MARKET STATISTICS-2002
Table of Contents
CBOE TRADING ACTIVITY-2002
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-2002
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 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 ............................................ 8-14
CBOE Equity Options Volume ........................................................15-36
CBOE Top 100 Equity Options Ranked By Volume ....................37-38
INDEX OPTIONS-2002
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Index Options Launch Dates ............................................................... 3 9
Most Active Indexes - 2002 ................................................................... 4 0
Total Index Options ............................................................................... 4 1
Total Index Options Contract Volume By Exchange ........................ 4 2
Total Index FLEX (NDX, OEX, RUT, SPX, DJX, QQQ) .................. 4 3
OEX® (S&P 100®) ................................................................................4 4
XEO® (S&P 100® European Style) ....................................................45
SPXTM (S&P 500®) ................................................................................. 4 6
Dow Jones Industrial Average SM (DJX) ............................................. 4 7
Nasdaq-100 Index® Options (NDX) ..................................................4 8
Mini Nasdaq-100 Index® Options (MNX) .......................................... 4 9
Russell 2000® Index Options (RUT) ................................................. 5 0
QQQ (Nasdaq 100 Shares)..................................................................51
DIA (Options on DIAMONDS)..........................................................52
OEF (Opions on iShares S&P 100 Fund).............................................53
Other Index Option Products ............................................................... 5 4
Other Index Options Contract Volume Detail ............................... 55-56
FVX Options ............................................................................................5 9
TNX Options ........................................................................................... 6 0
TYX Options ........................................................................................... 6 1
HISTORICAL TRADING ACTIVITY
ALL OPTIONS
Total CBOE Options Contract Volume ................................................ 6 2
Total CBOE Options Year-End Open Interest and Dollar Volume ... 6 2
Total CBOE Options Average Permium
Per Contract, and Average Contracts Per Trade ........................ 6 3
Total CBOE Options Contract Volume-All Options ........................... 6 3
Total Options Contract Volume By Exchange ...................................6 4
EQUITY OPTIONS
Equity Options Contract Volume .......................................................... 6 5
Equity Options Open Interest and Dollar Volume .............................. 6 5
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ................................................ 6 6
Equity Options Contract Volume By Exchange ................................. 6 6
Equity LEAPS Contract Volume and Open Interest ..........................6 7
INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Index Contract Volume ................................................................ 6 7
Total Index Option Open Interest and Dollar Volume .......................6 7
Total Index Option Average Premium Per Contract
and Average Contracts Per Trade ................................................ 6 8
Total Index Options Contract Volume By Exchange ........................ 6 8
OEX (S&P 100) ......................................................................................6 8
SPX (S&P 500) ....................................................................................... 6 9
Options on the Dow Jones Industrial Average (DJX) ..................... 6 9
Nasdaq-100 Index Options (NDX) .....................................................6 9
Mini Nasdaq-100 Index Options (MNX) ............................................. 6 9
Russell 2000 Index Options (RUT) .................................................... 6 9
QQQ (Nasdaq 100 Shares).............................................................70
DIA (Options on DIAMONDS)..........................................................70
OEF (Options on iShares S&P 100 Fund)............................................70
XEO (S&P 100 European Style).......................................................70
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume .................................... 7 1
Total Interest Rate Options Open Interest and Dollar Volume ........7 1
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ......................... 7 1
INTEREST RATE OPTIONS-2002
(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 7
IRX Options ............................................................................................. 5 8
1
CBOE TRADING ACTIVITY-2002
Total CBOE Options Trading Summary
Call
No. of Contracts
148,507,315
Average Daily Volume
589,315
Dollar Volume
$63,760,762,186
Open Interest
56,719,928
Transactions
9,452,232
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
20
22
22
20
22
22
20
23
20
21
252
Put
119,109,181
472,655
$88,109,978,206
36,752,146
6,202,126
Contract Volume
Put
Call
15,072,322
11,491,165
12,235,103
12,008,334
11,995,631
11,071,432
15,495,655
12,703,842
9,606,091
14,351,262
12,622,221
9,854,257
148,507,315
11,092,379
10,016,565
8,409,709
9,684,189
9,281,217
10,094,012
13,114,480
9,319,064
8,988,446
12,123,883
9,009,955
7,975,282
119,109,181
Total
26,164,701
21,507,730
20,644,812
21,692,523
21,276,848
21,165,444
28,610,135
22,022,906
18,594,537
26,475,145
21,632,176
17,829,539
267,616,496
Total
267,616,496
1,061,970
$151,870,740,392
93,472,074
15,654,358
Average Daily
Total
1,245,938
1,131,986
1,032,241
986,024
967,129
1,058,272
1,300,461
1,001,041
929,727
1,151,093
1,081,609
849,026
1,061,970
Open Interest
Put
Call
37,164,016
40,333,483
47,046,516
44,412,855
48,753,622
48,899,526
51,657,990
53,792,535
53,768,892
56,583,920
60,027,000
56,719,928
—
24,288,877
27,615,015
30,575,244
29,699,051
32,382,000
32,692,603
34,408,958
36,137,196
35,893,994
37,607,426
39,268,547
36,752,146
—
Total
61,452,893 $12,418,327,580
67,948,498
$9,737,666,505
77,621,760
$9,601,109,200
74,111,906
$9,081,650,661
81,135,622
$9,834,078,233
81,592,129 $12,619,868,639
86,066,948 $20,249,315,910
89,929,731 $12,914,505,653
89,662,886 $12,951,509,928
94,191,346 $16,309,245,412
99,295,547 $12,742,284,223
93,472,074 $13,411,178,448
— $151,870,740,392
Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
2
Average Premium Per Contract
Call
Put
Total
$375
$358
$414
$326
$349
$382
$426
$450
$495
$504
$603
$473
$429
$610
$562
$539
$533
$608
$831
$1,040
$772
$912
$748
$569
$1,097
$740
$475
$453
$465
$419
$462
$596
$708
$586
$697
$616
$589
$752
$567
Average Contracts Per Trade
Call
Put
Total
13.8
14.7
14.4
15.0
15.8
16.8
16.8
17.1
15.9
15.9
16.6
17.1
15.7
19.2
20.1
19.1
20.0
20.4
19.8
18.2
17.8
16.6
18.3
21.2
22.1
19.2
15.7
16.8
16.0
16.9
17.5
18.1
17.4
17.4
16.2
16.9
18.3
19.0
17.1
Call
Total Dollar
Volume
Transactions
Put
Total
1,093,448 577,713 1,671,161
782,157 497,219 1,279,376
849,963 441,180 1,291,143
802,345 484,973 1,287,318
758,823 454,407 1,213,230
658,713 510,910 1,169,623
921,614 721,503 1,643,117
741,889 523,481 1,265,370
605,464 542,502 1,147,966
901,684 662,505 1,564,189
759,527 424,238 1,183,765
576,605 361,495
938,100
9,452,232 6,202,126 15,654,358
Total CBOE Options Contract Volume - All Options
Month
Trading
Days
Total
Volume
Equity
Volume
Index
Volume
Interest Rate
Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
26,164,701
21,507,730
20,644,812
21,692,523
21,276,848
21,165,444
28,610,135
22,022,906
18,594,537
26,475,145
21,632,176
17,829,539
267,616,496
19,910,200
15,119,700
14,913,322
15,510,492
14,387,979
13,550,971
17,078,716
13,085,454
10,724,406
15,345,912
13,226,882
10,335,685
173,189,719
6,252,048
6,385,516
5,729,187
6,179,582
6,885,712
7,611,008
11,527,040
8,932,738
7,866,574
11,123,014
8,402,099
7,489,027
94,383,545
2,453
2,514
2,303
2,449
3,157
3,465
4,379
4,714
3,557
6,219
3,195
4,827
43,232
Total Options Contract Volume By Exchange
Month
CBOE
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
26,164,701
21,507,730
20,644,812
21,692,523
21,276,848
21,165,444
28,610,135
22,022,906
18,594,537
26,475,145
21,632,176
17,829,539
267,616,496
AMEX
17,697,389
14,926,503
15,396,416
16,551,179
15,907,616
15,748,464
19,454,929
14,227,694
12,146,097
16,930,281
14,931,356
12,142,748
186,060,672
PHLX
8,314,899
6,627,676
6,569,324
6,985,771
6,785,247
7,200,945
8,608,378
7,181,536
6,384,963
9,488,166
7,737,849
7,070,493
88,955,247
PCX
8,687,328
6,878,695
7,018,654
6,987,420
6,527,766
6,683,662
8,914,570
6,061,111
5,663,316
8,802,052
7,228,909
5,973,166
85,426,649
ISE
11,296,563
10,416,731
9,982,853
11,264,574
11,948,508
14,391,201
18,537,897
13,237,020
11,203,074
16,352,190
12,924,213
10,844,455
152,399,279
Total
CBOE Share
72,160,880
60,357,335
59,612,059
63,481,467
62,445,985
65,189,716
84,125,909
62,730,267
53,991,987
78,047,834
64,454,503
53,860,401
780,458,343
36%
36%
35%
34%
34%
32%
34%
35%
34%
34%
34%
33%
34%
3
EQUITY OPTIONS-2002
Equity Options Contract Volume
During 2002, 173 million equity contracts were traded on the CBOE, representing options on 17.3 billion shares of underlying stock.
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
20
22
22
20
22
22
20
23
20
21
252
Call
Contract Volume
Put
Total
Average Daily
Volume
12,630,771
9,033,815
9,544,529
9,325,653
8,716,158
7,791,677
9,792,313
8,173,194
6,159,844
9,390,192
8,541,790
6,514,669
105,614,605
7,279,429
6,085,885
5,368,793
6,184,839
5,671,821
5,759,294
7,286,403
4,912,260
4,564,562
5,955,720
4,685,092
3,821,016
67,575,114
19,910,200
15,119,700
14,913,322
15,510,492
14,387,979
13,550,971
17,078,716
13,085,454
10,724,406
15,345,912
13,226,882
10,335,685
173,189,719
948,105
795,774
745,666
705,022
653,999
677,549
776,305
594,793
536,220
667,214
661,344
492,175
687,261
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 2002, open interest in equity options on CBOE was
81,343,419 contracts.
Open Interest
Dollar Volume
Month
Call
Put
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
33,245,247
35,911,360
42,620,201
39,181,736
42,946,967
43,276,157
44,417,000
46,426,759
47,326,978
48,878,054
52,066,596
50,202,050
—
20,131,735
22,692,731
26,348,224
24,931,058
27,126,392
28,010,266
28,779,302
29,983,414
30,427,197
30,955,609
32,157,933
31,141,369
—
Total
Call
53,376,982
58,604,091
68,968,425
64,112,794
70,073,359
71,286,423
73,196,302
76,410,173
77,754,175
79,833,663
84,224,529
81,343,419
—
Put
$2,814,433,890
$1,726,718,849
$2,039,762,698
$1,755,321,680
$1,572,814,051
$1,270,927,927
$1,632,605,255
$1,468,167,468
$1,038,312,540
$1,732,056,209
$1,718,726,084
$1,174,783,464
$19,944,630,116
$2,001,683,059
$1,664,585,318
$1,392,737,553
$1,744,828,864
$1,609,045,933
$1,927,885,234
$2,366,460,594
$1,549,327,949
$1,327,579,601
$1,533,187,567
$903,886,497
$752,868,059
$18,774,076,228
Total
$4,816,116,949
$3,391,304,168
$3,432,500,251
$3,500,150,544
$3,181,859,984
$3,198,813,161
$3,999,065,849
$3,017,495,417
$2,365,892,141
$3,265,243,776
$2,622,612,581
$1,927,651,523
$38,718,706,343
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
$223
$191
$214
$188
$180
$163
$167
$180
$169
$184
$201
$180
$189
$275
$274
$259
$282
$284
$335
$325
$315
$291
$257
$193
$197
$278
$242
$224
$230
$226
$221
$236
$234
$231
$221
$213
$198
$187
$224
Average Contracts Per Trade
Call
Put
Total
13.1
13.7
13.5
14.0
14.6
15.8
15.6
16.2
14.5
14.7
15.2
15.7
14.6
17.5
18.6
17.8
18.1
18.8
18.4
17.0
17.2
15.8
18.0
20.4
20.8
18.0
14.4
15.3
14.8
15.4
16.0
16.8
16.1
16.6
15.0
15.9
16.7
17.2
15.7
Call
Transactions
Put
964,342
659,173
707,460
666,171
595,219
494,324
628,681
503,695
423,749
637,467
560,831
415,812
7,256,925
415,450
326,343
302,063
341,759
301,851
313,152
429,325
286,004
288,847
330,391
229,432
183,572
3,748,188
Total
1,379,792
985,517
1,009,522
1,007,930
897,069
807,476
1,058,006
789,699
712,597
967,858
790,263
599,384
11,005,112
Equity Options Liquidations, Exercises and Expirations (%)
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
42.6%
43.2%
51.3%
43.4%
60.6%
40.1%
42.1%
51.5%
45.1%
44.5%
0.0%
0.0%
Closing Sells
Put
35.8%
52.0%
46.9%
45.6%
5.7%
54.1%
53.8%
56.8%
55.9%
51.4%
0.0%
0.0%
Total
Call
Exercises
Put
Total
Call
Long Expirations
Put
Total
39.9%
47.0%
49.2%
44.3%
17.8%
46.2%
47.3%
53.9%
49.8%
47.8%
0.0%
0.0%
11.4%
11.0%
17.6%
13.8%
2.7%
5.7%
3.7%
13.0%
5.1%
12.2%
0.0%
0.0%
37.0%
20.0%
10.7%
18.0%
41.6%
30.6%
32.2%
13.6%
25.2%
19.2%
0.0%
0.0%
21.6%
14.8%
14.4%
15.6%
33.0%
16.5%
16.3%
13.3%
13.8%
15.6%
0.0%
0.0%
46.1%
45.8%
31.1%
42.7%
36.8%
54.2%
54.3%
35.5%
49.7%
43.3%
0.0%
0.0%
27.2%
28.0%
42.4%
36.4%
52.7%
15.3%
13.9%
29.5%
18.9%
29.4%
0.0%
0.0%
38.5%
38.2%
36.4%
40.1%
49.2%
37.3%
36.4%
32.8%
36.5%
36.6%
0.0%
0.0%
Note: This analysis represents percentages based on customer and firm activity only.
(No data is available for November and December 2002)
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 28% of all equity options trading in 2002.
At year-end there were 1,384 listed equity options at CBOE.
Cleared Equity Options Volume
Month
CBOE
AMEX
Jan
19,910,200 15,300,159
Feb
15,119,700 12,383,041
Mar
14,913,322 12,103,880
Apr
15,510,492 12,739,056
May
14,387,979 12,043,790
Jun
13,550,971 11,978,520
Jul
17,078,716 14,079,032
Aug
13,085,454 10,784,400
Sep
10,724,406
9,453,740
Oct
15,345,912 13,291,815
Nov
13,226,882 11,587,440
Dec
10,335,685
9,513,504
Total 173,189,719 145,258,377
PHLX
PCX
7,791,546 8,043,231
6,035,141 6,277,334
5,933,620 6,305,300
6,228,024 6,225,604
6,132,038 5,607,844
6,509,120 5,411,680
8,000,740 6,879,708
6,125,042 4,605,040
5,487,200 4,392,760
7,812,916 6,994,254
6,568,860 5,807,520
5,811,750 4,882,731
78,435,997 71,433,006
ISE
10,507,917
9,733,358
9,310,820
10,421,070
10,852,226
13,034,920
17,014,690
12,087,438
10,232,220
15,324,624
11,974,340
9,849,399
140,343,022
Total
61,553,053
49,548,574
48,566,942
51,124,246
49,023,877
50,485,211
63,052,886
46,687,374
40,290,326
58,769,521
49,165,042
40,393,069
608,660,121
CBOE
Market Share
32%
31%
31%
30%
29%
27%
27%
28%
27%
26%
27%
26%
28%
5
Equity LEAPS® (Long-term Equity AnticiPation SecuritiesTM) Contract Volume,
Open Interest and Dollar Volume
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
1,428,132
1,188,519
1,186,602
1,457,335
1,218,133
1,018,821
1,038,161
883,200
567,127
809,485
849,598
885,131
12,530,244
Contract Volume
Put
706,876
802,809
861,964
1,002,724
735,527
812,807
737,110
623,263
537,513
662,824
544,194
591,717
8,619,328
Total
Average Daily
Volume
2,135,008
1,991,328
2,048,566
2,460,059
1,953,660
1,831,628
1,775,271
1,506,463
1,104,640
1,472,309
1,393,792
1,476,848
21,149,572
101,667
104,807
102,428
111,821
88,803
91,581
80,694
68,476
55,232
64,013
69,690
70,326
83,927
Open Interest in Contracts
Call
Put
Total
15,708,561
17,642,120
19,438,490
20,865,126
14,394,699
13,448,725
11,765,045
12,399,359
13,136,151
14,482,290
15,931,847
17,362,660
—
8,702,127
9,916,829
11,069,737
12,271,323
9,048,467
8,909,581
8,250,870
9,109,002
9,963,622
11,046,927
12,041,150
13,042,612
—
Dollar Volume
Total
24,410,688
27,558,949
30,508,227
33,136,449
23,443,166
22,358,306
20,015,915
21,508,361
23,099,773
25,529,217
27,972,997
30,405,272
—
$1,162,861,011
$961,649,929
$1,003,355,676
$1,166,526,732
$839,002,900
$729,156,367
$669,105,589
$575,592,772
$445,169,011
$574,509,355
$523,101,311
$499,189,790
$9,149,220,443
Equity LEAPS Average Premium Per Contract, Average Contracts Per Trade and Transactions
6
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
Average Premium Per Contract
Call
Put
Total
$412
$342
$377
$324
$290
$282
$304
$311
$324
$357
$373
$307
$336
$813
$692
$645
$693
$660
$543
$480
$483
$486
$430
$379
$384
$574
$545
$483
$490
$474
$429
$398
$377
$382
$403
$390
$375
$338
$433
Average Contracts Per Trade
Call
Put
Total
14.2
15.0
16.4
16.6
18.1
18.6
17.3
24.1
17.5
17.8
20.4
25.4
17.6
24.5
33.1
35.9
32.3
31.2
37.1
31.1
49.0
46.3
40.1
43.7
50.3
35.5
16.5
19.3
21.3
20.7
21.5
23.8
21.2
30.6
25.1
23.8
25.7
31.6
22.2
Call
Transactions
Put
Total
100,235
79,022
72,218
87,846
67,138
54,918
60,166
36,577
32,323
45,350
41,665
34,907
712,365
28,834
24,263
24,020
31,079
23,598
21,915
23,690
12,708
11,605
16,514
12,467
11,774
242,467
129,069
103,285
96,238
118,925
90,736
76,833
83,856
49,285
43,928
61,864
54,132
46,681
954,832
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
Call
Contract Volume
Put
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
9,802
15,196
10,001
7,867
28,252
6,919
17,913
67,561
7,751
7,401
35,503
15,289
229,455
49,111
12,780
10,911
2,013
48,783
29,607
30,316
133,430
2,610
6,450
9,020
30,602
365,633
58,913
27,976
20,912
9,880
77,035
36,526
48,229
200,991
10,361
13,851
44,523
45,891
595,088
Average Daily
Volume
2,805
1,472
1,046
449
3,502
1,826
2,192
9,136
518
602
2,226
2,185
2,361
Open Interest in Contracts
Call
Put
Total
291,761
297,888
319,927
358,233
387,489
374,496
366,868
401,311
387,777
391,557
392,407
383,689
—
226,575
243,660
310,929
323,542
355,554
404,596
417,328
472,536
465,027
447,537
453,251
460,142
—
Dollar Volume
Total
$105,148,350
$17,366,135
$60,102,400
$1,706,175
$93,150,455
$138,398,490
$42,440,290
$251,684,775
$5,908,220
$11,321,060
$12,748,370
$47,511,365
$787,486,085
518,336
541,548
630,856
681,775
743,043
779,092
784,196
873,847
852,804
839,094
845,658
843,831
—
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
20
22
22
20
22
22
20
23
20
21
252
Average Premium Per Contract
Call
Put
Total
$337
$467
$869
$132
$256
$328
$287
$304
$601
$121
$250
$167
$315
$2,074
$804
$4,712
$332
$1,761
$4,598
$1,230
$1,733
$480
$1,616
$430
$1,469
$1,956
$1,785
$621
$2,874
$173
$1,209
$3,789
$880
$1,252
$570
$817
$286
$1,035
$1,323
Average Contracts Per Trade
Call
Put
Total
Call
Transactions
Put
264.9
205.4
400.0
314.7
387.0
203.5
226.7
511.8
89.1
194.8
331.8
191.1
290.1
37
74
25
25
73
34
79
132
87
38
107
80
791
209
32
7
7
75
48
93
254
14
49
32
121
941
235.0
399.4
1,558.7
287.6
650.4
616.8
326.0
525.3
186.4
131.6
281.9
252.9
388.6
239.5
263.9
653.5
308.8
520.5
445.4
280.4
520.7
102.6
159.2
320.3
228.3
343.6
Total
246
106
32
32
148
82
172
386
101
87
139
201
1,732
7
Equity LEAPS® Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
Standard
Symbol
Stock
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
8
COMS
MMM
ABT
ANF
ADPT
ADCT
ADELQ
ADBE
AMD
AES
AET
A
AKAM
ALA
AA
ATK
ALD
ALL
AT
ALTR
MO
AMZN
DOX
AHC
AMX
AEP
AXP
AIG
APCC
AMT
ABC
AMTD
AMGN
AMKR
AMR
APC
ADI
ANDW
BUD
AOC
APA
AAPL
CRA
ABI
AMAT
AMCC
ARBA
ASA
ASCL
AZN
ATHQE
T
AWE
ATML
ADP
AN
AVP
BHI
BLDP
BAC
BK
ONE
ABX
BAX
BCE
BEAS
BSC
BLS
BBY
BGEN
BBH
BMC
3Com Corporation
3M Company
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
ALCOA Inc.
