Market Statistics
2001
MARKET STATISTICS-2001
Table of Contents
CBOE TRADING ACTIVITY-2001
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-2001
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 ................................................. 8-13
CBOE Equity Options Volume .......................................................... 14-35
CBOE Top 100 Equity Options Ranked By Volume ......................... 36-37
INDEX OPTIONS-2001
(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 8
Most Active Indexes-2001 ....................................................................... 3 9
Total Index Options ............................................................................ 40-41
Total Index Options Contract Volume By Exchange ................................. 4 1
Total Index FLEX (NDX, OEX, RUT, SPX, DJX, MNX) ...................... 4 2
OEX® (S&P 100®) ................................................................................ 4 3
SPXTM (S&P 500®) ................................................................................. 4 4
Dow Jones Industrial AverageSM (DJX) .................................................... 4 5
Nasdaq-100 Index® Options (NDX) ..................................................... 4 6
Mini Nasdaq-100 Index® Options (MNX) ........................................... 4 7
Russell 2000® Index Options (RUT) ..................................................... 4 8
Other Index Option Products .................................................................. 4 9
Other Index Options Contract Volume Detail .......................................... 5 0
HISTORICAL TRADING ACTIVITY
ALL OPTIONS
Total CBOE Options Contract Volume .................................................... 5 6
Total CBOE Options Year-End Open Interest and Dollar Volume .......... 5 6
Total CBOE Options Average Permium
Per Contract, and Average Contracts Per Trade .................................... 5 7
Total CBOE Options Contract Volume-All Options ............................... 5 7
Total Options Contract Volume By Exchange ........................................... 5 8
EQUITY OPTIONS
Equity Options Contract Volume ............................................................. 5 9
Equity Options Open Interest and Dollar Volume ................................... 5 9
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ......................................................... 6 0
Equity Options Contract Volume By Exchange ........................................ 6 0
Equity LEAPS Contract Volume and Open Interest .................................. 6 1
INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Index Contract Volume .................................................................... 6 1
Total Index Option Open Interest and Dollar Volume ............................ 6 1
Total Index Option Average Premium Per Contract
and Average Contracts Per Trade ......................................................... 6 2
Total Index Options Contract Volume By Exchange ................................. 6 2
OEX (S&P 100) ....................................................................................... 6 2
SPX/SPL (S&P 500) ................................................................................. 6 3
Options on the Dow Jones Industrial Average (DJX) .............................. 6 3
Nasdaq-100 Index Options (NDX) ........................................................ 6 3
Mini Nasdaq-100 Index Options (MNX) ............................................... 6 3
Russell 2000 Index Options (RUT) ........................................................ 6 3
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume ............................................ 6 4
Total Interest Rate Options Open Interest and Dollar Volume ................. 6 4
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ..................................... 6 4
INTEREST RATE OPTIONS-2001
(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 1
IRX Options ............................................................................................. 5 2
FVX Options ............................................................................................ 5 3
TNX Options ........................................................................................... 5 4
TYX Options ............................................................................................ 5 5
1
CBOE TRADING ACTIVITY-2001
Total CBOE Options Trading Summary
No. of Contracts
Average Daily Volume
Dollar Volume
Open Interest
Transactions
Call
117,139,776
472,338
$83,694,213,208
57,328,177
801,191
Trading
Month Days
Call
Jan
21
10,825,067
Feb
19
9,253,093
Mar
22
11,920,718
Apr
20
10,833,826
May
22
9,702,482
Jun
21
8,778,972
Jul
21
8,983,907
Aug
23
8,878,381
Sep
15
10,832,652
Oct
23
10,837,460
Nov
21
8,673,513
Dec
20
7,619,705
Total
248
117,139,776
Put
189,528,075
764,226
$111,358,216,475
31,433,705
412,311
Contract Volume
Put
19,338,119
14,487,279
18,234,799
18,620,320
17,397,680
14,284,316
14,027,352
13,429,283
14,135,875
17,545,693
15,347,183
12,680,176
189,528,075
Total
30,163,186
23,740,372
30,155,517
29,454,146
27,100,162
23,063,288
23,011,259
22,307,664
24,968,527
28,383,153
24,020,696
20,299,881
306,667,851
Total
306,667,851
1,236,564
$195,052,429,682
88,761,882
1,213,502
Average Daily
Total
1,436,342
1,249,493
1,370,705
1,472,707
1,231,826
1,098,252
1,095,774
969,898
1,664,568
1,234,050
1,143,843
1,014,994
1,236,564
Call
33,523,801
39,456,196
36,263,170
47,879,913
46,339,998
57,427,070
49,511,580
50,230,791
52,980,995
54,321,063
55,123,674
57,328,177
-
Open Interest
Put
23,977,726
22,439,401
19,711,735
20,885,168
27,115,737
31,180,549
26,647,726
26,528,478
27,991,658
29,413,396
29,630,707
31,433,705
-
Total
57,501,527
61,895,597
55,974,905
68,765,081
73,455,735
88,607,619
76,159,306
76,759,269
80,972,653
83,734,459
84,754,381
88,761,882
-
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
21
19
22
20
22
21
21
23
15
23
21
20
248
Average Premium Per Contract
Call
Put
Total
$1,060
$648
$796
$755
$788
$775
$686
$907
$820
$857
$598
$693
$871
$486
$624
$691
$531
$592
$532
$479
$500
$474
$498
$488
$461
$826
$668
$668
$399
$501
$774
$437
$558
$700
$387
$504
$714
$588
$636
Average Contracts Per Trade
Call
Put
Total
7
29
13
8
25
14
10
27
17
9
31
17
8
31
16
10
32
17
10
30
17
11
29
18
14
24
18
10
30
17
9
33
17
10
31
17
146
460
253
Transactions
Call
Put
Total
1,634,817
673,943
2,308,760
1,103,958
577,883
1,681,841
1,139,518
678,750
1,818,268
1,175,110
596,902
1,772,012
1,157,620
552,962
1,710,582
886,561
452,944
1,339,505
857,490
472,373
1,329,863
806,612
467,558
1,274,170
790,352
582,416
1,372,768
1,081,596
583,788
1,665,384
978,869
463,951
1,442,820
801,191
412,311
1,213,502
12,413,694 6,515,781 18,929,450
Total Dollar
Volume
$24,003,719,150
$18,403,635,497
$24,728,425,380
$20,425,462,211
$16,898,808,379
$13,649,598,465
$11,495,778,321
$10,888,203,184
$16,667,701,243
$14,234,020,219
$13,409,783,853
$10,237,293,780
$195,052,429,682
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
21
30,163,186
19
23,740,372
22
30,155,517
20
29,454,146
22
27,100,162
21
23,063,288
21
23,011,259
23
22,307,664
15
24,968,527
23
28,383,153
21
24,020,696
20
20,299,881
248
306,667,851
Equity
Volume
26,365,780
19,607,783
22,282,866
21,981,224
21,026,715
17,231,376
17,256,724
15,983,470
17,529,023
20,438,608
17,732,687
15,414,833
232,851,089
Index
Volume
3,795,161
4,128,581
7,863,883
7,469,552
6,072,155
5,831,076
5,750,484
6,322,532
7,437,192
7,941,400
6,284,513
4,880,642
73,777,171
Interest Rate
Volume
2,245
4,008
8,768
3,370
1,292
836
4,051
1,662
2,312
3,145
3,496
4,406
39,591
Total Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
30,163,186
23,740,372
30,155,517
29,454,146
27,100,162
23,063,288
23,011,259
22,307,664
24,968,527
28,383,153
24,020,696
20,299,881
306,667,851
AMEX
22,830,481
18,446,381
21,385,270
21,520,023
18,532,578
16,110,804
16,225,462
16,322,645
4,592,137
18,521,116
15,924,102
14,632,076
205,043,075
PHLX
11,117,991
9,007,651
10,278,583
10,295,549
8,787,000
7,866,035
6,940,822
6,277,624
8,910,629
8,836,226
7,276,122
6,247,492
101,841,724
PCX
10,925,742
7,809,498
10,120,605
10,464,303
9,889,565
8,071,353
7,772,931
7,392,245
7,703,063
8,174,265
7,930,427
6,383,141
102,637,138
ISE
2,482,757
2,450,936
3,691,915
4,571,530
5,038,020
4,938,909
6,076,900
6,060,914
6,319,664
8,745,214
7,502,616
7,474,594
65,353,969
Total
77,520,157
61,454,838
75,631,890
76,305,551
69,347,325
60,050,389
60,027,374
58,361,092
52,494,020
72,659,974
62,653,963
55,037,184
781,543,757
CBOE Share
39%
39%
40%
39%
39%
38%
38%
38%
48%
39%
38%
37%
39%
3
EQUITY OPTIONS-2001
Equity Options Contract Volume
During 2001, 233 million equity contracts were traded on the CBOE, representing options on 23.3 billion shares of underlying stock.
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
22
20
22
21
21
23
15
23
21
20
248
Call
9,023,051
7,410,840
8,255,558
7,093,171
6,964,965
6,003,868
6,126,833
5,878,817
7,524,501
7,258,222
6,027,108
5,632,362
83,199,296
Contract Volume
Put
17,342,729
12,196,943
14,027,308
14,888,053
14,061,750
11,227,508
11,129,891
10,104,653
10,004,522
13,180,386
11,705,579
9,782,471
149,651,793
Total
26,365,780
19,607,783
22,282,866
21,981,224
21,026,715
17,231,376
17,256,724
15,983,470
17,529,023
20,438,608
17,732,687
15,414,833
232,851,089
Average Daily
Volume
1,255,513
1,031,989
1,012,858
1,099,061
955,760
820,542
821,749
694,933
1,168,602
888,635
844,414
770,742
938,916
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 2001, open interest in equity options on CBOE was 84,375,076 contracts.
Open Interest
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
31,679,698
37,295,895
34,156,236
45,620,795
43,925,661
55,337,091
47,354,412
48,381,887
50,564,907
51,701,491
52,306,848
55,326,798
Put
21,908,957
20,099,242
17,142,260
18,063,172
24,076,277
28,644,587
24,044,559
24,173,781
25,264,684
26,246,031
26,170,792
29,048,278
Dollar Volume
Total
53,588,655
57,395,137
51,298,496
63,683,967
68,001,938
83,981,678
71,398,971
72,555,668
75,829,591
77,947,522
78,477,640
84,375,076
Call
$7,240,969,268
$3,759,150,789
$3,729,970,049
$4,402,186,939
$4,354,874,947
$3,017,983,570
$2,700,003,298
$2,193,549,594
$2,131,616,371
$3,194,781,293
$3,126,055,995
$2,849,005,700
$42,700,147,813
Put
$7,331,100,301
$5,740,198,491
$6,370,482,450
$5,353,010,386
$4,009,069,899
$3,131,604,961
$3,404,449,516
$2,940,957,641
$4,568,051,921
$2,652,733,079
$1,849,617,173
$1,647,624,045
$48,998,899,863
Total
$14,572,069,569
$9,499,349,280
$10,100,452,499
$9,755,197,325
$8,363,944,846
$6,149,588,531
$6,104,452,814
$5,134,507,235
$6,699,668,292
$5,847,514,372
$4,975,673,168
$4,496,629,745
$91,699,047,676
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
$802
$423
$553
$507
$471
$484
$452
$454
$453
$621
$360
$444
$625
$285
$398
$503
$279
$357
$441
$306
$354
$373
$291
$321
$283
$457
$382
$440
$201
$286
$519
$158
$281
$506
$168
$292
$513
$327
$394
Average Contracts Per Trade
Call
Put
Total
6
29
12
7
25
13
8
26
14
7
32
14
6
31
14
7
30
14
8
29
15
8
27
14
11
22
15
7
29
14
7
32
14
8
29
14
7
28
14
Call
1,562,610
1,033,493
1,040,773
1,080,054
1,085,814
823,531
791,403
734,168
706,668
996,583
910,652
745,730
11,511,479
Transactions
Put
Total
597,315 2,159,925
494,174 1,527,667
537,260 1,578,033
469,094 1,549,148
454,532 1,540,346
376,261 1,199,792
390,033 1,181,436
374,361 1,108,529
464,642 1,171,310
447,772 1,444,355
365,873 1,276,525
336,823 1,082,553
5,308,140 16,819,619
Equity Options Liquidations, Exercises and Expirations (%)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Call
57.2%
51.0%
45.3%
56.1%
55.9%
46.2%
46.8%
46.1%
36.9%
48.3%
52.4%
51.3%
Closing Sells
Put
39.2%
56.0%
58.1%
47.1%
44.2%
52.6%
49.2%
54.1%
55.3%
46.9%
42.3%
48.0%
Total
50.3%
52.9%
50.2%
52.3%
50.9%
48.7%
47.8%
49.5%
44.7%
47.7%
47.6%
49.9%
Call
11.1%
7.5%
4.1%
13.8%
16.5%
8.2%
9.3%
6.8%
2.6%
11.2%
21.4%
14.5%
Exercises
Put
34.7%
20.0%
28.6%
17.5%
11.5%
23.8%
25.9%
22.1%
38.0%
19.4%
9.7%
16.7%
Total
20.1%
12.1%
13.5%
15.4%
14.3%
14.2%
16.4%
13.4%
17.5%
14.9%
15.9%
15.5%
Call
31.7%
41.5%
50.6%
30.0%
27.6%
45.6%
43.9%
47.1%
60.5%
40.6%
26.3%
34.1%
Long Expirations
Put
Total
26.2% 29.6%
24.0% 35.0%
13.3% 36.3%
35.3% 32.3%
44.3% 34.8%
23.7% 37.1%
24.9% 35.8%
23.8% 37.1%
6.7%
37.9%
33.7% 37.4%
48.0% 36.5%
35.2% 34.6%
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 36% of all equity options trading in 2001. At year-end there were 1,429 listed equity options at CBOE.
Cleared Equity Options Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
26,365,780
19,607,783
22,282,866
21,981,224
21,026,715
17,231,376
17,256,724
15,983,470
17,529,023
20,438,608
17,732,687
15,414,833
232,851,089
AMEX
19,210,675
14,251,263
17,085,875
16,967,415
15,400,613
12,957,800
13,615,920
12,742,268
3,634,837
15,809,418
13,517,460
12,520,410
167,713,954
PHLX
PCX
ISE
Total
10,705,795 10,917,027 2,482,757 69,682,034
8,586,871 7,803,385 2,450,936 52,700,238
9,500,581 9,234,491 3,190,738 61,294,551
9,401,380 9,676,294 3,973,742 62,000,055
8,035,430 9,121,569 4,435,985 58,020,312
7,066,250 7,490,674 4,285,830 49,031,930
6,245,511 7,186,282 5,390,406 49,694,843
5,274,479 6,633,465 5,414,641 46,048,323
7,551,722 6,969,712 5,653,206 41,338,500
8,081,203 7,470,815 8,081,203 59,881,247
6,660,361 7,297,962 6,934,933 52,143,403
5,845,457 5,844,332 6,906,826 46,531,858
92,955,040 95,646,008 59,201,203 648,367,294
CBOE
Market Share
38%
37%
36%
35%
36%
35%
35%
35%
42%
34%
34%
33%
36%
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
21
19
22
20
22
21
21
23
15
23
21
20
248
Contract Volume
Call
Put
Total
625,093 1,437,871 2,062,964
635,619 1,321,161 1,956,780
899,233 1,476,489 2,375,722
760,394 1,520,957 2,281,351
698,970 1,403,985 2,102,955
459,829
940,413 1,400,242
355,319
714,193 1,069,512
349,908
747,457 1,097,365
919,202 1,322,012 2,241,214
526,873 1,051,454 1,578,327
535,752 1,005,623 1,541,375
462,620
898,149 1,360,769
7,228,812 13,839,764 21,068,576
Average Daily
Open Interest in Contracts
Volume
Call
Put
Total
98,236
3,881,988 7,090,651 10,972,639
102,988
7,835,050 4,152,234 11,987,284
107,987
9,568,614 4,734,420 14,303,034
114,068
12,190,802 5,152,815 17,343,617
95,589
8,377,757 3,915,379 12,293,136
66,678
7,898,243 3,658,825 11,557,068
50,929
6,349,004 2,814,609 9,163,613
47,712
7,046,335 3,236,886 10,283,221
149,414
9,173,849 4,275,265 13,449,114
68,623
9,818,029 4,732,980 14,551,009
73,399
8,570,969 4,738,332 13,309,301
68,038
11,694,927 6,186,513 17,881,440
84,954
Dollar Volume
Total
$2,153,780,678
$2,138,901,651
$2,693,223,143
$2,594,567,459
$1,893,422,618
$1,164,219,873
$707,403,755
$705,844,202
$1,498,791,879
$906,318,946
$773,338,426
$698,699,766
$17,928,512,396
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
21
19
22
20
22
21
21
23
15
23
21
20
248
Average Premium Per Contract
Call
Put
Total
$2,051
$606
$1,044
$1,343
$973
$1,093
$807
$1,332
$1,134
$1,018
$1,197
$1,137
$1,151
$776
$900
$1,069
$715
$831
$971
$507
$661
$1,014
$469
$643
$574
$735
$669
$879
$422
$574
$821
$332
$502
$965
$281
$513
$1,039
$753
$851
Average Contracts Per Trade
Call
Put
Total
5.5
47.5
14.3
6.5
46.0
15.5
7.8
39.7
15.6
7.4
52.2
17.3
8.8
62.1
20.5
7.9
51.3
18.2
7.4
49.4
17.2
6.7
49.8
16.4
11.5
46.3
20.6
7.4
53.2
17.3
7.9
53.9
17.9
7.5
50.6
17.1
7.6
49.4
17.1
Transactions
Call
Put
Total
114,137
30,246 144,383
97,134
28,736 125,870
115,196
37,197 152,393
102,888
29,113 132,001
79,807
22,604 102,411
58,512
18,315
76,827
47,801
14,452
62,253
51,937
15,019
66,956
80,165
28,560 108,725
71,507
19,768
91,275
67,558
18,667
86,225
61,985
17,740
79,725
948,627 280,417 1,229,044
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
21
19
22
20
22
21
21
23
15
23
21
20
248
Call
11,840
14,205
18,225
10,326
19,248
7,575
24,292
14,776
5,300
5,630
970
37,784
170,171
Contract Volume
Put
Total
32,680
44,520
85,145
99,350
138,631 156,856
57,712
68,038
49,458
68,706
27,369
34,944
19,183
43,475
9,476
24,252
5,300
10,600
8,968
14,598
5,956
6,926
36,051
73,835
475,929 646,100
Average Daily
Volume
2,120
5,229
7,130
3,402
3,123
1,664
2,070
1,054
707
635
330
3,692
2,605
Open Interest in Contracts
Call
Put
Total
201,526
125,606
327,132
205,765
119,465
325,230
327,874
125,670
453,544
241,879
121,395
363,274
273,333
123,987
397,320
263,702
127,663
391,365
266,488
170,297
436,785
266,488
170,297
436,785
241,321
215,526
456,847
241,321
215,526
456,847
241,321
215,526
456,847
204,206
275,993
480,199
Dollar Volume
Total
$14,867,813
$48,728,689
$27,209,380
$33,754,670
$20,433,710
$13,711,660
$139,646,170
$88,820,715
$4,786,400
$7,866,955
$4,150,595
$82,906,010
$486,882,767
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
21
19
22
20
22
21
21
23
15
23
21
20
248
Average Premium Per Contract
Call
Put
Total
$718
$195
$334
$2,469
$160
$490
$710
$103
$173
$1,989
$229
$496
$781
$109
$297
$878
$258
$392
$220
$7,001
$3,212
$803
$8,121
$3,662
$59
$844
$452
$416
$616
$539
$4,162
$19
$599
$766
$1,497
$1,123
$891
$704
$754
Average Contracts Per Trade
Call
Put
Total
149.9 1,054.2
404.7
144.9 1,851.0
689.9
256.7 2,432.1 1,225.4
78.2 1,603.1
405.0
198.4 1,301.5
508.9
176.2
882.9
472.2
207.6
872.0
312.8
284.2
351.0
307.0
311.8
265.0
286.5
97.1
597.9
200.0
37.3 1,489.0
230.9
1,799.2
474.4
761.2
209.8 1,181.0
532.2
Call
79
98
71
132
97
43
117
52
17
58
26
21
811
Transactions
Put
Total
31
110
46
144
57
128
36
168
38
135
31
74
22
139
27
79
20
37
15
73
4
30
76
97
403
1,214
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
8
Standard
Symbol
Stock
COMS
ABT
ANF
ADPT
ADCT
ADLAC
ADBE
AMD
AES
AET
A
AKAM
ALA
ALL
AT
ALTR
AZA
AMZN
DOX
AHC
AXP
AIG
APCC
AMT
AMTD
AMGN
AMKR
AMR
APC
ADI
ANDW
BUD
AOL
APA
AAPL
CRA
ABI
AMAT
AMCC
ARBA
ASA
IFMX
ASCL
ATHMQ
T
ATML
ADP
AN
AVP
BHI
BLDP
BAC
BK
ONE
ABX
BAX
BCE
BEAS
BSC
BLS
BBY
BCHE
BGEN
BMC
BA
BORL
BSX
BP
BMY
BRCM
3Com Corporation
Abbott Laboratories
Abercrombie & Fitch Company
Adaptec, Inc.
ADC Telecommunications, Inc.
Adelphia Communications Corporation Class A
Adobe Systems, Inc.
Advanced Micro Devices, Inc.
AES Corporation
Aetna Inc.
Agilent Technologies, Corporation
Akamai Technologies, Inc.
Alcatel
Allstate Corporation (The)
ALLTEL Corporation
Altera Corporation
ALZA Corporation
Amazon.Com Inc.
Amdocs Ltd.
Amerada Hess Corporation
American Express Company
American International Group, Inc.
American Power Conversion Corporation
American Tower Corporation CLA
Ameritrade Holding Corp-Cl A
Amgen, Inc.
Amkor Technology, Inc.
AMR Corporation
Anadarko Petroleum Corporation
Analog Devices, Inc.
Andrew Corporation
Anheuser-Busch Companies, Inc.
AOL Time Warner, Inc
Apache Corporation
Apple Computer, Inc.
Applera Corp - Celera Genomics Group
Applera Corporation-Applied Biosystems Group
Applied Materials, Inc.
Applied Micro Circuits Corporation
Ariba, Inc.
ASA Limited
Ascential Software Corporation
Ascential Software Corporation
At Home Corporation Ser. A
AT&T Corporation
Atmel Corporation
Automatic Data Processing, Inc.
AutoNation, Inc.
Avon Products, Inc.
Baker Hughes Incorporated
Ballard Power Systems Inc.
Bank of America Corporation
Bank of New York Company, Inc. (The)
Bank One Corporation
Barrick Gold Corporation
Baxter International, Inc.
BCE, Inc.
BEA Systems, Inc.
Bear Stearns Companies, Inc. (The)
BellSouth Corporation
Best Buy Co., Inc.
BioChem Pharma, Inc.
Biogen, Inc.
BMC Software, Inc.
Boeing Company (The)
Borland Software Corporation
Boston Scientific Corporation
BP P.L.C.
Bristol-Myers Squibb Company
Broadcom, Inc.
Total
25,636
9,205
12,790
3,412
38,284
11,345
22,533
70,423
8,177
12,863
28,968
8,622
14,527
9,928
3,113
13,307
5,110
67,896
3,679
1,304
39,365
68,086
9,046
33,369
8,181
74,800
5,914
5,900
12,477
16,849
5,148
4,121
484,214
1,045
46,763
4,824
2,105
53,960
2,915
107,120
4,476
39,653
1,046
33,510
273,267
41,068
2,178
7,975
6,743
8,187
3,868
95,419
14,164
40,957
6,446
6,600
5,017
32,625
2,328
6,889
31,591
1,253
18,488
23,486
186,863
14,664
17,624
9,617
55,944
81,728
Contract Volume
Callff
22,234
5,118
11,340
2,576
29,790
3,566
14,176
44,411
6,147
11,777
21,610
6,791
7,516
6,360
1,880
9,206
2,995
38,851
1,128
910
25,039
48,594
5,235
21,746
4,715
30,935
3,204
3,116
9,043
10,928
3,396
2,409
358,158
490
27,816
3,112
211
36,552
2,295
30,274
4,055
29,582
983
20,361
164,961
34,395
1,037
7,013
4,612
7,319
2,482
56,204
11,897
28,343
5,432
5,176
3,160
23,946
432
4,021
24,199
300
12,818
18,612
118,486
13,402
14,507
8,415
40,093
69,844
Average Daily Volume
Call
Put
Put
Total
3,402
4,087
1,450
836
8,494
7,779
8,357
26,012
2,030
1,086
7,358
1,831
7,011
3,568
1,233
4,101
2,115
29,045
2,551
394
14,326
19,492
3,811
11,623
3,466
43,865
2,710
2,784
3,434
5,921
1,752
1,712
126,056
555
18,947
1,712
1,894
17,408
620
76,846
421
10,071
63
13,149
108,306
6,673
1,141
962
2,131
868
1,386
39,215
2,267
12,614
1,014
1,424
1,857
8,679
1,896
2,868
7,392
953
5,670
4,874
68,377
1,262
3,117
1,202
15,851
11,884
103
37
52
14
154
46
91
284
33
52
117
35
59
40
13
54
21
274
15
5
159
275
36
135
33
302
24
24
50
68
21
17
1,952
4
189
19
8
218
12
432
18
160
4
135
1,102
166
9
32
27
33
16
385
57
165
26
27
20
132
9
28
127
5
75
95
753
59
71
39
226
330
90
21
46
10
120
14
57
179
25
47
87
27
30
26
8
37
12
157
5
4
101
196
21
88
19
125
13
13
36
44
14
10
1,444
2
112
13
1
147
9
122
16
119
4
82
665
139
4
28
19
30
10
227
48
114
22
21
13
97
2
16
98
1
52
75
478
54
58
34
162
282
14
16
6
3
34
31
34
105
8
4
30
7
28
14
5
17
9
117
10
2
58
79
15
47
14
177
11
11
14
24
7
7
508
2
76
7
8
70
3
310
2
41
0
53
437
27
5
4
9
4
6
158
9
51
4
6
7
35
8
12
30
4
23
20
276
5
13
5
64
48
Equity LEAPS Contract Volume Detail
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
Standard
Symbol
Stock
BRCD
BNI
CIT
CVC
CPN
CPB
CPST
CAH
CAT
CUBE
CLS
CD
CTL
CHTR
CKFR
CVX
CHIR
CB
CIEN
CRUS
CSCO
C
CTXS
CLRS
CCU
CLX
CMGI
KO
CCE
CL
CMCSK
CDO
CMRC
CTC
CPQ
CA
CSC
CPWR
CNXT
CNC
GLW
CORV
COST
CONV
CREE
CCI
CVS
CY
DCX
DE
DELL
DAL
DT
DO
DIS
DG
DOW
DD
ELNK
EK
EBAY
DISH
AGE
ELN
ERTS
EDS
EFII
EMC
EMR
ENE
ETS
ENMD
ENZ
Brocade Communications
107,052
Burlington Northern Santa Fe Corporation
1,511
C.I.T. Group, Inc.
757
Cablevision Systems Corporation
9,075
Calpine Corporation
81,700
Campbell Soup Company
3,385
Capstone Turbine Corporation
2,723
Cardinal Health, Inc.
1,292
Caterpillar, Inc.
19,429
C-Cube Microsystems, Inc.
2,926
Celestica Inc.
14,338
Cendant Corporation
66,594
Centurytel Inc.
1,051
Charter Communications, Inc.
11,804
Checkfree Corporation
1,300
ChevronTexaco Corporation
12,235
Chiron Corporation
18,167
Chubb Corporation (The)
12,585
Ciena Corporation
45,670
Cirrus Logic, Inc.
27,740
Cisco Systems, Inc.
1,306,738
Citigroup, Inc.
451,633
Citrix Systems, Inc.
4,083
Clarus Corporation
3,279
Clear Channel Communications, Inc.
16,144
Clorox Company (The)
3,178
CMGI, Inc.
118,256
Coca-Cola Company (The)
97,760
Coca-Cola Enterprises, Inc.
14,439
Colgate-Palmolive Company
7,043
Comcast Corporation (Special Class A)
20,214
Comdisco, Inc.
4,701
Commerce One, Inc.
114,114
Compania de Telecomunicaciones de Chile S.A. ADR
226
Compaq Computer Corporation
89,413
Computer Associates International, Inc.
40,847
Computer Sciences Corporation
2,831
Compuware Corporation
22,138
Conexant Systems, Inc.
12,833
Conseco, Inc.
117,007
Corning Incorporated
308,139
Corvis Corporation
16,091
Costco Wholesale Corp.
2,798
Covergent Communications
270
Cree Inc.
15,248
Crown Castle International Corp.
4,534
CVS Corporation
2,565
Cypress Semiconductor Corporation
26,145
DaimlerChrysler AG
11,866
Deere & Company
3,571
Dell Computer Corp.
299,737
Delta Air Lines, Inc.
9,282
Deutsche Telekom AG ADR
8,546
Diamond Offshore Drilling, Inc.
16,471
Disney (The Walt) Holding Co.
22,125
Dollar General Corporation
1,249
Dow Chemical Company (The)
14,509
du Pont (E.I.) de Nemours & Company
23,572
EarthLink, Inc.
5,088
Eastman Kodak Company
215,474
eBay, Inc.
19,733
EchoStar Communications Corporation
17,399
Edwards (A.G.) & Sons, Inc.
7,643
Elan Corporation PLC ADR
23,602
Electronic Arts, Inc.
8,913
Electronic Data Systems, Inc.
16,162
Electronics for Imaging, Inc.
4,005
EMC Corporation
273,650
Emerson Electric Company
7,406
Enron Corporation
234,757
Enterasys Networks, Inc.
7,954
EntreMed Inc.
4,969
Enzo Biochem, Inc.
3,169
Total
Contract Volume
Callff
99,960
1,253
352
4,974
41,177
2,619
2,200
594
12,158
2,284
2,448
45,215
504
3,552
717
1,255
12,549
9,686
38,135
24,779
919,536
304,559
1,309
3,203
10,823
2,431
83,941
72,412
11,579
5,214
13,191
4,425
73,273
26
55,722
25,528
1,595
17,689
10,796
60,249
211,403
14,641
1,988
10
13,104
3,483
1,720
15,849
7,189
2,051
211,238
6,138
6,631
9,099
15,166
1,218
11,201
15,538
4,143
90,973
11,306
10,989
4,582
12,501
5,649
12,152
3,212
202,339
5,446
135,357
5,466
4,407
3,080
Put
7,092
258
405
4,101
40,523
766
523
698
7,271
642
11,890
21,379
547
8,252
583
4,980
5,618
2,899
7,535
2,961
387,202
147,074
2,774
76
5,321
747
34,315
25,348
2,860
1,829
7,023
276
40,841
200
33,691
15,319
1,236
4,449
2,037
56,758
96,736
1,450
810
260
2,144
1,051
845
10,296
4,677
1,520
88,499
3,144
1,915
7,372
6,959
31
3,308
8,034
945
124,501
8,427
6,410
3,061
11,101
3,264
4,010
793
71,311
1,960
99,400
2,488
562
89
Average Daily Volume
Total
Call
Put
432
6
3
37
329
14
11
5
78
12
58
269
4
48
5
49
73
51
184
112
5,269
1,821
16
13
65
13
477
394
58
28
82
19
460
1
361
165
11
89
52
472
1,242
65
11
1
61
18
10
105
48
14
1,209
37
34
66
89
5
59
95
21
869
80
70
31
95
36
65
16
1,103
30
947
32
20
13
403
5
1
20
166
11
9
2
49
9
10
182
2
14
3
29
51
39
154
100
3,708
1,228
5
13
44
10
338
292
47
21
53
18
295
0
225
103
6
71
44
243
852
59
8
0
53
14
7
64
29
8
852
25
27
37
61
5
45
63
17
367
46
44
18
50
23
49
13
816
22
546
22
18
12
29
1
2
17
163
3
2
3
29
3
48
86
2
33
2
20
23
12
30
12
1,561
593
11
0
21
3
138
102
12
7
28
1
165
1
136
62
5
18
8
229
390
6
3
1
9
4
3
42
19
6
357
13
8
30
28
0
13
32
4
502
34
26
12
45
13
16
3
288
8
401
10
2
0
9
Equity LEAPS Contract Volume Detail
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
10
Standard
Symbol
Stock
EOG
EPIC
ERICY
ESST
EXDS
XOM
FNM
FRE
FD
FDX
FBF
F
FRX
FTLAQ
GPS
GTW
GD
GE
GIS
GMH
GM
GENZ
GP
G
GSK
GX
GLM
GSF
GSTRF
GT
TV
GUC
GDT
HAL
HCA
HRC
HNZ
HWP
HLT
HD
HM
HOMS
HON
HI
HGSI
HTCH
ITWO
ICOS
IKN
IMCL
IMNX
RX
INSP
INKT
INTC
ICIX
IBM
IGT
IP
IRF
INTU
IVX
JPM
JBL
JDSU
JHF
JNJ
JNY
JNPR
KM
KBH
KM
KMB
EOG Resources, Inc.
