08
$123.35
$310.76
$109.21
$139.58
$108.79
$194.39
$160.29
$134.74
$131.48
$133.32
$98.19
$64.31
$90.94
$408.26
$155.38
$193.75
$203.43
$428.54
$345.75
Average Contracts Per Trade
Call
Put
Total
17.2
63.0
42.0
21.5
44.2
30.5
6.7
70.6
16.0
14.1
17.8
14.9
13.5
24.7
16.1
9.9
19.6
13.7
10.2
32.6
17.0
6.7
34.3
21.1
11.5
21.2
15.9
8.4
12.5
9.8
13.6
13.4
13.5
11.9
37.6
28.3
12.3
43.9
22.5
Call
107
168
361
119
97
67
34
21
22
25
29
18
1,068
Transactions
Put
126
111
62
32
30
42
15
23
18
13
8
32
512
Total
233
279
423
151
127
109
49
44
40
38
37
50
1,580
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.
Year
2000
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
326,359,531
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
208,792,580
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
117,566,951
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
1,295,078
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
Year
2000
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
53,264,239
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
33,792,832
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
19,471,407
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
$324,433,366
$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
$174,504,703
$149,928,663
$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
—
57
Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade
Year
2000
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
$994
$836
$1,275
$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
12.3
11.0
15.5
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
Year
2000
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
Volume
326,359,531
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
278,920,392
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
47,397,039
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
42,100
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
—
—
—
—
—
—
—
—
—
—
—
—
Total Options Contract Volume By Exchange
Year
2000
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
326,359,531
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
PHLX
PCX
ISE
NYSE
207,726,689
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
—
—
76,549,892
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
—
—
108,541,840
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
—
—
—
7,565,684
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
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
726,743,636
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
59
HISTORICAL TRADING ACTIVITY-EQUITY OPTIONS
Equity Options Contract Volume
Year
Trading
Days
2000
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
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
278,920,392
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
187,906,726
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
Put
Average Daily
Volume
91,013,666
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
—
—
—
—
1,106,827
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
Year
Trading
Days
Total
Open Interest
Call
Put
2000
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
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
49,944,375
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
32,216,400
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
—
—
—
—
17,727,975
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
—
—
—
—
60
Total
$193,302,270
$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 (thousands)
Call
Put
$113,231,311
$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
—
—
—
—
$80,070,959
$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
—
—
—
—
Equity Options Average Premium Per Contract and Average Contracts Per Trade
Year
2000
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
$693
$627
$414
$360
$339
$288
$247
$258
$251
$253
$257
$315
$243
$352
$302
$275
$318
$499
$426
$390
$527
$392
$420
$322
$420
$446
$294
$402
$603
$706
$448
$389
$376
$314
$250
$274
$255
$271
$258
$319
$255
$364
$329
$305
$346
$597