Alliant Techsystems, Inc.
Alllied Capital Corporation
Allstate Corporation (The)
ALLTEL Corporation
Altera Corporation
Altria Group, Inc.
Amazon.Com Inc
Amdocs Ltd
Amerada Hess Corporation
America Movil S.A. de C.V.
American Electric Power Company, Inc.
American Express Company
American International Group, Inc.
American Power Conversion Corporation
American Tower Corporation CLA
AmerisourceBergen Corporation
Ameritrade Holding Corp-Cl A
Amgen, Inc.
Amkor Technology, Inc
AMR Corporation
Anadarko Petroleum Corporation
Analog Devices, Inc.
Andrew Corporation
Anheuser-Busch Companies, Inc.
AON Corporation
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
AstraZeneca PLC ADS
At Home Corporation Ser. A
AT&T Corporation
AT&T Wireless Services, Inc
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.
Biogen, Inc.
Biotech HOLDRS Trust
BMC Software, Inc.
Total
2,226
14,834
23,759
4,925
4,408
17,299
10,503
2,334
95,876
77,284
3,857
24,354
2,793
32,152
2,972
130
798
4,875
14,538
22,392
135,904
53,503
33,338
3,526
14,438
3,587
18,894
63,669
3,792
12,232
5,804
2,907
52,212
19,032
13,780
5,049
5,861
735
18,271
3,753
4,490
38,381
2,081
740
46,676
14,392
18,625
4,769
7,541
19
226
263,652
18,268
35,571
6,677
3,204
2,082
861
10,741
108,481
5,037
28,485
29,012
15,791
5,501
47,401
8,556
7,729
50,057
5,885
3,590
7,166
Contract Volume
Callff
Put
1,912
5,513
16,489
4,634
4,122
15,294
1,113
1,895
40,851
29,509
3,343
13,102
2,527
11,586
740
124
767
3,293
6,936
9,767
90,011
41,100
4,668
1,022
1,386
2,002
6,800
46,596
3,035
8,935
1,496
2,176
37,112
3,031
4,243
3,978
3,303
527
14,837
3,477
2,957
26,214
1,552
372
24,915
11,051
15,705
2,513
6,036
19
219
128,754
7,802
18,171
5,209
2,827
1,342
637
7,335
69,455
4,188
19,943
26,726
11,543
4,334
38,510
4,173
2,750
24,445
3,635
2,563
5,468
314
9,321
7,270
291
286
2,005
9,390
439
55,025
47,775
514
11,252
266
20,566
2,232
6
31
1,582
7,602
12,625
45,893
12,403
28,670
2,504
13,052
1,585
12,094
17,073
757
3,297
4,308
731
15,100
16,001
9,537
1,071
2,558
208
3,434
276
1,533
12,167
529
368
21,761
3,341
2,920
2,256
1,505
0
7
134,898
10,466
17,400
1,468
377
740
224
3,406
39,026
849
8,542
2,286
4,248
1,167
8,891
4,383
4,979
25,612
2,250
1,027
1,698
Average Daily Volume
Total
Call
Put
9
59
94
20
17
69
42
9
380
307
15
97
11
128
12
1
3
19
58
89
539
212
132
14
57
14
75
253
15
49
23
12
207
76
55
20
23
3
73
15
18
152
8
3
185
57
74
19
30
0
1
1,046
72
141
26
13
8
3
43
430
20
113
115
63
22
188
34
31
199
23
14
28
8
22
65
18
16
61
4
8
162
117
13
52
10
46
3
0
3
13
28
39
357
163
19
4
6
8
27
185
12
35
6
9
147
12
17
16
13
2
59
14
12
104
6
1
99
44
62
10
24
0
1
511
31
72
21
11
5
3
29
276
17
79
106
46
17
153
17
11
97
14
10
22
1
37
29
1
1
8
37
2
218
190
2
45
1
82
9
0
0
6
30
50
182
49
114
10
52
6
48
68
3
13
17
3
60
63
38
4
10
1
14
1
6
48
2
1
86
13
12
9
6
0
0
535
42
69
6
1
3
1
14
155
3
34
9
17
5
35
17
20
102
9
4
7
Equity LEAPS Contract Volume Detail
Standard
Symbol S t o c k
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
BA
BORL
BSX
BOW
BP
BMY
BRCM
BRCD
BNI
CVC
CPN
CPB
COF
CPST
CAH
CCL
CAT
CBRL
CLS
CD
CTL
CEPH
CHTR
CKFR
CVX
CHIR
CB
CIEN
CRUS
CSCO
CIT
C
CZN
CTXS
CLRS
CCU
CLX
CMS
CNA
KO
CCE
CL
CMCSA
CMCSK
CMRC
CTC
CA
CSC
CPWR
CMVT
CAG
CNXT
COP
CNCEQ
CAL
GLW
COST
CFC
COX
CREE
CCI
CMLS
CVS
CY
DCX
DHR
DE
DELL
DAL
DT
DO
DIS
DG
Total
Boeing Company (The)
87,946
Borland Software Corporation
2,705
Boston Scientific Corporation
18,811
Bowater Incorporated
56
BP PLC
6,309
Bristol-Myers Squibb Company
130,056
Broadcom, Inc.
37,920
Brocade Communications
14,927
Burlington Northern Santa Fe Corporation
2,919
Cablevision Systems Corporation
41,101
Calpine Corporation
222,671
Campbell Soup Company
5,436
Capital One Financial Corporation
41,687
Capstone Turbine Corporation
445
Cardinal Health, Inc.
11,893
Carnival Corporation (Class A)
85
Caterpillar, Inc.
8,030
CBRL Group, Inc.
1,297
Celestica Inc
34,640
Cendant Corporation
117,111
Centurytel Inc.
8,196
Cephalon, Inc.
6,523
Charter Communications, Inc
28,193
Checkfree Corporation
1,542
ChevronTexaco Corporation
17,372
Chiron Corporation
6,133
Chubb Corporation (The)
2,749
Ciena Corporation
49,615
Cirrus Logic, Inc.
16,166
Cisco Systems, Inc.
315,743
CIT Group Inc.
585
Citigroup, Inc.
344,028
Citizens Communications Company
23,065
Citrix Systems, Inc.
28,679
Clarus Corporation
968
Clear Channel Communications, Inc.
17,381
Clorox Company (The)
362
CMS Energy Corporation
4,315
CNA Financial Corporation
3,869
Coca-Cola Company (The)
125,667
Coca-Cola Enterprises, Inc.
12,728
Colgate-Palmolive Company
21,214
Comcast Corp. (Class A)
6,644
Comcast Corporation (Special Class A)
72,260
Commerce One, Inc.
5,208
Compania de Telecomunicaciones de Chile S.A. ADR
669
Computer Associates International, Inc.
66,003
Computer Sciences Corporation
6,837
Compuware Corporation
10,943
Comverse Technology, Inc.
9,053
ConAgra, Inc.
23
Conexant Systems, Inc.
6,781
ConocoPhillips
138
Conseco, Inc. (OLD)
17,339
Continental Airlines, Inc. (Class B)
5
Corning Incorporated
217,446
Costco Wholesale Corp.
5,641
Countrywide Credit Industries, Inc.
1,707
Cox Communications, Inc. (Class A)
161,671
Cree Inc.
9,158
Crown Castle International Corp.
4,864
Cumulus Media Inc - Cl A
354
CVS Corporation
1,429
Cypress Semiconductor Corporation
6,886
DaimlerChrysler AG
6,578
Danaher Corporation
1,272
Deere & Company
2,397
Dell Computer Corp.
252,361
Delta Air Lines, Inc.
47,354
Deutsche Telekom AG ADR
9,220
Diamond Offshore Drilling, Inc.
8,163
Disney (The Walt) Holding Co.
26,915
Dollar General Corporation
3,790
Contract Volume
Callff
Put
56,166
2,252
13,240
56
4,934
91,857
31,340
12,404
2,377
19,814
85,524
4,182
13,970
333
6,317
27
5,477
759
2,671
84,172
4,182
1,700
17,204
987
8,724
3,991
1,186
37,344
14,754
204,744
555
242,943
844
18,710
393
11,308
272
1,047
1,687
83,167
9,584
16,263
3,846
7,568
5,088
345
38,129
5,186
8,722
8,859
3
6,352
94
9,529
5
127,347
3,507
1,317
10,712
7,472
2,018
228
697
4,665
2,900
104
445
155,780
5,032
6,428
7,232
19,759
2,730
31,780
453
5,571
0
1,375
38,199
6,580
2,523
542
21,287
137,147
1,254
27,717
112
5,576
58
2,553
538
31,969
32,939
4,014
4,823
10,989
555
8,648
2,142
1,563
12,271
1,412
110,999
30
101,085
22,221
9,969
575
6,073
90
3,268
2,182
42,500
3,144
4,951
2,798
64,692
120
324
27,874
1,651
2,221
194
20
429
44
7,810
0
90,099
2,134
390
150,959
1,686
2,846
126
732
2,221
3,678
1,168
1,952
96,581
42,322
2,792
931
7,156
1,060
Average Daily Volume
Total
Call
Put
349
11
75
0
25
516
150
59
12
163
884
22
165
2
47
0
32
5
137
465
33
26
112
6
69
24
11
197
64
1,253
5
1,365
92
114
4
69
1
17
15
499
51
84
26
287
21
3
262
27
43
36
0
27
1
69
0
863
22
7
642
36
19
1
6
27
26
5
10
1,001
188
37
32
107
15
223
9
53
0
20
365
124
49
9
79
339
17
55
1
25
0
22
3
11
334
17
7
68
4
35
16
5
148
59
812
5
964
3
74
2
45
1
4
7
330
38
65
15
30
20
1
151
21
35
35
0
25
0
38
0
505
14
5
43
30
8
1
3
19
12
0
2
618
20
26
29
78
11
126
2
22
0
5
152
26
10
2
84
544
5
110
0
22
0
10
2
127
131
16
19
44
2
34
9
6
49
6
440
0
401
88
40
2
24
0
13
9
169
12
20
11
257
0
1
111
7
9
1
0
2
0
31
0
358
8
2
599
7
11
1
3
9
15
5
8
383
168
11
4
28
4
9
Equity LEAPS Contract Volume Detail
Standard
Symbol
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
10
D
DCLK
DOW
DD
DUK
DYN
ET
ELNK
EK
EBAY
DISH
AGE
EP
ELN
ERTS
EDS
EFII
EMC
EMR
ELX
ENRNQ
ETS
ENMD
ENZ
ENZN
EOG
EFX
ERICY
ESST
EXDSQ
XOM
FNM
FRE
FD
FDX
FBF
FLEX
Z
F
FRX
FPL
GCI
GPS
GTW
GMT
DNA
GD
GE
GIS
GMH
GM
GENZ
GP
G
GSK
GBLXQ
GSF
GSTRF
GT
TV
GUC
GDT
HAL
HIG
HCA
HRC
HNZ
HPQ
HLT
HLYW
HD
HOMS
HON
HI
Stock
Total
Dominion Resources, Inc.
8,225
Doubleclick Inc
36
Dow Chemical Company (The)
32,001
du Pont (E.I.) de Nemours & Company
10,909
Duke Energy Company
232
Dynegy Inc.
27,387
E*Trade Financial Corporation
537
EarthLink, Inc.
3,585
Eastman Kodak Company
45,054
eBay, Inc
37,737
EchoStar Communications Corporation
37,788
Edwards (A.G.) & Sons, Inc.
3,463
El Paso Corporation
66,302
Elan Corporation PLC ADR
63,087
Electronic Arts, Inc.
8,050
Electronic Data Systems, Inc.
68,718
Electronics for Imaging, Inc.
669
EMC Corporation
110,560
Emerson Electric Company
9,300
Emulex Corporation
2,434
Enron Corporation
7,675
Enterasys Networks, Inc
4,594
EntreMed Inc.
4,282
Enzo Biochem, Inc.
1,935
Enzon Pharmaceuticals, Inc.
2,955
EOG Resources, Inc.
5,354
Equifax, Inc.
10
Ericsson (L.M.) Telephone Co. ADR
70,001
ESS Technology, Inc.
10,979
Exodus Communication, Inc.
911
Exxon Mobil Corporation
71,047
Fannie Mae
67,532
Federal Home Loan Mortgage Corporation (Freddie Ma 10,132
Federated Department Stores, Inc.
5,024
FedEx Corporation
5,168
FleetBoston Financial Corp.
10,820
Flextronics International Ltd.
11,494
Foot Locker, Inc
2,772
Ford Motor Company
358,151
Forest Laboratories, Inc.
6,646
FPL Group, Inc.
30
Gannett Company, Inc.
507
Gap, Inc. (The)
171,300
Gateway, Inc.
12,122
GATX Corporation
600
Genentech,Inc
5,263
General Dynamics Corporation
10,299
General Electric Company
676,215
General Mills, Inc.
11,288
General Motors Corp(Hughes Electronics) Class H
116,591
General Motors Corporation
382,693
Genzyme Corporation
22,771
Georgia-Pacific Corporation
8,096
Gillette Company (The)
29,844
GlaxoSmithKline plc ADR
8,978
Global Crossing Ltd.
11,982
GlobalSanta Fe Corporation
5,947
Globalstar Telecommunications Ltd
46
Goodyear Tire & Rubber Company (The)
20,866
Grupo Televisa S.A. ADR
53
Gucci Group, N.V.
15,110
Guidant Corporation
1,449
Halliburton Company
51,477
Hartford Financial Services Group, Inc.(The)
3,202
HCA, Inc
18,331
HEALTHSOUTH Corporation
37,380
Heinz (H.J.) Company
6,732
Hewlett-Packard Company
125,542
Hilton Hotels Corporation
9,182
Hollywood Entertainment Corporation
4,178
Home Depot, Inc. (The)
56,867
Homestore Inc.
50
Honeywell International Inc.
43,165
Household International, Inc.
21,679
Contract Volume
Callff
4,229
36
27,178
4,758
208
17,099
525
2,246
16,307
21,093
19,951
2,907
37,326
45,115
3,124
27,491
353
81,943
8,358
1,938
4,772
4,109
3,283
1,302
1,507
3,284
10
61,756
10,004
745
55,918
25,265
4,037
4,045
4,362
9,586
10,190
2,262
181,728
4,358
25
234
43,872
9,266
50
3,167
6,453
443,393
1,776
42,918
102,305
3,225
2,136
23,901
6,603
8,416
5,397
45
2,600
27
10,746
831
29,170
2,136
13,505
30,752
4,595
101,108
6,335
3,184
45,864
47
18,010
13,839
Put
3,996
0
4,823
6,151
24
10,288
12
1,339
28,747
16,644
17,837
556
28,976
17,972
4,926
41,227
316
28,617
942
496
2,903
485
999
633
1,448
2,070
0
8,245
975
166
15,129
42,267
6,095
979
806
1,234
1,304
510
176,423
2,288
5
273
127,428
2,856
550
2,096
3,846
232,822
9,512
73,673
280,388
19,546
5,960
5,943
2,375
3,566
550
1
18,266
26
4,364
618
22,307
1,066
4,826
6,628
2,137
24,434
2,847
994
11,003
3
25,155
7,840
Average Daily Volume
Total
Call
Put
33
0
127
43
1
109
2
14
179
150
150
14
263
250
32
273
3
439
37
10
30
18
17
8
12
21
0
278
44
4
282
268
40
20
21
43
46
11
1,421
26
0
2
680
48
2
21
41
2,683
45
463
1,519
90
32
118
36
48
24
0
83
0
60
6
204
13
73
148
27
498
36
17
226
0
171
86
17
0
108
19
1
68
2
9
65
84
79
12
148
179
12
109
1
325
33
8
19
16
13
5
6
13
0
245
40
3
222
100
16
16
17
38
40
9
721
17
0
1
174
37
0
13
26
1,759
7
170
406
13
8
95
26
33
21
0
10
0
43
3
116
8
54
122
18
401
25
13
182
0
71
55
16
0
19
24
0
41
0
5
114
66
71
2
115
71
20
164
1
114
4
2
12
2
4
3
6
8
0
33
4
1
60
168
24
4
3
5
5
2
700
9
0
1
506
11
2
8
15
924
38
292
1,113
78
24
24
9
14
2
0
72
0
17
2
89
4
19
26
8
97
11
4
44
0
100
31
Equity LEAPS Contract Volume Detail
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
HBC
HGSI
HTCH
ITWO
ICOS
IDPH
IKN
IMCL
IMNX
RX
INKT
INTC
IBM
IGT
IP
IRF
HHH
INTU
INVN
OEF
IVX
JPM
JBL
JDSU
JBLU
JHF
JNJ
JNY
JNPR
KM
KBH
K
KMB
KMI
KLAC
NITE
KSS
KKD
KR
LLL
LH
LRCX
LWIN
LEH
LEN
LVLT
L
LLY
LTD
LNC
LLTC
LOW
LSI
LU
MGA
MBG
MRO
MMC
MXIM
MYG
MBI
KRB
MCD
MHP
MCK
MEDX
MDT
MEL
MENT
MRK
MER
MET
MTG
MU
Stock
HSBC Holdings plc
Human Genome Sciences, Inc.
Hutchinson Technology, Inc
I2 Technologies, Inc
ICOS Corporation
IDEC Pharmaceuticals Corporation
Ikon Office Solutions, Inc.
ImClone Systems Incorporated
Immunex Corporation
IMS Health Inc
Inktomi Corporation
Intel Corporation
International Business Machines Corporation
International Game Technology
International Paper Company
International Rectifier Corporation
Internet HOLDRs Trust
Intuit Corporation
InVision Technologies, Inc
iShares Trust - S&P 100
IVAX Corporation
J.P. Morgan Chase & Co.
Jabil Circuit, Inc.
JDS Uniphase Corp.
JetBlue Airways Corporation
John Hancock Financial Services, Inc
Johnson & Johnson
Jones Apparel Group, Inc.
Juniper Networks, Inc
K Mart Corporation
KB HOME
Kellogg Company
Kimberly-Clark Corporation
Kinder Morgan, Inc
KLA Instruments Corporation
Knight Trading Group, Inc.
Kohl’s Corporation
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
L-3 Communications Hldgs
Laboratory Corporation of America Holdings
Lam Research Corporation
Leap Wireless Intl, Inc
Lehman Brothers Holdings, Inc.
Lennar Corporation
Level 3 Comunications Inc
Liberty Media Corporation Series A
Lilly (Eli) and Company
Limited Brands, Inc.
Lincoln National Corporation
Linear Technology Corporation
Lowe’s Companies, Inc.
LSI Logic Corporation
Lucent Technologies, Inc.
Magna International, Inc. (Class A)
Mandalay Resort Group
Marathon Oil Corporation
Marsh & McLennan Companies, Inc.
Maxim Integrated Products, Inc.
Maytag Corporation
MBIA, Inc.