2,287
Epicor Software Corp.
743
Ericsson (L.M.) Telephone Co. ADR
280,108
ESS Technology, Inc.
3,950
Exodus Communication, Inc.
52,595
Exxon Mobil Corporation
96,253
Fannie Mae
25,571
Federal Home Loan Mortgage Corporation (Freddie Mac) 7,140
Federated Department Stores, Inc.
6,744
FedEx Corporation
15,800
FleetBoston Financial Corp.
38,341
Ford Motor Company
288,227
Forest Laboratories, Inc.
7,209
Fruit of the Loom, Ltd. (Class A)
154
Gap, Inc. (The)
36,481
Gateway, Inc.
23,696
General Dynamics Corporation
3,479
General Electric Company
770,158
General Mills, Inc.
6,336
General Motors Corp(Hughes Electronics) Class H 60,047
General Motors Corporation
81,839
Genzyme Corporation
25,657
Georgia-Pacific Corporation
77,897
Gillette Company (The)
54,290
GlaxoSmithKline PLC ADR
6,160
Global Crossing Ltd.
142,555
Global Marine, Inc.
11,459
GlobalSanta Fe Corporation
1,725
Globalstar Telecommunications Ltd.
26,267
Goodyear Tire & Rubber Company (The)
8,590
Grupo Televisa S.A. ADR
1,126
Gucci Group, N.V.
7,358
Guidant Corporation
13,926
Halliburton Company
29,021
HCA, Inc.
11,494
HEALTHSOUTH Corporation
37,171
Heinz (H.J.) Company
9,350
Hewlett-Packard Company
86,108
Hilton Hotels Corporation
8,936
Home Depot, Inc. (The)
70,036
Homestake Mining Company
60,077
Homestore Inc.
1,021
Honeywell International Inc.
52,857
Household International, Inc.
18,227
Human Genome Sciences, Inc.
337
Hutchinson Technology, Inc.
936
I2 Technologies, Inc.
29,430
ICOS Corporation
14,031
Ikon Office Solutions, Inc.
12,420
ImClone Systems Incorporated
13,061
Immunex Corporation
39,398
IMS Health Inc.
770
InfoSpace.com, Inc.
94
Inktomi Corporation
51,930
Intel Corporation
453,746
Intermedia Communications, Inc.
3,427
International Business Machines Corporation
269,913
International Game Technology
3,240
International Paper Company
120,649
International Rectifier Corporation
9,419
Intuit Corporation
13,186
IVAX Corporation
15,986
J.P. Morgan Chase & Co.
215,899
Jabil Circuit, Inc.
29,856
JDS Uniphase Corp.
393,717
John Hancock Financial Services, Inc.
4,215
Johnson & Johnson
94,512
Jones Apparel Group, Inc.
8,834
Juniper Networks, Inc.
113,599
K Mart Corporation
50,579
KB HOME
220
Kellogg Company
2,154
Kimberly-Clark Corporation
10,586
Total
Contract Volume
Callff
1,348
581
219,570
3,006
39,057
69,377
15,247
3,904
1,748
11,339
31,055
148,596
3,775
154
23,643
17,049
1,689
530,811
2,748
41,468
50,076
12,819
41,796
29,972
2,991
112,763
8,568
1,469
12,323
3,332
1,084
5,253
9,377
20,935
4,128
32,673
4,740
59,665
6,560
58,643
50,462
735
40,968
13,186
203
399
20,986
11,191
9,279
10,146
24,646
520
94
42,799
277,592
2,821
141,779
1,906
73,842
6,965
8,599
8,491
129,974
17,525
240,223
3,189
62,990
6,622
56,419
34,285
116
843
7,010
Put
939
162
60,538
944
13,538
26,876
10,324
3,236
4,996
4,461
7,286
139,631
3,434
12,838
6,647
1,790
239,347
3,588
18,579
31,763
12,838
36,101
24,318
3,169
29,792
2,891
256
13,944
5,258
42
2,105
4,549
8,086
7,366
4,498
4,610
26,443
2,376
11,393
9,615
286
11,889
5,041
134
537
8,444
2,840
3,141
2,915
14,752
250
9,131
176,154
606
128,134
1,334
46,807
2,454
4,587
7,495
85,925
12,331
153,494
1,026
31,522
2,212
57,180
16,294
104
1,311
3,576
Average Daily Volume
Total
Call
Put
9
3
1,129
16
212
388
103
29
27
64
155
1,162
29
1
147
96
14
3,105
26
242
330
103
314
219
25
575
46
7
106
35
5
30
56
117
46
150
38
347
36
282
242
4
213
73
1
4
119
57
50
53
159
3
0
209
1,830
14
1,088
13
486
38
53
64
871
120
1,588
17
381
36
458
204
1
9
43
5
2
885
12
157
280
61
16
7
46
125
599
15
1
95
69
7
2,140
11
167
202
52
169
121
12
455
35
6
50
13
4
21
38
84
17
132
19
241
26
236
203
3
165
53
1
2
85
45
37
41
99
2
0
173
1,119
11
572
8
298
28
35
34
524
71
969
13
254
27
227
138
0
3
28
4
1
244
4
55
108
42
13
20
18
29
563
14
0
52
27
7
965
14
75
128
52
146
98
13
120
12
1
56
21
0
8
18
33
30
18
19
107
10
46
39
1
48
20
1
2
34
11
13
12
59
1
0
37
710
2
517
5
189
10
18
30
346
50
619
4
127
9
231
66
0
5
14
Equity LEAPS Contract Volume Detail
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
Standard
Symbol
Stock
KLAC
NITE
KSS
KKD
KR
LRCX
LWIN
LEH
LHSPQ
LVLT
LMCA
LLY
LTD
LOR
LOW
LSI
LU
MADGF
MGA
MRO
MRL
MYG
KRB
MCD
MCK
MDT
MEL
MRK
MER
MET
MCOMQ
MFNX
MTG
MU
MSFT
MLNM
MIL
MMM
MIR
MON
MWD
MOT
NBR
NSM
NTAP
NETA
NEM
NWS
NXTL
NKE
NSE
NE
NOK
NT
NOC
NWAC
NOVL
NVLS
NUE
NVDA
OXY
ODP
OMKT
OPWV
ORCL
ORB
OSIP
PHSY
PALM
PSFT
PEP
PFE
PHA
KLA Instruments Corporation
Knight/Trimark Group, Inc.
Kohl’s Corporation
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
Lam Research Corporation
Leap Wireless Intl, Inc.
Lehman Brothers Holdings, Inc.
Lernout & Hauspie Speech Products
Level 3 Comunications Inc.
Liberty Media Corporation Series A
Lilly (Eli) and Company
Limited Brands, Inc.
Loral Space & Communications Ltd.
Lowe’s Companies, Inc.
LSI Logic Corporation
Lucent Technologies, Inc.
Madge Networks N.V.
Magna International, Inc. (Class A)
Marathon Oil Corporation
Marine Drilling Companies, Inc.
Maytag Corporation
MBNA Corporation
McDonald’s Corporation
McKesson Corporation
Medtronic, Inc.
Mellon Financial Corporation
Merck & Co., Inc.
Merrill Lynch & Co., Inc.
MetLife, Inc.
Metricom, Inc.
Metromedia Fiber Network, Inc.
MGIC Investment Corporation
Micron Technology, Inc.
Microsoft Corporation
Millennium Pharmaceuticals, Inc.
Millipore Corporation
Minnesota Mining & Manufacturing Company
Mirant Corporation
Monsanto Company/New
Morgan Stanley
Motorola, Inc.
Nabors Industries, Ltd.
National Semiconductor Corporation
Network Appliance Corp.
Network Associates, Inc.
Newmont Mining Corporation
News Corporation Ltd. (The) ADR
NEXTEL Communications, Inc. (Class A)
NIKE, Inc. (Class B)
NiSource SAILs
Noble Corporation
Nokia Corporation ADR
Nortel Networks Corporation
Northrop Grumman Corporation
Northwest Airlines Corp. (Class A)
Novell, Inc.
Novellus Systems, Inc.
Nucor Corporation
NVIDIA Corporation
Occidental Petroleum Corporation
Office Depot, Inc.
Open Market Inc.
Openwave Systems, Inc.
Oracle Corporation
Orbital Sciences Corporation
OSI Pharmaceuticals, Inc.
PacifiCare Health Systems, Inc.
Palm, Inc.
PeopleSoft Inc.
PepsiCo, Inc.
Pfizer, Inc.
Pharmacia Corp.
Total
13,196
13,727
4,888
6,142
3,817
11,372
6,633
25,166
1,183
85,978
7,707
42,716
4,610
29,657
18,771
74,867
420,664
1,233
3,946
1,477
1,860
9,459
15,709
52,840
4,337
25,773
10,147
121,205
96,531
2,884
8,351
18,606
38
68,049
1,027,560
4,033
2,120
9,037
30
286
61,297
121,130
9,661
27,973
33,811
32,788
17,698
2,108
110,447
3,748
20
2,173
307,340
422,049
9,697
3,809
9,863
17,242
3,244
9,953
12,309
21,927
1,914
36,300
463,765
3,945
2,841
9,411
3,934
18,361
48,468
165,803
46,514
Contract Volume
Callff
8,034
11,008
3,293
3,738
2,833
5,809
409
15,654
532
25,451
4,578
21,956
3,600
26,934
14,092
49,629
265,480
518
2,873
1,308
773
1,124
13,706
28,257
2,426
19,242
7,935
77,000
39,815
1,352
7,882
16,468
6
46,859
596,808
3,662
1,434
4,733
29
264
36,875
74,684
8,360
21,523
25,878
18,758
11,740
1,257
55,861
2,058
20
98
232,425
278,673
3,576
1,921
8,620
14,366
2,116
4,410
10,454
13,043
1,713
29,990
341,772
2,975
1,340
6,238
1,520
12,545
29,613
126,799
32,379
Put
5,162
2,719
1,595
2,404
984
5,563
6,224
9,512
651
60,527
3,129
20,760
1,010
2,723
4,679
25,238
155,184
715
1,073
169
1,087
8,335
2,003
24,583
1,911
6,531
2,212
44,205
56,716
1,532
469
2,138
32
21,190
430,752
371
686
4,304
1
22
24,422
46,446
1,301
6,450
7,933
14,030
5,958
851
54,586
1,690
2,075
74,915
143,376
6,121
1,888
1,243
2,876
1,128
5,543
1,855
8,884
201
6,310
121,993
970
1,501
3,173
2,414
5,816
18,855
39,004
14,135
Average Daily Volume
Total
Call
Put
53
55
20
25
15
46
27
101
5
347
31
172
19
120
76
302
1,696
5
16
6
8
38
63
213
17
104
41
489
389
12
34
75
0
274
4,143
16
9
36
0
1
247
488
39
113
136
132
71
9
445
15
0
9
1,239
1,702
39
15
40
70
13
40
50
88
8
146
1,870
16
11
38
16
74
195
669
188
32
44
13
15
11
23
2
63
2
103
18
89
15
109
57
200
1,070
2
12
5
3
5
55
114
10
78
32
310
161
5
32
66
0
189
2,406
15
6
19
0
1
149
301
34
87
104
76
47
5
225
8
0
0
937
1,124
14
8
35
58
9
18
42
53
7
121
1,378
12
5
25
6
51
119
511
131
21
11
6
10
4
22
25
38
3
244
13
84
4
11
19
102
626
3
4
1
4
34
8
99
8
26
9
178
229
6
2
9
0
85
1,737
1
3
17
0
0
98
187
5
26
32
57
24
3
220
7
0
8
302
578
25
8
5
12
5
22
7
36
1
25
492
4
6
1
10
23
76
157
57
11
Equity LEAPS Contract Volume Detail
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
12
Standard
Symbol
Stock
PD
MO
P
PDG
PLUG
PMCS
PNC
PRD
POT
PPG
PCLN
PDE
PG
PVN
PSIX
PTEK
QLGC
QCOM
Q
RSH
RAL
RMBS
RATL
RDRT
RBK
RAD
RCL
TSG
SAFC
SWY
SNDK
SANM
SAP
SLE
SBC
SGP
SLB
SCH
SFA
S
SEIC
SEPR
SHPGY
SEBL
SIRI
SII
SLR
SOI
SONS
SNE
SOTR
LUV
SOV
FON
PCS
SBUX
STT
STM
STK
SUNW
SUN
STI
SWS
SY
SCMR
TGT
TAR
TMX
Phelps Dodge Corporation
Philip Morris Companies, Inc.
Phillips Petroleum Company
Placer Dome, Inc.
Plug Power, Inc.
PMC-Sierra Inc.
PNC Bank Corporation
Polaroid Corporation
Potash Corporation of Saskatchewan Inc.
PPG Industries, Inc.
Priceline.com Inc.
Pride International
Procter & Gamble Company (The)
Providian Financial Corp. (New)
PsiNet Inc.
PTEK Holdings, Inc.
QLogic Corporation
QUALCOMM, Inc.
Qwest Communications Int’l
RadioShack
Ralston Purina Company
Rambus, Inc.
Rational Software Corporation
Read-Rite Corporation
Reebok International Ltd.
Rite Aid Corporation
Royal Caribbean Cruises Ltd.
Sabre Holdings Corp.
SAFECO Corporation
Safeway, Inc.
SanDisk Corporation
Sanmina SCI Corporation
SAP AG
Sara Lee Corporation
SBC Communications, Inc.
Schering-Plough Corporation
Schlumberger Limited
Schwab Corporation (The Charles)
Scientific-Atlanta, Inc.
Sears, Roebuck and Company
SEI Investments Company
Sepracor, Inc.
Shire Pharmaceuticals, Inc.
Siebel Systems, Inc.
Sirius Satellite Radio
Smith International, Inc.
Solectron Corporation
Solutia Inc.
Sonus Networks, Inc.
Sony Corporation ADR
Southtrust Corp.
Southwest Airlines Co.
Sovereign Bancorp, Inc.
Sprint Corporation
Sprint Corporation PCS Group
Starbucks Corporation
State Street Corporation
STMicroelectronics N.V.
Storage Technology Corporation
Sun Microsystems, Inc.
Sunoco, Inc.
SunTrust Banks, Inc.
SWS Group, Inc.
Sybase, Inc.
Sycamore Networks, Inc.
Target Corporation
Telefonica de Argentina, S.A. ADR
Telefonos de Mexico, S.A. de C.V. ADR
Total
3,105
77,841
346
23,697
7,815
10,143
4,958
17,088
5,226
776
18,133
76
23,530
28,309
15,194
2,551
10,213
212,773
85,194
7,394
17,142
95,097
9,449
30,151
5,719
78,420
891
770
2,092
16,038
8,266
22,490
3,026
2,724
34,868
54,006
27,816
99,754
4,254
9,407
1,123
30,482
307
85,477
3,698
2,729
97,163
1,622
5,360
1,840
283
20,589
4527
7,012
45,850
49,755
418
10,818
7,539
290,174
2,708
4,570
1,316
3,188
22,201
3,835
1,056
25,610
Contract Volume
Callff
2,515
50,693
269
21,694
4,803
7,503
2,898
8,416
3,140
394
14,750
66
13,006
16,762
14,509
2,455
8,644
146,862
48,956
6,020
5,947
82,239
7,499
27,759
3,973
50,670
545
301
1,718
11,919
4,330
13,234
2,327
1,358
25,677
40,125
17,435
77,962
3,422
6,179
973
19,231
80
63,038
2,829
1,469
51,113
1,478
4,287
1,513
153
13,647
3475
4,914
24,392
39,902
265
6,688
3,918
213,992
1,603
2,838
1,039
2,427
18,013
2,751
795
11,227
Put
590
27,148
77
2,003
3,012
2,640
2,060
8,672
2,086
382
3,383
10
10,524
11,547
685
96
1,569
65,911
36,238
1,374
11,195
12,858
1,950
2,392
1,746
27,750
346
469
374
4,119
3,936
9,256
699
1,366
9,191
13,881
10,381
21,792
832
3,228
150
11,251
227
22,439
869
1,260
46,050
144
1,073
327
130
6,942
1052
2,098
21,458
9,853
153
4,130
3,621
76,182
1,105
1,732
277
761
4,188
1,084
261
14,383
Average Daily Volume
Total
Call
Put
13
314
1
96
32
41
20
69
21
3
73
0
95
114
61
10
41
858
344
30
69
383
38
122
23
316
4
3
8
65
33
91
12
11
141
218
112
402
17
38
5
123
1
345
15
11
392
7
22
7
1
83
18
28
185
201
2
44
30
1,170
11
18
5
13
90
15
4
103
10
204
1
87
19
30
12
34
13
2
59
0
52
68
59
10
35
592
197
24
24
332
30
112
16
204
2
1
7
48
17
53
9
5
104
162
70
314
14
25
4
78
0
254
11
6
206
6
17
6
1
55
14
20
98
161
1
27
16
863
6
11
4
10
73
11
3
45
2
109
0
8
12
11
8
35
8
2
14
0
42
47
3
0
6
266
146
6
45
52
8
10
7
112
1
2
2
17
16
37
3
6
37
56
42
88
3
13
1
45
1
90
4
5
186
1
4
1
1
28
4
8
87
40
1
17
15
307
4
7
1
3
17
4
1
58
Equity LEAPS Contract Volume Detail
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
Standard
Symbol
Stock
TLAB
TX
TXN
GS
SGR
TIBX
TIF
TJX
TMPW
TOL
TOM
TOY
TWA
RIG
OIL
TYC
USB
UAL
UBS
UK
UNP
UIS
UNH
UPS
X
UTX
UCL
U
SLM
VRSN
VRTS
VZ
VRTX
VERT
VIAB
VSH
VOD
VSTR
WB
WAG
WMT
WM
WMI
WAT
WPI
WAVX
HLTH
WFC
WEN
WMB
WCII
WAXS
WCOM
AHP
XRX
XLNX
YHOO
ZION
Tellabs, Inc.
Texaco, Inc.
Texas Instruments Incorporated
The Goldman Sachs Group, Inc.
The Shaw Group, Inc.
TIBCO Software
Tiffany & Co.
TJX Companies, Inc. (The)
TMP Worldwide, Inc.
Toll Brothers, Inc.
Tommy Hilfiger Corporation
Toys “R” Us, Inc.
Trans World Airlines, Inc.
Transocean Sedco Forex Inc.
Triton Energy Ltd.
Tyco International Limited
U.S. Bancorp
UAL Corporation
UBS AG
Union Carbide Corporation
Union Pacific Corporation
Unisys Corporation
United HealthCare Corporation
United Parcel Service, Inc.
United States Seel Corporation
United Technologies Corporation
Unocal Corporation
US Airways Group, Inc.
USA Education, Inc.
Verisign Inc.
VERITAS Software Corporation
Verizon Communications, Inc.
Vertex Pharmaceuticals, Inc.
VerticaNet, Inc.
Viacom, Inc. (Class B)
Vishay Intertechnology, Inc.
Vodafone Group PLC ADR
Voicestream Wireless Corp.
Wachovia Corporation
Walgreen Company
Wal-Mart Stores, Inc.
Washington Mutual, Inc.
Waste Management, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
Wave Systems Corporation
WebMD Corporation
Wells Fargo & Company
Wendy’s International, Inc.
Williams Companies, Inc. (The)
Winstar Communications, Inc.
World Access, Inc.
WorldCom, Inc. - WorldCom Group
American Home Products Inc.
Xerox Corporation
Xilinix, Inc.
Yahoo! Inc.
Zions Bancorporation
Total
8,259
1,422
328,405
20,158
7,353
2,857
4,855
6,161
5,324
592
7,298
8,951
95
4,406
9,114
166,647
26,682
29,311
2,099
109
716
11,836
30,935
82,815
4,099
13,244
1,132
10,971
6,149
13,825
87,736
59,302
2,410
3,950
49,281
2,314
38,201
1,087
15,208
764
155,063
23,258
20,786
566
20,752
5,409
6,050
29,190
3,238
30,661
29,072
1,840
181,045
10,594
155,794
31,046
203,166
3,222
Contract Volume
Callff
6,169
918
149,021
11,163
6,472
2,648
691
3,716
4,043
265
5,747
6,630
50
3,354
7,360
115,367
14,788
12,724
1,250
74
390
10,362
6,833
72,902
2,527
9,706
1,016
5,949
1,816
10,874
58,332
43,100
2,330
3,861
27,424
485
27,816
715
9565
229
120,317
16,457
13,724
522
12,948
5,299
4,460
20,468
1,356
24,297
24,276
1,551
138,499
5,455
107,171
19,893
102,597
794
Put
2,090
504
179,384
8,995
881
209
4,164
2,445
1,281
327
1,551
2,321
45
1,052
1,754
51,280
11,894
16,587
849
35
326
1,474
24,102
9,913
1,572
3,538
116
5,022
4,333
2,951
29,404
16,202
80
89
21,857
1,829
10,385
372
5643
535
34,746
6,801
7,062
44
7,804
110
1,590
8,722
1,882
6,364
4,796
289
42,546
5,139
48,623
11,153
100,569
2,428
Average Daily Volume
Total
Call
Put
33
6
1,324
81
30
12
20
25
21
2
29
36
0
18
37
672
108
118
8
0
3
48
125
334
17
53
5
44
25
56
354
239
10
16
199
9
154
4
61
3
625
94
84
2
84
22
24
118
13
124
117
7
730
43
628
125
819
13
25
4
601
45
26
11
3
15
16
1
23
27
0
14
30
465
60
51
5
0
2
42
28
294
10
39
4
24
7
44
235
174
9
16
111
2
112
3
39
1
485
66
55
2
52
21
18
83
5
98
98
6
558
22
432
80
414
3
8
2
723
36
4
1
17
10
5
1
6
9
0
4
7
207
48
67
3
0
1
6
97
40
6
14
0
20
17
12
119
65
0
0
88
7
42
2
23
2
140
27
28
0
31
0
6
35
8
26
19
1
172
21
196
45
406
10
13
CBOE Equity Options Volume (Includes LEAPS) (sorted by stock)
Standard
Symbol Stock
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
14
FLWS
TSIXQ
COMS
KDE
SVNX
ASW
ABT
ANF
ABGX
ABMD
ABY
ACN
ACDO
ACE
ACTMQ
ACTR
ACTN
ACPW
ATVI
IATV
ACXM
ADPT
ADCT
ABIZ
ADLAC
ADTK
ASF
ADBE
ADLR
ADIC
AEIS
AFCI
AMD
ADVP
ADVNA
AEG
ARXX
AES
AETH
AET
ACS
AFFX
AFL
AGRA
AGIL
A
AEM
AGU
ABF
ANCC
AAI
AKS
AKAM
APS
AMRI
ABS
AL
ALA
ALAO
AA
ALXN
ALGN
ALKS
AYE
ALGX
AGN
AC
ALLY
ALSC
LNT
ATK
AW
ALOY
1-800-FLOWERS.COM, Inc.
360networks Inc.
3Com Corporation
4Kids Entertainment, Inc.
724 Solutions, Inc.
A.C.L.N. Limited
Abbott Laboratories
Abercrombie & Fitch Company
Abgenix, Inc.
ABIOMED, Inc.
Abitibi-Price, Inc.
Accenture Ltd-CL A
Accredo Health, Inc.
ACE, Ltd.
ACT Manufacturing, Inc.
Acterna Corporation
Action Performance Companies, Inc.
Active Power, Inc.
Activision, Inc.
ACTV, Inc.
Acxiom Corporation
Adaptec, Inc.
ADC Telecommunications, Inc.
Adelphia Business Solutions, Inc.
Adelphia Communications Corporation Class A
Adept Technology, Inc.
Administaff, Inc.
Adobe Systems, Inc.
Adolor Corporation
Advanced Digital Information Corp.
Advanced Energy Industries
Advanced Fibre Communications
Advanced Micro Devices, Inc.
AdvancePCS
ADVANTA Corp. (Class A)
Aegon NV ADR
Aeroflex Incorporated
AES Corporation
Aether Systems, Inc.
Aetna Inc.
Affiliated Computer Services , Inc.
Affymetrix, Inc.
AFLAC Incorporated
Agere Systems Inc.
Agile Software Corporation
Agilent Technologies, Corporation
Agnico-Eagle Mines Ltd.
Agrium, Inc.
Airborne Freight Corporation
Airnet Communications Corporation
Airtran Holdings, Inc.
AK Steel Holding Corporation
Akamai Technologies, Inc.
Alamosa Holdings, Inc.
Albany Molecular Research, Inc.
Albertson’s, Inc.
Alcan Aluminium Limited
Alcatel
Alcatel Optronics
ALCOA Inc.
Alexion Pharmaceuticals, Inc.
Align Technology, Inc.
Alkermes, Inc.
Allegheny Energy, Inc.
Allegiance Telecom, Inc.
Allergan, Inc.
Alliance Capital Management L.P.
Alliance Gaming Corporation
Alliance Semiconductor Corp.
Alliant Energy Corporation
Alliant Techsystems, Inc.
Allied Waste Industries, Inc.
Alloy, Inc.
Total
Contract Volume
Callff
220
25,545
106,949
45,420
8,001
50,364
145,000
219,029
85,019
17,627
4,202
7,021
26,135
7,216
86,195
19,759
18,383
30,679
60,353
5,179
23,531
39,266
309,499
5,910
73,608
1,468
31,501
201,278
2,090
20,380
44,033
73,481
901,359
28,319
3,126
3,493
24,566
154,532
105,812
52,143
37,809
72,253
30,226
31,494
9,610
413,928
58,970
10,217
9,046
1,689
16,091
18,653
80,995
6,010
18,186
84,314
28,629
137,033
1,043
357,020
13,016
9,194
21,279
7,662
32,977
54,562
46,612
1,784
13,899
54
24,230
61,101
9,826
122
12,904
76,801
33,922
5,896
28,524
97,362
128,003
59,918
10,218
2,347
5,552
17,953
2,317
46,007
16,858
13,662
18,817
41,920
3,834
6,149
31,943
213,896
5,003
32,612
1,119
9,496
119,629
1,771
15,104
21,745
52,492
603,068
10,354
1,652
2,601
18,077
89,169
72,233
37,877
23,542
48,825
19,021
21,175
5,811
273,255
48,934
5,305
7,224
1,411
13,622
11,123
52,896
5,834
13,485
38,590
24,065
77,534
833
205,808
6,945
5,665
10,881
5,437
21,272
29,902
32,171
1,321
9,974
37
19,523
29,191
5,965
Put
98
12,641
30,148
11,498
2,105
21,840
47,638
91,026
25,101
7,409
1,855
1,469
8,182
4,899
40,188
2,901
4,721
11,862
18,433
1,345
17,382
7,323
95,603
907
40,996
349
22,005
81,649
319
5,276
22,288
20,989
298,291
17,965
1,474
892
6,489
65,363
33,579
14,266
14,267
23,428
11,205
10,319
3,799
140,673
10,036
4,912
1,822
278
2,469
7,530
28,099
176
4,701
45,724
4,564
59,499
210
151,212
6,071
3,529
10,398
2,225
11,705
24,660
14,441
463
3,925
17
4,707
31,910
3,861
Average Daily Volume
Total
Call
Put
8
103
431
183
32
1,865
585
883
343
71
17
143
105
29
348
80
74
124
243
21
95
158
1,248
24
297
6
127
812
44
82
178
296
3,635
114
13
14
99
623
427
210
152
291
122
203
39
1,669
238
50
36
7
81
75
327
24
73
340
115
553
4
1,440
52
57
86
35
133
220
188
14
56
8
147
246
48
5
52
310
137
24
1,056
393
516
242
41
9
113
72
9
186
68
55
76
169
15
25
129
862
20
132
5
38
482
38
61
88
212
2,432
42
7
10
73
360
291
153
95
197
77
137
23
1,102
197
26
29
6
69
45
213
24
54
156
97
313
3
830
28
35
44
25
86
121
130
10
40
5
118
118
29
4
51
122
46
8
809
192
367
101
30
7
30
33
20
162
12
19
48
74
5
70
30
385
4
165
1
89
329
7
21
90
85
1,203
72
6
4
26
264
135
58
58
94
45
67
15
567
40
24
7
1
12
30
113
1
19
184
18
240
1
610
24
22
42
10
47
99
58
4
16
2
29
129
19
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
Standard
Symbol
Stock
ALL
AT
AHAA
ALTR
ALVR
AMZN
DOX
AHC
AWK
AMX
AOLA
ACAS
AEOS
AEP
AXP
AMHC
AHP
AIG
AMSY
APCC
ASD
AMT
ACF
ABC
AMTD
AMESQ
AMGN
AMKR
APH
AMR
ASO
AMLN
APC
ANAD
ADI
ANEN
SLOT
AND
ANDW
ADRX
AU
BUD
ANN
ANSR
ANSS
AOL
AOC
APA
AOT
APOL
AAPL
APPB
CRA
ABI
AMAT
AMCC
APW
AHG
ILA
ARB
ACI
ADM
AREM
ARNA
AGY
ARIA
ARBA
AH
ARRS
ARW
ARTG
ATSN
AJG
Allstate Corporation (The)
ALLTEL Corporation
Alpha Industries, Inc.
Altera Corporation
Alvarion Ltd.
Amazon.Com Inc.
Amdocs Ltd.
Amerada Hess Corporation
American Water Works, Inc.
America Movil S.A. de C.V.
America Online Latin America
American Capital Strategies, Ltd.
American Eagle Outfitters, Inc.
American Electric Power Company, Inc.
American Express Company
American Healthways, Inc.
American Home Products Corporation
American International Group, Inc.
American Management Systems, Inc.
American Power Conversion Corporation
American Standard Companies Inc.
American Tower Corporation CLA
AmeriCredit Corporation
AmerisourceBergen Corporation
Ameritrade Holding Corp-Cl A
Ames Department Stores, Inc.
Amgen, Inc.
Amkor Technology, Inc.
Amphenol Corporation
AMR Corporation
AmSouth Bancorporation
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
Anadigics, Inc.
Analog Devices, Inc.
Anaren Microwave, Inc.
Anchor Gaming
Andrea Electronics Corporation
Andrew Corporation
Andrx Corp.
Anglogold Limited
Anheuser-Busch Companies, Inc.
Ann Taylor Stores, Inc.
AnswerThink Consulting Group
ANSYS, Inc.
AOL Time Warner, Inc.
AON Corporation
Apache Corporation
Apogent Technologies, Inc.
Apollo Group, Inc.
Apple Computer, Inc.
Applebee’S International, Inc.
Applera Corp - Celera Genomics Group
Applera Corporation-Applied Biosystems Group
Applied Materials, Inc.
Applied Micro Circuits Corporation
Applied Power, Inc.
Apria Healthcare Group Incorporated
Aquila, Inc.
Arbitron Inc.
Arch Coal, Inc.
Archer-Daniels-Midland Company
AremisSoft Corporation
Arena Pharmaceuticals. Inc.
Argosy Gaming Company
ARIAD Pharmaceuticals, Inc.
Ariba, Inc.
Armor Holdings Inc.
Arris Group, Inc.
Arrow Electronics, Inc.
Art Technology Group, Inc.
Artesyn Technologies, Inc.
Arthur J. Gallagher & Co.