$501
$417
$588
$403
$419
$318
$420
$446
$294
$402
$880
$443
$344
$293
$250
$225
$239
$219
$243
$210
$254
$303
$203
$313
$210
$177
$240
$231
$278
$323
$265
$329
$429
$389
—
—
—
—
Average Contracts Per Trade
Total
Call
Put
11.4
102
10.7
10.4
10.4
11.1
12.2
10.4
9.1
9.2
9.5
10.2
8.8
8.6
8.5
8.7
8.4
7.7
7.4
7.2
6.1
6.0
5.3
5.1
4.1
3.5
3.4
2.6
10.4
9.5
9.8
9.7
9.9
10.6
11.9
10.2
9.1
9.0
9.7
10.0
8.8
8.6
8.5
8.7
8.3
7.8
7.5
7.3
6.0
5.8
5.3
5.1
4.1
3.5
3.4
2.6
14.2
12.1
12.9
12.4
11.6
12.5
12.9
11.0
9.3
9.7
9.3
10.8
9.1
8.6
8.4
8.8
8.6
7.5
7.2
7.0
6.5
7.2
5.7
5.3
—
—
—
—
Equity Options Contract Volume By Exchange
Cleared Equity Options Volume
Year
2000
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
PHLX
PCX
ISE
MSE*
278,920,392 192,032,222 72,135,321 108,533,862 7,565,684
198,086,825 126,821,276 44,086,183 75,770,940
138,507,143 94,332,281 37,871,930 58,930,521
116,031,496 83,926,288 25,021,282 46,606,429
88,456,579 57,082,441 16,325,194 33,839,202
77,040,466 48,886,858 14,739,706 30,852,968
68,974,809 44,810,966 13,016,116 20,861,609
58,710,818 43,390,722 11,411,065 16,203,312
44,918,235
36,067,822 10,408,628 12,996,923
45,255,301 32,829,447 11,803,703 13,781,027
48,486,402 34,197,819 12,443,833 13,750,956
61,902,931
41,579,453 16,768,793 17,865,387
49,393,231 37,470,045 13,092,707 13,068,755
73,315,232 52,770,659 18,088,192 18,951,794
64,744,167 47,140,205 15,054,738 13,941,683
57,523,599 36,099,739 12,068,358 12,700,805
58,674,901 33,076,866 15,982,001 11,191,471
71,695,563
36,199,701 16,607,806 11,155,906
75,721,605 38,766,996 13,466,652
9,309,563
57,584,175 34,859,475 10,009,565
6,952,567
52,916,921 29,048,323 7,758,101
5,486,590
1,518,611
35,379,600 17,467,018 4,952,737
3,856,344
2,609,164
34,277,350
14,380,959 3,270,378
3,289,968
2,012,363
24,838,632 10,077,578 2,195,307
1,925,031
600,780
21,498,027
9,035,767 1,274,702
550,194
15,237
14,431,023
3,530,564
140,982
5,682,907
1,119,177
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
659,187,481
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
Reported
CBOE %
NYSE
CBOE
Share of
Volume
Options Volume
Total (Millions of
in Shares as
Volume
shares)
% of NYSE Volume
42.3
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
261,484.0
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
10.7
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.
61
Equity LEAPS Contract Volume and Open Interest
Year
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
Trading
Days
252
252
252
253
254
252
252
253
254
253
Total Contract Volume
Total
Call
Put
18,320,847 12,913,284 5,407,563
12,495,220
8,828,450 3,666,770
7,193,811
5,109,298 2,084,513
5,146,780
3,677,210 1,469,570
3,573,877
2,538,756 1,035,121
3,532,779
2,463,099 1,069,680
2,919,657
2,169,929
749,728
2,571,321
1,866,891
704,430
1,547,717
1,182,606
365,111
625,642
497,984
127,658
Average
Daily
Volume
72,702
49,584
28,547
20,343
14,070
14,019
11,586
10,163
6,093
2,473
Open Interest in Contracts
Total
Call
Put
9,220,251
5,859,826 3,360,425
6,331,538
3,738,715 2,592,823
2,623,740
1,730,927
892,813
1,749,909
1,114,337
635,572
2,467,906
841,547 1,626,359
1,042,392
665,976
376,416
957,380
618,975
338,405
846,057
543,649
302,408
508,781
365,887
142,894
199,109
150,230
48,879
HISTORICAL TRADING ACTIVITY-INDEX OPTIONS*
Total Index Contract Volume
Trading
Year
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Days
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
47,397,039
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
20,870,522
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
26,526,517
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
188,083
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
Year
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Total
3,317,081
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
1,575,805
1,741,276
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
$131,117,652,021
$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
*Includes LEAPS for 1990-1998. 1999 & 2000 data includes LEAPS and FLEX.