MBNA Corporation
McDonald’s Corporation
McGraw-Hill Companies, Inc. (The)
McKesson Corporation
Medarex, Inc.
Medtronic, Inc.
Mellon Financial Corporation
Mentor Graphics Corporation
Merck & Co., Inc.
Merrill Lynch & Co., Inc.
MetLife, Inc
MGIC Investment Corporation
Micron Technology, Inc.
Total
165
4,172
2,918
4,241
17,288
1,721
5,298
28,989
5,736
2,279
3,888
175,120
172,049
2,347
19,146
22,005
450
8,046
11,113
22
24,935
176,521
24,225
210,504
7
3,199
102,482
6,965
23,137
317,431
2,520
4,880
4,913
880
21,050
1,278
2,761
13,792
13,109
418
3,127
5,102
12,735
18,158
2,688
71,134
17,578
17,494
5,075
705
55
9,569
41,141
446,303
414
12,844
1,723
456
11
3,292
630
9,581
35,594
40
3,943
6,708
26,372
4,450
1,490
58,516
27,465
4,257
4,861
55,827
Contract Volume
Callff
165
3,736
476
3,507
14,740
812
2,447
22,965
3,299
693
3,621
140,636
104,279
859
5,486
11,086
282
6,214
9,322
22
13,763
128,682
9,800
161,344
7
2,157
59,765
5,363
17,701
176,130
433
2,555
3,160
376
15,892
1,019
1,707
9,797
11,811
245
2,312
3,974
2,176
12,569
282
40,607
10,001
12,273
3,575
681
20
6,930
14,200
234,745
126
8,495
1,530
407
11
1,739
500
6,136
25,633
30
2,576
6,269
18,459
3,875
68
34,445
17,657
2,528
307
39,002
Put
0
436
2,442
734
2,548
909
2,851
6,024
2,437
1,586
267
34,484
67,770
1,488
13,660
10,919
168
1,832
1,791
0
11,172
47,839
14,425
49,160
0
1,042
42,717
1,602
5,436
141,301
2,087
2,325
1,753
504
5,158
259
1,054
3,995
1,298
173
815
1,128
10,559
5,589
2,406
30,527
7,577
5,221
1,500
24
35
2,639
26,941
211,558
288
4,349
193
49
0
1,553
130
3,445
9,961
10
1,367
439
7,913
575
1,422
24,071
9,808
1,729
4,554
16,825
Average Daily Volume
Total
Call
Put
1
17
12
17
69
7
21
115
23
9
15
695
683
9
76
87
2
32
44
0
99
700
96
835
0
13
407
28
92
1,260
10
19
19
3
84
5
11
55
52
2
12
20
51
72
11
282
70
69
20
3
0
38
163
1,771
2
51
7
2
0
13
3
38
141
0
16
27
105
18
6
232
109
17
19
222
1
15
2
14
58
3
10
91
13
3
14
558
414
3
22
44
1
25
37
0
55
511
39
640
0
9
237
21
70
699
2
10
13
1
63
4
7
39
47
1
9
16
9
50
1
161
40
49
14
3
0
28
56
932
1
34
6
2
0
7
2
24
102
0
10
25
73
15
0
137
70
10
1
155
0
2
10
3
10
4
11
24
10
6
1
137
269
6
54
43
1
7
7
0
44
190
57
195
0
4
170
6
22
561
8
9
7
2
20
1
4
16
5
1
3
4
42
22
10
121
30
21
6
0
0
10
107
840
1
17
1
0
0
6
1
14
40
0
5
2
31
2
6
96
39
7
18
67
11
Equity LEAPS Contract Volume Detail
Standard
Symbol
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
12
MSFT
MLNM
MIL
MIR
MON
TMPW
MWD
MOT
NBR
QQQ
NSM
NAV
NBTY
NTAP
NET
NEM
NWS
NXTL
NKE
NI
NE
NOK
JWN
NT
NOC
NWAC
NOVL
NVLS
NUE
NVDA
NYFX
OXY
ODP
OMC
OVTI
OPWV
ORCL
ORB
OSIP
OHP
PCAR
PHSY
PALM
PPE
PTEN
JCP
PSFT
PEP
PKI
PER
PFE
PHA
PD
PNX
PHTN
PBI
PDG
PLUG
PMCS
PNC
POT
PPG
PCLN
PDE
PG
PVN
PRU
PTEK
PEG
PHM
QLGC
QCOM
PWR
Q
Stock
Microsoft Corporation
Millennium Pharmaceuticals, Inc
Millipore Corporation
Mirant Corporation
Monsanto Company/New
Monster Worldwide, Inc.
Morgan Stanley
Motorola, Inc.
Nabors Industries, Ltd
Nasdaq 100 Shares
National Semiconductor Corporation
Navistar International Corporation
NBTY, Inc.
Network Appliance Corp.
Network Associates, Inc.
Newmont Mining Corporation
News Corporation Ltd. (The) ADR
NEXTEL Communications, Inc. (Class A)
NIKE, Inc. (Class B)
NISource Inc.
Noble Corporation
Nokia Corporation ADR
Nordstrom, Inc.
Nortel Networks Corporation
Northrop Grumman Corporation
Northwest Airlines Corp. (Class A)
Novell, Inc.
Novellus Systems, Inc.
Nucor Corporation
NVIDIA Corporation
NYFIX, Inc
Occidental Petroleum Corporation
Office Depot, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc
Openwave Systems, Inc
Oracle Corporation
Orbital Sciences Corporation
OSI Pharmaceuticals, Inc.
Oxford Health Plans, Inc.
PACCAR, Inc.
PacifiCare Health Systems, Inc.
Palm, Inc
Park Place Entertainment Corporation
Patterson UTI Energy, Inc
Penney (J.C.) Company, Inc.
PeopleSoft Inc.
PepsiCo, Inc.
Perkin-Elmer, Inc
Perot Systems Corp
Pfizer Inc.
Pharmacia Corp.
Phelps Dodge Corporation
Phoenix Companies, Inc
Photon Dynamics, Inc
Pitney Bowes, Inc.
Placer Dome, Inc.
Plug Power, Inc
PMC-Sierra Inc.
PNC Bank Corporation
Potash Corporation of Saskatchewan Inc.
PPG Industries, Inc.
Priceline.com Inc
Pride International
Procter & Gamble Company (The)
Providian Financial Corp (New)
Prudential Financial, Inc
PTEK Holdings, Inc
Public Service Enterprise Group Incorporated
Pulte Homes, Inc
QLogic Corporation
QUALCOMM, Inc.
Quanta Services, Inc
Qwest Communications Int’l
Total
332,219
19,741
848
47,135
558
4,738
28,192
111,317
13,581
1,059,810
13,542
4,000
304
20,380
10,033
52,014
5,761
155,584
1,948
250
3,766
79,019
585
222,955
20,702
11,818
7,028
16,036
1,468
30,353
371
4,904
5,206
8,272
41
23,207
323,012
8,158
5,031
4,769
1,667
9,650
241
43
2
24
9,397
37,330
607
52
163,140
16,891
9,249
842
10
316
31,545
2,165
8,324
4,591
7,134
2,299
5,859
365
36,898
85,422
32,803
2,203
2,738
169
10,889
95,235
493
56,540
Contract Volume
Callff
209,767
17,834
759
21,412
397
3,815
18,295
44,170
9,744
697,779
10,135
0
292
15,503
5,613
44,893
4,346
110,985
1,247
240
1,887
66,790
79
119,901
11,404
3,884
5,320
8,738
670
17,252
276
3,489
3,133
971
21
22,036
232,235
7,632
3,480
2,515
847
6,411
180
3
2
17
7,600
21,659
475
22
100,702
7,865
1,200
477
10
125
28,917
1,189
7,134
3,196
4,589
1,392
4,412
302
21,635
79,727
23,241
2,161
1,638
104
8,669
64,582
296
42,534
Put
122,452
1,907
89
25,723
161
923
9,897
67,147
3,837
362,031
3,407
4,000
12
4,877
4,420
7,121
1,415
44,599
701
10
1,879
12,229
506
103,054
9,298
7,934
1,708
7,298
798
13,101
95
1,415
2,073
7,301
20
1,171
90,777
526
1,551
2,254
820
3,239
61
40
0
7
1,797
15,671
132
30
62,438
9,026
8,049
365
0
191
2,628
976
1,190
1,395
2,545
907
1,447
63
15,263
5,695
9,562
42
1,100
65
2,220
30,653
197
14,006
Average Daily Volume
Total
Call
Put
1,318
78
3
187
2
19
112
442
54
4,206
54
16
1
81
40
206
23
617
8
1
15
314
2
885
82
47
28
64
6
120
1
19
21
33
0
92
1,282
32
20
19
7
38
1
0
0
0
37
148
2
0
647
67
37
3
0
1
125
9
33
18
28
9
23
1
146
339
162
9
11
1
43
378
2
224
832
71
3
85
2
15
73
175
39
2,769
40
0
1
62
22
178
17
440
5
1
7
265
0
476
45
15
21
35
3
68
1
14
12
4
0
87
922
30
14
10
3
25
1
0
0
0
30
86
2
0
400
31
5
2
0
0
115
5
28
13
18
6
18
1
86
316
114
9
7
0
34
256
1
169
486
8
0
102
1
4
39
266
15
1,437
14
16
0
19
18
28
6
177
3
0
7
49
2
409
37
31
7
29
3
52
0
6
8
29
0
5
360
2
6
9
3
13
0
0
0
0
7
62
1
0
248
36
32
1
0
1
10
4
5
6
10
4
6
0
61
23
47
0
4
0
9
122
1
56
Equity LEAPS Contract Volume Detail
Standard
Symbol S t o c k
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
442
443
RSH
RMBS
RATL
RDRT
RBK
RIMM
RFMD
RAD
RCL
RD
SAFC
SWY
SNDK
SANM
SAP
SLE
SBC
SGP
SLB
SCH
S FA
SEE
S
SEIC
SMH
SEPR
SHPGY
SEBL
SIRI
SLM
SII
SLR
SOI
SONS
SNE
SOTR
LUV
SOV
FON
PCS
SPW
SBUX
STT
STM
STK
SYK
SUNW
SUN
STI
SWS
SY
SCMR
TGT
TMX
TDS
TLAB
THC
TXN
GS
NLS
SGR
TIBX
TIF
AOL
TJX
TOL
TOM
TOY
RIG
TRB
TRMS
TXU
TYC
USB
UAL
UBS
RadioShack
Rambus, Inc
Rational Software Corporation
Read-Rite Corporation
Reebok International Ltd.
Research in Motion
RF Micro Devices, Inc.
Rite Aid Corporation
Royal Caribbean Cruises Ltd.
Royal Dutch Petroleum Company
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.
Sealed Air Corporation “New”
Sears, Roebuck and Company
SEI Investments Company
Semiconductor HOLDRS Trust
Sepracor, Inc.
Shire Pharmaceuticals, Inc
Siebel Systems, Inc.
Sirius Satellite Radio
SLM Corporation
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
SPX Corporation
Starbucks Corporation
State Street Corporation
STMicroelectronics N.V.
Storage Technology Corporation
Stryker Corporation
Sun Microsystems, Inc.
Sunoco, Inc.
SunTrust Banks, Inc.
SWS Group, Inc
Sybase, Inc.
Sycamore Networks, Inc
Target Corporation
Telefonos de Mexico, S.A. de C.V. ADR
Telephone & Data Systems, Inc.
Tellabs, Inc.
Tenet Healthcare Corporation
Texas Instruments Incorporated
The Goldman Sachs Group, Inc
The Nautilus Group, Inc.
The Shaw Group, Inc
TIBCO Software
Tiffany & Co.
Time Warner, Inc.
TJX Companies, Inc. (The)
Toll Brothers, Inc.
Tommy Hilfiger Corporation
Toys “R” Us, Inc.
Transocean Inc.
Tribune Company
Trimeris Inc
TXU Company
Tyco International Limited
U.S. Bancorp
UAL Corporation
UBS AG
Total
1,295
29,254
8,761
1,420
332
100
8,536
22,195
1,701
12,581
2,135
11,735
5,302
14,242
4,439
1,508
15,526
45,798
33,422
51,124
4,471
18,496
38,755
650
10,601
30,986
514
111,488
7,624
7,503
3,464
48,146
1,028
7,655
3,006
463
22,905
1,877
44,745
106,963
2
14,044
3,198
3,355
5,071
1,120
109,663
4,806
2,316
507
2,339
9,396
9,616
74,291
175
5,585
19,690
59,817
7,685
3,718
7,370
2,822
4,627
629,042
4,125
1,593
2,925
16,519
6,926
3,589
1,831
13,905
635,841
32,872
350,766
1,641
Contract Volume
Callff
Put
717
26,750
6,104
1,325
2
100
6,110
18,798
689
7,631
1,306
9,741
2,900
11,402
2,283
908
9,679
33,686
21,311
35,489
3,067
14,808
19,640
548
6,321
25,611
218
95,025
6,057
4,575
2,174
31,788
406
7,410
1,348
300
13,516
1,196
22,251
86,047
0
8,927
2,517
3,192
3,435
375
69,270
3,600
1,869
411
1,427
7,353
7,016
5,569
135
5,282
17,431
47,559
6,051
2,251
2,325
2,231
2,182
343,371
3,823
407
1,873
6,846
2,188
1,050
1,250
3,713
260,694
22,157
71,100
873
578
2,504
2,657
95
330
0
2,426
3,397
1,012
4,950
829
1,994
2,402
2,840
2,156
600
5,847
12,112
12,111
15,635
1,404
3,688
19,115
102
4,280
5,375
296
16,463
1,567
2,928
1,290
16,358
622
245
1,658
163
9,389
681
22,494
20,916
2
5,117
681
163
1,636
745
40,393
1,206
447
96
912
2,043
2,600
68,722
40
303
2,259
12,258
1,634
1,467
5,045
591
2,445
285,671
302
1,186
1,052
9,673
4,738
2,539
581
10,192
375,147
10,715
279,666
768
Average Daily Volume
Total
Call
Put
5
116
35
6
1
0
34
88
7
50
8
47
21
57
18
6
62
182
133
203
18
73
154
3
42
123
2
442
30
30
14
191
4
30
12
2
91
7
178
424
0
56
13
13
20
4
435
19
9
2
9
37
38
295
1
22
78
237
30
15
29
11
18
2,496
16
6
12
66
27
14
7
55
2,523
130
1,392
7
3
106
24
5
0
0
24
75
3
30
5
39
12
45
9
4
38
134
85
141
12
59
78
2
25
102
1
377
24
18
9
126
2
29
5
1
54
5
88
341
0
35
10
13
14
1
275
14
7
2
6
29
28
22
1
21
69
189
24
9
9
9
9
1,363
15
2
7
27
9
4
5
15
1,035
88
282
3
2
10
11
0
1
0
10
13
4
20
3
8
10
11
9
2
23
48
48
62
6
15
76
0
17
21
1
65
6
12
5
65
2
1
7
1
37
3
89
83
0
20
3
1
6
3
160
5
2
0
4
8
10
273
0
1
9
49
6
6
20
2
10
1,134
1
5
4
38
19
10
2
40
1,489
43
1,110
3
13
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
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
14
UN
UNP
UIS
UNH
UPS
X
UTX
UCL
U
VLO
VRSN
VTS
VRTS
VZ
VRTX
VERT
VIAB
VSH
VOD
WB
WAG
WMT
WM
WMI
WAT
WPI
WAVX
WFT
HLTH
WFC
WEN
WMB
WYE
XRX
XLNX
XL
YHOO
ZION
Unilever N.V.
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.
Valero Energy Corporation
Verisign Inc
Veritas DGC, Inc.
VERITAS Software Corporation
Verizon Communications, Inc
Vertex Pharmaceuticals, Inc.
VerticaNet, Inc
Viacom, Inc. Class B
Vishay Intertechnology, Inc.
Vodafone Group PLC ADR
Wachovia Corporation
Walgreen Company
Wal-Mart Stores, Inc.
Washington Mutual, Inc.
Waste Management, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
Wave Systems Corporation
Weatherford International, Inc.
WebMD Corporation
Wells Fargo & Company
Wendy’s International, Inc.
Williams Companies, Inc. (The)
Wyeth
Xerox Corporation
Xilinix, Inc.
XL Capital LTD
Yahoo! Inc
Zions Bancorporation
Total
62
3,570
5,221
13,993
65,164
3,920
19,018
860
5,827
11,275
21,505
15
27,201
50,730
386
174
22,886
8,162
14,903
5,976
5,443
239,771
20,019
10,941
732
7,814
3,027
538
10,030
22,998
4,295
122,375
9,454
73,212
38,860
673
44,345
1,413
Contract Volume
Callff
Put
33
1,235
2,551
6,670
34,644
459
8,832
499
1,656
9,979
13,790
5
15,319
27,436
334
174
19,887
1,762
11,306
4,560
3,178
182,983
9,468
7,806
598
6,536
2,987
538
4,927
7,713
2,474
80,144
6,896
24,936
23,690
117
35,244
1,312
29
2,335
2,670
7,323
30,520
3,461
10,186
361
4,171
1,296
7,715
10
11,882
23,294
52
0
2,999
6,400
3,597
1,416
2,265
56,788
10,551
3,135
134
1,278
40
0
5,103
15,285
1,821
42,231
2,558
48,276
15,170
556
9,101
101
Average Daily Volume
Total
Call
Put
0
14
21
56
259
16
75
3
23
45
85
0
108
201
2
1
91
32
59
24
22
951
79
43
3
31
12
2
40
91
17
486
38
291
154
3
176
6
0
5
10
26
137
2
35
2
7
40
55
0
61
109
1
1
79
7
45
18
13
726
38
31
2
26
12
2
20
31
10
318
27
99
94
0
140
5
0
9
11
29
121
14
40
1
17
5
31
0
47
92
0
0
12
25
14
6
9
225
42
12
1
5
0
0
20
61
7
168
10
192
60
2
36
0
CBOE Equity Options Volume (Includes LEAPS) (sorted by stock)
Standard
Symbol
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
CTAC
F LW S
COMS
MMM
KDE
ACMR
ACLNF
ABT
ANF
ABGX
ABMD
ABY
ACN
ACDO
ACE
ATN
ACPW
ATVI
ACRT
ACXM
ADPT
ADCT
ADELQ
ASF
ADBE
ADLR
AAP
ADIC
AEIS
AFCI
AVO
AMD
ANSI
ADVP
ADVS
AEG
ARXX
ARO
AES
AETH
AET
ACS
AFFX
AFL
AGIL
A
AEM
AGU
ABF
AAI
AKS
AKAM
ALK
AMRI
ALB
ACV
ABS
AL
ALA
AA
ACL
ALXN
ALGN
ALKS
AYE
AGN
AC
ADS
AGI
ALSC
LNT
ATK
AIB
Stock
1-800 CONTACTS, INC.
1-800-FLOWERS.COM, Inc
3Com Corporation
3M Company
4Kids Entertainment, Inc
A. C. Moore Arts & Crafts, Inc.
A.C.L.N. Limited
Abbott Laboratories
Abercrombie & Fitch Company
Abgenix, Inc
ABIOMED, Inc
Abitibi-Price, Inc.
Accenture Ltd-CL A
Accredo Health, Incorporated
ACE, Ltd.
Action Performance Companies, Inc.
Active Power, Inc
Activision, Inc.
Actrade Financial Technologies Ltd.
Acxiom Corporation
Adaptec, Inc.
ADC Telecommunications, Inc.
Adelphia Communications Corporation Class A
Administaff, Inc
Adobe Systems, Inc.
Adolor Corporation
Advance Auto Parts, Inc
Advanced Digital Information Corp
Advanced Energy Industries
Advanced Fibre Communications
Advanced Medical Optics, Inc.
Advanced Micro Devices, Inc.
Advanced Neuromodulation Systems, Inc
AdvancePCS
Advent Software Inc
Aegon NV ADR
Aeroflex Incorporated
Aeropostale, Inc.
AES Corporation
Aether Systems, Inc.
Aetna Inc.
Affiliated Computer Services, Inc.
Affymetrix, Inc.
AFLAC Incorporated
Agile Software Corporation
Agilent Technologies, Corporation
Agnico-Eagle Mines Ltd.
Agrium, Inc
Airborne Freight Corporation
Airtran Holdings, Inc
AK Steel Holding Corporation
Akamai Technologies, Inc
Alaska Air Group, Inc.