Total
103,653
23,567
92,721
320,218
10,518
713,658
215,788
73,980
568
32,712
2,427
11,312
144,886
31,885
386,714
240
159,034
706,892
17,983
169,954
42,751
113,031
212,969
108,096
46,005
21,754
1,194,730
46,265
19,559
53,960
9,920
34,944
625,081
50,063
254,484
19,902
41,472
13,788
48,446
85,313
26,720
65,781
68,442
14,039
13
4,690,911
50,959
319,584
8,817
83,522
343,118
42,426
88,105
69,770
854,907
1,142,396
17,153
10,486
6,911
18,222
56,588
15,501
72,672
10,162
21,760
6,015
413,316
83
37,644
24,733
53,746
12,208
5,384
Contract Volume
Callff
63,692
13,838
48,850
197,393
8,469
412,956
126,386
23,659
215
25,162
1,688
7,335
90,448
20,289
228,894
33
109,842
429,531
14,606
137,516
19,579
59,445
120,648
77,058
31,554
7,132
788,638
20,362
14,433
31,412
8,033
25,336
314,031
36,542
163,429
14,953
22,184
7,764
34,564
50,530
19,217
31,076
28,909
13,263
5
2,968,779
41,701
124,583
7,440
55,760
245,305
22,869
63,473
59,061
444,657
696,211
10,478
6,461
2,955
14,908
31,492
9,093
51,022
4,156
15,935
5,423
232,296
39
28,304
13,383
44,399
8,027
3,974
Put
39,961
9,729
43,871
122,825
2,049
300,702
89,402
50,321
353
7,550
739
3,977
54,438
11,596
157,820
207
49,192
277,361
3,377
32,438
23,172
53,586
92,321
31,038
14,451
14,622
406,092
25,903
5,126
22,548
1,887
9,608
311,050
13,521
91,055
4,949
19,288
6,024
13,882
34,783
7,503
34,705
39,533
776
8
1,722,132
9,258
195,001
1,377
27,762
97,813
19,557
24,632
10,709
410,250
446,185
6,675
4,025
3,956
3,314
25,096
6,408
21,650
6,006
5,825
592
181,020
44
9,340
11,350
9,347
4,181
1,410
Average Daily Volume
Total
Call
Put
418
257
95
56
374
197
1,291
796
42
34
2,878
1,665
870
510
298
95
2
1
150
115
10
7
46
30
584
365
129
82
1,559
923
22
3
641
443
2,850
1,732
73
59
685
555
172
79
456
240
859
486
436
311
186
127
88
29
4,817
3,180
187
82
79
58
218
127
40
32
141
102
2,520
1,266
202
147
1,026
659
80
60
167
89
56
31
195
139
344
204
108
77
265
125
276
117
57
53
2
1
18,915 11,971
205
168
1,289
502
36
30
337
225
1,384
989
171
92
355
256
281
238
3,447
1,793
4,606
2,807
69
42
42
26
43
18
73
60
277
154
63
37
293
206
84
34
88
64
24
22
1,667
937
0
0
152
114
100
54
217
179
49
32
24
18
161
39
177
495
8
1,213
360
203
1
35
3
16
220
47
636
19
198
1,118
14
131
93
216
372
125
58
59
1,637
104
21
91
8
39
1,254
55
367
20
78
24
56
140
30
140
159
3
1
6,944
37
786
6
112
394
79
99
43
1,654
1,799
27
16
25
13
123
26
87
50
23
2
730
0
38
46
38
17
6
15
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
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
219
16
ARM
ASA
ASCL
ASTSF
ASIA
ASML
ASMI
ASPT
ASBC
ASFC
AZN
APWR
ASYT
ATHMQ
ATTC
T
ATTL
AWE
ATYT
CGO
ATML
AUDC
ABSC
ASPX
ADSK
ADP
AN
AZO
AVNX
AVAN
AVNT
AV
AVE
AVCI
AVGN
AVIR
AVA
AVT
AVCT
AVP
AVX
AWRE
AXA
ACLS
AXTI
AZR
BHH
BWEB
BHI
BLDP
BAC
BK
ONE
BKNG
BCR
BKS
BRL
BRR
ABX
BOL
BAX
BBT
BFR
BCE
BEAV
BFRE
BEAS
BSC
BDX
BBBY
BLS
BLC
BBC
Stock
ArvinMeritor, Inc.
ASA Limited
Ascential Software Corporation
ASE Test Limited
Asiainfo Holdings Inc.
ASM Holding N.V.
ASM International N.V.
Aspect Telecommunications Corporation
Associated Banc-Corp
Astoria Financial Corporation
AstraZeneca PLC ADS
AstroPower, Inc.
Asyst Technologies, Inc.
At Home Corporation Ser. A
AT&T Canada, Inc. Cl B
AT&T Corporation
AT&T Latin America
AT&T Wireless Services, Inc.
ATI Technologies Inc.
Atlas Air Worldwide Holdings, Inc.
Atmel Corporation
AudioCodes Ltd.
Aurora Biosciences Corporation
Auspex Systems, Inc.
Autodesk, Inc.
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
Avanex Corp.
AVANT Immnotherapeutics
AVANT! Corporation
Avaya Inc.
Aventis ADS
Avici Systems, Inc.
Avigen, Inc.
Aviron
Avista Corporation
Avnet, Inc.
Avocent Corp.
Avon Products, Inc.
AVX Corporation
Aware, Inc.
Axa-Spons ADR
Axcelis Technologies, Inc.
AXT, Inc.
Aztar Corporation
B2B Internet HOLDRS Trust
BackWeb Technologies Ltd.
Baker Hughes Incorporated
Ballard Power Systems Inc.
Bank of America Corporation
Bank of New York Company, Inc. (The)
Bank One Corporation
Banknorth Group Inc.
Bard (C.R.) Inc.
Barnes & Noble, Inc.
Barr Laboratories, Inc.
Barrett Resources Corporation
Barrick Gold Corporation
Bausch & Lomb Incorporated
Baxter International, Inc.
BB&T Corporation
BBVA Banco Frances S.A. ADR
BCE, Inc.
BE Aerospace, Inc.
Be Free, Inc.
BEA Systems, Inc.
Bear Stearns Companies, Inc. (The)
Becton Dickinson & Company
Bed Bath & Beyond, Inc.
BellSouth Corporation
Belo Corp.
Bergen Brunswig Corporation (Class A)
Total
Contract Volume
Callff
17,788
20,185
204,409
15,230
9,508
69,211
52,194
18,752
9,555
30,879
45,660
4,339
2,572
198,835
74,161
1,917,195
1,470
265,577
10,078
18,934
393,994
24,423
24,883
10,961
8,989
145,712
68,406
115,882
91,181
3,703
1,951
36,855
16,040
59,134
10,578
102,501
10,410
5,917
53,348
82,252
14,640
11,855
36,114
39,188
155,554
7,226
5,926
2,649
118,416
106,252
1,389,366
203,447
343,639
8,302
1,196
58,536
40,502
366,463
129,293
51,043
198,433
33,668
537
21,153
2,618
1,705
1,101,017
191,870
34,385
132,298
47,184
1,544
52,861
14,910
17,678
161,832
13,178
7,618
46,174
34,951
11,187
8,840
22,416
21,078
1,742
1,053
123,074
42,592
1,259,453
733
178,980
8,378
10,114
313,936
17,601
20,221
7,745
2,998
84,438
55,465
56,096
64,902
3,418
794
25,614
11,514
33,477
9,079
58,812
8,489
4,365
35,402
26,669
8,737
8,099
13,081
35,930
105,708
4,537
5,323
1,880
49,326
65,164
863,876
129,872
221,623
6,648
890
33,342
25,760
309,653
92,498
13,849
135,311
26,069
422
17,517
1,410
1,625
615,623
124,861
29,187
90,893
28,467
974
46,141
Put
2,878
2,507
42,577
2,052
1,890
23,037
17,243
7,565
715
8,463
24,582
2,597
1,519
75,761
31,569
657,742
737
86,597
1,700
8,820
80,058
6,822
4,662
3,216
5,991
61,274
12,941
59,786
26,279
285
1,157
11,241
4,526
25,657
1,499
43,689
1,921
1,552
17,946
55,583
5,903
3,756
23,033
3,258
49,846
2,689
603
769
69,090
41,088
525,490
73,575
122,016
1,654
306
25,194
14,742
56,810
36,795
37,194
63,122
7,599
115
3,636
1,208
80
485,394
67,009
5,198
41,405
18,717
570
6,720
Average Daily Volume
Total
Call
Put
72
81
824
61
38
279
210
76
39
125
184
17
10
802
299
7,731
6
1,071
124
76
1,589
98
100
44
36
588
276
467
368
15
8
149
65
238
43
413
42
24
215
332
59
48
146
158
627
29
24
11
477
428
5,602
820
1,386
33
5
236
163
1,478
521
206
800
136
2
85
11
7
4,440
774
139
533
190
10
213
60
71
653
53
31
186
141
45
36
90
85
7
4
496
172
5,078
3
722
103
41
1,266
71
82
31
12
340
224
226
262
14
3
103
46
135
37
237
34
18
143
108
35
33
53
145
426
18
21
8
199
263
3,483
524
894
27
4
134
104
1,249
373
56
546
105
2
71
6
7
2,482
503
118
367
115
6
186
12
10
172
8
8
93
70
31
3
34
99
10
6
305
127
2,652
3
349
21
36
323
28
19
13
24
247
52
241
106
1
5
45
18
103
6
176
8
6
72
224
24
15
93
13
201
11
2
3
279
166
2,119
297
492
7
1
102
59
229
148
150
255
31
0
15
5
0
1,957
270
21
167
75
4
27
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
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
292
293
BBY
BEV
BVEW
BGEN
BMRN
BMET
BIOM
BPUR
BSTE
BBH
BTGC
BTX
BVF
BJS
BJ
BDK
BBOX
HRB
BBI
BLUE
BMC
BA
BCC
BKHM
BGP
BWA
BORL
BCGI
BSX
BP
BPRX
BWAYE
CELL
BRIO
BMY
BSML
BTY
BVSN
BDH
BBSW
BRCM
BRW
BRCD
BRKS
BDAL
BC
BSQR
BUCA
BNI
BR
BOBJ
CHP
CWP
CVC
CBT
CCMP
CFLO
CDN
CAMP
CALP
ELY
CPN
CAMZ
CPB
CNI
COF
CPST
CAH
CECO
CMX
CCL
CANI
CACS
CAR
Stock
Best Buy Co., Inc.
Beverly Enterprises, Inc.
Bindview Development Corporation
Biogen, Inc.
BioMarin Pharmaceutical Inc.
Biomet, Inc.
Biomira, Inc.
Biopure Corporation
Biosite, Inc.
Biotech HOLDRS Trust
Bio-Technology General Corporation
Biotime Inc.
Biovail Corporation International
BJ Services Company
BJ’s Wholesale Club, Inc.
Black & Decker Corporation (The)
Black Box Corporation
Block (H & R), Inc.
Blockbuster Inc. - Class A
Blue Martini Software, Inc.
BMC Software, Inc.
Boeing Company (The)
Boise Cascade Corporation
Bookham Technology PLC
Borders Group, Inc.
BorgWarner, Inc.
Borland Software Corporation
Boston Communications Group, Inc.
Boston Scientific Corporation
BP P.L.C.
Bradley Pharmaceuticals, Inc.
Breakaway Solutions, Inc.
Brightpoint, Inc.
Brio Software, Inc.
Bristol-Myers Squibb Company
BriteSmile, Inc.
British Telecommunications PLC ADR
Broad Vision, Inc.
Broadband HOLDRS Trust
Broadbase Software, Inc.
Broadcom, Inc.
BroadWing, Inc.
Brocade Communications
Brooks Automation, Inc.
Bruker Daltonics, Inc.
Brunswick Corporation
BSQUARE Corporation
Buca, Inc.
Burlington Northern Santa Fe Corporation
Burlington Resources, Inc.
Business Objects S.A. ADR
C&D Technologies, Inc.
Cable & Wireless PLC ADR
Cablevision Systems Corporation
Cabot Corporation
Cabot Microelectronics Corporation
CacheFlow, Inc.
Cadence Design Systems, Inc.
California Amplifier, Inc.
Caliper Technologies Corp.
Callaway Golf Company
Calpine Corporation
Caminus Corporation
Campbell Soup Company
Canadian National Railway Company
Capital One Financial Corporation
Capstone Turbine Corporation
Cardinal Health, Inc.
Career Education Corporation
Caremark RX, Inc.
Carnival Corporation (Class A)
Carreker Corporation
Carrier Access Corporation
Carter-Wallace, Inc.
Total
Contract Volume
Callff
598,151
5,115
10,190
453,845
129
77,691
10,119
29,555
15,001
475,109
34,459
6,660
112,799
244,324
43,592
42,055
24,089
93,524
861
24,018
259,305
957,198
13,968
6,255
17,479
3,162
77,546
20,038
233,796
172,110
3,041
373
6,512
9,651
701,165
1,926
29,130
134,398
44,068
31,004
1,436,337
124,353
1,336,319
2,244
1,071
14,281
3,647
1,011
84,476
156,819
47,167
9,428
38,101
75,548
7,747
148,663
25,231
40,213
10,428
14,126
48,185
772,027
1,873
27,995
29,889
151,269
149,009
57,590
2,065
72,538
150,193
29,126
5,188
17,553
298,208
2,807
8,452
292,917
129
61,602
8,985
15,638
9,999
171,320
26,150
4,284
76,778
97,943
21,442
21,526
7,408
54,933
809
13,849
159,036
540,018
7,447
4,843
7,101
1,398
66,382
11,368
193,081
124,103
2,094
353
5,260
8,331
472,227
1,453
24,304
88,592
9,214
28,106
830,555
103,249
954,199
1,513
971
8,441
3,189
677
79,242
67,632
15,463
5,757
21,114
49,704
3,763
81,593
20,464
31,829
8,200
8,813
30,131
441,369
1,074
15,349
24,610
74,274
100,201
23,298
1,626
58,438
106,022
21,853
3,422
12,822
Put
299,943
2,308
1,738
160,928
0
16,089
1,134
13,917
5,002
303,789
8,309
2,376
36,021
146,381
22,150
20,529
16,681
38,591
52
10,169
100,269
417,180
6,521
1,412
10,378
1,764
11,164
8,670
40,715
48,007
947
20
1,252
1,320
228,938
473
4,826
45,806
34,854
2,898
605,782
21,104
382,120
731
100
5,840
458
334
5,234
89,187
31,704
3,671
16,987
25,844
3,984
67,070
4,767
8,384
2,228
5,313
18,054
330,658
799
12,646
5,279
76,995
48,808
34,292
439
14,100
44,171
7,273
1,766
4,731
Average Daily Volume
Total
Call
Put
2,412
42
41
1,830
6
313
41
119
60
1,916
139
27
455
985
176
170
97
377
3
97
1,046
3,860
56
25
70
52
313
81
943
694
105
2
26
39
2,827
18
117
542
178
125
5,792
501
5,388
9
26
58
20
8
341
632
190
38
154
305
31
599
102
162
42
57
194
3,113
13
113
121
610
601
232
34
292
606
117
21
71
1,202
23
34
1,181
6
248
36
63
40
691
105
17
310
395
86
87
30
222
3
56
641
2,177
30
20
29
23
268
46
779
500
72
1
21
34
1,904
14
98
357
37
113
3,349
416
3,848
6
24
34
17
6
320
273
62
23
85
200
15
329
83
128
33
36
121
1,780
8
62
99
299
404
94
27
236
428
88
14
52
1,209
19
7
649
0
65
5
56
20
1,225
34
10
145
590
89
83
67
156
0
41
404
1,682
26
6
42
29
45
35
164
194
33
0
5
5
923
4
19
185
141
12
2,443
85
1,541
3
2
24
2
3
21
360
128
15
68
104
16
270
19
34
9
21
73
1,333
6
51
21
310
197
138
7
57
178
29
7
19
17
CBOE Equity Options Volume (Includes LEAPS)
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
358
359
360
361
362
363
364
365
366
367
18
Standard
Symbol
Stock
CAT
CDWC
CLS
CELG
CEGE
CLPA
CTIC
CD
CTX
CTLM
CTRA
CENT
CENX
CTL
CEPH
CEN
CERN
CHTR
CHRT
CTIX
CHKP
CKFR
CHK
CVX
CHS
CHL
CHU
CHINA
CHPC
CHIR
CTEC
CHBS
CB
CIEN
CI
CIMA
CIN
CTAS
KMX
CC
CRUS
CSCO
C
CZN
CTXS
CYN
CLE
CLRNE
CLRS
CCU
CLX
CMGI
CMS
CNET
CNF
COH
KO
CCE
COGN
CSTR
CL
COLT
COB
COLM
CMTO
CMCSK
CDO
CMA
CMRC
CTCH
CYH
ABV
VNT
CTC
Caterpillar, Inc.
178,697
CDW Computer Centers, Inc.
101,075
Celestica Inc.
185,836
Celgene Corporation
113,119
Cell Genesys, Inc.
27,488
Cell Pathways Inc.
30,756
Cell Therapeutics, Inc.
17,350
Cendant Corporation
579,952
CENTEX Corporation
85,458
Centillium Communications, Inc.
37,223
Centra Software, Inc.
2,899
Central Garden & Pet Company
5,806
Century Aluminum Company
5
Centurytel Inc.
17,244
Cephalon, Inc.
107,386
Ceridian Corporation
11,730
Cerner Corporation
90,202
Charter Communications, Inc.
264,245
Chartered Semiconductor Mfg. Ltd.
11,614
Cheap Tickets Inc.
89,759
Check Point Software Technologies Ltd.
574,838
Checkfree Corporation
38,104
Chesapeake Energy Corporation
72,649
ChevronTexaco Corporation
427,808
Chico’s FAS, Inc.
62,176
China Telecom Limited ADR
56,689
China Unicom Limited
10,347
Chinadotcom Corp
5,598
ChipPac, Inc.
1,723
Chiron Corporation
187,764
Cholestech Corporation
2,317
Christopher & Banks Corporation
25,417
Chubb Corporation (The)
73,194
Ciena Corporation
2,027,434
CIGNA Corporation
81,323
CIMA Labs Inc.
6,504
Cinergy Corporation
11,171
Cintas Corporation
20,218
Circuit City Stores, Inc. - CarMax Group
4,985
Circuit City Stores, Inc.
95,722
Cirrus Logic, Inc.
244,622
Cisco Systems, Inc.
10,405,302
Citigroup, Inc.
3,179,072
Citizens Utilities Co. - Class B
22,433
Citrix Systems, Inc.
495,210
City National Corporation
9,731
Claire’s Stores, Inc.
14,019
Clarent Corporation
23,606
Clarus Corporation
18,127
Clear Channel Communications, Inc.
174,890
Clorox Company (The)
45,234
CMGI, Inc.
425,221
CMS Energy Corporation
27,938
CNET, Inc.
48,967
CNF Transportation Inc.
32,677
Coach, Inc.
28,425
Coca-Cola Company (The)
652,384
Coca-Cola Enterprises, Inc.
59,915
Cognos Incorporated
8,040
Coinstar, Inc.
7,985
Colgate-Palmolive Company
132,456
COLT Telecom Group PLC-ADR
11,904
Columbia Laboratories, Inc.
13,721
Columbia Sportwear Company
6,462
Com21, Inc.
5,733
Comcast Corporation (Special Class A)
210,834
Comdisco, Inc.
26,885
Comerica Incorporated
31,362
Commerce One, Inc.
438,191
Commtouch Software Ltd.
2,033
Community Health Care
13,760
Companhia de Bebidas das Americas
590
Compania Anonima Nacional Venezuela
104,927
Compania de Telecomunicaciones de Chile S.A. ADR
7,089
Total
Contract Volume
Callff
76,979
64,899
107,772
85,111
20,368
23,885
10,545
355,828
25,130
22,036
1,149
5,301
5
12,224
76,911
8,915
68,379
170,956
5,403
68,525
306,664
21,444
54,835
288,120
37,314
38,531
9,105
3,659
1,258
91,213
1,603
12,526
50,459
1,169,513
50,443
4,902
9,713
10,889
3,157
71,007
162,962
7,090,967
1,950,858
13,259
348,134
5,550
6,317
17,240
16,432
100,967
31,943
304,677
15,143
34,266
22,236
14,879
450,641
36,352
5,107
5,749
76,845
5,080
7,852
3,086
3,174
125,038
19,239
8,608
298,260
1,598
7,096
504
59,832
4,896
Put
101,718
36,176
78,064
28,008
7,120
6,871
6,805
224,124
60,328
15,187
1,750
505
0
5,020
30,475
2,815
21,823
93,289
6,211
21,234
268,174
16,660
17,814
139,688
24,862
18,158
1,242
1,939
465
96,551
714
12,891
22,735
857,921
30,880
1,602
1,458
9,329
1,828
24,715
81,660
3,314,335
1,228,214
9,174
147,076
4,181
7,702
6,366
1,695
73,923
13,291
120,544
12,795
14,701
10,441
13,546
201,743
23,563
2,933
2,236
55,611
6,824
5,869
3,376
2,559
85,796
7,646
22,754
139,931
435
6,664
86
45,095
2,193
Average Daily Volume
Total
Call
Put
721
310
408
262
749
435
456
343
111
82
124
96
70
43
2,339
1,435
345
101
150
89
24
9
23
21
1
1
70
49
433
310
63
48
364
276
1,066
689
47
22
362
276
2,318
1,237
154
86
338
255
1,725
1,162
251
150
229
155
42
37
23
15
15
11
757
368
68
47
138
68
295
203
8,175
4,716
328
203
26
20
50
44
82
44
41
26
386
286
986
657
41,957 28,593
12,819
7,866
90
53
1,997
1,404
39
22
57
25
95
70
73
66
705
407
182
129
1,715
1,229
113
61
197
138
132
90
115
60
2,631
1,817
242
147
32
21
32
23
534
310
48
20
55
32
48
23
23
13
850
504
108
78
126
35
1,767
1,203
8
6
55
29
5
4
423
241
29
20
410
146
315
113
29
28
27
904
243
61
14
2
0
20
123
15
88
376
25
86
1,081
67
83
563
100
73
5
8
4
389
21
70
92
3,459
125
6
7
38
15
100
329
13,364
4,952
37
593
17
31
26
7
298
54
486
52
59
42
55
813
95
12
9
224
28
24
25
10
346
31
92
564
2
27
1
182
9
CBOE Equity Options Volume (Includes LEAPS)
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
Standard
Symbol
Stock
CPQ
CCRT
CA
CHRZ
CSC
CMNT
CPWR
CRK
CMVT
CAG
LENS
CCRD
CEFT
CCUR
CNXT
CNCT
COC
CNC
CNX
ED
CAL
CNVR
CVG
CAM
CBE
CPRT
CMTN
CORR
CORL
COCO
CRXA
GLW
CORV
COSN
COST
CCR
COVD
CVD
CVNS
COV
CVAS
COX
CREAF
CMOS
DIR
CREE
CPTH
CK
CCI
CRY
CRYP
CSGS
CPTL
CBST
CUM
CRGN
CRIS
CVTX
CVS
CYBR
CYBX
CYBS
CYGN
CYMI
CY
CYTO
CYTC
DHI
DCX
DCN
DHR
DRI
DAB
DDIC
Compaq Computer Corporation
889,361
CompuCredit Corporation
24,269
Computer Associates International, Inc.
333,349
Computer Horizons Corporation
1,217
Computer Sciences Corporation
122,405
ComputerNetwork Technology Corporation
12,603
Compuware Corporation
166,137
Comstock Resources, Inc.
23,854
Comverse Technology, Inc.
382,064
ConAgra, Inc.
43,125
Concord Camera Corp
8,607
Concord Communications Inc.
10,452
Concord EFS, Inc.
233,885
Concurren Computer Corporation
45,464
Conexant Systems, Inc.
184,524
Connetics Corporation
386
Conoco, Inc.
35,586
Conseco, Inc.
460,549
Consol Energy Inc.
7,881
Consolidated Edison, Inc.
22,296
Continental Airlines, Inc. (Class B)
47,463
Convera Corporation
1,361
Convergys Corp.
40,012
Cooper Cameron Corporation
26,729
Cooper Industries, Inc.
399,526
Copart Inc.
1,135
Copper Mountain Networks, Inc.
20,369
COR Therapeutics, Inc.
46,757
Corel Corporation
933
Corinthian Colleges, Inc.
12,620
Corixa Corporation
28,972
Corning Incorporated
2,051,303
Corvis Corporation
242,603
Cosine Communications, Inc.
7,375
Costco Wholesale Corp.
77,997
Countrywide Credit Industries, Inc.
70,597
Covad Communications Group, Inc.
28,643
Covance
13,962
Covansys Corporation
6,401
Covanta Energy Corporation
11,222
Covas International, Inc.
9,782
Cox Communications, Inc. (Class A)
71,238
Creative Technology Limited
5,517
Credence Systems Corporation
32,497
Credit Suisse First Boston (USA), Inc. - CSFBdirect
5,347
Cree Inc.
193,368
Critical Path, Inc.
24,167
Crompton Corporation
3,884
Crown Castle International Corp.
42,593
CryoLife, Inc.
57
CryptoLogic Inc.
38,872
CSG Systems International, Inc.
39,350
CTC Communications Group, Inc.
4,153
Cubist Pharmaceuticals, Inc.
43,076
Cummins Inc.
30,270
CuraGen Corporation
41,376
Curis, Inc.
5,618
CV Therapeutics, Inc.
113,543
CVS Corporation
62,979
Cyber-Care, Inc.
15,792
Cyberonics, Inc.
18,400
CyberSource Corp.
1,241
Cygnus, Inc.
14,283
Cymer Inc.
57,275
Cypress Semiconductor Corporation
279,771
CYTOGEN Corporation
30,223
CYTYC Corporation
120,131
D.R. Horton, Inc.
9,295
DaimlerChrysler AG
82,594
Dana Corporation
63,974
Danaher Corporation
40,627
Darden Restaurants, Inc.
30,281
Dave & Buster’s Inc.
1,630
DDI Corporation
11,233
Total
Contract Volume
Callff
619,780
11,013
218,299
809
70,344
8,306
126,749
19,598
223,741
32,304
6,470
4,567
208,008
37,030
138,445
351
24,620
295,212
5,836
11,748
25,876
1,123
26,007
13,213
263,251
1,134
13,287
30,459
757
8,756
21,788
1,367,772
194,632
6,345
56,865
46,534
21,265
12,126
5,651
10,271
6,989
42,383
3,708
22,699
4,634
135,013
15,658
3,635
25,632
52
18,475
20,242
2,358
29,742
16,282
32,849
4,245
71,391
33,995
11,571
13,329
1,166
8,784
33,845
189,662
24,551
74,023
2,524
38,492
34,672
23,757
17,337
1,340
4,935
Put
269,581
13,256
115,050
408
52,061
4,297
39,388
4,256
158,323
10,821
2,137
5,885
25,877
8,434
46,079
35
10,966
165,337
2,045
10,548
21,587
238
14,005
13,516
136,275
1
7,082
16,298
176
3,864
7,184
683,531
47,971
1,030
21,132
24,063
7,378
1,836
750
951
2,793
28,855
1,809
9,798
713
58,355
8,509
249
16,961
5
20,397
19,108
1,795
13,334
13,988
8,527
1,373
42,152
28,984
4,221
5,071
75
5,499
23,430
90,109
5,672
46,108
6,771
44,102
29,302
16,870
12,944
290
6,298
Average Daily Volume
Total
Call
Put
3,586
98
1,344
5
494
51
670
96
1,541
174
35
42
943
183
744
21
614
1,857
56
90
191
5
161
108
1,611
5
82
189
4
69
117
8,271
978
30
315
285
115
56
26
45
39
287
22
131
22
780
97
16
172
8
327
159
17
174
122
167
23
458
254
64
74
5
58
231
1,128
122
484
37
333
258
164
122
7
45
2,499
44
880
3
284
33
511
79
902
130
26
18
839
149
558
20
424
1,190
42
47
104
5
105
53
1,061
5
54
123
3
48
88
5,515
785
26
229
188
86
49
23
41
28
171
15
92
19
544
63
15
103
7
155
82
10
120
66
132
17
288
137
47
54
5
35
136
765
99
298
10
155
140
96
70
5
20
1,087
53
464
2
210
17
159
17
638
44
9
24
104
34
186
2
189
667
15
43
87
1
56
55
549
0
29
66
1
21
29
2,756
193
4
85
97
30
7
3
4
11
116
7
40
3
235
34
1
68
1
171
77
7
54
56
34
6
170
117
17
20
0
22
94
363
23
186
27
178
118
68
52
1
25
19
CBOE Equity Options Volume (Includes LEAPS)
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
5 06
507
508
509
510
511
512
513
514
20
Standard
Symbol
Stock
DF
DE
DELL
DPH
DLP
DAL
XRAY
DB
DT
DVN
DO
DTPI
DIAN
DIGX
DIGL
DRIV
DTHK
DME
DFXI
DIS
DITC
DVSA
STXN
DCEL
DG
DLTR
DORL
DCLK
DOW
DQE
RDY
DRS
DSPG
DD
DUK
DRMD
DY
DYN
ET
EPNY
ELNK
EMN
EK
EASY
ETN
EBAY
ELON
DISH
ECIL
ECLP
ECL
EDEN
EIX
EDSN
EDO
EW
AGE
EP
ELN
ESIO
EGLS
ERTS
EDS
ELBO
EFII
ELOY
EMBT
EMT
EMC
EMKR
EMRG
EMR
EMIS
Dean Foods Company
Deere & Company
Dell Computer Corp.
Delphi Automotive Systems
Delta & Pine Land Co.
Delta Air Lines, Inc.
DENTSPLY International Inc.
Deutsche Bank AG
Deutsche Telekom AG ADR
Devon Energy Corporation
Diamond Offshore Drilling, Inc.
DiamondCluster International, Inc.
DIANON Systems, Inc.
Digex, Incorporated
Digital Lightwave, Inc.
Digital River, Inc.
DigitalThink, Inc.
Dime Bancorp, Inc.
Direct Focus, Inc.
Disney (The Walt) Holding Co.
Ditech Communications Corp.
Diversa Corporation
DMC Stratex Networks, Inc.
Dobson Communications Corp.
Dollar General Corporation
Dollar Tree Stores, Inc.
Doral Financial Corp.
Doubleclick Inc.
Dow Chemical Company (The)
DQE, Inc.
Dr. Reddy’s Laboratories Limited
DRS Technologies, Inc.
DSP Group
du Pont (E.I.) de Nemours & Company
Duke Energy Company
Duramed Pharmaceuticals, Inc.
Dycom Industries, Inc.
Dynegy Inc.
E*Trade Group Inc.
E. Piphany, Inc.
EarthLink, Inc.
Eastman Chemical Company
Eastman Kodak Company
EasyLink Services Corporation
Eaton Corporation
eBay, Inc.
Echelon Corporation
EchoStar Communications Corporation
ECI Telecommunications Ltd.
Eclipsys Corp.
Ecolab Inc.
Eden Bioscience Corporation
Edison International
Edison Schools, Inc.
EDO Corporation
Edward Lifesciences Corporation
Edwards (A.G.) & Sons, Inc.
El Paso Corporation
Elan Corporation PLC ADR
Electro Scientific Industries, Inc.
Electroglas, Inc.
Electronic Arts, Inc.
Electronic Data Systems, Inc.
Electronics Boutique Holdings Corp.
Electronics for Imaging, Inc.
eLoyalty Corporation
Embarcadero Technologies, Inc.
Embratel Participacoes S.A.
EMC Corporation
EMCORE Corporation
eMerge Interactive, Inc.
Emerson Electric Company
Emisphere Technologies, Inc.
Total
Contract Volume
Callff
39,346
45,851
3,063,893
29,834
17,046
110,118
3,156
2,821
428,299
146,538
79,153
32,647
1,085
16,858
135,958
28,082
1,200
22,100
32,636
281,462
21,301
7,505
10,424
743
48,337
67,823
10,071
192,582
141,951
886
10,788
3,451
23,156
176,364
133,339
16,954
5,515
397,592
477,930
86,441
110,234
10,783
594,174
193
10,583
921,803
61,513
234,585
20,652
16,393
2,275
5,997
37,070
21,267
2,600
4,455
106,227
323,414
260,204
26,715
5,405
254,226
139,729
6,539
48,275
5,284
6,211
9,361
4,196,822
31,321
493
129,751
22,558
20,126
23,520
1,963,660
20,809
11,431
62,862
1,261
789
252,213
93,608
48,148
5,510
368
10,884
93,509
21,257
926
19,872
23,329
185,594
16,289
4,601
8,209
661
36,791
46,843
6,063
128,558
105,580
520
6,068
2,410
16,375
105,656
66,659
13,942
2,943
183,036
353,846
56,301
88,156
6,821
253,220
193
4,265
471,816
45,834
150,401
16,170
8,459
1,537
4,134
24,734
10,361
2,337
3,660
74,849
180,956
201,002
17,707
3,854
149,340
88,407
3,525
34,654
4,378
2,859
9,067
2,570,576
21,916
433
41,871
18,142
Put
19,220
22,331
1,100,233
9,025
5,615
47,256
1,895
2,032
176,086
52,930
31,005
27,137
717
5,974
42,449
6,825
274
2,228
9,307
95,868
5,012
2,904
2,215
82
11,546
20,980
4,008
64,024
36,371
366
4,720
1,041
6,781
70,708
66,680
3,012
2,572
214,556
124,084
30,140
22,078
3,962
340,954
0
6,318
449,987
15,679
84,184
4,482
7,934
738
1,863
12,336
10,906
263
795
31,378
142,458
59,202
9,008
1,551
104,886
51,322
3,014
13,621
906
3,352
294
1,626,246
9,405
60
87,880
4,416
Average Daily Volume
Total
Call
Put
159
81
185
95
12,354
7,918
120
84
69
46
444
253
28
11
46
13
1,727
1,017
591
377
319
194
132
22
99
33
68
44
548
377
113
86
5
4
89
80
146
105
1,135
748
86
66
30
19
42
33
3
3
195
148
273
189
41
24
777
518
572
426
7
4
133
75
57
40
93
66
711
426
538
269
68
56
22
12
1,603
738
1,927
1,427
349
227
444
355
43
28
2,396
1,021
1
1
43
17
3,717
1,902
248
185
946
606
83
65
66
34
37
25
32
22
149
100
92
45
43
38
18
15
428
302
1,304
730
1,049
810
108
71
22
16
1,025
602
563
356
81
44
195
140
21
18
25
12
56
54
16,923 10,365
126
88
2
2
523
169
91
73
78
90
4,436
36
23
191
17
33
710
213
125
109
65
24
171
28
1
9
42
387
20
12
9
0
47
85
16
258
147
3
58
17
27
285
269
12
10
865
500
122
89
16
1,375
0
25
1,814
63
339
18
32
12
10
50
47
4
3
127
574
239
36
6
423
207
37
55
4
14
2
6,557
38
0
354
18
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
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
ERJ
EMLX
ENDP
ENDO
ENR
EAS
EC
EASI
ENE
ESV
ENTG
ETS
ETM
ETR
EVC
ENMD
ENTU
ENZ
ENZN
EOG
EPIC
EPIQ
EPRE
ENT
EOP
ERICY
ESST
EL
RE
EXAR
XLTC
EXLN
EXEL
EXC
EXFO
EXDSQ
EXPE
EXPD
ESRX
ESA
EXTR
EXLT
XOM
FFIV
FTUS
FCS
FALC
FAST
FRE
FNM
FD
FDX
FEIC
FNF
FITB
FILE
FNSR
FDC
FHCC
FHRX
FE
FISV
FTHL
FBF
FLM
FLEX
FLIR
FLO
FLS
FLR
FMC
FTI
FCOM
F
Stock
Total
Empresa Brasileira de Aeronautica S.A.