62
Dollar Volume
Call
$61,270,306,288
$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
$69,847,345,733
$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
Total Index Option Average Premium Per Contract and
Average Contracts Per Trade
Year
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Average Premium Per Contract
Total
Call
Put
$2,766
$2,936
$2,633
$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
22.7
22.1
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
23.1
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
Year
CBOE
AMEX
PHLX
PCX
NYSE
NASD
Total
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
47,397,539
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
15,694,467
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
3,862,126
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
7,978
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
—
—
—
—
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
—
—
—
—
—
—
—
—
—
—
—
—
—
—
45,239
107,453
—
—
66,961,110
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
70.8
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
OEX (S&P100) Contract Volume and Open Interest
Year
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Trading
Days
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
15,557,421
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
7,047,058
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
8,510,363
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
61,736
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
179,371
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
63
SPX/SPL (S&P 500) Contract Volume and Open Interest
Year
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Trading
Days
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
127
Total
23,290,194
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
10,202,047
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
13,088,147
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
92,421
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
2,496,349
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
Year
Trading
Days
2000
1999
1998
1997
252
252
252
61
Total
3,763,077
3,319,804
4,281,731
2,029,938
Contract Volume
Call
1,635,695
1,015,438
1,399,234
902,050
Put
2,127,382
2,304,366
2,882,497
1,127,888
Average Daily
Volume
14,933
13,174
16,991
33,278
Open
Interest
223,569
437,654
343,556
464,792
Nasdaq-100 Index Options (NDX) Contract Volume and Open Interest
Year
Trading
Days
2000
1999
1998
1997
1996
1995
1994
252
252
252
253
254
252
227
Total
2,313,580
1,371,349
1,563,242
2,061,376
3,216,041
2,082,335
1,358,930
Contract Volume
Call
940,780
568,392
774,814
1,090,248
1,495,178
881,058
558,245
Put
1,372,800
802,957
788,428
971,128
1,720,863
1,200,377
800,685
Average Daily
Volume
9,181
5,442
6,203
8,148
12,662
8,263
5,986
Open
Interest
68,220
86,442
20,375
31,158
36,859
83,364
39,369
Mini Nasdaq-100 Index Options (MNX) Contract Volume and Open Interest
Year
Trading
Days
2000
93
Total
1,468,469
Contract Volume
Call
756,636
Put
711,740
Average Daily
Volume
15,790
Open
Interest
268,086
Russell 2000 Index Options (RUT) Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
Open
Interest
2000
1999
1998
1997
1996
1995
1994
1993
1992
252
252
252
253
254
252
252
253
35
835,614
821,565
876,158
616,882
388,399
317,099
651,009
494,980
40,086
197,567
414,385
383,124
349,415
179,145
103,557
192,777
233,801
19,869
638,047
407,180
493,034
267,467
209,254
213,542
458,232
261,179
20,217
3,316
3,260
3,477
2,438
1,529
1,258
2,583
1,956
1,145
64,663
33,322
57,215
34,035
55,901
24,754
46,817
76,896
21,499
64
HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
252
251
251
250
252
250
250
251
251
251
251
131
42,100
42,556
76,760
75,517
94,252
65,102
216,592
64,561
57,305
50,035
61,839
72,718
15,781
19,527
44,129
38,220
50,636
39,121
108,200
32,795
31,987
26,769
27,025
38,455
26,768
23,029
32,631
37,297
43,616
25,981
108,392
31,766
25,318
23,266
34,814
34,263
167
170
306
302
374
260
866
257
228
199
246
555
Total Interest Rate Options Open Interest and Dollar Volume
Year
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Total
2,783
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
627
1,632
2,907
5,182
3,002
3,281
11,554
1,435
1,688
3,682
2,652
3,150
Put
2,156
4,763
1,529
3,800
3,432
3,550
9,940
1,998
1,048
1,185
1,553
1,556
Total
$13,444,561
$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
Dollar Volume
Call
$3,085,375
$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
$10,359,186
$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
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Year
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Average Premium Per Contract
Total
Call
Put
$314
$196
$387
$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
21.9
12.9
36.2
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
65
Options are not suitable for every investor. For more information consult your investment advisor. Prior to buying and selling options,
a person must receive a copy of Characteristics and Risks of Standardized Options which is available from The Options Clearing
Corporation (OCC) by calling 1-800-OPTIONS, or by writing to the OCC at 440 S. LaSalle, Suite 2400, Chicago, Illinois 60605.