Albany Molecular Research, Inc
Albemarle Corporation
Alberto-Culver Company
Albertson’s, Inc.
Alcan Aluminium Limited
Alcatel
ALCOA Inc.
Alcon, Inc.
Alexion Pharmaceuticals, Inc.
Align Technology, Inc
Alkermes, Inc.
Allegheny Energy, Inc.
Allergan, Inc.
Alliance Capital Management L.P.
Alliance Data Systems Corporation
Alliance Gaming Corporation
Alliance Semiconductor Corp
Alliant Energy Corporation
Alliant Techsystems, Inc.
Allied Irish Banks plc
Total
261
4,478
22,942
757,919
38,655
2,778
85,592
253,249
100,552
78,263
5,510
2,692
119,047
49,551
49,651
95,154
3,875
86,825
970
29,252
23,643
58,843
74,436
10,982
71,347
14,623
55,898
3,176
46,752
51,452
2,798
599,685
352
60,543
17,040
2,469
13,804
4,003
212,145
12,424
98,097
98,839
31,245
26,948
5,114
181,083
162,944
6,204
22,806
12,669
14,426
6,537
4,843
10,306
1,458
3,030
68,191
24,129
103,035
323,072
18,913
10,662
2,037
12,762
71,423
74,909
51,625
646
48,738
1,430
14,812
42,700
10,112
Contract Volume
Callff
Put
183
3,572
16,095
335,304
31,610
2,243
46,594
162,394
70,536
44,425
4,331
1,870
60,796
31,985
29,501
54,716
1,916
62,211
257
16,419
19,495
50,808
32,168
6,684
38,891
13,245
40,564
2,314
12,616
42,471
2,583
385,323
156
35,570
11,017
1,079
9,914
3,378
128,851
9,105
56,778
45,315
19,183
21,811
1,420
116,849
132,779
948
8,905
5,372
11,165
5,749
2,198
6,476
354
1,391
32,869
14,748
61,811
203,296
15,111
6,862
1,545
9,133
29,854
41,998
36,921
188
37,652
926
4,204
28,624
3,717
78
906
6,847
422,615
7,045
535
38,998
90,855
30,016
33,838
1,179
822
58,251
17,566
20,150
40,438
1,959
24,614
713
12,833
4,148
8,035
42,268
4,298
32,456
1,378
15,334
862
34,136
8,981
215
214,362
196
24,973
6,023
1,390
3,890
625
83,294
3,319
41,319
53,524
12,062
5,137
3,694
64,234
30,165
5,256
13,901
7,297
3,261
788
2,645
3,830
1,104
1,639
35,322
9,381
41,224
119,776
3,802
3,800
492
3,629
41,569
32,911
14,704
458
11,086
504
10,608
14,076
6,395
Average Daily Volume
Total
Call
Put
33
18
91
3,008
153
26
340
1,005
399
311
22
11
472
197
197
378
15
345
4
116
94
234
295
44
283
58
290
13
186
204
22
2,380
1
240
68
10
55
43
842
49
389
392
124
107
20
719
647
25
91
50
57
26
19
41
9
17
271
96
409
1,282
142
42
8
51
283
297
205
6
193
6
59
169
47
23
14
64
1,331
125
21
185
644
280
176
17
7
241
127
117
217
8
247
1
65
77
202
128
27
154
53
210
9
50
169
20
1,529
1
141
44
4
39
36
511
36
225
180
76
87
6
464
527
4
35
21
44
23
9
26
2
8
130
59
245
807
114
27
6
36
118
167
147
2
149
4
17
114
17
10
4
27
1,677
28
5
155
361
119
134
5
3
231
70
80
160
8
98
3
51
16
32
168
17
129
5
79
3
135
36
2
851
1
99
24
6
15
7
331
13
164
212
48
20
15
255
120
21
55
29
13
3
10
15
7
9
140
37
164
475
29
15
2
14
165
131
58
4
44
2
42
56
30
15
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
16
AW
ALD
ALOY
ALL
AT
ALO
ALTR
MO
AMZN
ABK
AEN
DOX
AHC
AMX
ACAS
AEOS
AEP
AXP
AM
AMHC
AIG
AMSY
AMMD
APCC
ASD
AMT
AWK
ACF
AMGP
PATH
ABC
ASCA
AMTD
AMH
AME
AMGN
AMKR
AHS
APH
AMR
ASO
AMLN
APC
ANAD
ADI
ANEN
ANDW
ADRX
ANPI
AU
BUD
ANN
ANSS
ANT
ATH
AGEN
AOC
APA
AIV
SIL
APOG
AOT
APOL
AAPL
APPB
CRA
ABI
AFCO
AMAT
AMCC
AHG
ILA
RMK
ACI
Total
Allied Waste Industries, Inc.
20,138
Alllied Capital Corporation
228,508
Alloy, Inc
32,123
Allstate Corporation (The)
78,123
ALLTEL Corporation
40,522
Alpharma, Inc. (Class A)
12,025
Altera Corporation
223,453
Altria Group, Inc.
1,052,530
Amazon.Com Inc
627,910
AMBAC, Inc.
20,931
AMC Entertainment, Inc.
4,304
Amdocs Ltd
169,438
Amerada Hess Corporation
50,245
America Movil S.A. de C.V.
90,455
American Capital Strategies, Ltd.
46,753
American Eagle Outfitters, Inc
37,409
American Electric Power Company, Inc.
152,332
American Express Company
338,211
American Greetings Corp Class A
7,820
American Healthways, Inc
12,830
American International Group, Inc.
695,893
American Management Systems, Inc.
262
American Medical Systems Holdings, Inc.
13,388
American Power Conversion Corporation
33,686
American Standard Companies Inc.
72,314
American Tower Corporation CLA
53,499
American Water Works, Inc.
4,590
AmeriCredit Corporation
388,470
AMERIGROUP Corporation
7,478
Ameripath Inc
5,976
AmerisourceBergen Corporation
184,378
Ameristar Casinos, Inc
6,307
Ameritrade Holding Corp-Cl A
11,559
AmerUs Group Co.
4,254
AMETEK, Inc.
429
Amgen, Inc.
1,156,128
Amkor Technology, Inc
52,798
AMN Healthcare Services, Inc.
16,943
Amphenol Corporation
10,311
AMR Corporation
55,563
AmSouth Bancorporation
10,512
Amylin Pharmaceuticals, Inc.
29,103
Anadarko Petroleum Corporation
249,822
Anadigics, Inc
12,014
Analog Devices, Inc.
166,352
Anaren, Inc.
7,143
Andrew Corporation
19,783
Andrx Corp
449,756
Angiotech Pharmaceuticals, Inc.
24,543
Anglogold Limited
54,967
Anheuser-Busch Companies, Inc.
109,491
AnnTaylor Stores Corporation
57,102
ANSYS, Inc
5,341
Anteon International Corporation
1,847
Anthem, Inc.
63,816
Antigenics Inc.
12,725
AON Corporation
61,004
Apache Corporation
149,047
Apartment Investment & Management Company
5
Apex Silver Mines Limited
7,613
Apogee Enterprises, Inc.
4,464
Apogent Technologies, Inc
2,051
Apollo Group, Inc.
99,442
Apple Computer, Inc.
342,128
Applebee’s International, Inc.
31,442
Applera Corp - Celera Genomics Group
24,801
Applera Corporation-Applied Biosystems Group
16,590
Applied Films Corporation
3,875
Applied Materials, Inc.
1,074,571
Applied Micro Circuits Corporation
276,577
Apria Healthcare Group Incorporated
14,443
Aquila, Inc
150,997
ARAMARK Corporation
3,486
Arch Coal, Inc
11,280
Contract Volume
Callff
Put
10,103
105,332
20,690
52,895
19,583
9,029
144,628
661,808
372,341
5,632
2,457
77,709
28,669
40,985
28,010
21,173
64,477
183,595
3,085
9,903
324,944
250
10,859
25,064
37,547
41,113
2,834
217,537
3,462
3,765
117,864
2,896
8,597
2,809
374
743,691
23,171
9,495
5,822
35,708
4,885
23,409
116,662
9,411
98,262
3,603
10,582
324,453
17,245
39,024
65,911
28,195
3,306
1,243
45,766
10,648
41,721
87,140
0
6,543
2,585
929
65,751
173,421
15,864
18,371
12,404
2,057
587,129
191,107
8,471
112,475
2,240
6,278
10,035
123,176
11,433
25,228
20,939
2,996
78,825
390,722
255,569
15,299
1,847
91,729
21,576
49,470
18,743
16,236
87,855
154,616
4,735
2,927
370,949
12
2,529
8,622
34,767
12,386
1,756
170,933
4,016
2,211
66,514
3,411
2,962
1,445
55
412,437
29,627
7,448
4,489
19,855
5,627
5,694
133,160
2,603
68,090
3,540
9,201
125,303
7,298
15,943
43,580
28,907
2,035
604
18,050
2,077
19,283
61,907
5
1,070
1,879
1,122
33,691
168,707
15,578
6,430
4,186
1,818
487,442
85,470
5,972
38,522
1,246
5,002
Average Daily Volume
Total
Call
Put
80
907
127
310
161
48
887
4,177
2,492
83
27
672
199
359
186
148
604
1,342
31
51
2,761
1
64
134
287
212
18
1,542
51
24
732
25
46
22
4
4,588
210
118
41
220
42
115
991
48
660
28
79
1,785
115
218
434
227
21
13
275
54
242
591
1
46
26
8
395
1,358
125
98
66
15
4,264
1,098
57
599
17
45
40
418
82
210
78
36
574
2,626
1,478
22
15
308
114
163
111
84
256
729
12
39
1,289
1
52
99
149
163
11
863
23
15
468
11
34
15
4
2,951
92
66
23
142
19
93
463
37
390
14
42
1,288
81
155
262
112
13
9
197
45
166
346
0
40
15
4
261
688
63
73
49
8
2,330
758
34
446
11
25
40
489
45
100
83
12
313
1,550
1,014
61
11
364
86
196
74
64
349
614
19
12
1,472
0
12
34
138
49
7
678
27
9
264
14
12
7
1
1,637
118
52
18
79
22
23
528
10
270
14
37
497
34
63
173
115
8
4
78
9
77
246
1
7
11
4
134
669
62
26
17
7
1,934
339
24
153
6
20
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
ADM
ASN
AREM
ARNA
AGY
ARIA
ARBA
ABFS
AH
ARRS
ARW
AJG
ARM
ASA
ASCL
ASTSF
ASIA
ASML
ASMI
ASBC
AF
AZN
APWR
ASYT
ATHQE
T
AWE
ATYT
CGO
ATML
ADSK
ADP
AN
AZO
AVNT
AV
AVE
AVII
AVGN
AVA
AVT
AVCT
AVP
AVX
AXA
ACLS
AXTI
AZR
BHI
BLL
BLDP
BAC
BK
ONE
BNK
BCR
BKS
BRL
BARZ
ABX
BOL
BAX
BAY
BBT
BCE
BEAV
BEAS
BSC
BE
BZH
BEC
BDX
BBBY
BLS
Archer-Daniels-Midland Company
Archstone-Smith Trust
AremisSoft Corporation
Arena Pharmaceuticals. Inc
Argosy Gaming Company
ARIAD Pharmaceuticals, Inc
Ariba, Inc
Arkansas Best Corporation
Armor Holdings Inc
Arris Group, Inc.
Arrow Electronics, Inc.
Arthur J. Gallagher & Co
ArvinMeritor, Inc
ASA Limited
Ascential Software Corporation
ASE Test Limited
Asiainfo Holdings Inc
ASM Holding N.V.
ASM International N.V.
Associated Banc-Corp
Astoria Financial Corporation
AstraZeneca plc ADS
AstroPower, Inc
Asyst Technologies, Inc
At Home Corporation Ser. A
AT&T Corporation
AT&T Wireless Services, Inc
ATI Technologies Inc
Atlas Air Worldwide Holdings, Inc
Atmel Corporation
Autodesk, Inc.
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
AVANT! Corporation
Avaya Inc
Aventis ADS
AVI Biopharma, Inc.
Avigen, Inc
Avista Corporation
Avnet, Inc.
Avocent Corp.
Avon Products, Inc.
AVX Corporation
Axa-Spons ADR
Axcelis Technologies, Inc
AXT, Inc
Aztar Corporation
Baker Hughes Incorporated
Ball Corporation
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
BARRA, Inc.
Barrick Gold Corporation
Bausch & Lomb Incorporated
Baxter International, Inc.
Bayer AG
BB&T Corporation
BCE, Inc.
BE Aerospace, Inc.
BEA Systems, Inc
Bear Stearns Companies, Inc. (The)
BearingPoint, Inc.
Beazer Homes USA, Inc.
Beckman Coulter, Inc.
Becton Dickinson & Company
Bed Bath & Beyond, Inc.
BellSouth Corporation
Total
11,624
54
15
3,617
26,285
6,577
126,173
82
17,326
16,762
1,450
9,567
6,327
46,425
21,029
8,083
8,021
34,231
22,061
6,859
34,704
210,632
14,000
325
238
1,229,414
309,797
44,260
11,389
164,295
13,170
130,792
55,144
141,707
2,429
11,298
33,068
17,167
3,393
2,955
12,607
19,664
39,414
9,456
20,376
19,859
8,816
12,099
78,822
24,486
94,552
1,286,825
159,965
288,455
18,788
15,937
41,861
63,849
9,804
264,318
28,361
182,589
8,371
38,717
33,695
13,470
417,285
173,022
13,512
69,920
39,850
8,914
162,709
100,113
Contract Volume
Callff
Put
8,827
18
0
2,338
15,149
5,665
91,855
22
9,653
11,139
765
6,587
5,407
27,532
15,234
3,566
4,046
21,452
13,562
6,008
26,630
78,243
7,853
250
231
746,925
198,895
31,843
6,609
122,785
10,056
82,318
42,900
73,486
1,889
6,982
11,857
10,899
2,836
1,786
6,806
13,623
28,516
6,253
11,438
7,036
5,148
5,939
35,793
15,015
46,431
758,217
105,560
192,436
12,896
12,103
22,425
25,616
5,013
177,674
11,044
120,166
2,784
27,399
24,474
8,674
302,166
107,288
7,722
31,331
16,943
6,139
103,470
56,806
2,797
36
15
1,279
11,136
912
34,318
60
7,673
5,623
685
2,980
920
18,893
5,795
4,517
3,975
12,779
8,499
851
8,074
132,389
6,147
75
7
482,489
110,902
12,417
4,780
41,510
3,114
48,474
12,244
68,221
540
4,316
21,211
6,268
557
1,169
5,801
6,041
10,898
3,203
8,938
12,823
3,668
6,160
43,029
9,471
48,121
528,608
54,405
96,019
5,892
3,834
19,436
38,233
4,791
86,644
17,317
62,423
5,587
11,318
9,221
4,796
115,119
65,734
5,790
38,589
22,907
2,775
59,239
43,307
Average Daily Volume
Total Call
Put
46
7
0
14
104
26
501
0
69
67
6
38
25
184
83
32
32
136
88
27
138
836
56
1
1
4,879
1,229
176
45
652
52
519
219
562
10
45
131
70
13
12
50
78
156
38
81
79
35
48
313
97
375
5,106
635
1,145
75
63
166
253
49
1,049
113
725
35
154
134
53
1,656
687
54
393
158
35
646
397
35
2
0
9
60
22
365
0
38
44
3
26
21
109
60
14
16
85
54
24
106
310
31
1
1
2,964
789
126
26
487
40
327
170
292
7
28
47
44
11
7
27
54
113
25
45
28
20
24
142
60
184
3,009
419
764
51
48
89
102
25
705
44
477
12
109
97
34
1,199
426
31
176
67
24
411
225
11
5
0
5
44
4
136
0
30
22
3
12
4
75
23
18
16
51
34
3
32
525
24
0
0
1,915
440
49
19
165
12
192
49
271
2
17
84
25
2
5
23
24
43
13
35
51
15
24
171
38
191
2,098
216
381
23
15
77
152
24
344
69
248
24
45
37
19
457
261
23
217
91
11
235
172
17
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
18
BLC
BMS
BBY
BEV
BGEN
BMRN
BMET
BPUR
BIO
BSTE
BTGC
BTX
BVF
BJS
BJ
BDK
BBOX
HRB
BBI
RINO
BMC
BA
BCC
BGP
BWA
BORL
BCGI
BSX
BYD
BP
BPRX
BGG
BMY
BTI
BTY
BRCM
BVSN
BRCD
BRKS
BRO
BDAL
BC
BUCA
BG
BNI
BR
BOBJ
CHP
CWP
CVC
CCMP
CAI
CDN
CALP
ELY
CPN
CBM
CPB
CNI
COF
CPST
CAH
CECO
CMX
CSL
KMX
CCL
CG
CANIE
POS
CAT
CBRL
CCBL
CDWC
Belo Corp
Bemis Company
Best Buy Co., Inc.
Beverly Enterprises, Inc
Biogen, Inc.
BioMarin Pharmaceutical Inc
Biomet, Inc.
Biopure Corporation
Bio-Rad Laboratories, Inc
Biosite, Inc
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-Cl A
Blue Rhino Corporation
BMC Software, Inc.
Boeing Company (The)
Boise Cascade Corporation
Borders Group, Inc.
BorgWarner, Inc
Borland Software Corporation
Boston Communications Group, Inc
Boston Scientific Corporation
Boyd Gaming Corporation
BP p.l.c.
Bradley Pharmaceuticals, Inc
Briggs & Stratton
Bristol-Myers Squibb Company
British American Tobacco p.l.c.
British Telecommunications PLC ADR
Broadcom, Inc.
BroadVision, Inc
Brocade Communications
Brooks Automation, Inc
Brown & Brown, Inc.
Bruker Daltonics, Inc
Brunswick Corporation
Buca, Inc
Bunge Limited
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 Microelectronics Corporation
CACI International Inc. Class A
Cadence Design Systems, Inc.
Caliper Technologies Corp
Callaway Golf Company
Calpine Corporation
Cambrex Corporation
Campbell Soup Company
Canadian National Railway Company
Capital One Financial Corporation
Capstone Turbine Corporation
Cardinal Health, Inc.
Career Education Corporation
Caremark RX, Inc.
Carlisle Companies Incorporated
CarMax, Inc.
Carnival Corporation (Class A)
Carolina Group
Carreker Corporation
Catalina Marketing Corp
Caterpillar, Inc.
CBRL Group, Inc.
C-COR.net Corp.