3,593
Emulex Corporation
618,590
Endo Pharmaceuticals Holdings Inc.
734
Endocare, Inc.
1,485
EnergizerHoldings, Inc.
12,603
Energy East Corporation
2,905
Engelhard Corporation
23,313
Engineered Support Systems, Inc.
8,411
Enron Corporation
2,062,973
ENSCO International Incorporated
162,077
Entegris, Inc.
2,357
Enterasys Networks, Inc.
276,618
Entercom Communications Corp.
2,730
Entergy Corporation
14,094
Entravision Communications Corporation
5,145
EntreMed Inc.
38,913
Entrust, Inc.
16,734
Enzo Biochem, Inc.
24,805
Enzon, Inc.
201,437
EOG Resources, Inc.
195,069
Epicor Software Corp.
753
EPIQ Systems, Inc.
6,380
ePresence Inc.
2,104
Equant NV
3,991
Equity Office Properties Trust
15,495
Ericsson (L.M.) Telephone Co. ADR
1,103,855
ESS Technology, Inc.
32,793
Estee Lauder Companies, Inc. (The) (Class A)
66,626
Everest Reinsurance Holdings, Inc.
519
Exar Corporation
7,893
Excel Technology, Inc.
10,534
eXcelon Corporation
5,007
Exelixis, Inc.
14,083
Exelon Corporation
25,592
Exfo Electro-Optical Engineering, Inc.
37,736
Exodus Communication, Inc.
229,246
Expedia, Inc.
189,652
Expeditors International of Washington, Inc.
23,210
Express Scripts Inc. - Class A
25,279
Extended Stay America, Inc.
14,527
Extreme Networks, Inc.
386,804
Exult Inc.
7,811
Exxon Mobil Corporation
1,192,777
F5 Networks, Inc.
55,546
Factory 2-U Stores, Inc.
1,867
Fairchild Semiconductor Int’l, Inc.
42,677
FalconStor Software, Inc.
11,688
Fastenal Company
16,547
Federal Home Loan Mortgage Corporation (Freddie Mac) 173,316
Federal Nat’l Mortgage Ass’n (Fannie Mae)
240,594
Federated Department Stores, Inc.
103,844
FedEx Corporation
153,607
FEI Company
5,991
Fidelity National Financial, Inc.
38,130
Fifth Third Bancorp.
25,031
FileNet Corporation
36,283
Finisar Corporation
132,117
First Data Corporation
92,346
First Health Group Corporation
10,840
First Horizon Pharmacuetical Corporation
2,886
FirstEnergy Corp.
25,245
FIserv, Inc.
21,353
FLAG Telecom Holdings Limited
5,475
FleetBoston Financial Corp.
179,691
Fleming Companies, Inc.
34,198
Flextronics International Ltd.
456,190
FLIR Systems, Inc.
3,133
Flowers Industries, Inc.
6,343
Flowserve Corporation
500
Fluor Corporation (New)
44,944
FMC Corporation
27,691
FMC Technologies, Inc.
10,207
Focal Communications Corporation
13,845
Ford Motor Company
892,083
Contract Volume
Callff
Put
2,752
382,243
464
1,308
7,365
2,281
21,212
7,107
1,176,184
121,112
1,304
218,546
1,389
9,564
3,873
29,746
10,785
19,649
138,239
70,208
588
4,424
1,931
2,886
11,433
870,452
25,728
19,432
367
1,713
6,604
4,125
9,032
20,024
19,395
144,043
104,915
7,357
16,289
12,549
288,057
3,300
830,442
38,271
1,390
31,130
9,738
10,448
125,417
142,180
44,850
98,732
2,207
30,027
15,838
29,754
92,988
54,286
7,033
1,857
18,842
13,456
3,320
124,050
17,470
300,030
1,873
4,304
100
31,203
16,363
4,528
8,513
490,401
841
236,347
270
177
5,238
624
2,101
1,304
886,789
40,965
1,053
58,072
1,341
4,530
1,272
9,167
5,949
5,156
63,198
124,861
165
1,956
173
1,105
4,062
233,403
7,065
47,194
152
6,180
3,930
882
5,051
5,568
18,341
85,203
84,737
15,853
8,990
1,978
98,747
4,511
362,335
17,275
477
11,547
1,950
6,099
47,899
98,414
58,994
54,875
3,784
8,103
9,193
6,529
39,129
38,060
3,807
1,029
6,403
7,897
2,155
55,641
16,728
156,160
1,260
2,039
400
13,741
11,328
5,679
5,332
401,682
Average Daily Volume
Total
Call
Put
44
2,494
18
55
51
13
94
153
8,318
654
19
1,115
12
57
21
157
67
100
812
787
3
60
8
16
62
4,451
132
269
2
32
42
20
57
103
152
924
765
126
102
59
1,560
74
4,810
224
11
172
47
67
699
970
419
619
24
154
101
146
533
372
44
70
124
86
22
725
168
1,839
53
26
45
181
112
82
56
3,597
34
1,541
11
48
30
10
86
129
4,743
488
11
881
6
39
16
120
43
79
557
283
2
42
8
12
46
3,510
104
78
1
7
27
17
36
81
78
581
423
40
66
51
1,162
31
3,349
154
8
126
39
42
506
573
181
398
9
121
64
120
375
219
28
45
93
54
13
500
86
1,210
32
17
9
126
66
36
34
1,977
10
953
7
7
21
3
8
24
3,576
165
9
234
6
18
5
37
24
21
255
503
1
18
1
4
16
941
28
190
1
25
16
4
20
22
74
344
342
86
36
8
398
43
1,461
70
3
47
8
25
193
397
238
221
15
33
37
26
158
153
15
25
32
32
9
224
82
630
21
8
36
55
46
45
22
1,620
21
CBOE Equity Options Volume (Includes LEAPS)
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
582
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
22
Standard
Symbol
Stock
FRX
FST
FWRD
FWC
FDRY
FS
FOX
FMKT
FCX
FRNT
FTO
FSII
FCEL
FNDT
FBN
GADZ
ZOOX
GLC
GPS
GRMN
IT
GTW
GMST
GNSC
GLGC
DNA
BGC
GD
GE
GIS
GMH
GM
GNSS
GENE
GNSL
GNTA
GENU
GZBX
GENZ
GP
GERN
GETY
GILTF
GILD
G
GSK
GEMS
GX
GLBL
FLO
GLM
GSPT
GSF
GSTRF
GSPN
GBIX
GLCBY
GG
GSB
GR
GT
GPU
GRP
GLK
GBBK
GPT
GPI
GGAL
TV
GSLI
GTK
GUC
GDT
GLFD
Forest Laboratories, Inc.
114,844
Forest Oil Corporation
47,496
Forward Air Corporation
3,179
Foster Wheeler Ltd.
15,563
Foundry Networks, Inc.
292,327
Four Seasons Hotels Inc.
5,998
Fox Entertainment Group, Inc.
8,653
FreeMarkets, Inc.
93,065
Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 50,975
Frontier Airlines Inc.
33,247
Frontier Oil Corporation
8,763
FSI International, Inc.
8,974
FuelCell Energy, Inc.
118,400
Fundtech Ltd.
9,519
Furniture Brands International, Inc.
11,573
Gadzooks, Inc.
12,781
Gadzoox Networks, Inc.
5,360
Galileo International, Inc.
55,118
Gap, Inc. (The)
405,827
Garmin Ltd.
7,161
Gartner Group, Inc.
121
Gateway, Inc.
186,674
Gemstar-TV Guide Int’l, Inc.
312,198
Genaissance Pharmaceuticals, Inc.
2,112
Gene Logic Inc.
23,180
Genentech, Inc.
207,080
General Cable Corporation
9,156
General Dynamics Corporation
68,013
General Electric Company
5,802,856
General Mills, Inc.
44,936
General Motors Corp(Hughes Electronics) Class H
681,531
General Motors Corporation
647,821
Genesis Microchip, Inc.
151,938
Genome Therapeutics Corp.
23,740
Genomic Solutions, Inc.
2,740
Genta Incorporated
67,695
Genuity, Inc.
9,217
Genzyme Corp-Biosurgery Division
7,530
Genzyme Corporation
260,693
Georgia-Pacific Corporation
259,403
Geron Corporation
37,058
Getty Images Inc.
27,674
Gilat Satellite Networks, Ltd.
30,338
Gilead Sciences, Inc.
148,760
Gillette Company (The)
212,188
GlaxoSmithKline PLC ADR
55,074
Glenayre Technologies, Inc.
12,475
Global Crossing Ltd.
584,698
Global Industries Ltd.
7,450
Flowers Industries, Inc.
6,343
Global Marine, Inc.
149,211
Global Sports, Inc.
2,288
GlobalSanta Fe Corporation
74,988
Globalstar Telecommunications Ltd
35,957
GlobeSpan Virata, Inc.
133,867
Globix Corporation
15,546
Globo Cabo S.A.
7,771
Goldcorp, Inc.
2,456
Golden State Bancorp, Inc.
10,255
Goodrich Corporation
48,127
Goodyear Tire & Rubber Company (The)
60,207
GPU, Inc.
3,519
Grant Prideco, Inc.
57,650
Great Lakes Chemical Corporation
9,395
Greater Bay Bancorp
15,619
Greenpoint Financial Corporation
39,632
Group 1 Automotive, Inc.
1,058
Grupo Financiero Galicia S.A.
13,150
Grupo Televisa S.A. ADR
36,311
GSI Lumonics, Inc.
180
GTECH Holdings Corporation
22,571
Gucci Group, N.V.
140,433
Guidant Corporation
181,103
Guilford Pharmaceuticals, Inc.
22,314
Total
Contract Volume
Callff
60,394
27,117
1,381
8,755
228,976
3,525
4,366
76,734
31,307
26,925
7,337
6,424
70,014
6,838
6,520
7,148
4,632
41,986
217,424
3,991
113
120,485
221,011
1,886
20,091
143,710
6,286
52,619
3,474,880
21,827
482,380
390,553
100,535
18,145
1,782
57,126
6,482
5,048
178,728
107,854
29,074
15,170
23,597
119,368
128,154
35,809
11,560
381,520
6,938
4,304
111,572
1,524
57,032
14,096
100,771
12,489
7,452
2,233
7,256
33,274
34,558
1,656
41,475
2,682
7,760
25,533
787
7,891
23,432
140
10,645
104,878
107,088
16,497
Put
54,450
20,379
1,798
6,808
63,351
2,473
4,287
16,331
19,668
6,322
1,426
2,550
48,386
2,681
5,053
5,633
728
13,132
188,403
3,170
8
66,189
91,187
226
3,089
63,370
2,870
15,394
2,327,976
23,109
199,151
257,268
51,403
5,595
958
10,569
2,735
2,482
81,965
151,549
7,984
12,504
6,741
29,392
84,034
19,265
915
203,178
512
2,039
37,639
764
17,956
21,861
33,096
3,057
319
223
2,999
14,853
25,649
1,863
16,175
6,713
7,859
14,099
271
5,259
12,879
40
11,926
35,555
74,015
5,817
Average Daily Volume
Total
Call
Put
463
244
192
109
23
10
63
35
1,179
923
98
58
35
18
375
309
206
126
134
109
70
58
36
26
477
282
38
28
47
26
52
29
22
19
222
169
1,636
877
36
20
0
0
753
486
1,259
891
10
8
93
81
835
579
37
25
274
212
23,399 14,012
181
88
2,748
1,945
2,612
1,575
613
405
96
73
11
7
273
230
37
26
30
20
1,051
721
1,046
435
149
117
112
61
122
95
600
481
856
517
222
144
50
47
2,358
1,538
30
28
26
17
602
450
38
25
302
230
145
57
540
406
63
50
31
30
60
54
41
29
194
134
243
139
43
20
232
167
38
11
63
31
160
103
35
26
80
48
146
94
1
1
91
43
566
423
730
432
90
67
220
82
13
27
255
41
17
66
79
25
11
10
195
11
20
23
3
53
760
16
0
267
368
1
12
256
12
62
9,387
93
803
1,037
207
23
4
43
11
10
331
611
32
50
27
119
339
78
4
819
2
152
13
72
88
133
12
1
5
12
60
103
23
65
27
32
57
9
32
52
0
48
143
298
23
CBOE Equity Options Volume (Includes LEAPS)
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
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
Standard
Symbol
Stock
GYMB
HPOW
HAIN
HAL
HAND
HC
HDI
HLIT
HET
HRS
HIG
HCA
HDWR
HMA
HNT
HRC
HSII
HNZ
HP
HPC
HRLY
HSY
HWP
HIFN
HIB
HLT
HSP
HIT
HLR
HLYW
HD
HM
HOMS
HON
HOFF
HPT
HOTT
ROOM
HOTJ
HI
HBC
HU
HGSI
HUM
HUMC
HBAN
HTCH
HYSL
HYSQ
ITWO
IBIS
IBP
ICN
ICOS
IDPH
IDNX
IDT
IGEN
IKN
ILXO
ITW
IMNY
IMN
IGL
IMCL
IMNR
IMNX
IMGN
IMMU
IMPH
IPXL
IMCO
ICI
IMRS
Gymboree Corporation (The)
H Power Corp
Hain Food Group, Inc.
Halliburton Company
Handspring, Inc.
Hanover Compressor Company
Harley-Davidson, Inc.
Harmonic, Inc.
Harrah’s Entertainment, Inc.
Harris Corporation
Hartford Financial Services Group, Inc. (The)
HCA, Inc.
Headwaters Incorporated
Health Management Associates, Inc. (Class A)
Health Net, Inc.
HEALTHSOUTH Corporation
Heidrick & Struggles International, Inc.
Heinz (H.J.) Company
Helmerich & Payne, Inc.
Hercules Incorporated
Herley Industries, Inc.
Hershey Foods Corporation
Hewlett-Packard Company
Hi/fn, Inc.
Hibernia Corporation (Class A)
Hilton Hotels Corporation
Hispanic Broadcasting Corp.
Hitachi Ltd. ADR
Hollinger International, Inc.
Hollywood Entertainment Corporation
Home Depot, Inc. (The)
Homestake Mining Company
Homestore.com
Honeywell International Inc.
Horizon Offshore, Inc.
Hospitality Properties Trust
Hot Topic, Inc.
Hotel Reservations Network, Inc.
HotJobs.com, Ltd.
Household International, Inc.
HSBC Holdings PLC
Hudson United Bancorp
Human Genome Sciences, Inc.
Humana, Inc.
Hummingbird Ltd.
Huntington Bancshares, Inc.
Hutchinson Technology, Inc.
Hyperion Solutions Corp.
Hyseq Inc.
I2 Technologies, Inc.
Ibis Technology Corp.
IBP, Inc.
ICN Pharmaceuticals, Inc.
ICOS Corporation
IDEC Pharmaceuticals Corporation
Identix Incorporated
IDT Corporation
IGEN International, Inc.
Ikon Office Solutions, Inc.
ILEX Oncology, Inc.
Illinois Tool Works, Inc.
I-many, Inc.
Imation Corporation
IMC Global, Inc.
ImClone Systems Incorporated
Immune Response Corporation
Immunex Corporation
ImmunoGen, Inc.
Immunomedics, Inc.
Impath Inc.
Impax Laboratories, Inc.
IMPCO Technologies, Inc.
Imperial Chemical Industries PLC ADR
IMRglobal Corporation
Total
Contract Volume
Callff
9,703
20,519
25,556
672,021
34,969
13,202
237,337
119,374
80,511
23,961
35,543
180,548
13,050
46,374
21,461
283,554
962
63,167
23,889
70,054
141
14,144
1,210,047
7,574
22,510
46,703
7,134
29,455
3,007
18,291
754,924
376,947
82,388
958,573
562
12,054
39,107
7,078
42,649
147,750
25,290
5,020
155,967
69,342
2,609
18,686
9,955
16,346
11,797
336,144
20,547
80,254
81,138
118,107
214,989
20,989
13,755
43,168
31,131
7,016
32,367
20,079
556
17,999
560,028
69,810
306,850
49,418
58,472
36,333
280
7,784
7,212
17,026
4,858
14,975
16,766
406,103
16,666
6,030
91,551
95,952
55,198
17,907
24,089
117,857
10,486
34,998
12,558
218,576
373
32,415
17,210
41,529
137
6,997
743,152
5,918
19,254
32,443
4,166
12,738
2,269
15,719
478,422
333,734
54,563
581,212
374
8,356
21,941
3,877
19,238
82,482
8,222
4,298
102,401
63,123
1,738
13,314
5,869
13,042
8,266
233,860
10,576
66,693
54,709
85,995
119,179
17,662
11,547
38,297
24,156
5,882
16,454
18,145
417
11,804
404,090
45,636
212,257
41,970
46,261
25,978
280
6,255
1,832
15,150
Put
4,845
5,544
8,790
265,918
18,303
7,172
145,786
23,422
25,313
6,054
11,454
62,691
2,564
11,376
8,903
64,978
589
30,752
6,679
28,525
4
7,147
466,895
1,656
3,256
14,260
2,968
16,717
738
2,572
276,502
43,213
27,825
377,361
188
3,698
17,166
3,201
23,411
65,268
17,068
722
53,566
6,219
871
5,372
4,086
3,304
3,531
102,284
9,971
13,561
26,429
32,112
95,810
3,327
2,208
4,871
6,975
1,134
15,913
1,934
139
6,195
155,938
24,174
94,593
7,448
12,211
10,355
0
1,529
5,380
1,876
Average Daily Volume
Total
Call
Put
39
83
103
2,710
141
53
957
481
325
97
143
728
94
187
87
1,143
8
255
96
282
3
57
4,879
31
91
188
29
119
12
74
3,044
1,520
332
3,865
5
49
158
71
172
596
102
20
629
280
11
75
40
66
48
1,355
83
324
327
476
867
85
55
174
126
28
131
98
2
73
2,258
281
1,237
199
236
147
93
73
29
69
20
60
68
1,638
67
24
369
387
223
72
97
475
75
141
51
881
3
131
69
167
3
28
2,997
24
78
131
17
51
9
63
1,929
1,346
220
2,344
3
34
88
39
78
333
33
17
413
255
7
54
24
53
33
943
43
269
221
347
481
71
47
154
97
24
66
89
2
48
1,629
184
856
169
187
105
93
59
7
61
20
22
35
1,072
74
29
588
94
102
24
46
253
18
46
36
262
5
124
27
115
0
29
1,883
7
13
58
12
67
3
10
1,115
174
112
1,522
2
15
69
32
94
263
69
3
216
25
4
22
16
13
14
412
40
55
107
129
386
13
9
20
28
5
64
9
1
25
629
97
381
30
49
42
0
14
22
8
23
CBOE Equity Options Volume (Includes LEAPS)
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
7 89
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
24
Standard
Symbol
Stock
RX
INFS
IMDC
INCY
INTI
IN
INFA
INSP
ING
IR
IM
INHL
INKT
INVX
IO
INRG
ICCI
INET
IART
ICST
IDTI
ISSI
INTC
INTD
IDCO
IDCC
INLD
INIT
INAP
IBM
IFCI
IFF
IGT
IP
IRF
ICGE
IIJI
ISSX
IPG
ISIL
IBC
INTV
IWOV
IBI
TRDO
INTU
ISRG
ITG
IFIN
INVN
IVGN
IONA
ISIP
ISLE
STAT
ESI
ITT
IVX
XXIA
SYXI
J
JDEC
JPM
JBL
JKHY
JAZZ
JDAS
JDSU
JLG
JNIC
JHF
JNJ
JNY
JNPR
IMS Health Inc.
In Focus Corp, Inc.
INAMED Corporation
Incyte Genomics, Inc.
Inet Technologies, Inc.
Infonet Services Corporation
Informatica Corporation
InfoSpace.com, Inc.
ING Groep NV
Ingersoll-Rand Company
Ingram Micro, Inc.
Inhale Theraeutic Systems
Inktomi Corporation
Innovex, Inc.
Input/Output, Inc.
Inrange Technologies Corporation - Class B
Insight Communications, Inc.
Instinet Group Incorporated
Integra LifeSciences Holdings Corporation
Integrated Circuit Systems, Inc.
Integrated Device Technology, Inc.
Integrated Silicon Solutions, Inc.
Intel Corporation
InteliData Technologies Corporation
Interactive Data Corporation
InterDigital Communications Corporation
Interland Inc.
Interliant Inc.
Internap Network Services Corp.
International Business Machines Corporation
International FiberCom, Inc.
International Flavors & Fragrances, Inc.
International Game Technology
International Paper Company
International Rectifier Corporation
Internet Capital Group, Inc.
Internet Initiative Japan Inc.
Internet Security Systems, Inc.
Interpublic Group of Companies, Inc. (The)
Intersil Holding Corp.
Interstate Bakeries Corporation
InterVoice-Brite, Inc.
Interwoven, Inc.
Intimate Brands, Inc. (Class A)
Intrado Inc.
Intuit Corporation
Intuitive Surgical, Inc.
Investment Technology Group (New)
Investors Financial Services Corp
InVision Technologies, Inc.
Invitrogen corporation
IONA Technologies
Isis Pharmaceuticals, Inc.
Isle of Capri Casinos, Inc.
i-STAT Corp.
ITT Educational Services, Inc.
ITT Industries, Inc.
IVAX Corporation
Ixia
IXYS Corporation
J Net Enterprises, Inc.
J.D. Edwards & Company
J.P. Morgan Chase & Co.
Jabil Circuit, Inc.
Jack Henry & Associates Inc.
Jazztel P.L.C.
JDA Software Group, Inc.
JDS Uniphase Corp.
JLG Industries, Inc.
JNI Corporation
John Hancock Financial Services, Inc.
Johnson & Johnson
Jones Apparel Group, Inc.
Juniper Networks, Inc.
Total
38,208
33,597
4,821
33,686
14,592
3,880
34
120,072
16,228
28,700
12,636
27,136
269,390
2,297
6,824
18,826
10,027
19,500
3,033
28,953
287,688
46,378
5,198,414
7,853
16,492
46,779
2,612
3,048
5,032
5,131,937
11,689
19,379
105,594
433,135
182,277
15,456
159
65,897
66,493
63,261
7,463
28,202
57,446
16,931
664
283,422
1,729
18,231
24,223
78,284
102,605
15,390
47,298
60
11,317
2,316
9,571
159,206
3,822
3,802
2,556
68,099
1,413,364
370,417
6,798
386
1,087
2,031,308
19,906
36,209
74,454
1,084,744
58,063
2,052,262
Contract Volume
Callff
23,635
15,532
3,813
25,099
10,403
3,244
29
102,144
11,806
22,479
7,312
16,605
210,904
1,307
6,115
15,242
6,384
7,093
2,241
17,981
168,492
36,675
3,133,717
6,303
14,230
37,431
1,809
2,635
2,880
2,824,201
10,032
9,701
69,858
227,550
122,037
10,892
114
37,004
47,502
42,750
5,472
23,310
42,135
12,283
286
189,840
1,287
13,422
16,516
48,559
75,569
7,120
38,744
0
9,920
1,645
7,868
112,636
2,168
3,130
1,002
21,040
710,605
212,510
4,683
375
530
1,344,571
12,321
24,580
39,598
685,268
39,620
1,017,582
Put
14,573
18,065
1,008
8,587
4,189
636
5
17,928
4,422
6,221
5,324
10,531
58,486
990
709
3,584
3,643
12,407
792
10,972
119,196
9,703
2,064,697
1,550
2,262
9,348
803
413
2,152
2,307,736
1,657
9,678
35,736
205,585
60,240
4,564
45
28,893
18,991
20,511
1,991
4,892
15,311
4,648
378
93,582
442
4,809
7,707
29,725
27,036
8,270
8,554
60
1,397
671
1,703
46,570
1,654
672
1,554
47,059
702,759
157,907
2,115
11
557
686,737
7,585
11,629
34,856
399,476
18,443
1,034,680
Average Daily Volume
Total
Call
Put
154
95
135
63
19
15
136
101
59
42
16
13
0
0
484
412
65
48
116
91
51
29
109
67
1,086
850
9
5
28
25
76
61
40
26
136
50
28
20
117
73
1,160
679
187
148
20,961 12,636
32
25
67
57
189
151
11
7
12
11
20
12
20,693 11,388
47
40
78
39
426
282
1,747
918
735
492
62
44
1
0
266
149
268
192
255
172
30
22
114
94
232
170
68
50
6
2
1,143
765
16
12
74
54
109
74
1,957
1,214
414
305
62
29
191
156
9
0
46
40
22
16
43
35
642
454
22
13
15
13
10
4
275
85
5,699
2,865
1,494
857
27
19
2
2
4
2
8,191
5,422
80
50
146
99
300
160
4,374
2,763
234
160
8,275
4,103
59
73
4
35
17
3
0
72
18
25
21
42
236
4
3
14
15
87
7
44
481
39
8,325
6
9
38
3
2
9
9,305
7
39
144
829
243
18
0
117
77
83
8
20
62
19
3
377
4
19
35
743
109
33
34
9
6
6
8
188
10
3
6
190
2,834
637
9
0
2
2,769
31
47
141
1,611
74
4,172
CBOE Equity Options Volume (Includes LEAPS)
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
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
Standard
Symbol
Stock
JMXI
KM
KANA
KSU
KBH
KEI
K
KEM
KMG
KEG
KEY
KEYN
KSE
KMB
KMI
KG
KLAC
KLM
NITE
KSS
PHG
KOPN
KOSP
KCIN
KQIP
KFT
KKD
KR
KRON
KSWS
KLIC
LLL
LH
LAB
LRCX
LAMR
LNY
LE
LSBC
LSCC
LWIN
LGTO
LM
LEH
LEN
LHSPQ
LVLT
LEXG
LXK
LBRT
LDIG
LMCA
LPNT
LTBG
LPTH
LLY
LTD
LNCR
LNC
LLTC
LIZ
LMT
LTR
LDG
LOR
LD
LOW
LSI
LTXX
LU
LUME
LMNE
LYO
MCHM
Jupiter Media Metrix, Inc.
K Mart Corporation
Kana Software, Inc.
Kansas City Southern Industries, Inc.
KB HOME
Keithley Instrments, Inc.
Kellogg Company
KEMET Corporation
Kerr-McGee Corporation
Key Energy Group, Inc.
KeyCorp
Keynote Systems, Inc.
Keyspan Corp.
Kimberly-Clark Corporation
Kinder Morgan, Inc.
King Pharmaceuticals Inc.
KLA Instruments Corporation
KLM Royal Dutch Airlines
Knight/Trimark Group, Inc.
Kohl’s Corporation
Koninklijke Philips Electronics N.V.
Kopin Corp.
Kos Pharmaceuticals, Inc.
KPMG Consulting Inc.
KPNQUEST N.V.
Kraft Foods Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
Kronos Incorporated
K-Swiss Inc.
Kulicke and Soffa Industries, Inc.
L-3 Communications Hldgs
Laboratory Corporation of America Holdings
LaBranche & Co., Inc.
Lam Research Corporation
Lamar Advertising Company
Landry’s Seafood Restaurants, Inc.
Lands’ End, Inc.
Large Scale Biology Corp.
Lattice Semiconductor
Leap Wireless Int’l., Inc.
Legato Systems, Inc.
Legg Mason, Inc
Lehman Brothers Holdings, Inc.
Lennar Corporation
Lernout & Hauspie Speech Products
Level 3 Comunications Inc.
Lexicon Genetics Incorporated
Lexmark International Group, Inc. (Class A)
Liberate Technologies
Liberty Digital, Inc.
Liberty Media Corporation Series A
LifePoint Hospitals, Inc.
Lightbridge, Inc.
LightPath Technologies, Inc.
Lilly (Eli) and Company
Limited, Inc. (The)
Lincare Holdings, Inc.
Lincoln National Corporation
Linear Technology Corporation
Liz Claiborne, Inc.
Lockheed Martin Corporation
Loews Corporation
Longs Drug Stores Corporation
Loral Space & Communications Ltd.
Louis Dreyfus Natural Gas
Lowe’s Companies, Inc.
LSI Logic Corporation
LTX Corporation
Lucent Technologies, Inc.
Lumenis Ltd.
Luminent, Inc.
Lyondell Chemical Company
Macrochem Corporation
Total
1,313
394,397
11,412
17,134
6,949
33,120
15,399
73,842
38,559
34,577
8,854
15,617
26,317
91,331
22,348
46,293
305,037
3,523
135,885
313,247
45,971
73,513
1,651
7,120
9,377
25,155
629,938
35,756
3,090
7,042
93,558
94,249
37,061
39,006
110,610
17,363
6,960
13,441
2,289
121,376
47,000
113,342
42,805
315,154
19,248
1,360
328,448
7,187
114,018
32,322
8,508
285,132
12,815
31
28,845
361,365
31,315
44,079
11,503
144,510
20,063
48,772
63,776
776
100,792
5,975
252,431
568,545
51,733
1,978,204
57,279
100,064
24,498
13,276
Contract Volume
Callff
704
251,962
9,015
15,003
3,278
21,656
9,698
50,629
28,233
17,512
3,571
9,895
16,655
61,553
8,903
29,387
147,261
2,103
95,161
148,343
29,345
56,321
985
4,508
5,366
17,620
311,564
21,476
2,533
3,787
56,951
45,009
19,276
22,311
68,993
12,393
5,202
8,046
2,098
85,555
26,923
90,268
31,792
171,141
5,167
536
173,311
5,005
66,877
26,329
7,503
226,042
10,547
31
22,124
184,635
21,200
20,106
10,191
78,714
9,520
35,573
45,664
306
75,432
4,549
148,066
381,986
35,365
1,383,423
40,997
54,963
15,972
12,100
Put
609
142,435
2,397
2,131
3,671
11,464
5,701
23,213
10,326
17,065
5,283
5,722
9,662
29,778
13,445
16,906
157,776
1,420
40,724
164,904
16,626
17,192
666
2,612
4,011
7,535
318,374
14,280
557
3,255
36,607
49,240
17,785
16,695
41,617
4,970
1,758
5,395
191
35,821
20,077
23,074
11,013
144,013
14,081
824
155,137
2,182
47,141
5,993
1,005
59,090
2,268
0
6,721
176,730
10,115
23,973
1,312
65,796
10,543
13,199
18,112
470
25,360
1,426
104,365
186,559
16,368
594,781
16,282
45,101
8,526
1,176
Average Daily Volume
Total
Call
Put
5
1,590
46
69
28
134
62
298
155
139
36
63
106
368
90
187
1,230
14
548
1,263
185
296
7
46
38
200
2,540
144
75
28
377
380
149
157
446
70
28
54
10
489
190
457
173
1,271
78
5
1,324
29
460
130
34
1,150
52
0
116
1,457
126
178
46
583
81
197
257
7
406
24
1,018
2,293
209
7,977
231
403
99
54
3
1,016
36
60
13
87
39
204
114
71
14
40
67
248
36
118
594
8
384
598
118
227
4
29
22
140
1,256
87
62
15
230
181
78
90
278
50
21
32
10
345
109
364
128
690
21
2
699
20
270
106
30
911
43
0
89
744
85
81
41
317
38
143
184
3
304
18
597
1,540
143
5,578
165
222
64
49
2
574
10
9
15
46
23
94
42
69
21
23
39
120
54
68
636
6
164
665
67
69
3
17
16
60
1,284
58
14
13
148
199
72
67
168
20
7
22
1
144
81
93
44
581
57
3
626
9
190
24
4
238
9
0
27
713
41
97
5
265
43
53
73
4
102
6
421
752
66
2,398
66
182
34
5
25
CBOE Equity Options Volume (Includes LEAPS)
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
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
26
Standard
Symbol
Stock
MACR
MVSN
MADGF
MGA
MBG
HCR
MAN
MSV
MANU
MAPS
MRO
MRCHQ
MONI
MRL
MAR
MMC
MLM
MRVL
MEE
MONE
MAT
MXIM
MAXM
MXO
MAY
MYG
KRB
MCAF
MCDTA
MCDT
MDR
MCD
MCK
MCLD
MCSI
MDU
MEA
MEDX
MCCC
MDCO
MRX
MEDI
MDT
MEL
MENT
MCTR
MRK
MERQ
MERX
MER
MESA
MTLK
MSLV
METHA
MET
MCOQE
MXT
MTON
MGM
MFNX
MPWR
MOGN
MTG
MGG
MIK
MCRL
MCHP
MUSE
MU
MSCC
MSFT
MSTR
TUNE
MWY
Macromedia, Inc.