Standard & Poor’s®, S&P®, S&P 100® and S&P 500® are registered trademarks of McGraw-Hill, Inc. and are licensed for use by the
Chicago Board Options Exchange, Inc.
The Goldman Sachs Technology Indexes are the property of Goldman, Sachs & Co. (Goldman Sachs) and have been licensed to the
Chicago Board Options Exchange in connection with the trading of options based upon the indexes. Goldman Sachs assumes no
liability in connection with the trading of any contract based upon any of the indexes. GSTI is a trademark of Goldman, Sachs & Co.
®
®
LEAPS and OEX are registered trademarks and Latin 15 Index™, Long-term Equity AnticiPation Securities™, FLEX™, FLexible
EXchange™ and SPX™ are trademarks of the Chicago Board Options Exchange, Inc.
®
Nikkei 300 is a registered trademark of Nihon Keizai Shimbun Inc. and is licensed for use by the Chicago Board Options Exchange,
Inc.
®
NYSE Composite Index is a registered trademark of the New York Stock Exchange and is licensed for use by the Chicago Board
Options Exchange.
®
®
®
®
The Nasdaq-100 Index , Nasdaq 100 , Nasdaq National Market and Nasdaq are registered marks and The Nasdaq Stock MarketSM,
NDXSM and NDSSM are service marks of The Nasdaq Stock Market, Inc. These marks are licensed for use by the Chicago Board
Options Exchange, Inc. in connection with the trading of options based on the Nasdaq-100 Index. Such options have not been passed
on by The Nasdaq Stock Market, Inc. or its affiliates as to their legality or suitability, and such options are not issued, endorsed, sold or
promoted by The Nasdaq Stock Market, Inc. or its affiliates. THE NASDAQ STOCK MARKET, INC. OR ITS AFFILIATES
MAKES NO WARRANTIES AND BEARS NO LIABILITY WITH RESPECT TO SUCH OPTIONS.
The “Morgan Stanley Multinational IndexSM” is a service mark of Morgan Stanley & Co. Incorporated and has been licensed for use by
the Chicago Board Options Exchange, Incorporated. Morgan Stanley does not calculate the Morgan Stanley Multinational Index (the
“Index”), options on the Morgan Stanley Multinational Index (“Index Options”) are not sponsored by Morgan Stanley and Morgan
Stanley does not guarantee, nor is Morgan Stanley liable in any way for, the accuracy or completeness of the Index or make any
warranty, express or implied, as the results to be obtained by anyone in connection with the use of the Index and further disclaims all
warranties or merchantability or fitness for a particular purpose with respect to the Index. Morgan Stanley assumes no liability or
obligation in connection with the trading of the Index Options. Morgan Stanley & Co. Incorporated and or affiliates may have positions
in and may also provide or seek to provide significant advice or investment services, including investment banking services, for the
issuers of such securities and instruments.
®
The Russell 2000 Index is a registered trademark of Frank Russell Company.
Dow Jones Industrial AverageSM, Dow Jones Transportation AverageSM, Dow Jones Utility AverageSM, The Dow 10SM, and the Dow
Jones Internet Commerce IndexSM are service marks of Dow Jones & Company, Inc. and have been licensed for certain purposes by
The Chicago Board Options Exchange, Inc. (“CBOE”). CBOE’s options based on the Dow Jones Industrial Average, Dow Jones
Transportation Average, and Dow Jones Untility Average are not sponsored, endorsed, sold or promoted by Dow Jones, and Dow Jones
makes no representation regarding the advisability of investing in such products.
©Chicago Board Options Exchange, Inc. 2001
All rights reserved. Printed in USA. (4.11.00.LP50)
400 S. LaSalle Street
Chicago, IL 60605
www.cboe.com
66
400 S. LaSalle Street
Chicago, IL 60605
www.cboe.com
Download