CDW Corporation
Total
4,264
1,251
622,274
923
527,617
10,768
77,085
13,272
9,718
43,808
7,276
447
209,324
161,233
29,708
37,911
44,137
195,513
18,747
2,020
93,059
494,869
26,530
12,141
27,581
27,785
5,443
216,510
24,272
127,070
24,962
1,411
1,198,662
449
6,232
919,230
6,497
661,093
26,413
11,763
2,207
25,385
631
880
61,717
66,158
40,234
3,165
23,584
242,876
166,456
12,066
17,142
3,015
54,101
1,011,772
5,519
46,783
23,252
341,465
6,210
183,352
35,497
73,790
1,933
61,949
103,119
20,257
22,553
773
90,296
9,428
1,038
135,995
Contract Volume
Callff
Put
2,696
1,229
362,537
467
290,741
5,993
44,734
7,622
4,800
21,357
5,317
233
127,789
62,801
10,258
19,181
19,282
99,261
10,017
1,524
57,319
301,986
18,781
5,745
12,931
19,821
3,900
161,033
16,226
95,402
20,151
914
802,269
140
3,708
493,543
5,498
387,397
13,560
8,608
1,706
11,775
621
626
53,890
47,984
16,951
1,420
13,090
154,752
80,491
8,372
9,504
2,341
27,364
564,452
2,305
33,694
18,466
164,657
5,265
80,127
20,719
47,172
1,473
36,918
66,742
19,246
18,241
351
45,598
4,464
588
62,117
1,568
22
259,737
456
236,876
4,775
32,351
5,650
4,918
22,451
1,959
214
81,535
98,432
19,450
18,730
24,855
96,252
8,730
496
35,740
192,883
7,749
6,396
14,650
7,964
1,543
55,477
8,046
31,668
4,811
497
396,393
309
2,524
425,687
999
273,696
12,853
3,155
501
13,610
10
254
7,827
18,174
23,283
1,745
10,494
88,124
85,965
3,694
7,638
674
26,737
447,320
3,214
13,089
4,786
176,808
945
103,225
14,778
26,618
460
25,031
36,377
1,011
4,312
422
44,698
4,964
450
73,878
Average Daily Volume
Total Call
Put
17
5
2,469
4
2,094
43
306
53
75
174
29
2
831
640
118
150
175
776
74
38
369
1,964
105
48
109
110
22
859
126
504
99
9
4,757
2
25
3,648
26
2,623
105
55
9
101
3
3
245
263
160
13
94
964
661
48
68
12
215
4,015
33
186
92
1,355
25
728
141
293
15
246
409
90
89
3
358
37
4
540
11
5
1,439
2
1,154
24
178
30
37
85
21
1
507
249
41
76
77
394
40
29
227
1,198
75
23
51
79
15
639
84
379
80
6
3,184
1
15
1,959
22
1,537
54
40
7
47
2
2
214
190
67
6
52
614
319
33
38
9
109
2,240
14
134
73
653
21
318
82
187
11
147
265
86
72
1
181
18
2
246
6
0
1,031
2
940
19
128
22
38
89
8
1
324
391
77
74
99
382
35
9
142
765
31
25
58
32
6
220
42
126
19
3
1,573
1
10
1,689
4
1,086
51
15
2
54
0
1
31
72
92
7
42
350
341
15
30
3
106
1,775
19
52
19
702
4
410
59
106
4
99
144
4
17
2
177
20
2
293
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
CLS
CELG
CEGE
CTIC
CD
CNP
CTX
CTLM
CENT
CTL
CEPH
ARB
CEN
CERN
CERS
CHIC
CHRS
CHTR
CHRT
CHKP
CKFR
CAKE
CHK
CVX
CHS
PLCE
CHL
CHU
CHPC
CHIR
CTEC
CBK
CB
RIO
CBR
CIEN
CI
CIMA
XEC
BRW
CIN
CTAS
CC
CRUS
CSCO
CIT
C
CZN
CTXS
CYN
CKR
CLE
CLRS
CLHB
CCU
CNL
CLX
CMS
CNA
CNET
CNF
COH
KO
CCE
KOF
CTSH
COGN
CSTR
CL
COLT
COB
COLM
CMCSA
CMCSK
Celestica Inc
Celgene Corporation
Cell Genesys, Inc
Cell Therapeutics, Inc
Cendant Corporation
CenterPoint Energy, Inc.
CENTEX Corporation
Centillium Communications, Inc
Central Garden & Pet Company
Centurytel Inc.
Cephalon, Inc.
Ceridian Corporation
Ceridian Corporation
Cerner Corporation
Cerus Corp
Charlotte Russe Holding, Inc.
Charming Shoppes, Inc.
Charter Communications, Inc
Chartered Semiconductor Mfg td
Check Point Software Technologies Ltd
Checkfree Corporation
Cheesecake Factory Incorporated (The)
Chesapeake Energy Corporation
ChevronTexaco Corporation
Chico’s FAS, Inc
Children’s Place
China Telecom Limited ADR
China Unicom Limited
ChipPac, Inc
Chiron Corporation
Cholestech Corporation
Christopher & Banks Corporation
Chubb Corporation (The)
CIA Vale Do Rio Doce (CVRD)
CIBER, Inc.
Ciena Corporation
CIGNA Corporation
CIMA Labs Inc
Cimarex Energy Co.
Cincinnati Bell Inc.
Cinergy Corporation
Cintas Corporation
Circuit City Stores, Inc. Circuit City Group
Cirrus Logic, Inc.
Cisco Systems, Inc.
CIT Group Inc.
Citigroup, Inc.
Citizens Communications Company
Citrix Systems, Inc.
City National Corporation
CKE Restaurants, Inc.
Claire’s Stores, Inc.
Clarus Corporation
Clean Harbors, Inc.
Clear Channel Communications, Inc.
Cleco Corporation
Clorox Company (The)
CMS Energy Corporation
CNA Financial Corporation
CNET Networks, Inc.
CNF, Inc.
Coach, Inc
Coca-Cola Company (The)
Coca-Cola Enterprises, Inc.
Coca-Cola Femsa, S.A. de C.V.
Cognizant Technology Solutions Corporation
Cognos Incorporated
Coinstar, Inc
Colgate-Palmolive Company
COLT Telecom Group plc-ADR
Columbia Laboratories, Inc.
Columbia Sportwear Company
Comcast Corp. (Class A)
Comcast Corporation (Special Class A)
Total
152,556
53,283
12,502
27,755
491,946
172,816
103,389
7,980
8,989
21,489
218,013
4,722
5,192
37,936
10,473
740
9,909
127,753
15,578
413,946
40,274
17,580
51,932
310,446
95,843
7,073
28,132
54,890
17,020
74,736
10,308
14,170
103,062
1,474
1,340
396,071
99,728
12,048
431
64,350
29,492
54,589
98,203
82,202
5,406,632
32,157
3,747,218
40,912
264,009
10,211
10,231
8,872
9,686
25,953
297,571
1,535
11,699
77,844
17,534
7,061
43,891
90,473
718,586
46,242
2,273
31,430
26,788
22,834
142,967
629
12,893
9,440
32,490
381,432
Contract Volume
Callff
Put
58,062
38,103
8,707
12,743
299,479
109,618
42,789
5,833
6,869
8,618
101,590
2,228
4,435
22,688
5,247
419
4,456
80,063
6,434
229,141
26,753
11,454
38,385
189,434
69,062
2,691
26,012
43,189
16,224
32,928
7,979
8,576
51,501
593
808
269,107
49,099
8,346
339
37,560
15,863
30,742
60,594
55,273
3,636,089
20,183
2,321,962
9,007
140,144
6,620
9,065
5,506
4,518
13,750
190,396
406
6,958
39,660
11,404
5,345
30,547
50,044
489,978
33,407
1,193
17,676
19,098
14,092
76,973
559
9,516
4,595
17,813
175,554
94,494
15,180
3,795
15,012
192,467
63,198
60,600
2,147
2,120
12,871
116,423
2,494
757
15,248
5,226
321
5,453
47,690
9,144
184,805
13,521
6,126
13,547
121,012
26,781
4,382
2,120
11,701
796
41,808
2,329
5,594
51,561
881
532
126,964
50,629
3,702
92
26,790
13,629
23,847
37,609
26,929
1,770,543
11,974
1,425,256
31,905
123,865
3,591
1,166
3,366
5,168
12,203
107,175
1,129
4,741
38,184
6,130
1,716
13,344
40,429
228,608
12,835
1,080
13,754
7,690
8,742
65,994
70
3,377
4,845
14,677
205,878
Average Daily Volume
Total
Call
Put
605
211
50
110
1,952
686
410
32
36
85
865
19
21
151
42
4
59
507
62
1,643
160
70
206
1,232
380
28
112
218
68
297
41
56
409
11
5
1,572
396
48
7
255
117
217
390
326
21,455
266
14,870
162
1,048
41
53
35
38
158
1,181
21
46
309
70
28
174
359
2,852
184
14
204
106
91
567
2
51
37
129
1,514
230
151
35
51
1,188
435
170
23
27
34
403
9
18
90
21
2
26
318
26
909
106
45
152
752
274
11
103
171
64
131
32
34
204
5
3
1,068
195
33
5
149
63
122
240
219
14,429
167
9,214
36
556
26
47
22
18
84
756
6
28
157
45
21
121
199
1,944
133
7
115
76
56
305
2
38
18
71
697
375
60
15
60
764
251
240
9
8
51
462
10
3
61
21
2
32
189
36
733
54
24
54
480
106
17
8
46
3
166
9
22
205
7
2
504
201
15
1
106
54
95
149
107
7,026
99
5,656
127
492
14
6
13
21
74
425
16
19
152
24
7
53
160
907
51
6
89
31
35
262
0
13
19
58
817
19
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
20
CMA
CBSH
CMRC
CYH
ABV
VNT
CTC
CPQ
CCRT
CA
CSC
CMNT
CPWR
CRK
CMVT
CAG
LENS
CCRD
CE
CCUR
CNXT
CNCT
COP
CNCEQ
CNX
ED
STZ
CAL
CVG
CAM
COO
CBE
CTB
RKY
CPRT
COCO
CRXA
GLW
COST
COT
CFC
CVD
CVH
COX
CR
CREAF
CMOS
CREE
CK
CCRN
CCI
CCK
CRY
CRY P
CSGS
CSX
CTMI
CBST
CUM
CMLS
CRGN
CURE
CVTX
CVS
CYBX
CYGN
CYMI
CY
CYTC
DKWD
DHI
DCX
DCN
DHR
Stock
Total
Comerica Incorporated
27,343
Commerce Bancshares, Inc.
1,860
Commerce One, Inc.
23,618
Community Health Care
11,013
Companhia de Bebidas das Americas
35
Compania Anonima Nacional Venezuela
9,209
Compania de Telecomunicaciones de Chile S.A. ADR
2,277
Compaq Computer Corporation
262,066
CompuCredit Corporation
4,272
Computer Associates International, Inc.
447,886
Computer Sciences Corporation
87,581
ComputerNetwork Technology Corporation
14,385
Compuware Corporation
152,349
Comstock Resources, Inc
3,231
Comverse Technology, Inc.
154,945
ConAgra, Inc.
34,796
Concord Camera Corp
2,445
Concord Communications Inc
6,890
Concord EFS, Inc.
221,634
Concurrent Computer Corporation
30,999
Conexant Systems, Inc.
74,150
Connetics Corporation
3,562
ConocoPhillips
51,793
Conseco, Inc. (OLD)
107,159
Consol Energy Inc
11,358
Consolidated Edison ,Inc.
13,603
Constellation Brands, Inc
11,425
Continental Airlines, Inc. (Class B)
85,182
Convergys Corp
23,683
Cooper Cameron Corporation
29,905
Cooper Companies, Inc. (The)
15,982
Cooper Industries, Inc.
83,289
Cooper Tire & Rubber Company
16,563
Coors (Adolph) Co. (Class B)
554
Copart Inc.
26,161
Corinthian Colleges, Inc
26,173
Corixa Corporation
42,042
Corning Incorporated
660,299
Costco Wholesale Corp.
99,608
Cott Corporation
4,808
Countrywide Credit Industries, Inc.
190,122
Covance
8,040
Coventry Health Care, Inc
4,704
Cox Communications, Inc. (Class A)
430,141
Crane Co.
93
Creative Technology Limited
5,942
Credence Systems Corporation
22,261
Cree Inc.
147,820
Crompton Corporation
346
Cross Country Healthcare, Inc.
22,063
Crown Castle International Corp.
32,591
Crown Holdings, Inc.
115,780
CryoLife, Inc
16,148
CryptoLogic Inc
17,532
CSG Systems International, Inc
26,690
CSX Corporation
25,920
CTI Molecular Imaging, Inc.
5,853
Cubist Pharmaceuticals, Inc
20,394
Cummins Inc.
47,079
Cumulus Media Inc - Cl A
5,559
CuraGen Corporation
18,753
Curative Health Services, Inc.
8,664
CV Therapeutics, Inc
132,687
CVS Corporation
22,183
Cyberonics, Inc
22,905
Cygnus, Inc.
1,225
Cymer, Inc.
196,707
Cypress Semiconductor Corporation
103,372
CYTYC Corporation
83,884
D&K Healthcare Resources, Inc.
22,363
D.R. Horton, Inc.
52,038
DaimlerChrysler AG
123,365
Dana Corporation
19,123
Danaher Corporation
61,548
Contract Volume
Callff
10,529
1,322
11,426
7,934
35
5,272
790
151,638
2,646
282,679
48,139
10,088
46,566
2,505
99,028
20,241
1,936
3,699
156,336
24,108
43,756
3,212
36,336
71,257
8,092
8,319
8,054
59,165
19,301
16,189
8,102
59,327
15,882
287
20,923
15,060
28,869
389,516
58,116
3,440
101,566
7,083
3,118
118,818
10
3,577
16,519
107,871
97
17,092
13,896
82,597
10,711
9,009
17,274
21,672
3,574
14,353
15,045
3,426
12,207
6,596
78,899
12,324
18,849
975
77,493
60,329
51,174
10,702
31,169
47,030
11,980
28,460
Put
16,814
538
12,192
3,079
0
3,937
1,487
110,428
1,626
165,207
39,442
4,297
105,783
726
55,917
14,555
509
3,191
65,298
6,891
30,394
350
15,457
35,902
3,266
5,284
3,371
26,017
4,382
13,716
7,880
23,962
681
267
5,238
11,113
13,173
270,783
41,492
1,368
88,556
957
1,586
311,323
83
2,365
5,742
39,949
249
4,971
18,695
33,183
5,437
8,523
9,416
4,248
2,279
6,041
32,034
2,133
6,546
2,068
53,788
9,859
4,056
250
119,214
43,043
32,710
11,661
20,869
76,335
7,143
33,088
Average Daily Volume
Total
Call
Put
109
7
94
44
0
37
9
1,040
17
1,777
348
57
605
13
615
138
10
27
880
123
294
14
206
425
45
54
45
338
94
119
63
331
66
2
104
104
167
2,620
395
21
754
32
19
1,707
2
24
88
587
1
96
129
459
64
70
106
103
98
81
187
22
74
45
527
88
91
5
781
410
333
123
207
490
76
244
42
5
45
31
0
21
3
602
11
1,122
191
40
185
10
393
80
8
15
620
96
174
13
144
283
32
33
32
235
77
64
32
235
63
1
83
60
115
1,546
231
15
403
28
12
472
0
14
66
428
0
74
55
328
43
36
69
86
60
57
60
14
48
34
313
49
75
4
308
239
203
59
124
187
48
113
67
2
48
12
0
16
6
438
6
656
157
17
420
3
222
58
2
13
259
27
121
1
61
142
13
21
13
103
17
54
31
95
3
1
21
44
52
1,075
165
6
351
4
6
1,235
2
9
23
159
1
22
74
132
22
34
37
17
38
24
127
8
26
11
213
39
16
1
473
171
130
64
83
303
28
131
CBOE Equity Options Volume (Includes LEAPS)
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
Standard
Symbol
Stock
DRI
DVA
DF
DE
DLM
DELL
DPH
DLP
DAL
XRAY
DB
DT
DVN
DEO
DO
DTPI
DIAN
DBD
DIGE
DRIV
DDS
DIS
DVSA
DCTM
DOL
DG
DLTR
D
DORL
DCLK
DOV
DOW
DJR
RDY
DRYR
DRS
DSPG
DD
DUK
DQE
DRRA
DY
DYN
ET
EPNY
ELNK
EMN
EK
ETN
EBAY
ELON
DISH
ECLP
ECL
EIX
EDO
EW
AGE
EP
ELN
ESIO
EGLS
ERTS
EDS
ELBO
EFII
EMBT
EMC
EMKR
EMR
EMIS
EMMS
ERJ
Darden Restaurants, Inc
DaVita, Inc
Dean Foods Company
Deere & Company
Del Monte Foods Company
Dell Computer Corp.
Delphi Corporation
Delta & Pine Land Co.
Delta Air Lines, Inc.
DENTSPLY International Inc.
Deutsche Bank AG
Deutsche Telekom AG ADR
Devon Energy Corporation
Diageo PLC
Diamond Offshore Drilling, Inc.
DiamondCluster International, Inc.
DIANON Systems, Inc
Diebold, Incorporated
Digene Corp.
Digital River, Inc
Dillard Department Stores, Inc. (Class A)
Disney (The Walt) Holding Co.
Diversa Corporation
Documentum, Inc
Dole Food Company, Inc.
Dollar General Corporation
Dollar Tree Stores, Inc.
Dominion Resources, Inc.
Doral Financial Corp
Doubleclick Inc
Dover Corporation
Dow Chemical Company (The)
Dow Jones Equity REIT Index
Dr. Reddy’s Laboratories Limited
Dreyer’s Grand Ice Cream, Inc.
DRS Technologies, Inc
DSP Group
du Pont (E.I.) de Nemours & Company
Duke Energy Company
Duquesne Light Holdings, Inc.
Dura Automotive Systems, Inc.
Dycom Industries, Inc
Dynegy Inc.
E*Trade Financial Corporation
E. Piphany, Inc
EarthLink, Inc.
Eastman Chemical Company
Eastman Kodak Company
Eaton Corporation
eBay, Inc
Echelon Corporation
EchoStar Communications Corporation
Eclipsys Corporation
Ecolab Inc
Edison International
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.
Embarcadero Technologies, Inc.
EMC Corporation
EMCORE Corporation
Emerson Electric Company
Emisphere Technologies, Inc.
Emmis Communications Corp. Cl A
Empresa Brasileira de Aeronautica S.A.
Total
28,495
36,531
99,728
54,179
99
2,279,482
31,127
12,780
231,143
16,955
37,252
71,466
131,162
6,428
55,097
3,102
15,795
5,212
14,099
57,688
8,042
297,741
6,426
7,914
28,572
53,491
31,967
69,486
30,862
61,651
1,130
291,872
8
10,861
26,205
14,132
7,629
153,762
301,726
400
10,298
765
384,649
319,708
10,992
32,423
27,567
613,491
32,789
785,231
41,276
201,601
14,377
27,018
19,363
9,467
5,769
58,396
1,662,208
427,193
20,624
3,561
297,842
513,815
18,368
13,564
3,605
1,746,909
11,862
69,734
30,230
3,468
6,591
Contract Volume
Callff
15,405
14,079
57,890
31,734
80
1,404,828
11,406
9,789
122,842
14,365
11,530
46,761
73,974
3,551
31,907
937
7,326
2,991
12,822
41,750
4,568
185,294
5,019
3,983
20,001
40,662
24,662
28,237
20,774
41,816
805
204,255
8
4,897
10,089
11,314
4,622
83,082
124,048
310
9,688
249
191,127
226,286
9,504
21,347
21,464
293,714
17,598
414,917
32,921
122,324
10,152
14,737
12,460
6,186
3,943
47,697
1,015,056
308,231
6,625
2,048
171,828
240,637
10,666
7,491
2,313
1,244,690
4,201
41,040
17,452
1,816
4,307
Put
13,090
22,452
41,838
22,445
19
874,654
19,721
2,991
108,301
2,590
25,722
24,705
57,188
2,877
23,190
2,165
8,469
2,221
1,277
15,938
3,474
112,447
1,407
3,931
8,571
12,829
7,305
41,249
10,088
19,835
325
87,617
0
5,964
16,116
2,818
3,007
70,680
177,678
90
610
516
193,522
93,422
1,488
11,076
6,103
319,777
15,191
370,314
8,355
79,277
4,225
12,281
6,903
3,281
1,826
10,699
647,152
118,962
13,999
1,513
126,014
273,178
7,702
6,073
1,292
502,219
7,661
28,694
12,778
1,652
2,284
Average Daily Volume
Total
Call
Put
113
145
396
215
0
9,046
124
51
917
67
148
284
520
26
219
12
63
21
56
229
32
1,182
26
31
113
212
127
276
122
245
4
1,158
0
43
123
56
30
610
1,197
2
61
3
1,526
1,269
44
129
109
2,434
130
3,116
164
800
57
107
77
38
23
232
6,596
1,695
82
14
1,182
2,039
73
54
14
6,932
47
277
120
14
26
61
56
230
126
0
5,575
45
39
487
57
46
186
294
14
127
4
29
12
51
166
18
735
20
16
79
161
98
112
82
166
3
811
0
19
47
45
18
330
492
1
57
1
758
898
38
85
85
1,166
70
1,646
131
485
40
58
49
25
16
189
4,028
1,223
26
8
682
955
42
30
9
4,939
17
163
69
7
17
52
89
166
89
0
3,471
78
12
430
10
102
98
227
11
92
9
34
9
5
63
14
446
6
16
34
51
29
164
40
79
1
348
0
24
76
11
12
280
705
0
4
2
768
371
6
44
24
1,269
60
1,470
33
315
17
49
27
13
7
42
2,568
472
56
6
500
1,084
31
24
5
1,993
30
114
51
7
9
21
CBOE Equity Options Volume (Includes LEAPS)
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
589
590
22
Standard
Symbol
Stock
ELX
ECA
ENDP
ENDOE
ENR
EAS
EC
EASI
ENRNQ
ESV
ENTG
ETS
ETR
EVC
ENMD
ENTU
ENZ
ENZN
EOG
EPIQ
EOP
EQR
ERICY
ESPD
ESST
EL
ETH
RE
EVG
EXAR
XLTC
EXEL
EXC
EXDSQ
EXPE
EXPD
ESRX
XJT
EXTR
EXLT
XOM
FFIV
FTUS
FCS
FALC
FNM
FAST
AGM
FRE
FD
FDX
FEIC
FOE
FNF
FNIS
FITB
FILE
FDC
FHCC
FHRX
FE
FISV
FSH
FBF
FLE
FLM
FLEX
FLIR
FLS
FLR
FMC
FTI
Z
FTS
Emulex Corporation
EnCana Corporation
Endo Pharmaceuticals Holdings Inc
Endocare, Inc
Energizer Holdings, Inc
Energy East Corporation
Engelhard Corporation
Engineered Support Systems, Inc
Enron Corporation
ENSCO International Incorporated
Entegris, Inc
Enterasys Networks, Inc
Entergy Corporation
Entravision Communications Corporation
EntreMed Inc.