Macrovision Corp.
Madge Networks N.V.
Magna International, Inc. (Class A)
Mandalay Resort Group
Manor Care Inc.
Manpower, Inc.
Manufacturers Services Limited
Manugistics Group, Inc.
MapInfo Corporation
Marathon Oil Corporation
MarchFirst Inc.
Marconi PLC
Marine Drilling Companies, Inc.
Marriott International, Inc.
Marsh & McLennan Companies, Inc.
Martin Marietta Materials, Inc.
Marvell Technology Group Ltd.
Massey Energy Company
MatrixOne, Inc.
Mattel, Inc.
Maxim Integrated Products, Inc.
Maxm Pharmaceuticals, Inc.
Maxtor Corporation
May Department Stores Company (The)
Maytag Corporation
MBNA Corporation
McAfee.com
McData Corporation Class A
McData Corporation Class B
McDermott International, Inc.
McDonald’s Corporation
McKesson Corporation
McLeod USA, Inc.
MCSI Inc
MDU Resources Group, Inc.
Mead Corporation (The)
Medarex, Inc.
Mediacom Communications Corp.
Medicines Company (The)
Medicis Pharmaceutical Corporation
MedImmune, Inc.
Medtronic, Inc.
Mellon Financial Corporation
Mentor Graphics Corporation
Mercator Software
Merck & Co., Inc.
Mercury Interactive Corporation
Merix Corporation
Merrill Lynch & Co., Inc.
Mesa Air Group, Inc.
Metalink Ltd.
MetaSolv, Inc.
Methode Electronics, Inc. (Class A)
MetLife, Inc.
Metricom, Inc.
Metris Companies, Inc.
Metro One Telecommunications, Inc.
Metro-Goldwyn Mayer Inc.
Metromedia Fiber Network, Inc.
MGC Communications Inc.
MGI Pharma Inc.
MGIC Investment Corporation
MGM Grand, Inc.
Michaels Stores, Inc.
Micrel, Inc.
Microchip Technology, Inc.
Micromuse, Inc.
Micron Technology, Inc.
Microsemi Corp.
Microsoft Corporation
MicroStrategy Incorp
Microtune, Inc.
Midway Games Inc.
Total
43,384
22,976
1,582
16,770
21,121
27,583
11,340
12,001
123,955
9,154
56,013
6,920
14,571
77,176
36,663
69,240
244
105,416
34,083
17,168
53,203
213,212
4,293
67,492
25,745
35,769
160,747
11,947
71,131
150,938
48,096
454,472
49,381
181,039
1,524
2,129
22,137
63,480
15,163
6,479
14,385
92,384
336,106
119,801
8,959
6,853
1,004,768
440,331
21,948
709,967
4,517
7,509
17,790
25,566
73,910
106,940
96,856
2,843
624
142,843
46,145
8,997
1,054
21,672
694
29,925
81,518
99,873
733,666
36,423
9,394,062
94,447
22,636
36,889
Contract Volume
Callff
21,361
16,611
563
9,032
13,824
14,314
3,553
10,515
73,672
6,122
40,795
6,518
12,254
61,529
14,381
39,537
134
58,978
23,353
13,238
42,873
84,967
2,581
47,286
13,640
16,679
95,424
8,335
50,026
97,205
30,921
222,248
29,583
140,791
1,378
1,410
18,794
46,849
10,198
5,319
6,899
64,763
204,942
78,033
6,184
5,998
598,104
257,947
13,073
400,459
4,116
5,752
12,313
20,061
50,097
79,919
49,822
2,005
484
90,901
24,393
6,314
650
10,325
524
12,837
56,858
51,853
436,563
23,093
5,325,172
55,572
12,265
27,567
Put
22,023
6,365
1,019
7,738
7,297
13,269
7,787
1,486
50,283
3,032
15,218
402
2,317
15,647
22,282
29,703
110
46,438
10,730
3,930
10,330
128,245
1,712
20,206
12,105
19,090
65,323
3,612
21,105
53,733
17,175
232,224
19,798
40,248
146
719
3,343
16,631
4,965
1,160
7,486
27,621
131,164
41,768
2,775
855
406,664
182,384
8,875
309,508
401
1,757
5,477
5,505
23,813
27,021
47,034
838
140
51,942
21,752
2,683
404
11,347
170
17,088
24,660
48,020
297,103
13,330
4,068,890
38,875
10,371
9,322
Average Daily Volume
Total
Call
Put
175
86
93
67
6
2
68
36
85
56
111
58
46
14
48
42
500
297
37
25
226
164
28
26
60
51
311
248
148
58
279
159
9
5
427
239
137
94
69
53
215
173
860
343
17
10
272
191
104
55
144
67
648
385
48
34
323
227
680
438
194
125
1,833
896
199
119
730
568
19
17
13
9
89
76
256
189
61
41
61
50
58
28
373
261
1,355
826
483
315
36
25
28
24
4,051
2,412
1,776
1,040
89
53
2,863
1,615
56
51
30
23
72
50
103
81
298
202
431
322
391
201
11
8
3
2
576
367
186
98
36
25
4
3
87
42
3
2
121
52
329
229
403
209
2,958
1,760
147
93
37,879 21,472
381
224
102
55
149
111
89
26
4
31
29
54
31
6
203
12
61
2
10
63
90
120
4
188
43
16
42
517
7
81
49
77
263
15
96
242
69
936
80
162
2
4
13
67
20
11
30
111
529
168
11
3
1,640
735
36
1,248
5
7
22
22
96
109
190
3
1
209
88
11
2
46
1
69
99
194
1,198
54
16,407
157
47
38
CBOE Equity Options Volume (Includes LEAPS)
958
959
960
961
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
Standard
Symbol
Stock
MLNM
MLHR
MICC
MIL
MIMS
MMM
MIPS
MIPSB
MIR
MND
MTF
MKSI
MHK
MDCC
MOLX
MOLXA
MOSY
MON
MTP
MWD
MOT
MOVI
MPS
MRVC
MSM
MNS
FLSH
MTIC
MNTG
MUR
MYK
MYL
MYGN
NBR
NCC
NCF
NOI
NSM
NAUT
NAV
NBCI
NBTY
NCR
NEOF
NEOL
NERX
NTBK
NTOP
NETE
NTIQ
NTPA
NTRO
NTAP
NETA
NPLS
NEON
NUFO
NYCB
NYT
NWL
NEM
NEWP
NNS
NWS
NXTV
NXCD
NXTL
NXTP
NICE
NKE
NIKU
NI
NBL
NE
Millennium Pharmaceuticals, Inc.
Miller (Herman), Inc.
Millicom International Cellular S.A.
Millipore Corporation
MIM Corporation
Minnesota Mining & Manufacturing Company
MIPS Technologies Inc.
MIPS Technologies, Inc.
Mirant Corporation
Mitchell Energy & Development Corp. (Class A)
Mitsubishi Tokyo Financial Group, Inc. ADR
MKS Instruments, Inc.
Mohawk Industries Inc.
Molecular Devices Corporation
Molex Incorporated
Molex Incorporated Class A
Monolithic System Technology, Inc.
Monsanto Company/New
Montana Power Company
Morgan Stanley
Motorola, Inc.
Movie Gallery, Inc.
MPS Group, Inc.
MRV Communications Inc.
MSC Industrial Direct Co., Inc.
MSC. Software Corporation
M-Systems Flash Disk Pioneers Ltd.
MTI Technology Corporation
MTR Gaming Group, Inc.
Murphy Oil Corporation
Mykrolis Corporation
Mylan Laboratories, Inc.
Myriad Genetics, Inc.
Nabors Industries, Inc.
National City Corporation
National Commerce Bancorp
National Oilwell, Inc.
National Semiconductor Corporation
Nautica Enterprises, Inc.
Navistar International Corporation
NBC Internet Inc.
NBTY, Inc.
NCR Corp.
Neoforma, Inc.
NeoPharm, Inc.
NeoRx Corporation
Net.B@nk, Inc.
Net2Phone, Inc.
Netegrity, Inc.
NetIQ Corporation
Netopia, Inc.
Netro Corporation
Network Appliance Corp.
Network Associates Inc.
Network Plus Corp.
New Era of Networks Inc.
New Focus, Inc.
New York Community Bancorp
New York Times Co. (Class A)
Newell Rubbermaid Inc.
Newmont Mining Corporation
Newport Corp.
Newport News Shipbuilding Inc.
News Corporation Ltd. (The) ADR
Next Level Communications, Inc.
NextCard, Inc.
Nextel Communications, Inc. (Class A)
Nextel Partners, Inc.
Nice Systems Ltd.
Nike, Inc. (Class B)
Niku Corporation
NISource Inc.
Noble Affiliates, Inc.
Noble Drilling Corporation
Total
Contract Volume
Callff
121,661
10,842
16,368
21,671
12,644
362,284
17,344
2,363
110,442
31,643
20,876
15,300
19,408
7,931
14,137
11
466
9,001
19,502
772,715
799,269
7,610
11,014
139,018
1,215
1,629
31,497
6,784
2,565
16,344
441
58,636
44,875
169,918
10,827
42,004
64,807
403,980
35,127
69,606
1,119
8,588
30,954
2,383
72
10,880
16,034
9,451
28,160
49,163
16,466
21,418
541,159
178,290
8,996
8,471
57,983
33,133
6,867
19,540
239,206
97,291
505,096
9,502
21,150
19,599
672,426
2,301
15,325
125,489
5,466
3,165
13,423
69,282
81,733
5,583
10,710
14,246
10,835
150,247
11,278
1,647
63,653
17,152
9,327
10,523
15,718
6,407
5,760
11
319
3,396
14,303
482,111
527,481
4,783
8,491
110,878
834
1,199
25,073
5,328
2,026
6,366
254
25,947
32,879
107,220
8,064
35,471
52,913
284,089
31,489
56,303
1,069
5,721
15,351
2,266
67
7,929
14,231
6,923
18,737
32,810
14,005
19,954
342,472
126,986
7,050
6,749
43,329
24,416
2,742
9,620
162,007
68,052
376,794
6,384
18,075
17,386
429,116
1,418
11,299
54,634
4,803
2,078
11,034
45,772
Put
39,928
5,259
5,658
7,425
1,809
212,037
6,066
716
46,789
14,491
11,549
4,777
3,690
1,524
8,377
0
147
5,605
5,199
290,604
271,788
2,827
2,523
28,140
381
430
6,424
1,456
539
9,978
187
32,689
11,996
62,698
2,763
6,533
11,894
119,891
3,638
13,303
50
2,867
15,603
117
5
2,951
1,803
2,528
9,423
16,353
2,461
1,464
198,687
51,304
1,946
1,722
14,654
8,717
4,125
9,920
77,199
29,239
128,302
3,118
3,075
2,213
243,310
883
4,026
70,855
663
1,087
2,389
23,510
Average Daily Volume
Total
Call
Put
491
44
66
87
207
1,461
70
10
445
128
84
62
78
38
57
0
67
36
79
3,116
3,223
98
44
561
5
20
127
27
23
80
5
236
181
685
44
169
261
1,629
142
281
5
35
125
340
4
44
65
38
114
198
66
86
2,182
719
36
34
234
162
28
79
965
392
2,037
38
85
79
2,711
9
62
506
22
13
54
279
330
23
43
57
178
606
45
7
257
69
38
42
63
30
23
0
46
14
58
1,944
2,127
61
34
447
3
15
101
21
18
31
3
105
133
432
33
143
213
1,146
127
227
4
23
62
324
3
32
57
28
76
132
56
80
1,381
512
28
27
175
120
11
39
653
274
1,519
26
73
70
1,730
6
46
220
19
8
44
185
161
21
23
30
30
855
24
3
189
58
47
19
15
7
34
0
21
23
21
1,172
1,096
36
10
113
2
5
26
6
5
49
2
132
48
253
11
26
48
483
15
54
0
12
63
17
0
12
7
10
38
66
10
6
801
207
8
7
59
43
17
40
311
118
517
13
12
9
981
4
16
286
3
4
10
95
27
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
1032
1033
1034
1035
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
28
NOK
NSC
NT
NU
NTRS
NFLD
NOC
NWAC
NIS
NVS
NVTL
NOVL
NVLS
NOVT
NPSP
NRG
NLI
NUHC
NUAN
NUE
NMTC
NVDA
OIIM
OAKT
OO
OXY
OEI
ODP
OMX
OMC
ASGN
ONIS
ONXX
ONXS
OMKT
OTEX
OPTV
OPWV
OPLK
OCPI
OPMR
ORCL
OSUR
ORB
ORCH
ORG
ORN
OCA
OSIP
OSIS
OSI
OVER
OI
OHP
PCAR
PSUN
PHSY
PKG
PLL
PALM
SPOT
PNRA
PZZA
PMTC
PPE
PKD
PRE
PDCO
PTEN
PAX
PAYX
PSS
PCCC
Stock
Nokia Corporation ADR
Norfolk Southern Corporation
Nortel Networks Corporation
Northeast Utilities
Northern Trust Bank Corporation
Northfield Laboratories, Inc.
Northrop Grumman Corporation
Northwest Airlines Corp. (Class A)
NOVA Corp/Georgia
Novartis AG
Novatel Wireless, Inc.
Novell, Inc.
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.
O2Micro International Ltd.
Oak Technology, Inc.
Oakley, Inc.
Occidental Petroleum Corporation
Ocean Energy, Inc (New)
Office Depot, Inc.
OfficeMax, Inc.
Omnicom Group, Inc.
On Assignment, Inc.
ONI Systems Corp.
Onyx Pharmaceuticals
ONYX Software Corporation
Open Market Inc.
Open Text Corporation
Open TV Corp.
Openwave Systems, Inc.
Oplink Communications, Inc.
Optical Communications Products, Inc.
Optical Robotics Corp.
Oracle Corporation
Orasure Technologies
Orbital Sciences Corporation
Orchid Biosciences, Inc.
Organogenesis, Inc.
Orion Power Holdings, Inc.
Orthodontic Centers of America, Inc.
OSI Pharmaceuticals, Inc.
OSI Systems, Inc.
Outback Steakhouse, Inc.
Overture Services Inc.
Owens-Illinois, Inc.
Oxford Health Plans, Inc.
PACCAR, Inc.
Pacific Sunwear of California, Inc.
PacifiCare Health Systems, Inc.
Packaging Corp of America
Pall Corporation
Palm, Inc.
PanAmSat Corporation
Panera Bread Company, Class A
Papa John’s International, Inc.
Parametric Technology Corporation
Park Place Entertainment Corporation
Parker Drilling Company
PartnerRE Ltd.
Patterson Dental Company
Patterson UTI Energy, Inc.
Paxson Communications Corp.
Paychex, Inc.
Payless ShoeSource, Inc.
PC Connection, Inc.
Total
Contract Volume
Callff
2,528,538
42,594
2,069,599
1,042
37,044
37,050
139,834
27,102
8,729
44,239
3,824
62,453
484,321
30,256
29,986
54,677
186,278
4,420
59,446
28,249
26,043
619,001
621
36,633
24,586
128,636
198,406
82,708
4,086
46,157
100
203,708
12,551
629
4,156
10,515
10,494
621,209
22,551
9,826
18,740
4,476,661
21,456
9,546
18,704
27,603
5,339
8,847
62,245
3,825
25,380
54,647
15,636
246,092
25,384
12,810
136,157
14,300
23,716
184,241
30,913
691
12,713
89,014
22,125
11,852
1,575
8,246
60,617
41,799
77,800
26,309
6,050
1,638,403
34,845
1,361,218
781
22,250
30,865
93,139
18,349
6,914
38,411
2,339
51,654
292,034
18,414
22,974
29,398
119,622
2,590
41,068
18,054
18,921
316,994
444
28,752
18,594
109,843
122,777
63,519
2,621
20,873
55
131,511
9,938
394
3,727
8,958
8,493
435,084
16,720
7,907
12,347
3,201,494
17,565
6,627
15,056
19,089
1,428
2,811
45,189
3,459
12,290
37,861
12,219
142,224
13,314
5,204
74,608
7,661
16,746
129,998
13,607
249
5,198
63,737
14,195
10,257
393
5,839
42,354
34,973
28,350
18,050
4,521
Put
890,135
7,749
708,381
261
14,794
6,185
46,695
8,753
1,815
5,828
1,485
10,799
192,287
11,842
7,012
25,279
66,656
1,830
18,378
10,195
7,122
302,007
177
7,881
5,992
18,793
75,629
19,189
1,465
25,284
45
72,197
2,613
235
429
1,557
2,001
186,125
5,831
1,919
6,393
1,275,167
3,891
2,919
3,648
8,514
3,911
6,036
17,056
366
13,090
16,786
3,417
103,868
12,070
7,606
61,549
6,639
6,970
54,243
17,306
442
7,515
25,277
7,930
1,595
1,182
2,407
18,263
6,826
49,450
8,259
1,529
Average Daily Volume
Total
Call
Put
10,196
6,606
172
141
8,345
5,489
6
4
149
90
149
124
564
376
109
74
35
28
198
172
18
11
252
208
1,953
1,178
122
74
121
93
220
119
751
482
18
10
240
166
114
73
105
76
2,496
1,278
41
30
148
116
99
75
519
443
800
495
334
256
16
11
186
84
4
2
821
530
51
40
3
2
17
15
42
36
42
34
2,505
1,754
94
69
45
36
91
60
18,051 12,909
87
71
38
27
75
61
111
77
25
7
36
11
251
182
191
173
102
50
220
153
63
49
992
573
102
54
52
21
549
301
120
64
96
68
743
524
125
55
63
23
51
21
359
257
89
57
48
41
34
8
37
26
244
171
169
141
314
114
106
73
24
18
3,589
31
2,856
1
60
25
188
35
7
26
7
44
775
48
28
102
269
7
74
41
29
1,218
12
32
24
76
305
77
6
102
2
291
11
1
2
6
8
751
24
9
31
5,142
16
12
15
34
19
24
69
18
53
68
14
419
49
31
248
56
28
219
70
40
30
102
32
6
25
11
74
28
199
33
6
CBOE Equity Options Volume (Includes LEAPS)
1105
1106
1107
1108
1109
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
Standard
Symbol
Stock
PCOM
PDII
BTU
PECS
PDX
PGTV
PEGS
PMTR
JCP
PZL
PSFT
PBY
PAS
PEP
PRGN
PSEM
PKI
PER
PRGO
PTR
PBR
PGO
PETM
PFE
PCG
PPDI
PRX
PHA
PCYC
PD
MO
PHI
P
PNX
PHTN
PIR
PCLE
PVTL
PXLW
PDG
PLXS
PLUG
PCL
PLXT
PMCS
PNC
PNM
PPP
PKX
PRD
RL
PLCM
PLMD
PRSF
POT
PCH
PWER
PWAV
PPG
PRCS
PX
PPD
PRST
PRIA
PR
PCLN
PDE
PRM
PG
PRGY
PGNX
PGN
PGR
PL
P-COM, Inc.
5,070
PDI, Inc.
26,733
Peabody Energy Corporation
8,347
PEC Solutions, Inc.
9,968
Pediatrix Medical Group, Inc.
31,274
Pegasus Communications Corp.
21,056
Pegasus Systems, Inc.
10,706
Pemstar, Inc.
11,026
Penney (J.C.) Company, Inc.
147,870
Pennzol-Quaker State Company
23,927
PeopleSoft Inc.
436,355
Pep Boys—Manny, Moe, & Jack (The)
28,698
PepsiAmericas, Inc.
793
PepsiCo, Inc.
744,703
Peregrine Systems Inc.
177,162
Pericom Semiconductor Corporation
12,423
Perkin-Elmer, Inc.
39,195
Perot Systems Corp.
19,400
Perrigo Company
8,406
PetroChina Company Limited
4,494
Petroleo Brasileiro S.A.-ADR
21,493
Petroleum Geo-Services A/S ADR
14,118
PETsMART, Inc.
5,754
Pfizer, Inc.
1,113,439
PG&E Corporation
131,809
Pharmaceutical Product Development
7,068
Pharmaceutical Resources, Inc.
61,891
Pharmacia Corp.
305,810
Pharmacyclics, Inc.
988
Phelps Dodge Corporation
68,579
Philip Morris Companies, Inc.
921,969
Philippine Long Distance Telephone Company ADR
14,851
Phillips Petroleum Company
63,766
Phoenix Companies, Inc.
2,013
Photon Dynamics, Inc.
1,900
Pier 1 Imports, Inc.
22,692
Pinnacle Systems, Inc.
11,615
Pivotal Corporation
14,402
Pixelworks, Inc.
69,001
Placer Dome, Inc.
153,870
Plexus Corporation Inc.
30,197
Plug Power, Inc.
112,770
Plum Creek Timber Company, LP
27,844
PLX Technology, I Inc.
7,060
PMC-Sierra Inc.
446,068
PNC Bank Corporation
27,969
PNM Resources, Inc.
436
Pogo Producing Company
20,923
Pohang Iron & Steel Company Ltd.
15,579
Polaroid Corporation
50,060
Polo Ralph Lauren Corp.
10,764
Polycom, Inc.
163,176
Polymedica Corp.
98,376
Portal Software, Inc.
175,992
Potash Corporation of Saskatchewan Inc.
24,151
Potlatch Corporation
6,941
Power-One, Inc.
69,410
Powerwave Technologies, Inc.
133,666
PPG Industries, Inc.
6,661
PRAECIS Pharmaceuticals Incorporated
23,365
Praxair, Inc.
346
Pre-Paid Legal Services, Inc.
52,300
Presstek, Inc.
23,788
PRI Automation Inc.
17,458
Price Communications Corp.
28,945
Priceline.com Inc.
80,451
Pride International
56,312
Primedia Inc.
25,478
Procter & Gamble Company (The)
306,325
Prodigy Communications Corp.
4,198
Progenics harmaceuticals, Inc.
6,553
Progress Energy, Inc.
8,626
Progressive Corporation (The)
44,641
Protective Life Corporation
14,105
Total
Contract Volume
Callff
4,187
14,791
5,172
6,184
17,897
12,650
8,731
9,544
83,445
19,719
264,503
24,356
529
472,373
109,755
9,457
29,972
17,453
5,576
3,418
6,254
10,770
5,233
734,994
76,024
5,120
46,711
229,305
184
43,054
599,518
7,225
43,221
1,367
1,600
17,034
9,386
7,296
45,628
137,938
18,709
72,261
15,522
6,025
239,527
19,316
331
12,614
12,723
27,450
6,308
121,764
33,230
122,885
13,837
4,768
48,918
86,698
2,857
11,747
67
21,179
21,801
11,443
17,307
69,351
37,781
2,323
186,728
3,913
4,505
6,504
26,934
10,983
Put
883
11,942
3,175
3,784
13,377
8,406
1,975
1,482
64,425
4,208
171,852
4,342
264
272,330
67,407
2,966
9,223
1,947
2,830
1,076
15,239
3,348
521
378,445
55,785
1,948
15,180
76,505
804
25,525
322,451
7,626
20,545
646
300
5,658
2,229
7,106
23,373
15,932
11,488
40,509
12,322
1,035
206,541
8,653
105
8,309
2,856
22,610
4,456
41,412
65,146
53,107
10,314
2,173
20,492
46,968
3,804
11,618
279
31,121
1,987
6,015
11,638
11,100
18,531
23,155
119,597
285
2,048
2,122
17,707
3,122
Average Daily Volume
Total
Call
Put
20
108
97
100
126
85
43
49
596
96
1,759
116
4
3,003
714
50
158
78
41
18
87
57
575
4,490
531
29
458
1,233
4
277
3,718
60
257
33
8
92
47
58
278
620
122
455
112
28
1,799
113
3
84
63
202
43
658
397
710
97
28
280
539
27
94
1
211
96
70
117
324
227
103
1,235
17
26
35
180
57
17
60
60
62
72
51
35
43
336
80
1,067
98
3
1,905
443
38
121
70
27
14
25
43
523
2,964
307
21
346
925
1
174
2,417
29
174
22
6
69
38
29
184
556
75
291
63
24
966
78
2
51
51
111
25
491
134
496
56
19
197
350
12
47
0
85
88
46
70
280
152
9
753
16
18
26
109
44
4
48
37
38
54
34
8
7
260
17
693
18
1
1,098
272
12
37
8
14
4
61
14
52
1,526
225
8
112
308
3
103
1,300
31
83
11
1
23
9
29
94
64
46
163
50
4
833
35
1
34
12
91
18
167
263
214
42
9
83
189
15
47
1
125
8
24
47
45
75
93
482
1
8
9
71
13
29
CBOE Equity Options Volume (Includes LEAPS)
1179
1180
1181
1182
1183
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
30
Standard
Symbol
Stock
PDLI
PRTN
PFGI
PVN
PROX
PSIX
PTEK
PHM
PUMA
PPRO
QLGC
QLTI
OAT
QCOM
PWR
DSS
DGX
QSFT
STR
QTRN
Q
RJR
RDN
RSH
RVSN
RMG
RAL
RMBS
RRRR
RATL
RTN
RAZF
RDA
RDRT
RNWK
RHAT
RBAK
RBK
RTIX
RCOM
REI
RRI
RMDY
ROIL
RSG
RIMM
RECN
RESP
RTH
RETK
REV
RFMD
RMCI
RAD
RSTN
COL
ROK
ROS
RDC
ROXI
RY
RCL
RD
RPM
RSAS
RI
RTEC
R
SONE
SABA
TSG
SAFC
SFE
SWY
Protein Design Labs, Inc.
Proton Energy Systems, Inc.
Provident Financial Group
Providian Financial Corp. (New)
Proxim, Inc.
PsiNet Inc.
PTEK Holdings, Inc.
Pulte Homes, Inc.
Pumatech, Inc.
Purchase Pro.com Inc.
QLogic Corporation
QLT Phototherapeutics, Inc.
Quaker Oats Company (The)
QUALCOMM, Inc.
Quanta Services, Inc.
Quantum Corp-DLT & Storage Systems Group
Quest Diagnostics Incorporated
Quest Software, Inc.
Questar Corporation
Quintiles Transnational Corporation
Qwest Communications Int’l.
R.J. Reynolds Tobacco Company
Radian Group
RadioShack
RADVision Ltd.
Rainbow Media Group
Ralston Purina Company
Rambus, Inc.
Rare Medium Group Inc.
Rational Software Corporation
Raytheon Company
Razorfish Inc.
Reader’s Digest Association, Inc. (Class A)
Read-Rite Corporation
RealNetworks Inc.
Red Hat, Inc.
Redback Networks
Reebok International Ltd.
Regeneration Technologies, Inc.
Register.com
Reliant Energy, Inc.
Reliant Resources, Inc.
Remedy Corporation
Remington Oil & Gas Corporation
Republic Services Inc. - Class A
Research in Motion
Resources Connection, Inc.
Respironics, Inc.
Retail HOLDRs Trust
Retek Inc.
Revlon, Inc. (Class A)
RF Micro Devices, Inc.
Right Management Consultants, Inc.
Rite Aid Corporation
Riverstone Networks, Inc.
Rockwell Collins
Rockwell International Corporation
Rostelecom-ADR
Rowan Companies, Inc.
Roxio, Inc.
Royal Bank of Canada
Royal Caribbean Cruises Ltd.
Royal Dutch Petroleum Company
RPM, Inc.
RSA Security, Inc.
Ruby Tuesday, Inc.
Rudolph Technologies, Inc.
Ryder System, Inc.
S1 Corporation
Saba Software, Inc.
Sabre Holdings Corp.
SAFECO Corporation
Safeguard Scientifics, Inc.
Safeway, Inc.
Total
Contract Volume
Callff
168,445
13,752
4,756
339,094
18,462
28,112
3,191
51,254
15,682
172,190
294,884
59,348
153,603
2,807,387
42,155
13,894
59,729
29,616
9,332
47,907
338,500
33,120
13,123
74,041
2,901
546
287,607
397,395
4,001
185,920
153,280
10,370
12,935
196,131
66,402
51,293
398,547
32,881
3,145
10,565
36,274
18,596
16,003
19,123
24,693
382,470
4,728
2,431
4,589
22,964
4,518
367,337
745
260,419
128,451
3,913
34,003
4,383
46,340
23,505
1,048
36,091
46,136
11,495
46,634
33,123
12,126
25,000
32,347
13,592
27,565
20,503
27,563
171,607
111,223
9,061
2,779
199,632
12,498
26,390
2,950
27,541
12,191
122,888
165,717
29,056
91,924
1,897,778
21,599
9,342
41,725
19,577
6,998
33,499
211,202
20,450
3,255
54,233
2,517
319
172,239
304,506
3,744
114,903
95,551
461
8,930
156,093
41,259
43,303
265,217
18,508
1,323
8,622
27,376
12,063
12,082
14,325
16,587
211,000
1,922
1,791
1,641
15,367
2,347
241,438
526
175,154
75,209
3,173
23,236
2,983
31,287
22,625
755
16,647
35,193
9,853
26,549
28,490
7,256
18,255
21,724
7,317
14,565
13,653
18,074
104,642
Put
57,222
4,691
1,977
139,462
5,964
1,722
241
23,713
3,491
49,302
129,167
30,292
61,679
909,609
20,556
4,552
18,004
10,039
2,334
14,408
127,298
12,670
9,868
19,808
384
227
115,368
92,889
257
71,017
57,729
9,909
4,005
40,038
25,143
7,990
133,330
14,373
1,822
1,943
8,898
6,533
3,921
4,798
8,106
171,470
2,806
640
2,948
7,597
2,171
125,899
219
85,265
53,242
740
10,767
1,400
15,053
880
293
19,444
10,943
1,642
20,085
4,633
4,870
6,745
10,623
6,275
13,000
6,850
9,489
66,965
Average Daily Volume
Total
Call
Put
679
56
19
1,367
74
113
13
207
63
694
1,189
239
619
11,320
170
56
241
119
40
193
1,365
134
53
299
12
3
1,160
1,602
16
750
618
42
52
791
268
207
1,607
133
15
43
146
119
65
86
100
1,542
29
11
29
93
18
1,481
28
1,050
624
32
137
18
187
240
9
146
186
46
188
134
49
101
130
55
111
83
111
692
448
37
11
805
50
106
12
111
49
496
668
117
371
7,652
87
38
168
79
30
135
852
82
13
219
10
2
695
1,228
15
463
385
2
36
629
166
175
1,069
75
6
35
110
77
49
64
67
851
12
8
10
62
9
974
19
706
365
26
94
12
126
231
6
67
142
40
107
115
29
74
88
30
59
55
73
422
231
19
8
562
24
7
1
96
14
199
521
122
249
3,668
83
18
73
40
10
58
513
51
40
80
2
1
465
375
1
286
233
40
16
161
101
32
538
58
9
8
36
42
16
22
33
691
17
3
18
31
9
508
8
344
258
6
43
6
61
9
2
78
44
7
81
19
20
27
43
25
52
28
38
270
CBOE Equity Options Volume (Includes LEAPS)
1253
1254
1255
1256
1257
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
Standard
Symbol
Stock
SAGI
SLXP
SCAI
SNDK
SANM
SAP
SAPE
SLE
SATC
SAWS
SBAC
SBC
SBSE
ONNN
HSIC
SGP
SLB
SCH
SCI
SCLN
SFA
SCIO
SEAC
SEE
S
SBYN
SEIC
SEI
SLMC
SMTC
SXT
SEPR
SQNM
SRNA
SRA
SC
SHW
SHPGY
SHFL
SCRI
SEBL
SRP
SIAL
SGI
SIMG
SLAB
SSTI
SIVB
SSSW
SPLX
SMDI
SIRI
SKM
SKX
SKIL
SMTF
SII
SFD
SSCC
SLR
SOI
SAH
SBLU
SNWL
SONS
SNE
FIBR
SNDV
SO
SOTR
LUV
SOV
SBSA
SITE
Sage, Inc.
Salix Pharmaceuticals, Ltd.
Sanchez Computer Associates
SanDisk Corporation
Sanmina SCI Corporation
SAP AG
Sapient Corporation
Sara Lee Corporation
SatCon Technology Corporation
Sawtek Inc.
SBA Communications
SBC Communications, Inc.
SBS Technologies, Inc.
SCG Holding Corporation
Schein (Henry), Inc.
Schering-Plough Corporation
Schlumberger Limited
Schwab Corporation (The Charles)
SCI Systems, Inc.
SciClone Pharmaceuticals, Inc.
Scientific-Atlanta, Inc.
Scios Inc.
SeaChange International, Inc.
Sealed Air Corporation “New”
Sears, Roebuck and Company
SeeBeyond Technology Corporation
SEI Investments Company
Seitel, Inc.
Select Medical Corporation
Semtech Corporation
Sensient Technologies Corporation
Sepracor, Inc.
Sequenom, Inc.
SERENA Software, Inc.
Serono SA
Shell Transport & Trading Company, PLC ADR
Sherwin-Williams Company (The)
Shire Pharmaceuticals, Inc.
Shuffle Master, Inc.
SICOR Inc.
Siebel Systems, Inc.
Sierra Pacific Resources
Sigma-Aldrich Corporation
Silicon Graphics, Inc.
Silicon Image, Inc.
Silicon Laboratories, Inc.
Silicon Storage Technology, Inc.
Silicon Valley Bancshares
SilverStream Software, Inc.
Simplex Solutions, Inc.
Sirenza Microdevices, Inc.
Sirius Satellite Radio
Sk Telecom Co., Ltd. ADS
Skechers U.S.A., Inc.
SkillSoft Corporation
Smartfrorce PLC ADR
Smith International, Inc.
Smithfield Foods, Inc.
Smurfit Stone Container Corporation
Solectron Corporation
Solutia Inc.
Sonic Automotive, Inc.
SONICblue Incorporated
SonicWall, Inc.
Sonus Networks, Inc.
Sony Corporation ADR
Sorrento Networks Corporation
SoundView Technology Group, Inc.
Southern Company (The)
Southtrust Corp.
Southwest Airlines Co.
Sovereign Bancorp, Inc.
Spanish Broadcasting System, Inc.
Spectrasite Holdings, Inc.
Total
2,570
1,496
6,319
135,728
242,114
94,380
44,772
38,297
2,755
70,750
22,911
240,059
12,325
18,123
29,885
422,094
689,725
614,554
127,434
8,234
131,252
100,001
16,468
42,751
125,134
12,072
12,819
34,277
1,867
37,463
5
171,983
12,143
54,541
14,719
10,244
26,735
309,563
2,270
43,173
1,992,861
4,633
49,802
1,946
1,517
18,838
79,964
31,152
11,591
377
4,339
35,276
16,477
4,253
134
26,999
116,567
9,572
31,000
500,717
11,349
7,213
21,062
39,496
285,371
14,990
50,459
2,178
80,216
14,645
195,010
27,301
159
30,814
Contract Volume
Callff
1,784
835
4,093
84,589
155,242
46,488
25,666
14,178
2,181
51,048
14,549
129,238
7,296
15,799
24,477
312,034
488,807
438,074
72,671
6,041
83,455
71,016
10,202
13,726
58,154
10,354
9,924
25,125
800
22,262
5
112,989
7,373
37,290
10,346
7,387
9,615
189,281
1,859
35,737
1,230,123
3,013
17,001
1,155
1,470
10,773
60,583
15,439
1,392
372
2,819
24,292
14,056
2,830
102
18,725
38,684
4,000
23,217
298,571
7,246
5,981
18,625
24,834
213,502
7,017
43,399
1,973
51,204
12,105
154,782
17,187
76
27,040
Put
786
661
2,226
51,139
86,872
47,892
19,106
24,119
574
19,702
8,362
110,821
5,029
2,324
5,408
110,060
200,918
176,480
54,763
2,193
47,797
28,985
6,266
29,025
66,980
1,718
2,895
9,152
1,067
15,201
0
58,994
4,770
17,251
4,373
2,857
17,120
120,282
411
7,436
762,738
1,620
32,801
791
47
8,065
19,381
15,713
10,199
5
1,520
10,984
2,421
1,423
32
8,274
77,883
5,572
7,783
202,146
4,103
1,232
2,437
14,662
71,869
7,973
7,060
205
29,012
2,540
40,228
10,114
83
3,774
Average Daily Volume
Total
Call
Put
10
14
25
547
976
381
181
154
23
285
92
968
55
73
121
1,702
2,781
2,478
514
33
529
403
66
172
505
54
52
138
19
151
0
693
49
220
59
41
108
1,248
9
174
8,036
23
201
8
6
76
322
126
47
11
17
142
66
19
19
109
470
39
125
2,019
46
29
85
159
1,151
60
203
9
323
59
786
110
1
124
7
8
17
341
626
187
103
57
18
206
59
521
33
64
99
1,258
1,971
1,766
293
24
337
286
41
55
234
46
40
101
8
90
0
456
30
150
42
30
39
763
7
144
4,960
15
69
5
6
43
244
62
6
11
11
98
57
13
15
76
156
16
94
1,204
29
24
75
100
861
28
175
8
206
49
624
69
0
109
3
6
9
206
350
193
77
97
5
79
34
447
23
9
22
444
810
712
221
9
193
117
25
117
270
8
12
37
11
61
0
238
19
70
18
12
69
485
2
30
3,076
8
132
3
0
33
78
63
41
0
6
44
10
6
5
33
314
22
31
815
17
5
10
59
290
32
28
1
117
10
162
41
0
15
31
CBOE Equity Options Volume (Includes LEAPS)
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
32
Standard
Symbol
Stock
SPCT
SPWX
SFAM
SPGLA
SPLN
FON
PCS
SPW
MARY
STJ
SPC
SPLS
SBUX
STRM
STAA
HOT
STT
SIB
STN
SCS
STEL
SRCL
STE
SSSS
SWC
SV
STM
STK
STOR
STLW
SYK
SIH
SLC
SUNW
SDS
SUN
SRZ
SNRS
STI
SCON
SUPG
SPN
SURE
SFY
SWFT
SWS
SY
SYD
SCMR
SYMC
SBL
SCOR
SYT
SNPS
SNV
SYY
TROW
TSM
TTWO
TALK
TALX
TNOX
TGT
TGEN
TARO
TCB
TWE
TECD
TNL
TCNO
TK
TKLC
TEK
TBH
Spectrian Corp.
SpeechWorks International Inc.
SpeedFam-IPEC, Inc.
Spiegel, Incorporated (Class A)
Sportsline USA, Inc.
Sprint Corporation
Sprint Corporation PCS Group
SPX Corporation
St Mary Land & Exploration Company
St. Jude Medical, Inc.
St. Paul Companies, Inc. (The)
Staples, Inc.
Starbucks Corporation
StarMedia Network
STARR Surgical Company
Starwood Hotels & Resorts Worldwide, Inc.
State Street Corporation
Staten Island Bancorp, Inc.
Station Casinos, Inc.
Steelcase Inc-Class A
Stellent, Inc.
Stericycle Inc.
STERIS Corporation
Stewart & Stevensen Services, Inc.
Stillwater Mining Company
Stilwell Financial, Inc.
STMicroelectronics N.V.
Storage Technology Corporation
StorageNetworks, Inc.
Stratos Lightwave, Inc.
Stryker Corporation
Sun International Hotels Ltd.
Sun Life Financial Services
Sun Microsystems, Inc.
SunGard Data Systems Inc.
Sunoco, Inc.
Sunrise Assisted Living, Inc.
Sunrise Technologies Int’l.
SunTrust Banks, Inc.
Superconductor Technologies, Inc.
SuperGen, Inc.
Superior Energy Services, Inc.
SureBeam Corporation
Swift Energy Company
Swift Transporation Co., Inc.
SWS Group, Inc.
Sybase, Inc.
Sybron Dental Specialities
Sycamore Networks, Inc.
Symantec Corporation
Symbol Technologies, Inc.
Syncor International Corporation
Syngenta AG
Synopsys, Inc.
Synovous Financial Corp.
Sysco Corporation
T. Rowe Price Associates
Taiwan Semiconductor Manufacturing Co.
Take-Two Interactive Software
Talk America Holdings Inc.
TALX Corporation
Tanox, Inc.
Target Corporation
Targeted Genetics Corporation
Taro Pharmaceutical Industries Ltd.
TCF Financial Corporation
TD Waterhouse Group
Tech Data Corporation
Technitrol, Inc.
Tecnomatix Technologies Ltd.
Teekay Shipping Corporation
Tekelec
Tektronix Inc.
Telebras HOLDRS
Total
16,640
13,179
14,658
6,283
2,437
172,142
279,313
41,171
3,015
41,088
32,014
34,922
396,179
786
1,776
90,884
26,183
127
5,532
133
37,527
32,451
21,857
2,729
19,237
87,733
106,768
92,567
99,743
71,219
37,818
3,024
17,031
2,694,604
51,027
32,400
51,087
3,914
49,244
22,565
19,372
1,011
41,080
19,550
5,179
11,270
14,622
664
318,932
73,976
56,661
8,627
91
75,735
35,950
58,008
31,582
184,044
120,898
704
1,734
19,014
119,648
4,667
55,396
6,894
9,620
435
7,870
575
11,117
48,247
12,543
147,045
Contract Volume
Callff
8,127
9,883
10,723
2,828
1,653
117,889
190,761
27,840
1,964
24,634
21,855
22,159
285,027
370
1,223
38,812
16,483
67
3,709
81
25,978
23,270
17,624
1,617
14,531
70,526
53,057
78,547
73,292
52,870
16,582
1,647
15,826
1,974,524
32,579
14,601
25,633
3,097
32,699
19,012
17,006
879
27,906
15,598
2,495
6,817
11,469
364
225,402
41,776
29,604
6,715
11
43,609
26,472
38,331
21,047
161,814
78,357
622
1,274
10,603
80,421
3,371
32,651
4,525
7,313
232
4,862
485
6,632
30,830
6,495
97,475
Put
8,513
3,296
3,935
3,455
784
54,253
88,552
13,331
1,051
16,454
10,159
12,763
111,152
416
553
52,072
9,700
60
1,823
52
11,549
9,181
4,233
1,112
4,706
17,207
53,711
14,020
26,451
18,349
21,236
1,377
1,205
720,080
18,448
17,799
25,454
817
16,545
3,553
2,366
132
13,174
3,952
2,684
4,453
3,153
300
93,530
32,200
27,057
1,912
80
32,126
9,478
19,677
10,535
22,230
42,541
82
460
8,411
39,227
1,296
22,745
2,369
2,307
203
3,008
90
4,485
17,417
6,048
49,570
Average Daily Volume
Total
Call
Put
67
59
59
25
10
694
1,126
166
16
166
129
141
1,597
3
7
366
106
1
22
1
151
131
88
23
78
354
431
373
402
287
152
12
69
10,865
206
131
206
16
199
91
78
7
673
79
24
45
59
3
1,286
298
228
62
0
305
145
234
127
742
487
3
28
77
482
19
336
28
39
2
32
2
70
195
51
593
33
44
43
11
7
475
769
112
11
99
88
89
1,149
1
5
157
66
0
15
0
105
94
71
13
59
284
214
317
296
213
67
7
64
7,962
131
59
103
12
132
77
69
6
457
63
12
27
46
1
909
168
119
48
0
176
107
155
85
652
316
3
21
43
324
14
198
18
29
1
20
2
42
124
26
393
34
15
16
14
3
219
357
54
6
66
41
51
448
2
2
210
39
0
7
0
47
37
17
9
19
69
217
57
107
74
86
6
5
2,904
74
72
103
3
67
14
10
1
216
16
12
18
13
1
377
130
109
14
0
130
38
79
42
90
172
0
8
34
158
5
138
10
9
1
12
0
28
70
24
200
CBOE Equity Options Volume (Includes LEAPS)
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
Standard
Symbol
Stock
TEO
TLCP
TDY
TAR
TEF
TMX
TNE
TTEC
TLAB
TELM
THC
TER
TERN
TRLY
TSO
TEVA
TX
TXN
THDO
ASTN
DSGX
FINL
GS
MEDC
PBG
SGR
TTN
TGX
TWAV
TMO
THQI
TFS
TIBX
TMCS
YUM
TDW
TIF
TWTC
TKR
TIVO
TJX
TMPW
TOL
TLGD
TOM
TR
TOPP
TOS
TOT
TM
TOY
TWA
TKTX
TMTA
RIG
TXCC
TVLY
TRI
TRB
TMAR
TGH
TRMB
TRMS
TRPH
TQNT
OIL
TZH
TZIX
TRW
TAM
TMWD
TSTN
TUTS
TZA
TWTR
Telecom Argentina Stet-France Telecom S.A. ADR
Telecorp PCS, Inc.
Teledyne Technologies, Inc.
Telefonica de Argentina, S.A. ADR
Telefonica de Espana, S.A. ADR
Telefonos de Mexico, S.A. de C.V. ADR
TeleNorte Leste Participacoes SA ADS
TeleTech Holdings, Inc.
Tellabs, Inc.
Tellum, Inc.
Tenet Healthcare Corporation
Teradyne, Inc.
Terayon Communication Systems, Inc.
Terra Networks, S.A.
Tesoro Petroleum Corporation
Teva Pharmaceutical Industries Ltd. ADR
Texaco, Inc.
Texas Instruments Incorporated
The 3DO Company
The Ashton Technology Group, Inc.
The Descartes Systems Group Inc.
The Finish Line - Class A
The Goldman Sachs Group, Inc.
The Med-Design Corporation
The Pepsi Bottling Group, Inc.
The Shaw Group, Inc.
The Titan Corporation
Theragenics Corporation
Therma-Wave, Inc.
Thermo Electron Corporation
THQ Inc.
Three-Five, Systems, Inc.
TIBCO Software
Ticketmaster Class B
Ticon Global Restaurants
Tidewater, Inc.
Tiffany & Co.
Time Warner Telecom Inc.
Timken Company (The)
TiVo, Inc.
TJX Companies, Inc. (The)
TMP Worldwide, Inc.
Toll Brothers, Inc.
Tollgrade Communications, Inc.
Tommy Hilfiger Corporation
Tootsie Roll Industries, Inc.
Topps Company
Tosco Corporation
Total Fina S.A. (ADR)
Toyota Motor Corporation ADR
Toys “R” Us, Inc.
Trans World Airlines, Inc.
Transkaryotic
Transmeta Corporation
Transocean Sedco Forex Inc.
TranSwitch Corporation
Travelocity.com
Triad Hospitals
Tribune Company
Trico Marine Services, Inc.
Trigon Healthcare, Inc.
Trimble Navigation Ltd.
Trimeris Inc.
Tripath Technology, Inc.
Triquint Semiconductor, Inc.
Triton Energy Ltd.
Trizec Hahn Corporation
TriZetto Group, Inc.
TRW, Inc.
Tubos de Acero de Mexico SA ADR
Tumbleweed ommunications Corp.
Turnstone Systems, Inc.
Tut Systems, Inc.
TV Azteca S.A. de C.V.
Tweeter Home Entertainment Group, Inc.
Total
Contract Volume
Callff
35,838
11,699
3,856
10,763
57,863
233,309
51,626
18,942
174,653
24,127
52,381
76,906
57,581
55,153
508
114,533
56,286
2,293,877
1,791
639
17,781
671
699,299
3,450
13,562
98,101
72,987
16,745
7,052
53,154
66,137
34,828
93,065
7,567
61,656
57,910
62,651
38,765
6,362
45,075
97,280
111,655
22,701
23,938
57,297
1,763
8,773
16,311
12,500
7,217
87,680
115
14,318
68,893
204,620
83,327
30,174
2,614
17,960
7,731
7,290
11,823
14,699
3,147
347,127
117,892
5,143
974
56,758
8,118
4,356
9,590
1,286
6,673
11,722
23,948
9,063
2,525
5,039
30,872
120,914
42,370
7,337
99,115
21,119
29,101
45,502
43,366
35,836
335
70,602
33,201
1,453,810
1,679
639
12,028
440
306,835
1,996
8,210
67,978
53,935
13,195
3,843
28,512
29,531
24,762
72,027
6,980
36,047
29,493
20,314
21,815
4,243
30,381
59,347
70,012
14,524
12,169
47,935
1,035
7,486
8,442
5,081
4,221
50,621
50
10,658
44,120
151,688
35,876
19,160
476
8,624
5,925
3,880
8,732
9,609
2,631
251,685
99,993
4,415
952
38,404
6,035
3,782
5,679
771
5,379
7,388
Put
11,890
2,636
1,331
5,724
26,991
112,395
9,256
11,605
75,538
3,008
23,280
31,404
14,215
19,317
173
43,931
23,085
840,067
112
0
5,753
231
392,464
1,454
5,352
30,123
19,052
3,550
3,209
24,642
36,606
10,066
21,038
587
25,609
28,417
42,337
16,950
2,119
14,694
37,933
41,643
8,177
11,769
9,362
728
1,287
7,869
7,419
2,996
37,059
65
3,660
24,773
52,932
47,451
11,014
2,138
9,336
1,806
3,410
3,091
5,090
516
95,442
17,899
728
22
18,354
2,083
574
3,911
515
1,294
4,334
Average Daily Volume
Total
Call
Put
145
47
17
43
233
941
208
76
704
271
211
310
232
222
2
462
227
9,250
7
3
72
19
2,820
27
55
396
294
68
32
214
267
140
375
31
249
234
253
156
26
182
392
450
92
97
231
8
35
66
50
29
354
0
58
316
825
336
122
11
72
31
34
48
59
15
1,400
475
21
9
229
33
18
39
5
27
47
97
37
11
20
124
488
171
30
400
237
117
183
175
145
1
285
134
5,862
7
3
49
13
1,237
15
33
274
217
53
17
115
119
100
290
28
145
119
82
88
17
123
239
282
59
49
193
5
30
34
20
17
204
0
43
202
612
145
77
2
35
24
18
35
39
13
1,015
403
18
9
155
24
15
23
3
22
30
48
11
6
23
109
453
37
47
305
34
94
127
57
78
1
177
93
3,387
0
0
23
7
1,583
11
22
121
77
14
14
99
148
41
85
2
103
115
171
68
9
59
153
168
33
47
38
3
5
32
30
12
149
0
15
114
213
191
44
9
38
7
16
12
21
3
385
72
3
0
74
8
2
16
2
5
17
33
CBOE Equity Options Volume (Includes LEAPS)
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
34
Standard
Symbol
Stock
TXU
TYC
TCM
TSN
USB
UAL
UBS
UCI
ULCM
UDS
UTEK
UNP
UIS
UNH
UMC
UNFI
UPCOY
UPS
X
USTR
UTX
UTHR
UCOMA
UAXS
UHS
UOPX
UVN
UCL
UNM
U
USON
SLM
USAI
USU
USFC
USG
USIX
UST
UCU
UTSI
VFC
LNUX
VLNC
VLO
VVTV
VARI
VSEA
VAST
VECO
VMSI
VTIV
VRSN
VTS
VRTS
VRTY
VZ
VATA
VRTX
VERT
VIA
VIAB
VSAT
VAS
VICR
VWPT
VIGN
VISG
VIP
VPI
VION
VRTA
VPHM
VSH
VSNX
TXU Company
Tyco International Limited
TyCom Ltd.
Tyson Foods, Inc. (Class A)
U.S. Bancorp
UAL Corporation
UBS AG
UICI
Ulticom, Inc.
Ultramar Diamond Shamrock Corp.
Ultratech Stepper, Inc.
Union Pacific Corporation
Unisys Corporation
United HealthCare Corporation
United Microelectronics Corporation
United Natural Foods, Inc.
United Pan-Europe Communications Class A
United Parcel Service, Inc.
United States Seel Corporation
United Stationers, Inc.
United Technologies Corporation
United Therapeutics Corp.
Unitedglobalcom, Inc.
Universal Access Global Holdings Inc.
Universal Health Services, Inc.
University of Phoenix Online
Univision Communications Inc.
Unocal Corporation
Unumprovident Corporation
US Airways Group, Inc.
US Oncology, Inc.
USA Education, Inc.
USA Networks, Inc.
USEC, Inc.
USFreightways Corporation
USG Corporation
Usinternetworking, Inc.
UST Inc.
UtiliCorp United, Inc.
UTStarcom, Inc.
V.F. Corporation
VA Software Corporation
Valence Technology, Inc.
Valero Energy Corporation
ValueVision Intl Inc. - Class A
Varian Inc.
Varian Semiconductor Equipment Associates, Inc.
Vastera, Inc.
Veeco Instruments Inc.
Ventana Medical Systems
Ventiv Health, Inc.
Verisign Inc.
Veritas DGC, Inc.
VERITAS Software Corporation
Verity, Inc.
Verizon Communications, Inc.
Versata, Inc
Vertex Pharmaceuticals, Inc.
VerticaNet, Inc.
Viacom, Inc.
Viacom, Inc. (Class B)
ViaSat, Inc.
Viasys Healthcare, Inc.
Vicor Corporation
Viewpoint Corporation
Vignette Corporation
Visage Technology, Inc.
Vimpel-Communications ADR
Vintage Petroleum, Inc.
Vion Pharmaceuticals, Inc.
Virata Corporation
Viropharma, Inc.
Vishay Intertechnology, Inc.
Visionics Corporation
Total
Contract Volume
Callff
5,761
1,524,356
54,098
126,781
250,621
160,879
16,838
4,105
11,287
13,558
36,434
7,701
98,760
246,179
24,539
4,486
1,458
458,416
25,272
14,340
231,210
44,159
64,676
23,809
35,715
2,623
34,573
66,623
17,245
115,293
25,362
72,890
85,159
3,300
4,584
61,668
4,210
17,963
3,442
69,874
23,648
11,726
37,182
60,880
6,121
9,257
23,673
1,011
46,769
7,736
2,230
440,351
11,547
1,219,095
44,172
456,431
1,723
37,367
12,331
38,197
266,407
4,699
788
8,431
1,428
100,328
5,854
20,063
11,418
5,393
57,020
58,844
58,608
7,966
2,698
947,367
34,725
103,340
193,329
76,936
5,858
3,317
8,829
8,201
23,398
3,253
71,955
131,920
19,956
3,261
1,202
402,675
19,073
9,067
126,896
33,025
51,884
17,643
18,887
1,912
22,288
46,056
14,399
67,375
20,872
47,065
54,127
2,998
2,403
28,124
3,883
14,376
1,722
55,175
8,042
9,079
31,392
36,960
5,345
4,610
13,908
781
25,285
3,127
1,707
247,289
9,912
572,921
20,734
303,139
1,031
23,408
9,766
19,879
173,863
3,096
778
4,216
1,096
77,997
5,173
13,615
8,056
4,507
26,683
38,176
33,354
6,042
Put
3,063
576,989
19,373
23,441
57,292
83,943
10,980
788
2,458
5,357
13,036
4,448
26,805
114,259
4,583
1,225
256
55,741
6,199
5,273
104,314
11,134
12,792
6,166
16,828
711
12,285
20,567
2,846
47,918
4,490
25,825
31,032
302
2,181
33,544
327
3,587
1,720
14,699
15,606
2,647
5,790
23,920
776
4,647
9,765
230
21,484
4,609
523
193,062
1,635
646,174
23,438
153,292
692
13,959
2,565
18,318
92,544
1,603
10
4,215
332
22,331
681
6,448
3,362
886
30,337
20,668
25,254
1,924
Average Daily Volume
Total
Call
Put
23
6,147
218
511
1,011
649
68
17
46
55
147
31
398
993
109
22
6
1,848
102
58
932
178
261
96
144
25
139
269
70
465
102
294
343
23
26
249
17
78
14
282
95
47
150
245
25
37
95
7
189
31
12
1,776
47
4,916
178
1,840
7
151
50
154
1,074
23
53
34
6
405
266
81
46
22
230
237
236
190
11
3,820
140
417
780
310
24
13
36
33
94
13
290
532
89
16
5
1,624
77
37
512
133
209
71
76
18
90
186
58
272
84
190
218
21
14
113
16
62
7
222
32
37
127
149
22
19
56
6
102
13
9
997
40
2,310
84
1,222
4
94
39
80
701
15
52
17
4
315
235
55
32
18
108
154
134
144
12
2,327
78
95
231
338
44
3
10
22
53
18
108
461
20
6
1
225
25
21
421
45
52
25
68
7
50
83
11
193
18
104
125
2
12
135
1
16
7
59
63
11
23
96
3
19
39
2
87
19
3
778
7
2,606
95
618
3
56
10
74
373
8
1
17
1
90
31
26
14
4
122
83
102
46
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
VC
EYE
VTSS
VITR
V
VOD
BER
WNC
WB
WAG
WMT
WM
WCNX
WMI
WGRD
WAT
WPI
WAVX
WFT
WEBX
HLTH
WEBM
WBSN
WLP
WFC
WEN
WSTC
WDC
WMUX
WR
W
WY
WHR
WFMI
OATS
WLL
WCG
WMB
WSM
WSH
WIND
WIN
WGO
WCIIQ
WCLX
WJCI
WORK
WAXS
MCIT
WCOM
WGAT
XEL
XLA
XRX
XICO
XLNX
XL
XMSR
XOXO
XOMA
XTO
YHOO
YELL
YRK
YSTM
ZLC
ZBRA
ZMH
ZION
ZIXI
ZOLT
ZRAN
Stock
Visteon Corp.
VISX, Incorporated
Vitesse Semiconductor Corporation
Vitria Technology, Inc.
Vivendi SA
Vodafone Group PLC ADR
W.R. Berkley Corporation
Wabash National Corporation
Wachovia Corporation
Walgreen Company
Wal-Mart Stores, Inc.
Washington Mutual, Inc.
Waste Connections, Inc.
Waste Management, Inc.
WatchGuard Technologies, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
Wave Systems Corporation
Weatherford International, Inc.
WebEx Communications, Inc.
WebMD Corporation
WebMethods, Inc.
Websense, Inc.
WellPoint Health Networks, Inc. (Class A)
Wells Fargo & Company
Wendy’s International, Inc.
West Corporation
Western Digital Corporation
Western Multiplex Corporation
Western Resources, Inc.
Westvaco Corporation
Weyerhaeuser Company
Whirlpool Corporation
Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Willamette Industries, Inc.
Williams Communications Group, Inc.
Williams Companies, Inc. (The)
Williams-Sonoma, Inc.
Willis Group Holdings Limited
Wind River Systems, Inc.
Winn-Dixie Stores, Inc.
Winnebago Industries, Inc.
Winstar Communications, Inc.
Wisconsin Central Transportation Corporation
WJ Communications, Inc.
Workflow Management, Inc.
World Access, Inc.
WorldCom, Inc. - MCI Group
WorldCom, Inc. - WorldCom Group
WorldGate Communications, Inc.
Xcel Energy, Inc.
Xcelera.com
Xerox Corporation
Xicor Inc.
Xilinix, Inc.
XL Capital LTD
XM Satellite Radio Holdings, Inc.
XO Comunications, Inc.
XOMA Ltd.
XTO Energy Inc.
Yahoo! Inc.
Yellow Corporation
York International Corporation
Youthstream Media Networks
Zale Corporation
Zebra Technologies, Inc.
Zimmer Holdings, Inc.
Zions Bancorporation
ZixIt Corp.
Zoltek Companies, Inc.
Zoran Corp.
Total
Contract Volume
Callff
15,526
19,536
391,837
25,416
50,368
328,524
13,138
3,737
387,408
95,409
1,453,005
236,806
11,036
84,968
26,157
90,424
190,016
18,168
172,497
35,538
71,237
82,905
5,973
59,731
394,440
22,037
301
42,404
6,470
596
588
48,163
118,193
36,419
9,157
283,503
242,338
326,315
50,023
4,227
24,015
31,012
14,923
91,104
4,836
1,960
7,099
16,175
51,492
1,578,604
2,026
1,493
21,798
714,606
5,814
689,299
3,046
126,353
264,881
64,007
44,606
1,572,492
691
13,486
70
5,085
31,631
3,349
52,071
22,901
2,065
31,318
11,141
12,846
236,995
19,963
29,608
186,279
8,266
2,252
282,512
49,344
992,870
161,109
6,224
57,309
18,593
74,588
108,493
16,924
59,335
19,059
49,987
47,637
3,472
41,186
104,265
10,542
61
32,462
5,523
482
560
28,334
36,984
14,158
5,460
189,671
159,905
206,418
21,229
3,168
7,473
17,415
7,048
65,755
1,335
1,508
6,919
5,746
34,610
1,068,380
1,479
1,365
15,175
517,280
4,190
383,111
1,883
93,952
165,806
51,194
35,656
871,859
403
11,076
70
1,995
15,040
3,012
30,436
15,324
1,783
22,089
Put
4,385
6,690
154,842
5,453
20,760
142,245
4,872
1,485
104,896
46,065
460,135
75,697
4,812
27,659
7,564
15,836
81,523
1,244
113,162
16,479
21,250
35,268
2,501
18,545
290,175
11,495
240
9,942
947
114
28
19,829
81,209
22,261
3,697
93,832
82,433
119,897
28,794
1,059
16,542
13,597
7,875
25,349
3,501
452
180
10,429
16,882
510,224
547
128
6,623
197,326
1,624
306,188
1,163
32,401
99,075
12,813
8,950
700,633
288
2,410
0
3,090
16,591
337
21,635
7,577
282
9,229
Average Daily Volume
Total
Call
Put
63
79
1,580
102
203
1,325
64
15
1,562
385
5,859
955
45
343
105
365
766
73
696
156
287
334
29
241
1,590
89
11
171
29
2
2
194
477
147
37
1,143
977
1,316
202
69
97
125
60
367
20
9
29
65
384
6,365
8
6
88
2,881
23
2,779
12
509
1,068
258
180
6,341
11
54
0
28
128
34
210
92
8
126
45
52
956
80
119
751
41
9
1,139
199
4,004
650
25
231
75
301
437
68
239
84
202
192
17
166
420
43
2
131
25
2
2
114
149
57
22
765
645
832
86
52
30
70
28
265
5
7
28
23
258
4,308
6
6
61
2,086
17
1,545
8
379
669
206
144
3,516
7
45
0
11
61
31
123
62
7
89
18
27
624
22
84
574
24
6
423
186
1,855
305
19
112
31
64
329
5
456
72
86
142
12
75
1,170
46
9
40
4
0
0
80
327
90
15
378
332
483
116
17
67
55
32
102
14
2
1
42
126
2,057
2
1
27
796
7
1,235
5
131
399
52
36
2,825
5
10
0
17
67
3
87
31
1
37
35
CBOE Top 100 Equity Options Ranked By Volume (Includes LEAPS)
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
36
Standard
Symbol
Stock
CSCO
MSFT
GE
INTC
IBM
AOL
ORCL
EMC
C
DELL
QCOM
SUNW
NOK
TXN
NT
ENE
JNPR
GLW
JDSU
CIEN
SEBL
LU
T
WCOM
YHOO
TYC
WMT
BRCM
JPM
BAC
BRCD
VRTS
HWP
AMGN
XOM
AMCC
PFE
ERICY
BEAS
JNJ
MRK
HON
BA
MO
EBAY
AMD
F
CPQ
AMAT
MOT
MWD
CPN
HD
PEP
MU
XRX
AMZN
MER
AIG
BMY
GS
SLB
XLNX
GMH
NXTL
HAL
KO
GM
KKD
APC
OPWV
NVDA
EMLX
Cisco Systems, Inc.
10,405,302
Microsoft Corporation
9,394,062
General Electric Company
5,802,856
Intel Corporation
5,198,414
International Business Machines Corporation
5,131,937
AOL Time Warner, Inc
4,690,911
Oracle Corporation
4,476,661
EMC Corporation
4,196,822
Citigroup, Inc.
3,179,072
Dell Computer Corp.
3,063,893
QUALCOMM, Inc.
2,807,387
Sun Microsystems, Inc.
2,694,604
Nokia Corporation ADR
2,528,538
Texas Instruments Incorporated
2,293,877
Nortel Networks Corporation
2,069,599
Enron Corporation
2,062,973
Juniper Networks, Inc.
2,052,262
Corning Incorporated
2,051,303
JDS Uniphase Corp.
2,031,308
Ciena Corporation
2,027,434
Siebel Systems, Inc.
1,992,861
Lucent Technologies, Inc.
1,978,204
AT&T Corporation
1,917,195
WorldCom, Inc. - WorldCom Group
1,578,604
Yahoo! Inc.
1,572,492
Tyco International Limited
1,524,356
Wal-Mart Stores, Inc.
1,453,005
Broadcom, Inc.
1,436,337
J.P. Morgan Chase & Co.
1,413,364
Bank of America Corporation
1,389,366
Brocade Communications
1,336,319
VERITAS Software Corporation
1,219,095
Hewlett-Packard Company
1,210,047
Amgen, Inc.
1,194,730
Exxon Mobil Corporation
1,192,777
Applied Micro Circuits Corporation
1,142,396
Pfizer, Inc.
1,113,439
Ericsson (L.M.) Telephone Co. ADR
1,103,855
BEA Systems, Inc.
1,101,017
Johnson & Johnson
1,084,744
Merck & Co., Inc.
1,004,768
Honeywell International Inc.