Entrust, Inc.
Enzo Biochem, Inc.
Enzon Pharmaceuticals, Inc.
EOG Resources, Inc.
EPIQ Systems, Inc
Equity Office Properties Trust
Equity Residential
Ericsson (L.M.) Telephone Co. ADR
eSPEED, Inc
ESS Technology, Inc.
Estee Lauder Companies, Inc. (The) (Class A)
Ethan Allen Interiors, Inc.
Everest Reinsurance Holdings, Inc.
Evergreen Resources, Inc
Exar Corporation
Excel Technology, Inc.
Exelixis, Inc
Exelon Corporation
Exodus Communication, Inc.
Expedia, Inc
Expeditors International of Washington, Inc.
Express Scripts Inc-Cl A
ExpressJet Holdings, Inc.
Extreme Networks, Inc
Exult Inc
Exxon Mobil Corporation
F5 Networks, Inc
Factory 2-U Stores, Inc
Fairchild Semiconductor Int’l, Inc
FalconStor Software, Inc
Fannie Mae
Fastenal Company
Federal Agricultural Mortgage Corporation
Federal Home Loan Mortgage Corporation (Freddie Mac)
Federated Department Stores, Inc.
FedEx Corporation
FEI Company
Ferro Corporation
Fidelity National Financial, Inc.
Fidelity National Information Solutions, Inc.
Fifth Third Bancorp.
FileNet Corporation
First Data Corporation
First Health Group Corporation
First Horizon Pharmacuetical Corporation
FirstEnergy Corp.
FIserv, Inc.
Fisher Scientific International Inc.
FleetBoston Financial Corp.
Fleetwood Enterprises, Inc.
Fleming Companies, Inc
Flextronics International Ltd.
FLIR Systems, Inc
Flowserve Corporation
Fluor Corporation (New)
FMC Corporation
FMC Technologies, Inc
Foot Locker, Inc
Footstar, Inc.
Total
562,789
27,002
7,625
54,401
28,801
109
13,094
27,587
20,028
50,331
12,300
27,650
18,323
3,579
13,348
16,758
18,699
82,076
68,563
11,411
43,834
761
371,284
1,886
144,505
101,211
8,609
28,503
5,680
7,129
5,632
7,667
60,566
913
321,476
17,162
81,824
10,271
142,540
16,351
1,297,663
42,273
11,507
55,516
10,185
427,679
29,906
22,401
201,249
51,036
162,809
15,758
718
25,000
976
48,242
13,569
105,967
28,215
15,479
25,073
16,190
7,214
174,211
1,725
123,898
507,369
20,209
11,276
29,222
31,213
31,912
128,138
26,426
Contract Volume
Callff
Put
327,298
16,986
3,236
28,427
16,644
106
6,560
19,863
13,785
35,425
7,546
22,448
9,837
2,689
9,677
13,380
13,919
48,887
31,560
7,954
25,962
581
233,742
1,566
99,625
66,207
6,759
17,633
3,275
4,233
3,638
5,941
25,874
747
151,161
6,231
46,988
8,444
109,079
9,386
988,810
26,419
5,150
31,742
9,279
183,315
11,827
8,710
95,510
28,811
95,168
6,133
274
16,681
966
25,908
9,659
65,954
23,882
10,326
8,993
8,544
5,834
129,416
1,158
62,725
376,412
12,070
7,411
16,594
23,915
10,840
73,746
10,750
235,491
10,016
4,389
25,974
12,157
3
6,534
7,724
6,243
14,906
4,754
5,202
8,486
890
3,671
3,378
4,780
33,189
37,003
3,457
17,872
180
137,542
320
44,880
35,004
1,850
10,870
2,405
2,896
1,994
1,726
34,692
166
170,315
10,931
34,836
1,827
33,461
6,965
308,853
15,854
6,357
23,774
906
244,364
18,079
13,691
105,739
22,225
67,641
9,625
444
8,319
10
22,334
3,910
40,013
4,333
5,153
16,080
7,646
1,380
44,795
567
61,173
130,957
8,139
3,865
12,628
7,298
21,072
54,392
15,676
Average Daily Volume
Total
Call
Put
2,233
107
30
216
114
0
52
109
79
200
49
110
73
14
53
67
74
326
272
45
174
3
1,473
7
573
402
34
113
23
28
22
30
240
4
1,276
68
325
59
566
65
5,149
168
46
220
40
1,697
119
158
799
203
646
63
5
99
26
191
54
421
112
61
99
64
34
691
7
492
2,013
80
45
116
124
127
508
114
1,299
67
13
113
66
0
26
79
55
141
30
89
39
11
38
53
55
194
125
32
103
2
928
6
395
263
27
70
13
17
14
24
103
3
600
25
186
49
433
37
3,924
105
20
126
37
727
47
61
379
114
378
24
2
66
26
103
38
262
95
41
36
34
27
514
5
249
1,494
48
29
66
95
43
293
46
934
40
17
103
48
0
26
31
25
59
19
21
34
4
15
13
19
132
147
14
71
1
546
1
178
139
7
43
10
11
8
7
138
1
676
43
138
11
133
28
1,226
63
25
94
4
970
72
96
420
88
268
38
3
33
0
89
16
159
17
20
64
30
6
178
2
243
520
32
15
50
29
84
216
68
CBOE Equity Options Volume (Includes LEAPS)
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
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
Standard
Symbol
Stock
F
FRX
FST
FO
FDRY
FS
FOX
FPL
FTE
BEN
FMKT
FCX
FDP
FRNT
FTO
FSII
FCN
FCEL
FNDT
FBN
GADZ
GME
GCI
GPS
GRMN
GTW
GMT
GMSTE
GY
GLGC
DNA
BGC
GD
GE
GIS
GMH
GM
GNSS
GENE
GPRO
GNTA
GTIV
GZBX
GENZ
GP
GERN
GYI
GILD
G
GIVN
GLG
GSK
GBLXQ
GISX
GLBL
GPN
GSF
GSTRF
GSPN
GLCBY
GFI
GG
GR
GT
GRP
GLK
GXP
GBBK
GPT
GFF
GPI
GGALE
TV
GSIC
Ford Motor Company
1,067,986
Forest Laboratories, Inc.
210,826
Forest Oil Corporation
11,843
Fortune Brands, Inc.
981
Foundry Networks, Inc
97,972
Four Seasons Hotels Inc
32,919
Fox Entertainment Group, Inc.
3,966
FPL Group, Inc.
9,319
France Telecom, ADR
21,377
Franklin Resources, Inc.
18,553
FreeMarkets, Inc
66,001
Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 38,901
Fresh Del Monte Products Inc
7,325
Frontier Airlines Inc
5,506
Frontier Oil Corporation
8,578
FSI International, Inc.
6,829
FTI Consulting, Inc
6,734
FuelCell Energy, Inc
30,214
Fundtech Ltd
491
Furniture Brands International, Inc
12,868
Gadzooks, Inc.
1,247
GameStop Corporation
12,222
Gannett Company, Inc.
15,051
Gap, Inc. (The)
631,660
Garmin Ltd
12,063
Gateway, Inc.
68,327
GATX Corporation
11,925
Gemstar-TV Guide Int’l, Inc
193,506
GenCorp Inc.
524
Gene Logic Inc
4,751
Genentech,Inc
301,673
General Cable Corporation
1,194
General Dynamics Corporation
194,386
General Electric Company
5,467,032
General Mills, Inc.
54,250
General Motors Corp(Hughes Electronics) Class H
376,804
General Motors Corporation
1,290,392
Genesis Microchip Incorporated.
434,522
Genome Therapeutics Corp
1,891
Gen-Probe Incorporated
110
Genta Incorporated
98,661
Gentiva Health Services, Inc.
2,427
Genzyme Corp-Biosurgery Division
1,958
Genzyme Corporation
176,322
Georgia-Pacific Corporation
249,729
Geron Corporation
18,747
Getty Images Inc
29,837
Gilead Sciences, Inc.
134,464
Gillette Company (The)
157,980
Given Imaging Ltd.
5,780
Glamis Gold Ltd.
22,439
GlaxoSmithKline plc ADR
49,999
Global Crossing Ltd.
9,214
Global Imaging Systems Inc
2,058
Global Industries Ltd.
12,148
Global Payments Inc.
7,295
GlobalSanta Fe Corporation
253,794
Globalstar Telecommunications Ltd
49
GlobeSpan Virata, Inc
32,748
Globo Cabo S.A.
362
Gold Fields Limited
100,527
Goldcorp, Inc
202,371
Goodrich Corporation
37,196
Goodyear Tire & Rubber Company (The)
110,285
Grant Prideco, Inc
8,196
Great Lakes Chemical Corporation
4,259
Great Plains Energy Incorporated
144
Greater Bay Bancorp
20,686
Greenpoint Financial Corporation
55,122
Griffon Corporation
5,171
Group 1 Automotive, Inc
11,239
Grupo Financiero Galicia S.A.
590
Grupo Televisa S.A. ADR
35,656
GSI Commerce Inc.
12,046
Total
Contract Volume
Callff
631,981
103,891
8,280
907
72,252
13,328
3,370
2,670
9,817
7,995
50,299
27,080
3,269
4,284
6,065
2,895
3,320
23,639
346
8,704
593
7,334
5,280
320,315
7,435
49,851
5,474
137,995
102
3,450
173,903
1,089
130,244
3,379,678
19,448
202,707
541,217
272,549
1,310
69
71,065
1,553
1,277
94,776
153,172
16,478
14,898
92,827
88,120
4,324
19,370
33,259
8,699
1,616
11,030
5,326
202,512
45
24,725
200
54,714
161,992
21,218
31,804
4,677
2,932
144
12,568
29,000
4,408
6,664
467
10,195
6,408
Put
436,005
106,935
3,563
74
25,720
19,591
596
6,649
11,560
10,558
15,702
11,821
4,056
1,222
2,513
3,934
3,414
6,575
145
4,164
654
4,888
9,771
311,345
4,628
18,476
6,451
55,511
422
1,301
127,770
105
64,142
2,087,354
34,802
174,097
749,175
161,973
581
41
27,596
874
681
81,546
96,557
2,269
14,939
41,637
69,860
1,456
3,069
16,740
515
442
1,118
1,969
51,282
4
8,023
162
45,813
40,379
15,978
78,481
3,519
1,327
0
8,118
26,122
763
4,575
123
25,461
5,638
Average Daily Volume
Total
Call
Put
4,238
837
47
4
389
131
16
37
85
74
262
154
29
22
34
27
27
120
2
51
5
56
60
2,507
48
271
47
768
3
19
1,197
5
771
21,695
215
1,495
5,121
1,724
8
7
392
10
8
700
991
74
118
534
627
30
177
198
37
8
48
38
1,007
0
130
1
617
803
148
438
33
17
18
82
219
24
45
2
141
48
2,508
412
33
4
287
53
13
11
39
32
200
107
13
17
24
11
13
94
1
35
2
34
21
1,271
30
198
22
548
1
14
690
4
517
13,411
77
804
2,148
1,082
5
5
282
6
5
376
608
65
59
368
350
23
153
132
35
6
44
28
804
0
98
1
336
643
84
126
19
12
18
50
115
21
26
2
40
25
1,730
424
14
0
102
78
2
26
46
42
62
47
16
5
10
16
14
26
1
17
3
23
39
1,235
18
73
26
220
2
5
507
0
255
8,283
138
691
2,973
643
2
3
110
4
3
324
383
9
59
165
277
8
24
66
2
2
4
10
204
0
32
1
281
160
63
311
14
5
0
32
104
4
18
0
101
22
23
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
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
736
737
738
24
Stock
GTK
GUC
GDT
GLFD
EPN
GYMB
HAE
HAIN
HAL
HC
HDI
HLIT
HMY
HET
HRS
HIG
HBIO
HAS
HCA
HDWR
HMA
HNT
HRC
HSII
HNZ
HP
HPC
HRLY
HSY
HPQ
HIFN
HIB
HIW
HLT
HSP
HIT
HLR
HEPH
HWD
HLYW
HOLX
HD
HOMS
HON
HOFF
HPT
HMT
HOTT
ROOM
HI
HOV
HPLAE
HBC
HU
HUG
HGSI
HUM
HBAN
HTCH
HYSL
HYSQ
ITWO
IBIS
ICN
ICOS
IDPH
IDNX
IDT
IGEN
IKN
ILXO
ITW
IGI
IMN
Total
GTECH Holdings Corporation
59,579
Gucci Group, N.V.
126,208
Guidant Corporation
179,907
Guilford Pharmaceuticals, Inc.
11,471
GulfTerra Energy Partners, L.P.
14,560
Gymboree Corporation (The)
26,635
Haemonetics Corporation
1,977
Hain Food Group, Inc
8,677
Halliburton Company
1,219,219
Hanover Compressor Company
86,723
Harley-Davidson, Inc.
152,003
Harmonic, Inc.
32,046
Harmony Gold Mining Company Limited
221,092
Harrah’s Entertainment, Inc.
63,538
Harris Corporation
26,916
Hartford Financial Services Group, Inc.(The)
50,383
Harvard Bioscience, Inc
2,303
Hasbro, Inc.
11,353
HCA, Inc
229,492
Headwaters Incorporated
16,930
Health Management Associates, Inc. (Class A)
45,544
Health Net, Inc
19,197
HEALTHSOUTH Corporation
305,719
Heidrick & Struggles International, Inc
26
Heinz (H.J.) Company
44,316
Helmerich & Payne, Inc.
13,636
Hercules Incorporated
19,232
Herley Industries, Inc
7,140
Hershey Foods Corporation
225,874
Hewlett-Packard Company
1,835,030
Hi/fn, Inc.
1,789
Hibernia Corporation (Class A)
14,477
Highwoods Properties, Inc.
1,547
Hilton Hotels Corporation
46,505
Hispanic Broadcasting Corp.
12,448
Hitachi Ltd. ADR
12,584
Hollinger International, Inc
2,671
Hollis-Eden Pharmaceuticals, Inc.
3,518
Hollywood Casino Corporation
3,501
Hollywood Entertainment Corporation
30,411
Hologic, Inc
9,977
Home Depot, Inc. (The)
1,023,991
Homestore Inc.
803
Honeywell International Inc.
316,316
Horizon Offshore, Inc
6,351
Hospitality Properties Trust
13,143
Host Marriott Corporation
3,822
Hot Topic, Inc.
40,287
Hotels.com
135,871
Household International, Inc.
394,107
Hovnanian Enterprises, Inc
49,253
HPL Technologies, Inc.
10,562
HSBC Holdings plc
35,240
Hudson United Bancorp
2,529
Hughes Supply, Inc.
3,837
Human Genome Sciences, Inc.
102,042
Humana, Inc.
34,575
Huntington Bancshares, Inc.
15,617
Hutchinson Technology, Inc
24,293
Hyperion Solutions Corp.
8,054
Hyseq Inc
758
I2 Technologies, Inc
58,073
Ibis Technology Corp
426
ICN Pharmaceuticals, Inc.
65,393
ICOS Corporation
158,940
IDEC Pharmaceuticals Corporation
233,589
Identix Incorporated
16,483
IDT Corporation
13,430
IGEN International, Inc.
121,062
Ikon Office Solutions, Inc.
30,014
ILEX Oncology, Inc
3,355
Illinois Tool Works, Inc.
30,942
Imagistics International Inc.
1,786
Imation Corporation
742
Contract Volume
Callff
45,724
46,097
105,937
9,004
7,744
13,675
901
5,609
913,170
54,337
73,866
24,911
174,260
31,031
11,587
30,999
1,745
3,753
176,292
12,481
31,925
15,522
221,565
0
28,281
10,329
5,657
4,557
146,100
1,257,664
1,341
9,953
913
21,985
8,494
7,960
793
2,633
1,216
17,941
8,624
710,221
691
181,293
4,670
11,176
1,307
24,163
59,677
163,798
27,327
9,525
10,766
2,005
2,186
70,814
28,588
12,409
8,712
2,977
452
47,113
406
30,615
101,662
131,015
14,716
6,108
90,933
20,460
2,742
19,848
806
606
Put
13,855
80,111
73,970
2,467
6,816
12,960
1,076
3,068
306,049
32,386
78,137
7,135
46,832
32,507
15,329
19,384
558
7,600
53,200
4,449
13,619
3,675
84,154
26
16,035
3,307
13,575
2,583
79,774
577,366
448
4,524
634
24,520
3,954
4,624
1,878
885
2,285
12,470
1,353
313,770
112
135,023
1,681
1,967
2,515
16,124
76,194
230,309
21,926
1,037
24,474
524
1,651
31,228
5,987
3,208
15,581
5,077
306
10,960
20
34,778
57,278
102,574
1,767
7,322
30,129
9,554
613
11,094
980
136
Average Daily Volume
Total
Call
Put
236
501
714
46
139
106
9
34
4,838
344
603
127
1,158
252
107
200
9
45
911
67
181
76
1,213
0
176
54
76
28
896
7,282
7
57
8
185
49
50
11
17
29
121
42
4,063
3
1,255
25
52
15
160
539
1,564
195
48
140
10
25
405
137
62
96
32
3
230
2
259
631
927
65
53
480
119
13
123
8
3
181
183
420
36
74
54
4
22
3,624
216
293
99
912
123
46
123
7
15
700
50
127
62
879
0
112
41
22
18
580
4,991
5
39
4
87
34
32
3
13
10
71
36
2,818
3
719
19
44
5
96
237
650
108
44
43
8
14
281
113
49
35
12
2
187
2
121
403
520
58
24
361
81
11
79
4
2
55
318
294
10
65
51
5
12
1,214
129
310
28
245
129
61
77
2
30
211
18
54
15
334
0
64
13
54
10
317
2,291
2
18
3
97
16
18
7
4
19
49
6
1,245
0
536
7
8
10
64
302
914
87
5
97
2
11
124
24
13
62
20
1
43
0
138
227
407
7
29
120
38
2
44
4
1
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
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
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
IGL
IMCL
BLUD
IMNX
IMGN
IMMU
IMPH
IPXL
IMCO
ICI
RX
INFS
IMDC
N
INCY
ICBC
INTI
IFX
INFA
INSP
ING
IR
IM
INKT
INRG
ICCI
INET
IART
ICST
IDE
IDTI
ISSI
INTC
IDC
USAI
ICPT
IDCC
ITMN
IBM
IFF
IGT
IP
IRF
ISSX
BONZ
IPG
ISIL
IBC
IWOV
TRDO
INTU
ISRG
ITG
IFIN
INVN
IVGN
IOM
IPCR
ISIS
ISLE
ESI
ITT
IVX
XXIA
SYXI
JILL
JDEC
JPM
JCOM
JBL
JKHY
JBX
SV
Stock
IMC Global, Inc.
ImClone Systems Incorporated
Immucor, Inc.
Immunex Corporation
ImmunoGen, Inc
Immunomedics, Inc.
IMPATH Inc.
Impax Laboratories, Inc
IMPCO Technologies, Inc
Imperial Chemical Industries PLC ADR
IMS Health Inc
In Focus Corp, Inc.
INAMED Corporation
Inco Limited
Incyte Corporation
Independence Community Bank Corp.
Inet Technologies, Inc
Infineon Technologies AG
Informatica Corporation
InfoSpace, Inc.
ING Groep NV
Ingersoll-Rand Company
Ingram Micro, Inc
Inktomi Corporation
Inrange Technologies Corporation-Cl B
Insight Communications Company
Instinet Group Incorporated
Integra LifeSciences Holdings Corporation
Integrated Circuit Systems, Inc
Integrated Defense Technology
Integrated Device Technology, Inc.