958,573
Boeing Company (The)
957,198
Philip Morris Companies, Inc.
921,969
eBay, Inc.
921,803
Advanced Micro Devices, Inc.
901,359
Ford Motor Company
892,083
Compaq Computer Corporation
889,361
Applied Materials, Inc.
854,907
Motorola, Inc.
799,269
Morgan Stanley
772,715
Calpine Corporation
772,027
Home Depot, Inc. (The)
754,924
PepsiCo, Inc.
744,703
Micron Technology, Inc.
733,666
Xerox Corporation
714,606
Amazon.Com Inc.
713,658
Merrill Lynch & Co., Inc.
709,967
American International Group, Inc.
706,892
Bristol-Myers Squibb Company
701,165
The Goldman Sachs Group, Inc.
699,299
Schlumberger Limited
689,725
Xilinix, Inc.
689,299
General Motors Corp(Hughes Electronics) Class H
681,531
NEXTEL Communications, Inc. (Class A)
672,426
Halliburton Company
672,021
Coca-Cola Company (The)
652,384
General Motors Corporation
647,821
Krispy Kreme Doughnuts, Inc.
629,938
Anadarko Petroleum Corporation
625,081
Openwave Systems, Inc.
621,209
NVIDIA Corp
619,001
Emulex Corporation
618,590
Total
Contract Volume
Callff
7,090,967
5,325,172
3,474,880
3,133,717
2,824,201
2,968,779
3,201,494
2,570,576
1,950,858
1,963,660
1,897,778
1,974,524
1,638,403
1,453,810
1,361,218
1,176,184
1,017,582
1,367,772
1,344,571
1,169,513
1,230,123
1,383,423
1,259,453
1,068,380
871,859
947,367
992,870
830,555
710,605
863,876
954,199
572,921
743,152
788,638
830,442
696,211
734,994
870,452
615,623
685,268
598,104
581,212
540,018
599,518
471,816
603,068
490,401
619,780
444,657
527,481
482,111
441,369
478,422
472,373
436,563
517,280
412,956
400,459
429,531
472,227
306,835
488,807
383,111
482,380
429,116
406,103
450,641
390,553
311,564
314,031
435,084
316,994
382,243
Put
3,314,335
4,068,890
2,327,976
2,064,697
2,307,736
1,722,132
1,275,167
1,626,246
1,228,214
1,100,233
909,609
720,080
890,135
840,067
708,381
886,789
1,034,680
683,531
686,737
857,921
762,738
594,781
657,742
510,224
700,633
576,989
460,135
605,782
702,759
525,490
382,120
646,174
466,895
406,092
362,335
446,185
378,445
233,403
485,394
399,476
406,664
377,361
417,180
322,451
449,987
298,291
401,682
269,581
410,250
271,788
290,604
330,658
276,502
272,330
297,103
197,326
300,702
309,508
277,361
228,938
392,464
200,918
306,188
199,151
243,310
265,918
201,743
257,268
318,374
311,050
186,125
302,007
236,347
Average Daily Volume
Total
Call
Put
41,957
37,879
23,399
20,961
20,693
18,915
18,051
16,923
12,819
12,354
11,320
10,865
10,196
9,250
8,345
8,318
8,275
8,271
8,191
8,175
8,036
7,977
7,731
6,365
6,341
6,147
5,859
5,792
5,699
5,602
5,388
4,916
4,879
4,817
4,810
4,606
4,490
4,451
4,440
4,374
4,051
3,865
3,860
3,718
3,717
3,635
3,597
3,586
3,447
3,223
3,116
3,113
3,044
3,003
2,958
2,881
2,878
2,863
2,850
2,827
2,820
2,781
2,779
2,748
2,711
2,710
2,631
2,612
2,540
2,520
2,505
2,496
2,494
28,593
21,472
14,012
12,636
11,388
11,971
12,909
10,365
7,866
7,918
7,652
7,962
6,606
5,862
5,489
4,743
4,103
5,515
5,422
4,716
4,960
5,578
5,078
4,308
3,516
3,820
4,004
3,349
2,865
3,483
3,848
2,310
2,997
3,180
3,349
2,807
2,964
3,510
2,482
2,763
2,412
2,344
2,177
2,417
1,902
2,432
1,977
2,499
1,793
2,127
1,944
1,780
1,929
1,905
1,760
2,086
1,665
1,615
1,732
1,904
1,237
1,971
1,545
1,945
1,730
1,638
1,817
1,575
1,256
1,266
1,754
1,278
1,541
13,364
16,407
9,387
8,325
9,305
6,944
5,142
6,557
4,952
4,436
3,668
2,904
3,589
3,387
2,856
3,576
4,172
2,756
2,769
3,459
3,076
2,398
2,652
2,057
2,825
2,327
1,855
2,443
2,834
2,119
1,541
2,606
1,883
1,637
1,461
1,799
1,526
941
1,957
1,611
1,640
1,522
1,682
1,300
1,814
1,203
1,620
1,087
1,654
1,096
1,172
1,333
1,115
1,098
1,198
796
1,213
1,248
1,118
923
1,583
810
1,235
803
981
1,072
813
1,037
1,284
1,254
751
1,218
953
CBOE Top 100 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
Standard
Symbol
Stock
SCH
BBY
EK
GX
CD
CHKP
LSI
IMCL
NTAP
NNS
SLR
CTXS
NVLS
ET
BBH
CNC
UPS
VZ
FLEX
MCD
BGEN
PMCS
VRSN
MERQ
CMRC
PSFT
IP
Schwab Corporation (The Charles)
Best Buy Co., Inc.
Eastman Kodak Company
Global Crossing Ltd.
Cendant Corporation
Check Point Software Technologies Ltd.
LSI Logic Corporation
ImClone Systems Incorporated
Network Appliance Corp.
Newport News Shipbuilding Inc.
Solectron Corporation
Citrix Systems, Inc.
Novellus Systems, Inc.
E*Trade Group Inc.
Biotech HOLDRS Trust
Conseco, Inc.
United Parcel Service, Inc.
Verizon Communications, Inc.
Flextronics International Ltd.
McDonald’s Corporation
Biogen, Inc.
PMC-Sierra Inc.
Verisign Inc.
Mercury Interactive Corporation
Commerce One, Inc.
PeopleSoft Inc.
International Paper Company
Total
Contract Volume
Callff
614,554
598,151
594,174
584,698
579,952
574,838
568,545
560,028
541,159
505,096
500,717
495,210
484,321
477,930
475,109
460,549
458,416
456,431
456,190
454,472
453,845
446,068
440,351
440,331
438,191
436,355
433,135
438,074
298,208
253,220
381,520
355,828
306,664
381,986
404,090
342,472
376,794
298,571
348,134
292,034
353,846
171,320
295,212
402,675
303,139
300,030
222,248
292,917
239,527
247,289
257,947
298,260
264,503
227,550
Put
176,480
299,943
340,954
203,178
224,124
268,174
186,559
155,938
198,687
128,302
202,146
147,076
192,287
124,084
303,789
165,337
55,741
153,292
156,160
232,224
160,928
206,541
193,062
182,384
139,931
171,852
205,585
Average Daily Volume
Total
Call
Put
2,478
2,412
2,396
2,358
2,339
2,318
2,293
2,258
2,182
2,037
2,019
1,997
1,953
1,927
1,916
1,857
1,848
1,840
1,839
1,833
1,830
1,799
1,776
1,776
1,767
1,759
1,747
1,766
1,202
1,021
1,538
1,435
1,237
1,540
1,629
1,381
1,519
1,204
1,404
1,178
1,427
691
1,190
1,624
1,222
1,210
896
1,181
966
997
1,040
1,203
1,067
918
712
1,209
1,375
819
904
1,081
752
629
801
517
815
593
775
500
1,225
667
225
618
630
936
649
833
778
735
564
693
829
37
INDEX OPTIONS -2001
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.
®
XEO (European-Style Standard & Poor’s 100 Index Options): July 23, 2001.
TM
SPX (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.
S&P Transportation Index (TRX), May 24, 1993.
Dow Jones Averages
SM
Options and LEAPS on the Dow Jones Industrial Average (DJX): October 6, 1997.
SM
Options on the Dow Jones Transportation Average (DTX): October 6, 1997.
SM
Options on the Dow Jones Utility Average (DUX): October 6, 1997.
SM
Options on The Dow 10 (MUT): January 4, 1999.
SM
Options on the Dow Jones Internet Commerce Index (ECM): February 26, 1999.
SM
Options on the Dow Jones Equity REIT Index (DJR): April 19, 1999.
®
Nasdaq-100 Index Options (NDX): February 7, 1994.
®
Mini Nasdaq-100 Index Options (MNX): August 14, 2000.
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 Mexico Index Options (MEX) and LEAPS: July 18, 1994.
CBOE Gold Index (GOX), April 29, 1996.
CBOE Internet Index (INX), February 20, 1996.
CBOE Oil Index (OIX), April 29, 1996.
CBOE Technology Index (TXX), August 14, 1995.
TM
Goldman Sachs Technology Indexes (GSTI ) 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.
Morgan Stanley Indexes
Morgan Stanley Multinational Company Index Options (NFT), April 9, 1997.
Morgan Stanley Biotech Index (MVB), October 22, 2001.
Morgan Stanley Retail Index (MVR), October 22, 2001.
Morgan Stanley Oil Services Index (MGO), October 22, 2001.
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.
38
Most Active Indexes—2001
The following is a description of the index options most actively traded during 2001. 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 exercise-settlement 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 exercisesettlement value for MNX options, XMS, is computed by dividing the NDX settlement value, NDS, by a factor of 10.
39
INDEX OPTIONS -2001
Total Index Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Contract Volume
Put
Call
21
19
22
20
22
21
21
23
15
23
21
20
248
1,754,297
1,735,379
2,217,772
2,242,971
1,706,438
1,633,071
1,505,300
1,639,556
1,966,771
2,187,318
1,717,477
1,339,538
21,645,888
1,939,223
2,184,605
3,341,855
2,970,288
2,413,355
2,239,266
2,002,747
2,394,116
3,065,949
3,121,210
2,598,154
2,093,263
30,364,031
Total
Average Daily
Volume
3,693,520
3,919,984
5,559,627
5,213,259
4,119,793
3,872,337
3,508,047
4,033,672
5,032,720
5,308,528
4,315,631
3,432,801
52,009,919
175,822
206,315
252,710
260,663
187,263
184,397
167,050
175,377
335,515
230,806
205,506
171,640
209,717
Total Index Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
40
Call
Open Interest in Contracts
Put
Total
1,719,872
2,029,505
1,952,557
2,120,701
2,287,062
1,940,803
1,997,395
1,701,043
2,287,774
2,461,272
2,669,020
1,905,223
-
1,923,806
2,183,025
2,399,959
2,662,233
2,847,859
2,381,141
2,445,237
2,211,093
2,602,320
2,989,853
3,285,204
2,250,275
-
3,643,678
4,212,530
4,352,516
4,782,934
5,134,921
4,321,944
4,442,632
3,912,136
4,890,094
5,451,125
5,954,224
4,155,498
-
Call
Dollar Volume
Put
$4,238,436,391
$3,223,881,308
$4,451,932,523
$4,883,319,985
$4,091,409,490
$3,046,253,227
$2,074,709,582
$2,012,610,569
$2,864,308,759
$4,039,604,230
$3,583,199,915
$2,480,680,243
$40,990,346,222
$5,153,833,993
$5,679,126,444
$10,172,979,773
$5,786,181,846
$4,443,258,108
$4,453,609,677
$3,315,843,845
$3,740,800,455
$7,113,088,852
$4,346,164,647
$4,850,007,395
$3,258,995,332
$62,313,890,367
Total
$9,392,270,384
$8,903,007,752
$14,624,912,296
$10,669,501,831
$8,534,667,598
$7,499,862,904
$5,390,553,427
$5,753,411,024
$9,977,397,611
$8,385,768,877
$8,433,207,310
$5,739,675,575
$103,304,236,589
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
$2,416
$1,858
$2,007
$2,177
$2,398
$1,865
$1,378
$1,228
$1,456
$1,847
$2,086
$1,852
$1,894
$2,658
$2,600
$3,044
$1,948
$1,841
$1,989
$1,656
$1,562
$2,320
$1,392
$1,867
$1,557
$2,052
Average Contracts Per Trade
Call
Put
Total
$2,543
$2,271
$2,631
$2,047
$2,072
$1,937
$1,537
$1,426
$1,983
$1,580
$1,954
$1,672
$1,986
24.3
24.7
22.6
23.7
23.8
25.9
22.8
22.6
23.5
25.8
25.2
24.2
24.1
25.3
26.2
23.8
23.3
25.1
29.3
24.3
25.5
26.0
23.0
26.5
27.8
25.2
24.9
25.5
23.3
23.4
24.5
27.8
23.6
24.3
25.0
24.1
26.0
26.3
24.7
Call
72,081
70,171
98,023
94,754
71,756
62,981
66,024
72,401
83,558
84,835
68,062
55,360
900,006
Transactions
Put
76,502
83,416
140,708
127,619
96,083
76,519
82,345
93,782
117,743
135,887
97,925
75,295
1,203,824
Total
148,583
153,587
238,731
222,373
167,839
139,500
148,369
166,183
201,301
220,722
165,987
130,655
2,103,830
Total Index Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
AMEX
PHLX
PLX
ISE
Total
3,693,520
3,919,984
5,559,627
5,213,259
4,119,793
3,872,337
3,508,047
4,033,672
5,032,720
5,308,528
4,315,631
3,432,801
52,009,919
3,619,806
4,195,118
4,299,395
4,552,608
3,131,965
3,153,004
2,609,542
3,580,377
957,300
2,711,698
2,406,642
2,111,666
37,329,121
366,176
370,873
730,589
852,623
694,746
742,980
652,741
979,825
1,319,863
709,311
571,614
374,925
8,366,266
8,715
6,113
886,114
788,009
767,996
580,679
586,649
758,780
733,351
703,450
632,465
538,809
6,991,130
0
0
501,177
597,788
602,035
653,079
686,494
646,273
666,458
664,011
567,683
567,768
6,152,766
7,688,217
8,492,088
11,976,902
12,004,287
9,316,535
9,002,079
8,043,473
9,998,927
8,709,692
10,096,998
8,494,035
7,025,969
110,849,202
CBOE Share
48.0%
46.2%
46.4%
43.4%
44.2%
43.0%
43.6%
40.3%
57.8%
52.6%
50.8%
48.9%
46.9%
41
Total Index FLEX (NDX, OEX, RUT, SPX, DJX, MNX) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
Contract Volume
Put
21
19
22
20
22
21
21
23
15
23
21
20
248
1,503
6,057
20,161
2,704
4,100
70,360
1,454
3,661
7,834
3,485
82,190
7,477
210,986
28,371
5,106
19,016
1,738
1,144
71,361
918
1,277
5,730
1,905
107,418
16,883
260,867
Total
Average Daily
Volume
29,874
11,163
39,177
4,442
5,244
141,721
2,372
4,938
13,564
5,390
189,608
24,360
471,853
1,423
588
1,781
222
238
6,749
113
215
904
234
9,029
1,218
1,903
Total Index FLEX (NDX, OEX, RUT, SPX, DJX, MNX) Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
Open Interest in Contracts
Put
Total
121,031
127,596
129,495
131,021
134,271
206,359
154,373
157,319
157,090
159,375
271,609
190,678
-
150,797
155,211
157,281
158,769
159,463
221,464
177,694
177,824
175,898
176,783
286,443
195,127
-
Call
271,828
282,807
286,776
289,790
293,734
427,823
332,067
335,143
332,988
336,158
558,052
385,805
-
$49,606,089
$158,905,678
$599,387,459
$54,896,490
$68,242,850
$614,202,837
$39,120,032
$77,361,428
$201,423,051
$48,272,236
$496,442,980
$191,215,453
$2,599,076,583
Dollar Volume
Put
$174,704,542
$24,726,692
54,409,303
$25,446,874
$8,869,740
358791189
$10,794,476
$17,289,310
$23,968,612
$24,696,922
1,269,094,650
$25,481,412
$25,481,412
Total
$224,310,631
$183,632,370
$653,796,762
$80,343,364
$77,112,590
$972,994,026
$49,914,508
$94,650,738
$225,391,663
$72,969,15
$1,765,537,630
$216,696,865
$216,696,865
Total Index FLEX (NDX, OEX, RUT, SPX, DJX, MNX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
42
Average Premium Per Contract
Call
Put
Total
$33,005
$26,235
$29,730
$20,302
$16,645
$8,729
$26,905
$21,131
$25,711
$13,851
$6,040
$25,574
$12,319
$6,158
$4,843
$2,861
$14,641
$7,753
$5,028
$11,759
$13,539
$4,183
$12,964
$11,815
$1,509
$7,737
$7,509
$16,450
$16,688
$18,087
$14,705
$6,866
$21,043
$19,168
$16,617
$13,538
$9,312
$8,896
$9,786
Average Contracts Per Trade
Call
Put
Total
94
288
420
246
256
2,199
132
215
461
205
4,110
467
872
1,493
232
432
290
191
1,929
153
116
478
136
6,714
1,206
1,260
854
260
426
261
238
2,054
140
176
468
174
5,267
812
1,051
Call
16
21
48
11
16
32
11
17
17
17
20
16
242
Transactions
Put
19
22
44
6
6
37
6
11
12
14
16
14
207
Total
35
43
92
17
22
69
17
28
29
31
36
30
449
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
Call
21
19
22
20
22
21
21
23
15
23
21
20
248
Contract Volume
Put
421,034
413,473
521,548
523,837
342,416
363,576
343,704
378,753
455,382
429,435
341,699
305,715
4,840,572
392,599
449,382
604,954
543,654
412,578
380,873
414,534
417,094
530,670
591,473
455,470
365,364
5,558,645
Average Daily
Volume
Total
813,633
862,855
1,126,502
1,067,491
754,994
744,449
758,238
795,847
986,052
1,020,908
797,169
671,079
10,399,217
38,744
45,413
51,205
53,375
34,318
35,450
36,107
34,602
65,737
44,387
37,960
33,554
41,932
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
Call
Open Interest in Contracts
Put
Total
72,041
100,258
106,318
89,788
89,553
76,458
72,847
91,658
98,266
116,085
102,698
79,081
-
87,171
97,870
99,454
102,884
105,834
85,333
87,245
150,327
90,209
127,181
138,252
112,930
-
159,212
198,128
205,772
192,672
195,387
161,791
160,092
241,985
188,475
243,266
240,950
192,011
-
Call
Dollar Volume
Put
$303,202,728
$210,848,555
$288,078,455
$505,717,475
$368,327,485
$176,358,595
$162,742,170
$165,709,381
$249,269,194
$429,403,109
$287,889,605
$191,682,805
$3,339,229,557
$254,848,666
$377,867,545
$748,311,260
$366,468,882
$275,347,523
$246,550,304
$272,114,840
$276,585,455
$739,321,870
$435,549,150
$248,588,040
$182,725,025
$4,424,278,560
Total
$558,051,394
$588,716,100
$1,036,389,715
$872,186,357
$643,675,008
$422,908,899
$434,857,010
$442,294,836
$988,591,064
$864,952,259
$536,477,645
$374,407,830
$7,763,508,117
OEX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade
and Transactions (includes LEAPS and FLEX)
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$720
$510
$552
$965
$1,076
$485
$473
$438
$547
$1,000
$843
$627
$690
11.0
11.2
10.0
10.2
9.3
11.0
10.0
9.8
10.5
10.0
9.4
10.5
10.2
$649
$841
$1,237
$674
$667
$647
$656
$663
$1,393
$736
$546
$500
$796
$686
$682
$920
$817
$853
$568
$574
$556
$1,003
$847
$673
$558
$747
10.8
11.6
9.7
9.5
9.7
10.8
10.4
10.0
11.7
10.4
10.0
11.5
10.4
10.9
11.43
9.8
9.8
9.5
10.9
10.2
9.9
11.1
10.2
9.7
11.1
10.3
Call
38,267
36,854
52,388
51,564
36,950
33,098
34,436
38,707
43,390
43,120
36,395
29,022
474,191
Transactions
Put
36,413
38,635
62,363
56,965
42,554
35,133
39,700
41,647
45,386
56,941
45,622
31,668
533,027
Total
74,680
75,489
114,751
108,529
79,504
68,231
74,136
80,354
88,776
100,061
82,017
60,690
1,007,218
43
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
21
19
22
20
22
21
21
23
15
23
21
20
248
Contract Volume
Put
Call
878,313
819,992
1,121,820
970,519
805,088
690,196
720,727
738,107
815,107
1,040,296
895,566
669,813
10,165,544
1,008,751
1,079,734
1,571,531
1,130,415
1,049,250
975,781
985,722
1,136,722
1,414,093
1,344,836
1,304,030
1,104,813
14,105,678
Total
Average Daily
Volume
1,887,064
1,899,726
2,693,351
2,100,934
1,854,338
1,665,977
1,706,449
1,874,829
2,229,200
2,385,132
2,199,596
1,774,626
24,271,222
89,860
99,986
122,425
105,047
84,288
79,332
81,259
81,514
148,613
103,701
104,743
88,731
97,868
SPX (S&P 500) Open Interest and Dollar Vilume (includes SPL, LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest Contracts
Call
Put
1,280,846
1,442,359
1,349,517
1,403,900
1,488,027
1,239,761
1,322,163
1,318,289
1,459,667
1,601,040
1,782,182
1,299,882
-
1,423,774
1,558,542
1,529,802
1,590,315
1,744,005
1,529,781
1,615,985
1,669,228
1,697,450
1,929,185
2,088,371
1,374,726
-
Total
Dollar Volume
Put
Call
2,704,620
3,000,901
2,879,319
2,994,215
3,232,032
2,769,542
2,938,148
2,987,517
3,157,117
3,530,225
3,870,553
2,674,608
-
$2,514,874,989
$2,079,235,518
$3,451,419,828
$3,116,972,420
$2,773,974,895
$2,145,780,832
$1,511,119,932
$1,477,630,798
$2,198,158,701
$3,052,217,676
$2,828,317,380
$2,016,357,903
$29,166,060,872
$3,122,604,061
$3,155,303,207
$7,128,993,738
$3,650,616,414
$2,858,009,920
$2,757,838,293
$2,397,526,485
$2,660,742,780
$5,239,815,102
$3,153,204,567
$3,972,622,405
$2,647,757,682
$42,475,034,654
Total
$5,637,479,050
$5,234,538,725
$10,580,413,566
$6,767,588,834
$5,631,984,815
$4,903,619,125
$3,908,646,417
$4,138,373,578
$7,437,973,803
$6,205,422,243
$6,800,939,785
$4,664,115,585
$5,637,479,050
SPX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade
and Transactions (includes LEAPS and FLEX)
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$2,863
$2,536
$3,077
$3,212
$3,446
$3,109
$2,097
$2,002
$2,697
$2,934
$3,158
$3,010
$2,869
45.2
45.1
42.7
40.3
40.4
43.6
41.5
39.8
40.3
47.8
51.3
43.9
43.4
44
$3,096
$2,922
$4,536
$3,229
$2,724
$2,826
$2,432
$2,341
$3,705
$2,345
$3,046
$2,397
$3,030
$2,987
$2,755
$3,928
$3,221
$3,037
$2,943
$2,291
$2,207
$3,337
$2,602
$3,092
$2,628
$2,963
43.0
43.4
37.6
33.2
39.9
45.9
41.2
41.1
40.3
38.4
48.5
48.0
41.1
44.0
44.1
39.5
36.2
40.1
44.9
41.3
40.6
40.3
42.0
49.6
46.4
42.0
Call
19,442
18,184
26,301
24,053
19,910
15,831
17,359
18,535
20,213
21,751
17,454
15,245
234,278
Transactions
Put
23,467
24,893
41,845
34,047
26,306
21,278
23,917
27,649
35,091
34,979
26,876
23,031
343,379
Total
42,909
43,077
68,146
58,100
46,216
37,109
41,276
46,184
55,304
56,730
44,330
38,276
577,657
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
21
19
22
20
22
21
21
23
15
23
21
20
248
Call
Contract Volume
Put
84,510
116,821
231,154
361,418
178,001
212,495
188,809
203,602
339,782
325,535
242,169
182,232
2,666,528
142,283
250,626
789,486
816,345
487,947
406,243
354,096
480,014
826,062
841,432
520,078
376,935
6,291,547
Average Daily
Volume
Total
226,793
367,447
1,020,640
1,177,763
665,948
618,738
542,905
683,616
1,165,844
1,166,967
762,247
559,167
8,958,075
10,800
19,339
46,393
58,888
30,270
29,464
25,853
29,722
77,723
50,738
36,297
27,958
36,121
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
104,147
133,804
166,536
220,001
220,517
189,482
192,146
192,328
287,656
317,004
265,589
144,926
-
172,454
236,728
478,131
551,981
520,238
370,114
401,855
283,533
498,188
589,438
620,426
417,502
-
276,601
370,532
644,667
771,982
740,755
559,596
594,001
475,861
785,844
906,442
886,015
562,428
-
Call
Dollar Volume
Put
$18,386,385
$25,108,715
$54,375,525
$128,599,485
$49,426,595
$46,601,705
$37,686,525
$34,251,825
$60,233,089
$76,758,410
$69,477,455
$45,405,585
$646,311,299
$22,629,245
$55,566,537
$266,413,815
$169,592,980
$84,472,455
$94,885,145
$72,082,295
$94,923,050
$375,154,440
$210,038,125
$103,692,720
$102,460,900
$1,651,911,707
Total
$41,015,630
$80,675,252
$320,789,340
$298,192,465
$133,899,050
$141,486,850
$109,768,820
$129,174,875
$435,387,529
$286,796,535
$173,170,175
$147,866,485
$2,298,223,006
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
Average Premium Per Contract
Call
Put
Total
$218
$215
$235
$356
$278
$219
$200
$168
$177
$236
$287
$249
$242
$159
$222
$337
$208
$173
$234
$204
$198
$454
$250
$199
$272
$263
$181
$220
$314
$253
$201
$229
$202
$189
$373
$246
$227
$264
$257
Average Contracts Per Trade
Call
Put
Total
22.0
31.4
29.0
51.0
34.0
34.8
29.2
30.4
27.2
28.0
33.4
34.3
31.8
25.3
31.1
32.7
34.1
33.8
39.6
35.1
36.1
31.9
25.0
29.2
28.8
31.4
24.0
31.2
31.8
38.0
33.9
37.8
32.8
34.2
30.3
25.8
30.4
30.4
31.5
Call
3,839
3,716
7,983
7,085
5,233
6,110
6,464
6,699
12,488
11,620
7,259
5,308
83,804
Transactions
Put
5,618
8,066
24,121
23,924
14,421
10,259
10,076
13,292
25,931
33,611
17,818
13,107
200,244
Total
9,457
11,782
32,104
31,009
19,654
16,369
16,540
19,991
38,419
45,231
25,077
18,415
284,048
45
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
Call
21
19
22
20
22
21
21
23
15
23
21
20
248
64,529
97,888
81,019
76,926
62,613
56,733
35,964
47,790
41,558
54,272
38,022
26,945
684,259
Contract Volume
Put
98,310
110,006
90,040
118,581
96,672
76,368
50,542
60,131
46,929
65,642
52,764
53,640
919,625
Average Daily
Volume
Total
162,839
207,894
171,059
195,507
159,285
133,101
86,506
107,921
88,487
119,914
90,786
80,585
1,603,884
7,754
10,942
7,775
9,775
7,240
6,338
4,119
4,692
5,899
5,214
4,323
4,029
6,467
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
Call
Open Interest in Contracts
Put
Total
35,001
51,000
47,883
44,922
42,749
39,477
39,343
24,958
22,993
21,567
26,171
12,931
-
36,743
42,032
43,211
49,843
49,145
28,232
30,036
30,970
22,553
23,868
28,014
22,734
-
Dollar Volume
Put
Call
71,744
93,032
91,094
94,765
91,894
67,709
69,379
55,928
45,546
45,435
54,185
35,665
-
$852,190,735
$583,151,905
$360,556,705
$771,594,540
$524,350,950
$366,184,875
$184,863,655
$142,091,355
$148,535,345
$269,103,955
$207,517,500
$98,690,495
$4,508,832,015
Total
$1,345,424,910
$1,287,168,835
$1,486,425,200
$1,164,733,635
$885,074,045
$951,805,725
$382,007,700
$458,522,210
$518,666,290
$346,127,695
$219,626,515
$207,694,565
$9,253,277,325
$2,197,615,645
$1,870,320,740
$1,846,981,905
$1,936,328,175
$1,409,424,995
$1,317,990,600
$566,871,355
$600,613,565
$667,201,635
$615,231,650
$427,144,015
$306,385,060
$13,762,109,340
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
46
Average Premium Per Contract
Call
Put
Total
$13,206
$5,957
$4,450
$10,030
$8,374
$6,455
$5,140
$2,973
$3,574
$4,958
$5,458
$3,663
$6,589
$13,686
$11,701
$16,508
$9,822
$9,155
$12,463
$7,558
$7,625
$11,052
$5,273
$4,162
$3,872
$10,062
$13,496
$8,997
$10,797
$9,904
$8,848
$9,902
$6,553
$5,565
$7,540
$5,131
$4,705
$3,802
$8,580
Average Contracts Per Trade
Call
Put
Total
11.6
14.4
12.6
10.0
10.2
11.6
7.4
8.6
8.8
10.4
7.8
6.8
10.2
14.9
14.4
11.4
13.7
12.7
12.3
8.5
8.2
6.1
9.2
10.9
10.3
11.1
13.4
14.4
11.9
11.9
11.6
12.0
8.0
8.3
7.1
9.7
9.3
8.8
10.7
Call
Transactions
Put
5,578
6,818
6,451
7,718
6,129
4,892
4,857
5,589
4,742
5,205
4,897
3,955
66,831
6,594
7,632
7,884
8,649
7,615
6,228
5,969
7,357
7,711
7,123
4,823
5,186
82,771
Total
12,172
14,450
14,335
16,367
13,744
11,120
10,826
12,946
12,453
12,328
9,720
9,141
149,602
Mini Nasdaq-100 Index® Options (MNXSM) Contract Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Contract Volume
Put
Call
21
19
22
20
22
21
21
23
15
23
21
20
248
287,392
270,120
248,394
295,468
306,178
275,635
199,565
258,251
299,578
323,709
172,200
147,800
3,084,290
267,412
283,020
257,273
346,080
346,855
363,562
184,839
280,154
226,497
264,817
236,891
183,645
3,241,045
Total
Average Daily
Volume
554,804
553,140
505,667
641,548
653,033
639,197
384,404
538,405
526,075
588,526
409,091
331,445
6,325,335
26,419
29,113
22,985
32,077
29,683
30,438
18,305
23,409
35,072
25,588
19,481
16,572
25,505
Mini-Nasdaq-100 Index Options (MNX) Open Interest and Dollar Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
Open Interest in Contracts
Put
Total
217,200
290,562
273,575
348,245
432,475
339,242
354,639
66,273
412,259
391,161
416,051
315,916
-
183,870
230,240
235,843
351,563
404,161
304,691
286,442
50,451
286,169
309,877
339,045
273,470
-
401,070
520,802
509,418
699,808
836,636
643,933
641,081
116,724
698,428
701,038
755,096
589,386
-
Call
Dollar Volume
Put
Total
$515,751,305
$301,319,575
$278,464,795
$336,375,850
$351,951,085
$238,115,690
$162,368,070
$182,713,540
$200,427,000
$200,981,480
$139,940,645
$116,753,040
$3,025,162,075
$359,216,130
$784,643,535
$480,552,255
$408,266,775
$317,540,555
$357,755,220
$170,398,595
$223,664,775
$185,673,895
$184,126,005
$142,986,490
$109,309,770
$3,724,134,000
$874,967,435
$1,085,963,110
$759,017,050
$744,642,625
$669,491,640
$595,870,910
$332,766,665
$406,378,315
$386,100,895
$385,107,485
$282,927,135
$226,062,810
$6,749,296,075
Mini Nasdaq-100 Index Options (MNX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes FLEX)
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$1,795
$1,116
$1,121
$1,138
$1,149
$864
$814
$708
$669
$621
$813
$790
$981
79.5
74.9
67.9
92.4
115.7
122.8
98.1
108.8
142.9
133.4
111.1
106.2
100.0
$1,343
$2,772
$1,868
$1,180
$915
$984
$922
$798
$820
$695
$604
$595
$1,149
$1,577
$1,963
$1,501
$1,161
$1,025
$932
$866
$755
$734
$654
$692
$682
$1,067
80.1
84.4
78.7
109.6
115.5
129.8
96.0
110.8
97.3
104.5
108.6
100.2
100.5
79.7
79.5
73.0
101.0
115.6
126.7
97.0
109.9
118.9
118.6
109.6
102.8
100.3
Call
Transactions
Put
Total
3,617
3,605
3,657
3,196
2,646
2,245
2,035
2,373
2,096
2,427
1,550
1,392
30,839
3,340
3,352
3,267
3,159
3,002
2,800
1,926
2,528
2,328
2,534
2,182
1,832
32,250
6,957
6,957
6,924
6,355
5,648
5,045
3,961
4,901
4,424
4,961
3,732
3,224
63,089
47
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
Call
Contract Volume
Put
Total
Average Daily
Volume
21
19
22
20
22
21
21
23
15
23
21
20
248
11,801
11,582
7,488
7,925
6,881
29,484
12,052
11,193
12,982
5,132
21,709
4,504
142,733
25,661
8,088
21,472
8,718
7,504
31,772
9,352
15,382
16,666
6,820
24,515
6,474
182,424
37,462
19,670
28,960
16,643
14,385
61,256
21,404
26,575
29,648
11,952
46,224
10,978
325,157
1,784
1,035
1,316
832
654
2,917
1,019
1,155
1,977
520
2,201
549
1,311
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
Open Interest in Contracts
Call
Put
Total
6,149
5,998
3,345
6,067
5,329
49,870
11,206
2,515
3,078
4,632
66,818
46,378
-
16,753
14,144
8,765
9,071
11,755
53,255
15,251
20,636
4,940
4,721
65,074
44,995
-
Dollar Volume
Put
Call
22,902
20,142
12,110
15,138
17,084
103,125
26,457
23,151
8,018
9,353
131,892
91,373
-
$25,726,725
$16,745,555
$10,070,185
$10,296,570
$12,997,520
$67,791,330
$12,183,005
$8,080,175
$5,188,220
$5,266,870
$41,993,340
$8,973,185
$225,312,680
$39,627,355
$10,161,355
$38,300,390
$12,069,545
$8,027,715
$36,465,440
$14,310,605
$22,468,050
$42,025,925
$9,064,645
$158,835,060
$7,565,220
$398,921,305
Total
$65,354,080
$26,906,910
$48,370,575
$22,366,115
$21,025,235
$104,256,770
$26,493,610
$30,548,225
$47,214,145
$14,331,515
$200,828,400
$16,538,405
$624,233,985
Russell 2000® Index Options (RUT) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Call
Transactions
Put
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$2,180
$1,446
$1,345
$1,299
$1,889
$2,299
$1,011
$722
$400
$1,026
$1,934
$1,992
$1,579
19.1
28.5
13.1
14.2
12.7
66.4
22.2
32.9
36.2
18.4
108.0
19.8
28.1
617
406
572
559
540
444
543
340
359
279
201
228
5,088
514
356
555
347
329
345
396
445
456
269
295
286
4,593
48
$1,544
$1,256
$1,784
$1,384
$1,070
$1,148
$1,530
$1,461
$2,522
$1,329
$6,479
$1,169
$2,187
$1,745
$1,368
$1,670
$1,344
$1,462
$1,702
$1,238
$1,150
$1,592
$1,199
$4,345
$1,507
$1,920
49.9
22.7
38.7
25.1
22.8
92.1
23.6
34.6
36.5
25.4
83.1
22.6
39.7
33.1
25.8
25.7
18.4
16.6
77.6
22.8
33.9
36.4
21.8
93.2
21.4
33.6
Total
1,131
762
1,127
906
869
789
939
785
815
548
496
514
9,681
Other Index Option Products Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
22
20
22
21
21
23
15
23
21
20
248
6,718
5,503
6,349
6,878
5,261
4,952
4,479
1,860
2,382
8,939
6,112
2,529
61,962
Contract Volume
Put
4,207
3,749
7,099
6,495
12,549
4,667
3,662
4,619
5,032
6,190
4,406
2,392
65,067
Total
Average Daily
Volume
10,925
9,252
13,448
13,373
17,810
9,619
8,141
6,479
7,414
15,129
10,518
4,921
127,029
520
487
611
669
810
458
388
282
494
658
501
246
512
Includes BIX, CEX, DJR, DTX, DUX, ECM, GHA, GHO, GIN, GIP, GOO, GOX, GPO, GSM, GSO, GTC, HCX, INX, IUX, MEX, MGO, MUT,
MVB, MVR, NYA, OIX, RLX, SML, TRX, TXX
Other Index Option Products Open Interest and Dollar Volume
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
4,488
5,524
5,383
7,778
8,412
6,513
5,051
5,022
3,855
9,783
9,511
6,109
-
Open Interest in Contracts
Put
Total
3,041
3,469
4,753
6,576
12,721
9,735
8,423
5,948
2,811
5,583
6,022
3,918
-
Call
7,529
8,993
10,136
14,354
21,133
16,248
13,474
10,970
6,666
15,366
15,533
10,027
-
$8,303,524
$7,471,485
$8,967,030
$13,763,645
$10,380,960
$5,420,200
$3,746,225
$2,133,495
$2,497,210
$5,872,730
$8,063,990
$2,817,230
$79,437,724
Dollar Volume
Put
$9,483,626
$8,415,430
$23,983,115
$14,433,615
$14,785,895
$8,309,550
$7,403,325
$3,894,135
$12,431,330
$8,054,460
$3,656,165
$1,482,170
$116,332,816
Total
$17,787,150
$15,886,915
$32,950,145
$28,197,260
$25,166,855
$13,729,750
$11,149,550
$6,027,630
$14,928,540
$13,927,190
$11,720,155
$4,299,400
$195,770,540
Includes BIX, CEX, DJR, DTX, DUX, ECM, GHA, GHO, GIN, GIP, GOO, GOX, GPO, GSM, GSO, GTC, HCX, INX, IUX, MEX, MGO, MUT, MVB, MVR,
NYA,OIX,SML,TRX, TXX,
Other Index Option Products Average Premium Per Contract, Average Contracts Per Trade and
Transactions
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$1,236
$1,358
$1,412
$2,001
$1,973
$1,095
$836
$1,147
$1,048
$657
$1,319
$1,114
$1,282
9.3
9.4
9.5
11.9
15.1
13.7
13.6
11.8
8.8
20.6
20.0
12.0
12.5
$2,254
$2,245
$3,378
$2,222
$1,178
$1,780
$2,022
$843
$2,470
$1,301
$830
$620
$1,788
$1,628
$1,717
$2,450
$2,109
$1,413
$1,427
$1,370
$930
$2,014
$921
$1,114
$874
$1,541
7.6
7.8
10.5
12.3
6.8
9.8
10.1
5.3
6.0
14.4
14.3
12.9
8.6
8.6
8.6
10.0
12.1
8.1
11.5
11.8
6.3
6.7
17.5
17.1
12.5
10.1
Call
721
588
671
579
348
361
330
158
270
433
306
210
4,975
Transactions
Put
Total
556
482
673
528
1,856
476
361
864
840
430
309
185
7,560
1,277
1,070
1,344
1,107
2,204
837
691
1,022
1,110
863
615
395
12,535
Includes BIX, CEX, DJR, DTX, DUX, ECM, GHA, GHO, GIN, GIP, GOO, GOX, GPO, GSM, GSO, GTC, HCX, INX, IUX, MEX, MGO, MUT,
MVB, MVR, NYA, OIX, RLX, SML, TRX, TXX
49
Other Index Options Contract Volume Detail
CHICAGO BOARD OPTIONS EXCHANGE
Month
GOX
INX
MEX
OIX
TXX
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
358
381
772
166
910
136
131
184
499
688
688
419
5,332
411
273
1,242
519
621
614
513
93
54
22
1,252
51
5,665
112
183
72
20
33
4
1
45
20
111
6
27
634
87
44
24
83
71
51
969
2
8
153
92
70
1,654
1,026
1,336
2,325
1,214
813
1,142
1,104
366
1,043
526
1,300
1,106
13,301
STANDARD & POORS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
BIX
CEX HCX IUX
566
288
658
604
227
93
344
881
129
273
39
150
200
57
522
259
90
84
173
48
214
221
16
53
314
14
43
455
9
120
509
7
37
174
0
32
4,092 1,676 2,135
DOW JONES
RLX SML
TRX
8
296 452
0
658 862
0 1,874 831
0 3,266 309
0 3,554 398
0 3,180 438
3 1,762 327
0
954 373
11
334
37
6 3 1,313 703
82
693 686
3
159 320
170 18,043 5,736
4
0
0
160
70
64
60
26
8
69
26
22
509
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
DJR
DTX
DUX
ECM
MUT
0
0
20
0
0
0
0
1
1
0
20
0
42
2,175
1,118
1,060
581
1,168
1,815
1,421
239
1,176
3,282
628
190
14,853
1,040
26
9
70
123
24
101
45
46
41
24
19
1,568
172
100
34
89
130
25
0
0
20
0
240
101
911
27
28
141
34
245
45
25
32
161
960
205
215
2,118
GOLDMAN SACHS
Month
GHA GHO
GIN
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
241
259
157
246
1,275
239
90
342
20
141
44
18
3,072
1,532
825
702
1,683
299
274
100
192
41
1
2
1
5,652
0
0
0
0
0
23
644
872
174
0
0
0
1,713
GIP GOO GPO
252
620
886
2,188
2,159
180
45
51
142
24
14
10
6,571
0
0
0
0
0
157
192
2,116
2,235
0
0
0
4,700
0
0
0
0
0
14
0
17
13
0
0
0
44
MORGAN STANLEY
Month
Jan
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
50
MGO
0
0
0
0
0
0
0
0
0
0
2,810
2,575
5
5,390
MVB
0
0
0
0
0
0
0
0
0
0
1,925
713
827
3,465
GSM
GSO
116
115
187
559
88
69
150
91
14
31
2
107
1,529
450
295
1,313
1,073
4,666
606
20
65
864
531
8
55
9,946
OTHER
MVR
0
0
0
0
0
0
0
0
0
0
1,010
561
830
2,401
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
NYK
540
882
95
139
147
47
48
50
89
55
27
6
2,125
GSV
0
0
0
0
0
0
0
0
0
0
0
0
0
GTC
114
323
350
512
261
39
0
33
33
86
77
154
1,982
INTEREST RATE OPTIONS-2001
In 2001, 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
Call
Contract Volume
Put
Total
21
19
22
20
22
21
21
23
15
23
21
20
248
532
1,439
2,985
2,290
185
283
2,391
623
1,421
1,497
1,526
1,656
16,828
1,713
2,569
5,783
1,080
1,107
553
1,660
1,039
891
1,648
1,970
2,750
22,763
2,245
4,008
8,768
3,370
1,292
836
4,051
1,662
2,312
3,145
3,496
4,406
39,591
Average Daily
Volume
107
211
399
169
59
40
193
72
154
137
166
220
160
Total Interest Rate Options Open Interest and Dollar Volume
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
965
1,956
1,528
1,782
1,903
1,347
2,359
2,242
3,180
3,710
2,629
2,639
Open Interest in Contracts
Put
Total
3,312
4,567
4,495
4,138
3,800
2,292
2,302
1,672
2,954
3,482
3,746
3,739
Call
4,277
6,523
6,023
5,920
5,703
3,639
4,661
3,914
6,134
7,192
6,375
6,378
$61,908
$316,490
$492,150
$515,525
$69,825
$83,555
$503,525
$125,985
$456,510
$311,135
$326,885
$455,680
$3,719,173
Dollar Volume
Put
Total
$367,550
$961,975
$2,568,435
$247,530
$126,110
$63,475
$268,555
$158,940
$178,830
$425,835
$576,490
$532,780
$6,476,505
$429,458
$1,278,465
$3,060,585
$763,055
$195,935
$147,030
$772,080
$284,925
$635,340
$736,970
$903,375
$988,460
$10,195,678
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
Average Premium Per Contract
Call
Put
Total
$116
$220
$165
$225
$377
$295
$211
$202
$321
$208
$214
$275
$221
$215
$374
$444
$229
$114
$115
$162
$153
$201
$258
$293
$194
$285
$191
$319
$349
$226
$152
$176
$191
$171
$275
$234
$258
$224
$258
Average Contracts Per Trade
Call
Put
Total
14.8
9.1
7.7
14.3
5.3
8.6
29.5
12.7
18.2
14.1
10.2
16.4
12.2
21.4
9.9
7.9
9.4
17.6
18.4
43.7
20.8
19.4
22.0
14.0
15.2
12.6
19.4
9.6
7.9
12.3
13.2
13.3
34.0
16.8
18.6
17.4
12.1
15.6
12.4
Call
36
159
387
160
35
33
81
49
78
106
149
101
1,374
Transactions
Put
80
260
729
115
63
30
38
50
46
75
141
181
1,808
Total
116
419
1,116
275
98
63
119
99
124
181
290
282
3,182
51
IRX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
Contract Volume
Put
Total
Average Daily
Volume
21
19
22
20
22
21
21
23
15
23
21
20
248
0
0
0
20
40
0
0
20
115
1
11
26
233
196
322
3
2
0
0
25
31
2
5
4
70
660
196
322
3
22
40
0
25
51
117
6
15
96
893
9
17
0
1
2
0
1
2
8
0
1
5
4
IRX Options Open Interest and Dollar Volume
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
0
0
0
20
60
60
60
17
75
76
85
101
-
Open Interest in Contracts
Put
Total
221
31
12
5
5
0
23
40
52
57
57
105
-
Call
221
31
12
25
65
60
83
57
127
133
142
206
-
$0
$0
$0
$1,500
$7,950
$0
$0
$1,000
$6,225
$105
$1,070
$2,480
$20,330
Dollar Volume
Put
Total
$61,175
$113,760
$1,370
$1,110
$0
$0
$17,970
$22,290
$1,095
$10,050
$2,280
$44,550
$275,650
$61,175
$113,760
$1,370
$2,610
$7,950
$0
$17,970
$23,290
$7,320
$10,155
$3,350
$47,030
$295,980
IRX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$0
$0
$0
$75
$199
$0
$0
$50
$54
$105
$97
$95
$87
0.0
0.0
0.0
10.0
10.0
0.0
0.0
10.0
23.0
1.0
5.5
5.2
11.1
52
$312
$353
$457
$555
$0
$0
$719
$719
$548
$2,010
$570
$636
$418
$312
$353
$457
$119
$199
$0
$719
$457
$63
$1,693
$223
$490
$331
12.3
20.1
1.0
1.0
0.0
0.0
5.0
7.8
1.0
5.0
2.0
10.0
11.4
12.3
20.1
1.0
5.5
10.0
0.0
5.0
8.5
16.7
3.0
3.8
8.0
11.3
Call
0
0
0
2
4
0
0
2
5
1
2
5
21
Transactions
Put
16
16
3
2
0
0
5
4
2
1
2
7
58
Total
16
16
3
4
4
0
5
6
7
2
4
12
79
FVX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
22
20
22
21
21
23
15
23
21
20
248
0
0
0
0
0
40
0
40
6
15
64
7
172
Contract Volume
Put
Total
345
5
275
65
80
10
23
20
39
90
506
418
1,876
Average Daily
Volume
345
5
275
65
80
50
23
60
45
105
570
425
2,048
16
0
13
3
4
2
1
3
3
5
27
21
8
FVX 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
0
0
0
0
0
0
0
38
6
21
9
8
-
354
349
624
300
86
74
97
147
128
218
716
858
-
Call
354
349
624
300
86
74
97
185
134
239
725
866
-
$0
$0
$0
$0
$0
$36,800
$0
$5,400
$880
$1,800
$19,920
$1,070
$65,870
Dollar Volume
Put
Total
$68,825
$2,550
$57,700
$24,000
$12,175
$490
$11,850
$10,600
$25,400
$57,100
$157,065
$105,365
$533,120
$68,825
$2,550
$57,700
$24,000
$12,175
$37,290
$11,850
$16,000
$26,280
$58,900
$176,985
$106,435
$598,990
FVX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$0
$0
$0
$0
$0
$920
$0
$135
$147
$120
$311
$153
$383
0.0
0.0
0.0
0.0
0.0
20.0
0.0
20.0
2.0
7.5
8.0
2.3
8.6
$199
$510
$210
$369
$152
$49
$515
$530
$651
$634
$310
$252
$284
$199
$510
$210
$369
$152
$746
$515
$267
$584
$561
$311
$250
$292
69.0
5.0
55.0
21.7
10.0
5.0
11.5
20.0
9.8
18.0
18.7
16.1
21.1
69.0
5.0
55.0
21.7
10.0
12.5
11.5
20.0
6.4
15.0
16.3
14.7
18.8
Call
Transactions
Put
0
0
0
0
0
2
0
2
3
2
8
3
20
5
1
5
3
8
2
2
1
4
5
27
26
89
Total
5
1
5
3
8
4
2
3
7
7
35
29
109
53
TNX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
22
20
22
21
21
23
15
23
21
20
248
Call
Contract Volume
Put
Total
99
222
100
376
80
50
800
303
72
177
633
506
3,418
305
488
481
4
246
10
335
678
470
667
421
831
4,936
Average Daily
Volume
404
710
581
380
326
60
1,135
981
542
844
1,054
1,337
8,354
19
37
26
19
15
3
54
43
36
37
50
67
34
TNX Options Open Interest and Dollar Volume
Open Interest in Contracts
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
189
355
275
606
691
475
715
371
709
632
677
643
-
913
1240
1322
1299
947
382
517
563
1416
1979
1984
1546
-
1102
1595
1597
1905
1638
857
1232
934
2125
2611
2661
2189
-
Dollar Volume
Call
$14,588
$33,035
$17,600
$61,925
$46,240
$22,540
$219,655
$82,185
$6,855
$34,385
$139,725
$192,325
$871,058
Put
Total
$57,156
$78,740
$104,330
$795
$14,725
$100
$28,825
$76,460
$103,870
$119,525
$86,765
$176,270
$847,561
$71,744
$111,775
$121,930
$62,720
$60,965
$22,640
$248,480
$158,645
$110,725
$153,910
$226,490
$368,595
$1,718,619
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
54
Average Premium Per Contract
Call
Put
Total
$147
$149
$176
$165
$578
$451
$275
$271
$95
$194
$221
$380
$255
$187
$161
$217
$199
$60
$10
$86
$113
$221
$179
$206
$212
$172
$178
$157
$210
$165
$187
$377
$219
$162
$204
$182
$215
$276
$206
Average Contracts Per Trade
Call
Put
Total
9.9
18.5
5.6
19.8
8.0
4.5
47.1
20.2
5.1
10.4
9.9
12.0
13.7
19.1
23.2
21.9
1.3
49.2
10.0
41.9
30.8
22.4
26.7
9.8
12.0
19.3
15.5
21.5
14.5
17.3
21.7
5.0
45.4
26.5
15.5
20.1
9.9
12.0
16.5
Call
10
12
18
19
10
11
17
15
14
17
64
42
249
Transactions
Put
16
21
22
3
5
1
8
22
21
25
43
69
256
Total
26
33
40
22
15
12
25
37
35
42
107
111
505
TYX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
Contract Volume
Put
Total
21
19
22
20
22
21
21
23
15
23
21
20
248
433
1,217
2,885
1,894
65
193
1,591
260
1,228
1,304
818
1,117
13,005
867
1,754
5,024
1,009
781
533
1,277
310
380
886
1,039
1,431
15,291
Average Daily
Volume
1,300
2,971
7,909
2,903
846
726
2,868
570
1,608
2,190
1,857
2,548
28,296
62
156
360
145
38
35
137
25
107
95
88
127
114
TYX 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
776
1,601
1,253
1,156
1,152
812
1,584
1,816
2,390
2,981
1,858
1,887
-
1,824
2,947
2,537
2,534
2,762
1,836
1,665
922
1,358
1,228
989
1,230
-
Call
2,600
4,548
3,790
3,690
3,914
2,648
3,249
2,738
3,748
4,209
2,847
3,117
-
$47,320
$283,455
$474,550
$452,100
$15,635
$24,215
$283,870
$37,400
$442,550
$274,845
$166,170
$259,805
$2,761,915
Dollar Volume
Put
Total
$180,394
$766,925
$2,405,035
$221,625
$99,210
$62,885
$209,910
$49,590
$48,465
$239,160
$330,380
$206,595
$4,820,174
$227,714
$1,050,380
$2,879,585
$673,725
$114,845
$87,100
$493,780
$86,990
$491,015
$514,005
$496,550
$466,400
$7,582,089
TYX Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$109
$233
$164
$239
$241
$125
$178
$144
$360
$211
$203
$233
$212
16.7
8.3
7.8
13.6
3.1
9.7
24.9
8.7
21.9
15.2
10.9
21.9
12.0
$208
$437
$479
$220
$127
$118
$164
$160
$128
$270
$318
$144
$315
$175
$354
$364
$232
$136
$120
$172
$153
$305
$235
$267
$183
$268
20.2
7.9
7.2
9.4
15.6
19.7
55.5
13.5
20.0
20.1
15.1
18.1
10.9
18.8
8.1
7.4
11.8
11.9
15.4
33.0
10.8
21.4
16.8
12.9
19.6
11.4
Call
26
147
369
139
21
20
64
30
56
86
75
51
1,084
Transactions
Put
43
222
699
107
50
27
23
23
19
44
69
79
1,405
Total
69
369
1,068
246
71
47
87
53
75
130
144
130
2,489
55
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
Total
Contract Volume
Call
Put
2001
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
306,667,851
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
117,139,776
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
189,528,075
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
1,236,564
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
Total
2001
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
57,501,527
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
56
Open Interest
Call
33,523,801
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
23,977,726
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
$195,041,573
$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
$83,694,213
$174,504,703
$162,688,061
$104,655,792
$94,343,229
$68,617,768
$58,040,292
$35,881,208
$28,424,080
$26,972,202
$33,414,169
$29,736,100
$33,014,811
$25,515,571
$50,403,786
$39,952,000
$29,645,000
$24,586,000
$33,397,000
$25,164,139
$17,013,970
$25,245,995
$12,131,512
$12,695,972
$7,507,300
$9,039,566
$6,443,327
$1,657,652
$449,615
Put
$111,358,216
$149,928,663
$81,205,039
$70,468,571
$51,596,651
$34,938,504
$24,459,504
$31,284,290
$17,500,423
$17,526,875
$17,301,803
$25,626,774
$14,297,475
$14,193,006
$26,507,068
$15,950,000
$8,785,000
$9,781,000
$6,047,000
$7,101,625
$5,419,666
$2,647,040
$1,726,890
$1,7075,000
$489,370
—
—
—
—
Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade
Year
2001
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
$636
$994
$959
$847
$779
$595
$462
$365
$327
$366
$417
$428
$373
$355
$422
$310
$205
$318
$499
$426
$390
$527
$392
$420
$322
$420
$446
$294
$402
$714
$836
$1,003
$853
$841
$685
$580
$363
$357
$392
$476
$402
$414
$360
$437
$348
$305
$346
$597
$501
$417
$588
$403
$419
$318
—
—
—
—
$588
$1,275
$881
$837
$688
$474
$312
$368
$289
$333
$336
$461
$304
$346
$396
$243
$177
$240
$231
$278
$323
$265
$329
$429
$389
—
—
—
—
Average Contracts Per Trade
Total
Call
Put
253
12.3
11.5
12.9
13.0
14.3
16.5
18.6
15.0
13.8
13.4
13.6
12.9
11.7
12.2
12.9
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
146
11.0
10.3
11.3
11.4
12.6
14.5
16.8
13.7
12.7
12.5
13.1
12.1
11.2
11.4
12.2
8.7
8.3
7.8
7.5
7.3
6.0
5.8
5.3
5.1
—
—
—
—
460
15.5
14.3
16.2
16.5
17.5
19.8
21.3
17.3
15.5
14.9
14.3
14.5
12.7
13.7
14.6
8.8
8.6
7.5
7.1
7.0
6.5
7.2
5.7
5.3
—
—
—
—
Total CBOE Options Contract Volume—All Options
Year
Total
Volume
Equity
Volume
Index
Volume
2001
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
306,667,851
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
232,851,089
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
52,009,919
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
39,591
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
—
—
—
—
—
—
—
—
—
—
—
—
57
Total Options Contract Volume By Exchange
Year
2001
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
CBOE
306,667,851
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
205,043,075
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
—
—
101,841,724
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
—
—
102,637,138
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
—
—
—
65,353,969
7,565,684
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
NYSE
—
—
—
1,421,260
3,438,990
2,885,698
2,300,700
2,052,965
2,177,041
2,059,969
2,817,811
4,315,944
2,627,789
3,499,095
4,823,782
4,426,855
4,093,816
656,480
—
—
—
—
—
—
—
—
—
—
MSE
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
1,518,611
2,609,164
2,012,363
600,780
15,237
—
—
—
NASD
—
—
—
—
—
—
—
—
—
—
—
—
—
—
45,239
107,453
—
—
—
—
—
—
—
—
—
—
—
—
Total
781,543,757
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
HISTORICAL TRADING ACTIVITY-EQUITY OPTIONS
Equity Options Contract Volume
Year
Trading
Days
2001
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
248
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 Volume
Call
Total
232,851,089
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
83,199,296
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
149,651,793
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
—
—
—
—
938,916
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
Trading
Open Interest
Dollar Volume (thousands)
Year
Days
Total
Call
Put
2001
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
248
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
84,375,076
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
55,326,798
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
—
—
—
—
29,048,278
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
—
—
—
—
Total
$91,699,048
$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
Call
$42,700,148
$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
—
—
—
—
Put
$48,998,900
$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
—
—
—
—
59
Equity Options Average Premium Per Contract and Average Contracts Per Trade
Year
2001
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
$394
$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
$513
$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
$327
$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
13.8
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
7.2
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
28.2
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
2001
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
232,851,089
278,920,392
198,086,825
138,507,143
116,031,496
88,456,579
77,040,466
68,974,809
58,710,818
44,918,235
45,255,301
48,486,402
61,902,931
49,393,231
73,315,232
64,744,167
57,523,599
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
AMEX
PHLX
167,713,954 92,955,040
192,032,222 72,135,321
126,821,276 44,086,183
94,332,281 37,871,930
83,926,288 25,021,282
57,082,441 16,325,194
48,886,858 14,739,706
44,810,966 13,016,116
43,390,722 11,411,065
36,067,822 10,408,628
32,829,447 11,803,703
34,197,819 12,443,833
41,579,453 16,768,793
37,470,045 13,092,707
52,770,659 18,088,192
47,140,205 15,054,738
36,099,739 12,068,358
33,076,866 15,982,001
36,199,701 16,607,806
38,766,996 13,466,652
34,859,475 10,009,565
29,048,323
7,758,101
17,467,018
4,952,737
14,380,959
3,270,378
10,077,578
2,195,307
9,035,767
1,274,702
3,530,564
140,982
PCX
ISE
MSE*
95,646,008 59,201,203
108,533,862 7,565,684
75,770,940
58,930,521
46,606,429
33,839,202
30,852,968
20,861,609
16,203,312
12,996,923
13,781,027
13,750,956
17,865,387
13,068,755
18,951,794
13,941,683
12,700,805
11,191,471
11,155,906
9,309,563
6,952,567
5,486,590
1,518,611
3,856,344
2,609,164
3,289,968
2,012,363
1,925,031
600,780
550,194
15,237
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
648,367,294
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
CBOE %
Share of
Total
Volume
36.0
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
*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.
60
Equity LEAPS Contract Volume and Open Interest
Year
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
Trading
Days
248
252
252
252
253
254
252
252
253
254
253
Total Contract Volume
Total
Call
Put
21,068,576
7,228,812 13,839,764
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
84,954
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
17,881,440 11,694,927 6,186,513
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
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Days
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
52,009,919
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
21,645,888
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
30,364,031
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
209,717
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
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Total
4,155,498
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
1,905,223
2,250,275
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
$103,304,236,589
$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
Dollar Volume
Call
$40,990,346,222
$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
$62,313,890,367
$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
*Includes LEAPS for 1990-1998. 1999 & 2000 data includes LEAPS and FLEX.
61
Total Index Option Average Premium Per Contract and
Average Contracts Per Trade
Year
2001
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
$1,986
$1,894
$2,052
$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 Trade
Total
Call
Put
24.7
24.1
25.2
22.7
22.1
23.1
21.1
21.3
21.0
22.1
21.5
22.6
22.0
20.6
23.4
23.5
22.8
24.1
26.1
26.3
25.9
27.3
27.7
27.0
22.1
21.7
22.4
19.7
19.6
19.8
18.3
18.4
18.2
18.3
19.0
17.6
17.2
17.4
17.0
15.7
16.5
14.9
16.9
16.8
17.0
18.2
18.2
18.2
18.6
18.4
18.8
17.7
17.1
18.0
12.6
10.2
10.9
Total Index Options Contract Volume By Exchange
CBOE %
Share of
Year
CBOE
AMEX
PHLX
PCX
ISE
NYSE
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
52,009,919
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
37,329,121
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
8,366,266
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
6,991,130
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
—
6,152,766
__
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
__
—
—
8,054
24,519
25,425
31,535
42,781
134,197
158,761
271,077
592,760
724,889
2,193,121
3,773,630
4,263,262
4,093,816
656,480
NASD
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
45,239
107,453
—
—
OEX (S&P100) Contract Volume and Open Interest
Year
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
62
Trading
Days
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
10,399,217
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
4,840,572
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
5,558,645
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
41,932
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
192,011
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
Total
110,849,202
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
46.9
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
SPX/SPL (S&P 500) Contract Volume and Open Interest
Year
Trading
Days
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
127
Total
24,271,222
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
Put
Average Daily
Volume
10,165,544
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
14,105,678
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
97,868
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
2,674,608
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
Total
2001
2000
1999
1998
1997
248
252
252
252
61
8,958,075
3,763,077
3,319,804
4,281,731
2,029,938
Contract Volume
Call
2,666,528
1,635,695
1,015,438
1,399,234
902,050
Put
6,291,547
2,127,382
2,304,366
2,882,497
1,127,888
Average Daily
Volume
36,121
14,933
13,174
16,991
33,278
Open
Interest
562,428
223,569
437,654
343,556
464,792
Nasdaq-100 Index Options (NDX) Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
Put
2001
2000
1999
1998
1997
1996
1995
1994
248
252
252
252
253
254
252
227
1,603,884
2,313,580
1,371,349
1,563,242
2,061,376
3,216,041
2,082,335
1,358,930
684,259
940,780
568,392
774,814
1,090,248
1,495,178
881,058
558,245
919,625
1,372,800
802,957
788,428
971,128
1,720,863
1,200,377
800,685
Average Daily
Volume
6,467
9,181
5,442
6,203
8,148
12,662
8,263
5,986
Open
Interest
35,665
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
Total
Contract Volume
Call
2001
248
6,325,335
3,084,290
Put
3,241,045
Average Daily
Volume
Open
Interest
25,505
589,386
Russell 2000 Index Options (RUT) Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
Open
Interest
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
248
252
252
252
253
254
252
252
253
35
325,157
835,614
821,565
876,158
616,882
388,399
317,099
651,009
494,980
40,086
142,733
197,567
414,385
383,124
349,415
179,145
103,557
192,777
233,801
19,869
182,424
638,047
407,180
493,034
267,467
209,254
213,542
458,232
261,179
20,217
1,311
3,316
3,260
3,477
2,438
1,529
1,258
2,583
1,956
1,145
91,373
64,663
33,322
57,215
34,035
55,901
24,754
46,817
76,896
21,499
63
HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
248
252
251
251
250
252
250
250
251
251
251
251
131
39,591
42,100
42,556
76,760
75,517
94,252
65,102
216,592
64,561
57,305
50,035
61,839
72,718
16,828
15,781
19,527
44,129
38,220
50,636
39,121
108,200
32,795
31,987
26,769
27,025
38,455
22,763
26,768
23,029
32,631
37,297
43,616
25,981
108,392
31,766
25,318
23,266
34,814
34,263
160
167
170
306
302
374
260
866
257
228
199
246
555
Total Interest Rate Options Open Interest and Dollar Volume
Year
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Total
Open Interest in Contracts
Call
6,378
2,783
6,395
4,436
8,982
6,434
6,831
21,494
3,443
2,736
4,867
4,205
4,706
2,639
627
1,632
2,907
5,182
3,002
3,281
11,554
1,435
1,688
3,682
2,652
3,150
Total
Dollar Volume
Call
Put
$10,195,678
$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
$3,719,173
$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
$ 6,476,505
$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
Put
3,739
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 Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Year
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
64
Average Premium Per Contract
Total
Call
Put
$258
$314
$189
$185
$211
$216
$169
$183
$174
$124
$147
$174
$167
$221
$196
$204
$132
$179
$216
$146
$220
$164
$111
$115
$183
$143
$285
$387
$177
$257
$244
$216
$204
$147
$184
$140
$184
$167
$193
Average Contracts Per Trade
Total
Call
Put
12.4
21.9
16.6
25.3
24.9
18.9
17.2
26.5
24.0
23.5
14.1
17.1
14.3
12.2
12.9
16.0
26.6
21.1
18.1
15.5
24.2
20.6
26.0
17.1
17.9
15.9
12.6
36.2
17.0
23.8
30.3
19.9
20.6
29.3
28.9
20.9
11.7
16.5
12.8
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