Integrated Silicon Solutions, Inc
Intel Corporation
Interactive Data Corporation
InterActiveCorp
InterCept, Inc.
InterDigital Communications Corporation
InterMune Inc.
International Business Machines Corporation
International Flavors & Fragrances, Inc.
International Game Technology
International Paper Company
International Rectifier Corporation
Internet Security Systems, Inc
Interpore International
Interpublic Group of Companies, Inc. (The)
Intersil Corporation
Interstate Bakeries Corporation
Interwoven, Inc
Intrado Inc
Intuit Corporation
Intuitive Surgical, Inc
Investment Technology Group (New)
Investors Financial Services Corp
InVision Technologies, Inc
Invitrogen Corporation
Iomega Corporation
IPC Holdings, Ltd.
Isis Pharmaceuticals, Inc.
Isle of Capri Casinos, Inc
ITT Educational Services, Inc
ITT Industries, Inc
IVAX Corporation
Ixia
IXYS Corporation
J. Jill Group, Inc.
J.D. Edwards & Company
J.P. Morgan Chase & Co.
j2 Global Communications, Inc.
Jabil Circuit, Inc.
Jack Henry & Associates Inc
Jack in the Box, Inc.
Janus Capital Group, Inc.
Total
19,800
433,767
10,035
31,481
16,994
35,222
30,571
5,209
14,901
26,253
15,025
13,641
108
9,351
5,127
3,982
2,934
3,165
17,232
159
45,543
49,898
1,865
37,042
7,460
1,899
8,964
5,539
46,577
3,085
110,151
7,118
3,625,696
9,021
145,865
2,521
60,387
99,596
3,994,287
52,230
77,396
353,346
124,499
114,297
396
124,970
175,958
1,946
8,027
14,713
266,857
6,028
14,536
37,839
315,570
61,089
9,460
3,407
52,977
24,617
10,731
33,313
202,676
2,531
1,356
79
50,636
1,752,706
382
208,213
9,118
845
74,580
Contract Volume
Callff
15,643
271,828
7,639
20,959
14,200
23,977
17,783
4,623
13,330
5,620
5,362
6,266
79
7,820
3,825
2,384
2,149
2,036
10,434
122
14,311
32,963
580
23,118
5,616
1,578
4,831
3,486
24,672
2,638
67,729
5,051
2,360,872
7,434
88,522
1,663
49,506
63,391
2,035,246
14,264
44,954
187,612
74,308
77,266
337
61,617
109,960
1,349
4,646
11,778
178,670
3,269
10,107
17,366
221,339
42,937
5,984
2,184
42,317
18,003
6,538
23,907
149,279
2,287
632
69
38,703
923,577
276
111,938
6,216
556
46,008
Put
4,157
161,939
2,396
10,522
2,794
11,245
12,788
586
1,571
20,633
9,663
7,375
29
1,531
1,302
1,598
785
1,129
6,798
37
31,232
16,935
1,285
13,924
1,844
321
4,133
2,053
21,905
447
42,422
2,067
1,264,824
1,587
57,343
858
10,881
36,205
1,959,041
37,966
32,442
165,734
50,191
37,031
59
63,353
65,998
597
3,381
2,935
88,187
2,759
4,429
20,473
94,231
18,152
3,476
1,223
10,660
6,614
4,193
9,406
53,397
244
724
10
11,933
829,129
106
96,275
2,902
289
28,572
Average Daily Volume
Total
Call
Put
79
1,721
136
125
67
140
121
21
59
104
60
54
0
37
20
16
12
13
68
1
181
198
7
147
30
45
36
22
185
20
437
28
14,388
36
579
14
240
395
15,850
207
307
1,402
494
454
2
496
698
8
32
58
1,059
24
58
150
1,252
242
41
15
210
98
43
132
804
10
5
0
201
6,955
48
826
36
3
296
62
1,079
103
83
56
95
71
18
53
22
21
25
0
31
15
9
9
8
41
0
57
131
2
92
22
38
19
14
98
17
269
20
9,369
30
351
9
196
252
8,076
57
178
744
295
307
2
245
436
5
18
47
709
13
40
69
878
170
26
10
168
71
26
95
592
9
3
0
154
3,665
35
444
25
2
183
16
643
32
42
11
45
51
2
6
82
38
29
0
6
5
6
3
4
27
0
124
67
5
55
7
8
16
8
87
3
168
8
5,019
6
228
5
43
144
7,774
151
129
658
199
147
0
251
262
2
13
12
350
11
18
81
374
72
15
5
42
26
17
37
212
1
3
0
47
3,290
13
382
12
1
113
25
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
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
884
885
886
887
888
26
JDAS
JDSU
JBLU
JLG
JASA
JHF
JNJ
JCI
JNY
JOYG
JNPR
KM
KSU
KBH
KEI
K
KEM
KMG
KEG
KEY
KEYN
KSE
KMB
KMP
KMR
KMI
KG
KLAC
NITE
KSS
PHG
KOPN
KOSP
KFT
KKD
KR
KRON
KSWS
KTC
KLIC
LLL
LH
LAB
LRCX
LAMR
LNY
LSCC
LWSN
LZB
LWIN
LF
LEA
LGTO
LM
LEH
TREE
LEN
LVLT
LEXG
LXK
L
LPNT
LGND
LLY
LTD
LNCR
LNC
LLTC
LQMT
LIZ
LMT
LTR
LDG
LOR
LOW
LSI
LTXX
Stock
Total
JDA Software Group, Inc
19,530
JDS Uniphase Corp.
612,800
JetBlue Airways Corporation
12,507
JLG Industries, Inc.
14,996
Jo-Ann Stores, Inc. Class A
1,483
John Hancock Financial Services, Inc
30,569
Johnson & Johnson
1,152,576
Johnson Controls, Inc.
14,641
Jones Apparel Group, Inc.
26,691
Joy Global, Inc.
7,212
Juniper Networks, Inc
459,723
K Mart Corporation
557,799
Kansas City Southern Industries, Inc.
6,037
KB HOME
74,373
Keithley Instrments, Inc
10,477
Kellogg Company
14,053
KEMET Corporation
49,659
Kerr-McGee Corporation
24,490
Key Energy Group, Inc
21,583
KeyCorp
24,609
Keynote Systems, Inc
104
Keyspan Corp.
17,192
Kimberly-Clark Corporation
67,107
Kinder Morgan Energy Partners
14,591
Kinder Morgan Management, LLC
5,514
Kinder Morgan, Inc
47,292
King Pharmaceuticals Inc
61,389
KLA Instruments Corporation
751,354
Knight Trading Group, Inc.
21,974
Kohl’s Corporation
257,180
Koninklijke Philips Electronics N.V.
86,760
Kopin Corp
33,993
Kos Pharmaceuticals, Inc
9,703
Kraft Foods Inc
62,459
Krispy Kreme Doughnuts, Inc.
264,995
Kroger Company (The)
66,855
Kronos Incorporated
18,628
K-Swiss Inc
10,520
KT Corporation
9,919
Kulicke and Soffa Industries, Inc.
56,973
L-3 Communications Hldgs
205,192
Laboratory Corporation of America Holdings
66,459
LaBranche & Co, Inc
19,210
Lam Research Corporation
88,847
Lamar Advertising Company
27,876
Landry’s Seafood Restaurants, Inc.
8,517
Lattice Semiconductor
96,656
Lawson Software, Inc.
1,185
La-Z-Boy
2,507
Leap Wireless Intl, Inc
79,396
LeapFrog Enterprises, Inc.
10,863
Lear Corporation
8,130
Legato Systems, Inc.
26,678
Legg Mason, Inc
33,662
Lehman Brothers Holdings, Inc.
316,185
LendingTree, Inc.
16,393
Lennar Corporation
127,079
Level 3 Comunications Inc
208,090
Lexicon Genetics Incorporated
475
Lexmark International Group, Inc. (Class A)
84,318
Liberty Media Corporation Series A
335,752
LifePoint Hospitals, Inc
28,537
Ligand Pharmaceuticals Incorporated (Class B)
6,238
Lilly (Eli) and Company
424,164
Limited Brands, Inc.
66,785
Lincare Holdings, Inc.
38,870
Lincoln National Corporation
18,671
Linear Technology Corporation
134,965
Liquidmetal Technologies, Inc.
388
Liz Claiborne, Inc.
32,777
Lockheed Martin Corporation
108,577
Loews Corporation
35,713
Longs Drug Stores Corporation
132
Loral Space & Communications Ltd.
10,186
Lowe’s Companies, Inc.
327,171
LSI Logic Corporation
231,455
LTX Corporation
26,117
Contract Volume
Callff
Put
10,901
437,056
5,553
7,207
668
19,002
746,682
4,641
14,362
5,470
279,446
320,575
5,436
31,320
7,800
8,884
31,596
13,068
14,412
17,619
37
12,106
42,343
10,349
2,368
16,994
45,806
374,311
16,193
131,157
68,692
27,189
6,343
42,648
135,191
29,556
8,755
7,720
7,046
33,278
130,552
45,765
8,041
52,276
15,168
6,599
37,419
1,033
1,517
41,939
7,840
4,836
17,681
24,468
155,379
10,805
59,718
116,000
445
44,003
237,876
8,652
2,842
181,835
47,193
15,095
11,541
69,369
115
9,301
77,085
20,443
107
9,174
203,339
129,107
8,756
8,629
175,744
6,954
7,789
815
11,567
405,894
10,000
12,329
1,742
180,277
237,224
601
43,053
2,677
5,169
18,063
11,422
7,171
6,990
67
5,086
24,764
4,242
3,146
30,298
15,583
377,043
5,781
126,023
18,068
6,804
3,360
19,811
129,804
37,299
9,873
2,800
2,873
23,695
74,640
20,694
11,169
36,571
12,708
1,918
59,237
152
990
37,457
3,023
3,294
8,997
9,194
160,806
5,588
67,361
92,090
30
40,315
97,876
19,885
3,396
242,329
19,592
23,775
7,130
65,596
273
23,476
31,492
15,270
25
1,012
123,832
102,348
17,361
Average Daily Volume
Total
Call
Put
78
2,432
219
60
24
121
4,574
58
106
31
1,824
2,213
24
295
42
56
197
97
86
98
0
68
266
58
29
188
244
2,982
87
1,021
344
135
39
248
1,052
265
74
42
39
226
814
264
76
353
111
34
384
6
13
315
241
32
106
134
1,255
83
504
826
2
335
1,332
113
25
1,683
265
154
74
536
49
130
431
142
1
40
1,298
918
104
43
1,734
97
29
11
75
2,963
18
57
24
1,109
1,272
22
124
31
35
125
52
57
70
0
48
168
41
12
67
182
1,485
64
520
273
108
25
169
536
117
35
31
28
132
518
182
32
207
60
26
148
5
8
166
174
19
70
97
617
55
237
460
2
175
944
34
11
722
187
60
46
275
14
37
306
81
0
36
807
512
35
34
697
122
31
13
46
1,611
40
49
8
715
941
2
171
11
21
72
45
28
28
0
20
98
17
16
120
62
1,496
23
500
72
27
13
79
515
148
39
11
11
94
296
82
44
145
50
8
235
1
5
149
67
13
36
36
638
28
267
365
0
160
388
79
13
962
78
94
28
260
34
93
125
61
0
4
491
406
69
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
LU
LUME
LUX
LYO
MDC
MACR
MVSN
LAVA
MGA
MBG
MANH
HCR
MAN
MSV
MANU
MFC
MRO
MAR
MMC
MSO
MLM
MVL
MRVL
MAS
MEE
MONE
MAT
MVK
MXIM
MXO
MAY
MYG
MBI
KRB
MCDTA
MCDT
MDR
MCD
MHP
MCK
MCSI
MDU
MWV
MEDX
MCCC
MRN
MDCO
MRX
MEDI
MDT
MEL
MENT
MRK
MERQ
MDG
MTH
MERX
MER
MESA
METHA
MET
MCOQE
MXT
MTON
MGM
MFNXE
MOGN
MTG
MGG
MIK
MCRL
MCHP
MUSE
MU
MSCC
MSFT
Lucent Technologies, Inc.
Lumenis Ltd.
Luxottica Group SPA
Lyondell Chemical Company
M.D.C. Holdings, Inc.,
Macromedia, Inc.
Macrovision Corp
Magma Design Automation, Inc.
Magna International, Inc. (Class A)
Mandalay Resort Group
Manhattan Associates, Inc
Manor Care Inc
Manpower, Inc.
Manufacturers Services Limited
Manugistics Group, Inc
Manulife Financial Corporation
Marathon Oil Corporation
Marriott International, Inc.
Marsh & McLennan Companies, Inc.
Martha Stewart Living - CL A
Martin Marietta Materials, Inc
Marvel Enterprises, Inc.
Marvell Technology Group Ltd
Masco Corporation
Massey Energy Company
MatrixOne, Inc
Mattel, Inc.
Maverick Tube Corporation
Maxim Integrated Products, Inc.
Maxtor Corporation
May Department Stores Company (The)
Maytag Corporation
MBIA, Inc.
MBNA Corporation
McData Corporation Class A
McData Corporation Class B
McDermott International, Inc.
McDonald’s Corporation
McGraw-Hill Companies, Inc. (The)
McKesson Corporation
MCSI Inc
MDU Resources Group, Inc
MeadWestvaco Corporation
Medarex, Inc.
Mediacom Communications Corp
Medical Staffing Network Holdings, Inc.
Medicines Company (The)
Medicis Pharmaceutical Corporation
MedImmune, Inc.
Medtronic, Inc.
Mellon Financial Corporation
Mentor Graphics Corporation
Merck & Co., Inc.
Mercury Interactive Corporation
Meridian Gold Inc
Meritage Corporation
Merix Corporation
Merrill Lynch & Co., Inc.
Mesa Air Group, 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
MGI PHARMA INC
MGIC Investment Corporation
MGM Mirage
Michaels Stores, Inc.
Micrel, Inc
Microchip Technology, Inc.
Micromuse, Inc
Micron Technology, Inc.
Microsemi Corp
Microsoft Corporation
Total
1,018,469
37,262
1,828
32,971
5,712
22,263
40,714
7,899
15,519
40,109
26,326
36,080
30,220
3,220
120,232
591
31,565
109,598
103,541
25,920
2,479
30,674
279,245
42,880
8,565
14,754
58,718
10,781
250,887
13,116
22,918
56,137
27,749
164,778
37,388
43,405
32,982
468,924
311
50,532
3,087
16,152
11,130
55,238
9,878
1,476
17,781
15,676
331,368
348,865
68,254
20,700
998,110
317,106
21,975
7,961
10,302
791,516
6,056
665
38,030
75
208,098
15,658
14,426
199
3,483
30,510
24,910
29,443
11,358
179,964
32,453
822,590
28,764
5,612,001
Contract Volume
Callff
Put
628,731
27,759
1,363
19,859
3,742
14,759
17,876
5,885
8,422
22,981
14,617
24,688
8,112
3,148
79,843
227
22,685
33,649
49,868
8,913
1,033
20,952
135,391
30,772
5,192
13,891
44,777
7,627
117,946
11,284
15,808
26,147
8,191
95,228
30,617
31,860
22,459
282,514
166
28,563
2,306
8,483
8,249
42,142
3,495
964
11,146
7,599
184,074
251,452
52,927
8,420
569,495
191,556
15,106
4,155
8,042
462,315
4,804
605
26,490
66
123,123
11,685
12,746
199
2,293
12,681
15,293
15,990
5,844
125,663
20,276
443,609
15,885
3,413,132
389,738
9,503
465
13,112
1,970
7,504
22,838
2,014
7,097
17,128
11,709
11,392
22,108
72
40,389
364
8,880
75,949
53,673
17,007
1,446
9,722
143,854
12,108
3,373
863
13,941
3,154
132,941
1,832
7,110
29,990
19,558
69,550
6,771
11,545
10,523
186,410
145
21,969
781
7,669
2,881
13,096
6,383
512
6,635
8,077
147,294
97,413
15,327
12,280
428,615
125,550
6,869
3,806
2,260
329,201
1,252
60
11,540
9
84,975
3,973
1,680
0
1,190
17,829
9,617
13,453
5,514
54,301
12,177
378,981
12,879
2,198,869
Average Daily Volume
Total Call
Put
4,042
148
7
131
30
88
162
53
62
159
104
143
120
13
477
2
125
435
411
103
10
183
1,108
170
34
59
233
43
996
52
91
223
110
654
148
172
131
1,861
1
201
12
64
48
219
39
14
71
62
1,315
1,384
271
82
3,961
1,258
87
78
41
3,141
24
3
151
0
826
62
57
1
14
121
99
117
45
714
129
3,264
114
22,270
2,495
110
5
79
19
59
71
39
33
91
58
98
32
12
317
1
90
134
198
35
4
125
537
122
21
55
178
30
468
45
63
104
33
378
121
126
89
1,121
1
113
9
34
35
167
14
9
44
30
730
998
210
33
2,260
760
60
41
32
1,835
19
2
105
0
489
46
51
1
9
50
61
63
23
499
80
1,760
63
13,544
1,547
38
2
52
10
30
91
13
28
68
46
45
88
0
160
1
35
301
213
67
6
58
571
48
13
3
55
13
528
7
28
119
78
276
27
46
42
740
1
87
3
30
12
52
25
5
26
32
585
387
61
49
1,701
498
27
37
9
1,306
5
0
46
0
337
16
7
0
5
71
38
53
22
215
48
1,504
51
8,726
27
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
28
MSTR
TUNE
MME
MWY
MCH
MLNM
MLHR
MICC
MIL
MIMS
MIR
MTF
MKSI
MINI
MHK
MDCC
MOLX
MOLXA
MOSY
MON
TMPW
MCO
MCL
MWD
MOT
MOVI
MPS
MNS
FLSH
MNTG
MGAM
MUR
MYK
MYL
MYGN
NBR
NTAI
NCC
NCF
NDC
NOI
NSM
NAUT
NAV
NBTY
NCR
INHL
NEOF
NEOL
NTEC
NWRE
NTBK
NETE
NFLX
NTIQ
NTPA
NSCN
NTAP
NET
NBIX
NCEN
NUFO
NYB
NYT
NWL
NEM
NEWP
NWS
NXTL
NICE
NKE
NI
NBL
NE
NOK
JWN
NSC
NT
MicroStrategy Incorp
Microtune, Inc
Mid Atlantic Medical Services, Inc.
Midway Games Inc
Millennium Chemicals Inc.
Millennium Pharmaceuticals, Inc
Miller (Herman), Inc.
Millicom International Cellular S.A.
Millipore Corporation
MIM Corporation
Mirant Corporation
Mitsubishi Tokyo Financial Group, Inc. ADR
MKS Instruments, Inc
Mobile Mini, Inc.
Mohawk Industries Inc.
Molecular Devices Corporation
Molex Incorporated
Molex Incorporated Cl A
Monolithic System Technology, Inc
Monsanto Company/New
Monster Worldwide, Inc.
Moody’s Corporation
Moore Wallace Incorporated
Morgan Stanley
Motorola, Inc.
Movie Gallery, Inc
MPS Group, Inc
MSC. Software Corporation
M-Systems Flash Disk Pioneers Ltd
MTR Gaming Group, Inc
Multimedia Games, Inc.
Murphy Oil Corporation
Mykrolis Corporation
Mylan Laboratories, Inc.
Myriad Genetics, Inc.
Nabors Industries, Ltd
Nam Tai Electronics, Inc
National City Corporation
National Commerce Bancorp
National Data Corporation
National Oilwell, Inc
National Semiconductor Corporation
Nautica Enterprises, Inc.
Navistar International Corporation
NBTY, Inc.
NCR Corp.
Nektar Therapeutics
Neoforma, Inc
NeoPharm, Inc
Neose Technologies, Inc.
Neoware Systems, Inc.
Net.B@nk, Inc
Netegrity, Inc
NetFlix Inc.
NetIQ Corporation
Netopia, Inc
NetScreen Technologies, Inc.
Network Appliance Corp.
Network Associates, Inc.
Neurocrine Biosciences, Inc
New Century Financial Corporation
New Focus, Inc
New York Community Bancorp
New York Times Co. (Class A)
Newell Rubbermaid Inc.
Newmont Mining Corporation
Newport Corp
News Corporation Ltd. (The) ADR
NEXTEL Communications, Inc. (Class A)
Nice Systems Ltd.
NIKE, Inc. (Class B)
NISource Inc.
Noble Affiliates, Inc.
Noble Corporation
Nokia Corporation ADR
Nordstrom, Inc.
Norfolk Southern Corporation
Nortel Networks Corporation
Total
76,311
38,502
13,413
21,789
757
162,664
10,500
14,424
11,212
130,394
318,008
9,158
10,939
10,721
33,540
4,083
30,855
429
5,108
67,458
87,014
13,567
8,432
690,344
527,192
27,984
5,569
3,953
13,382
10,059
7,914
34,209
5,343
18,052
22,587
110,874
258
21,676
17,301
245
28,180
146,217
7,078
57,413
45,944
13,951
10,520
20,906
18,337
2,035
60,272
47,508
9,158
1,060
23,635
2,108
6,054
262,802
135,642
2,711
54,744
2,275
50,644
17,776
37,163
542,774
32,439
12,773
835,681
2,818
64,013
6,714
27
62,128
1,116,557
17,609
64,808
458,224
Contract Volume
Callff
Put
38,321
22,791
9,439
16,780
552
112,149
4,708
6,735
9,227
96,138
211,636
2,357
6,626
4,498
25,629
2,749
8,504
310
3,534
33,670
49,155
3,231
5,588
446,246
303,201
16,234
4,002
2,654
11,211
7,444
5,670
22,746
3,389
12,675
10,190
63,932
244
12,584
14,558
140
13,662
111,876
4,884
28,504
37,184
5,529
4,818
10,699
11,828
1,665
40,666
37,364
6,176
590
15,070
1,753
2,372
157,847
90,872
1,692
39,008
1,258
38,488
9,876
22,088
422,240
20,984
9,833
582,293
1,077
43,901
2,911
17
32,019
755,815
6,561
41,743
281,604
37,990
15,711
3,974
5,009
205
50,515
5,792
7,689
1,985
34,256
106,372
6,801
4,313
6,223
7,911
1,334
22,351
119
1,574
33,788
37,859
10,336
2,844
244,098
223,991
11,750
1,567
1,299
2,171
2,615
2,244
11,463
1,954
5,377
12,397
46,942
14
9,092
2,743
105
14,518
34,341
2,194
28,909
8,760
8,422
5,702
10,207
6,509
370
19,606
10,144
2,982
470
8,565
355
3,682
104,955
44,770
1,019
15,736
1,017
12,156
7,900
15,075
120,534
11,455
2,940
253,388
1,741
20,112
3,803
10
30,109
360,742
11,048
23,065
176,620
Average Daily Volume
Total
Call
Put
303
153
53
86
4
645
42
57
44
517
1,262
36
43
54
133
16
122
2
20
268
345
54
40
2,739
2,092
111
22
16
53
40
35
136
21
72
90
440
1
86
69
1
112
580
28
228
182
55
42
83
73
14
597
189
36
37
94
8
30
1,043
538
11
267
9
201
71
147
2,154
129
51
3,316
11
254
27
0
247
4,431
70
257
1,818
152
90
37
67
3
445
19
27
37
382
840
9
26
23
102
11
34
1
14
134
195
13
26
1,771
1,203
64
16
11
44
30
25
90
13
50
40
254
1
50
58
1
54
444
19
113
148
22
19
42
47
11
403
148
25
20
60
7
12
626
361
7
190
5
153
39
88
1,676
83
39
2,311
4
174
12
0
127
2,999
26
166
1,117
151
62
16
20
1
200
23
31
8
136
422
27
17
31
31
5
89
0
6
134
150
41
13
969
889
47
6
5
9
10
10
45
8
21
49
186
0
36
11
0
58
136
9
115
35
33
23
41
26
3
194
40
12
16
34
1
18
416
178
4
77
4
48
31
60
478
45
12
1,006
7
80
15
0
119
1,432
44
92
701
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
NFB
NU
NTRS
NFLD
NOC
NWAC
NOR
NVS
NOVL
NVLS
NOVN
NOVT
NPSP
NRG
NUHC
NUAN
NUE
NMTC
NVDA
NYFX
OIIM
OAKT
OO
OXY
OEI
ODSY
ODP
OMG
OMC
OVTI
ASGN
ONIS
ONXX
OTEX
OPWV
OPMR
ORCL
OSUR
ORB
OCA
OSIP
OSIS
OSI
OVER
OI
OHP
PFCB
PCAR
PSUN
PHSY
PKG
PTV
PLL
PALM
SPOT
PNRA
PZZA
PMTC
PPE
PKD
PH
PRE
PDCO
PTEN
PAYX
PSS
PDII
BTU
PECS
PDX
PEET
PEGS
PENN
JCP
PSFT
PBY
PA S
North Fork Bancorporation
Northeast Utilities
Northern Trust Bank Corporation
Northfield Laboratories, Inc.
Northrop Grumman Corporation
Northwest Airlines Corp. (Class A)
Northwestern Corporation
Novartis AG
Novell, Inc.
Novellus Systems, Inc.
Noven Pharmacuticals, Inc.
Novoste Corporation
NPS Pharmaceuticals, Inc
NRG Energy, Inc
Nu Horizons Electronics Corp.
Nuance Communications, Inc
Nucor Corporation
Numerical Technologies, Inc
NVIDIA Corporation
NYFIX, Inc
O2Micro International Ltd
Oak Technology, Inc.
Oakley, Inc.
Occidental Petroleum Corporation
Ocean Energy, Inc (New)
Odyssey Healthcare, Inc.
Office Depot, Inc.
OM Group, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc
On Assignment, Inc
ONI Systems Corp
Onyx Pharmaceuticals,
Open Text Corporation
Openwave Systems, Inc
Optical Robotics Corp
Oracle Corporation
Orasure Technologies
Orbital Sciences Corporation
Orthodontic Centers of America, Inc.
OSI Pharmaceuticals, Inc.
OSI Systems, Inc
Outback Steakhouse, Inc.
Overture Services Inc
Owens-Illinois, Inc.
Oxford Health Plans, Inc.
P.F. Chang’s China Bistro
PACCAR, Inc.
Pacific Sunwear of California, Inc
PacifiCare Health Systems, Inc.
Packaging Corp of America
Pactiv Corporation
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
Parker-Hannifin Corporation
PartnerRE Ltd
Patterson Dental Company
Patterson UTI Energy, Inc
Paychex, Inc.
Payless ShoeSource, Inc.
PDI, Inc
Peabody Energy Corporation
PEC Solutions, Inc
Pediatrix Medical Group, Inc
Peet’s Coffee & Tea Inc.
Pegasus Systems, Inc
Penn National Gaming, Inc
Penney (J.C.) Company, Inc.
PeopleSoft Inc.
Pep Boys—Manny, Moe, & Jack (The)
PepsiAmericas, Inc
Total
844
3,490
35,048
8,283
427,411
67,404
68,877
40,667
29,373
503,251
2,066
6,673
42,088
23,650
398
3,617
83,271
14,642
621,250
3,127
9,169
9,414
8,507
63,917
107,658
4,572
51,493
1,080
168,252
4,639
1,557
33,932
7,465
26,166
134,690
23,307
2,648,762
15,046
34,062
21,456
75,488
27,318
18,496
171,055
16,419
139,868
26,208
49,990
33,214
241,426
12,294
3,030
13,369
22,058
101,474
86,274
23,538
7,256
30,802
300
314
11,017
19,994
48,015
47,284
15,276
990
13,403
27,874
8,167
2,278
6,530
1,609
143,445
436,622
30,861
2,872
Contract Volume
Callff
Put
785
2,362
14,886
7,379
248,251
29,052
25,862
20,731
25,189
280,103
989
4,629
27,183
18,438
188
2,271
51,945
8,342
347,746
2,542
4,823
7,656
5,917
44,769
56,217
2,020
36,700
643
70,000
3,413
882
24,478
4,951
16,461
96,007
14,009
1,889,806
13,024
25,678
8,687
47,131
21,590
10,894
115,912
11,955
85,148
13,748
21,763
25,555
150,828
7,283
1,691
10,081
13,213
72,715
45,018
7,575
4,426
24,619
170
170
5,548
14,254
35,757
33,174
7,793
478
8,972
17,605
5,571
1,350
4,037
1,042
67,969
201,271
24,288
2,267
59
1,128
20,162
904
179,160
38,352
43,015
19,936
4,184
223,148
1,077
2,044
14,905
5,212
210
1,346
31,326
6,300
273,504
585
4,346
1,758
2,590
19,148
51,441
2,552
14,793
437
98,252
1,226
675
9,454
2,514
9,705
38,683
9,298
758,956
2,022
8,384
12,769
28,357
5,728
7,602
55,143
4,464
54,720
12,460
28,227
7,659
90,598
5,011
1,339
3,288
8,845
28,759
41,256
15,963
2,830
6,183
130
144
5,469
5,740
12,258
14,110
7,483
512
4,431
10,269
2,596
928
2,493
567
75,476
235,351
6,573
605
Average Daily Volume
Total
Call
Put
3
14
139
33
1,696
267
408
161
117
1,997
8
26
167
94
2
14
330
58
2,465
12
36
37
34
254
427
28
204
12
668
20
6
135
30
104
534
92
10,511
60
135
85
300
108
73
679
65
555
104
198
132
958
49
12
53
88
403
342
93
29
122
1
1
44
79
191
188
61
4
53
111
32
16
26
6
569
1,733
122
11
3
9
59
29
985
115
153
82
100
1,112
4
18
108
73
1
9
206
33
1,380
10
19
30
23
178
223
12
146
7
278
15
4
97
20
65
381
56
7,499
52
102
34
187
86
43
460
47
338
55
86
101
599
29
7
40
52
289
179
30
18
98
1
1
22
57
142
132
31
2
36
70
22
9
16
4
270
799
96
9
0
4
80
4
711
152
255
79
17
886
4
8
59
21
1
5
124
25
1,085
2
17
7
10
76
204
16
59
5
390
5
3
38
10
39
154
37
3,012
8
33
51
113
23
30
219
18
217
49
112
30
360
20
5
13
35
114
164
63
11
25
1
1
22
23
49
56
30
2
18
41
10
6
10
2
300
934
26
2
29
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
30
PEP
PSEM
PKI
PER
PRGO
PETC
PTR
PBR
PETM
PFE
PCG
PPDI
PRX
PHA
PCYC
PD
PSC
PHI
PVH
PNX
PHTN
PLAB
PIR
PNK
PCLE
PNW
PBI
PVTL
PIXR
PXLW
PDG
PTP
PLXS
PLUG
PCL
PLXT
PMCS
PNC
PNM
PPP
PII
RL
PLCM
PLMD
POL
PKX
PPS
POT
PCH
POWI
PWER
PWAV
PPG
PRCS
PX
PCO
PPD
PRST
PRIA
PR
PCLN
PDE
PMSI
PFG
PG
PGNX
PGN
PL
PDLI
PRTN
PVN
PRV
PRU
PTEK
PEG
PHM
QLGC
Total
PepsiCo, Inc.
518,896
Pericom Semiconductor Corporation
1,469
Perkin-Elmer, Inc
24,943
Perot Systems Corp
20,931
Perrigo Company
5,343
PETCO Animal Supplies, Inc.
4,185
PetroChina Company Limited
3,433
Petroleo Brasileiro S.A.-ADR
31,981
PETsMART, Inc
80,268
Pfizer Inc.
1,103,004
PG&E Corporation
15,551
Pharmaceutical Product Development
23,788
Pharmaceutical Resources, Inc
49,568
Pharmacia Corp.
364,540
Pharmacyclics, Inc
1,677
Phelps Dodge Corporation
59,558
Philadelphia Suburban Corporation
7,343
Philippine Long Distance Telephone Company ADR
3,228
Phillips-Van Heusen Corporation
10
Phoenix Companies, Inc
8,429
Photon Dynamics, Inc
26,913
Photronics, Inc.
21,491
Pier 1 Imports, Inc.
34,008
Pinnacle Entertainment, Inc.
658
Pinnacle Systems, Inc
16,087
Pinnacle West Capital Corporation
1,678
Pitney Bowes, Inc.
2,389
Pivotal Corporation
1,035
Pixar, Inc.
9,120
Pixelworks, Inc
27,596
Placer Dome, Inc.
214,803
Platinum Underwriters Holdings Ltd.
378
Plexus Corporation Inc
28,466
Plug Power, Inc
24,498
Plum Creek Timber Company, LP
11,130
PLX Technology, I Inc
2,319
PMC-Sierra Inc.
177,273
PNC Bank Corporation
54,324
PNM Resources, Inc
2,528
Pogo Producing Company
9,313
Polaris Industries, Inc.
5,550
Polo Ralph Lauren Corp
15,308
Polycom, Inc.
93,809
Polymedica Corp.
34,129
PolyOne Corporation
1,160
POSCO
6,713
Post Properties, Inc.
10,135
Potash Corporation of Saskatchewan Inc.
32,285
Potlatch Corporation
16,001
Power Integrations, Inc.
7,291
Power-One, Inc
7,571
Powerwave Technologies, Inc
159,130
PPG Industries, Inc.
27,374
PRAECIS Pharmaceuticals Incorporated
3,048
Praxair, Inc.
15,251
Premcor Inc.
1,820
Pre-Paid Legal Services, Inc.
286,163
Presstek, Inc.
3,689
PRI Automation Inc
2,493
Price Communications Corp
17,761
Priceline.com Inc
32,177
Pride International
62,296
Prime Medical Services, Inc.
225
Principal Financial Group, Inc.
12,188
Procter & Gamble Company (The)
549,409
Progenics harmaceuticals, Inc
4,741
Progress Energy, Inc
6,702
Protective Life Corporation
2,975
Protein Design Labs, Inc.
98,298
Proton Energy Systems, Inc
1,002
Providian Financial Corp (New)
287,469
Province Healthcare Company
21,562
Prudential Financial, Inc
173,903
PTEK Holdings, Inc
14,828
Public Service Enterprise Group Incorporated
357
Pulte Homes, Inc
43,796
QLogic Corporation
362,220
Contract Volume
Callff
Put
353,608
722
12,811
13,453
4,081
2,140
2,319
21,472
62,038
705,413
11,476
12,603
38,974
267,537
762
36,156
5,643
2,722
0
3,664
15,012
6,170
24,199
522
13,624
1,177
1,204
619
1,317
14,157
185,703
258
13,427
17,883
7,251
1,585
121,293
22,163
1,107
7,405
2,790
11,562
60,851
20,103
763
2,154
1,963
19,019
5,948
4,842
5,702
35,009
12,559
2,786
9,133
1,228
126,882
3,161
838
7,707
28,186
45,376
165
6,837
321,300
2,663
3,475
2,426
61,388
656
251,002
10,874
71,240
14,218
238
24,932
203,618
165,288
747
12,132
7,478
1,262
2,045
1,114
10,509
18,230
397,591
4,075
11,185
10,594
97,003
915
23,402
1,700
506
10
4,765
11,901
15,321
9,809
136
2,463
501
1,185
416
7,803
13,439
29,100
120
15,039
6,615
3,879
734
55,980
32,161
1,421
1,908
2,760
3,746
32,958
14,026
397
4,559
8,172
13,266
10,053
2,449
1,869
124,121
14,815
262
6,118
592
159,281
528
1,655
10,054
3,991
16,920
60
5,351
228,109
2,078
3,227
549
36,910
346
36,467
10,688
102,663
610
119
18,864
158,602
Average Daily Volume
Total
Call
Put
2,059
6
99
83
21
27
14
127
319
4,377
62
94
197
1,447
7
236
69
13
1
33
107
85
135
4
64
7
9
4
36
110
852
10
113
97
44
9
703
216
10
37
22
61
372
135
6
27
60
128
63
29
30
631
109
12
61
17
1,136
15
10
70
128
247
2
51
2,180
19
27
12
390
4
1,141
86
857
59
1
174
1,437
1,403
3
51
53
16
14
9
85
246
2,799
46
50
155
1,062
3
143
53
11
0
15
60
24
96
3
54
5
5
2
5
56
737
7
53
71
29
6
481
88
4
29
11
46
241
80
4
9
12
75
24
19
23
139
50
11
36
11
504
13
3
31
112
180
2
29
1,275
11
14
10
244
3
996
43
351
56
1
99
808
656
3
48
30
5
13
4
42
72
1,578
16
44
42
385
4
93
16
2
1
19
47
61
39
1
10
2
5
2
31
53
115
3
60
26
15
3
222
128
6
8
11
15
131
56
2
18
48
53
40
10
7
493
59
1
24
6
632
2
7
40
16
67
1
22
905
8
13
2
146
1
145
42
506
2
0
75
629
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
QLTI
QCOM
PWR
DSS
DGX
QSFT
STR
QTRN
Q
RHD
RJR
RACN
RDN
RSH
RRA
RMBS
RATL
RTN
RDA
RDRT
RNWK
RHAT
RBK
RGC
RTIX
REGN
RCOM
RRI
REMC
REM
RCII
RSG
RIMM
RMD
RECN
RSTO
RTH
RETK
REV
RFMD
RNA
RHT
RAD
RSTN
ROAD
ROK
COL
ROST
RDC
ROXI
RY
RCL
RD
RGLD
RPM
RSAS
RI
RTEC
R
SONE
SABA
TSG
SAFC
SWY
SLXP
SNDK
SANM
SAP
SLE
SBC
SBSE
HSIC
SGP
SLB
SCH
SGMS
S FA
SCIO
QLT Inc.
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.H. Donnelly Co.
R.J. Reynolds Tobacco Company
Racing Champions Ertl Corporation
Radian Group17,727
RadioShack
RailAmerica, Inc.
Rambus, Inc
Rational Software Corporation
Raytheon Company
Reader’s Digest Association, Inc. (Class A)
Read-Rite Corporation
RealNetworks Inc.
Red Hat, Inc
Reebok International Ltd.
Regal Entertainment Group, Class A
Regeneration Technologies, Inc
Regeneron Pharmaceuticals, Inc.
Register.com
Reliant Resources, Inc
REMEC, Inc
Remington Oil & Gas Corporation
Rent-A-Center, Inc.
Republic Services Inc-CL A
Research in Motion
ResMed Inc.
Resources Connection, Inc
Restoration Hardware, Inc.
Retail HOLDRs Trust
Retek Inc
Revlon, Inc. (Class A)
RF Micro Devices, Inc.
Ribapharm Inc.
Right Management Consultants, Inc
Rite Aid Corporation
Riverstone Networks, Inc
Roadway Express, Inc.
Rockwell Automation, Inc.
Rockwell Collins
Ross Stores, Inc.
Rowan Companies, Inc.
Roxio, Inc
Royal Bank of Canada
Royal Caribbean Cruises Ltd.
Royal Dutch Petroleum Company
Royal Gold, Inc.
RPM International Inc.
RSA Security, Inc.
Ruby Tuesday, Inc.
Rudolph Technologies, Inc.
Ryder System, Inc.
S1 Corporation
Saba Software, Inc
Sabre Holdings Corp.
SAFECO Corporation
Safeway, Inc.
Salix Pharmaceuticals, Ltd
SanDisk Corporation
Sanmina SCI Corporation
SAP AG
Sara Lee Corporation
SBC Communications, Inc.
SBS Technologies, Inc
Schein (Henry), Inc.
Schering-Plough Corporation
Schlumberger Limited
Schwab Corporation (The Charles)
Scientific Games Corporation
Scientific-Atlanta, Inc.
Scios Inc.
Total
41,413
1,963,203
14,964
2,082
59,978
30,267
6,394
16,441
296,849
4
79,067
4,832
7,801
53,156
1,666
140,826
121,985
223,729
11,498
27,416
22,449
24,759
17,805
2,136
1,928
2,848
5,804
49,058
10
23,962
7,046
8,375
90,228
9,342
5,326
63,112
1,177
49,677
13,140
189,569
4,524
60,752
82,824
87,235
3,649
31,991
17,160
2,233
29,439
6,277
1,081
45,508
195,887
43,836
19,938
18,407
28,437
9,437
1,346
9,418
1,426
16,032
17,127
164,435
3,967
83,926
174,156
78,952
27,286
215,190
1,035
25,604
395,659
455,314
278,501
13,837
69,293
74,926
Contract Volume
Callff
Put
24,437
1,209,838
6,903
1,097
36,565
22,150
4,923
12,003
198,204
4
47,400
3,074
9,926
32,977
1,416
115,790
50,235
150,035
9,170
12,664
16,637
19,027
12,441
589
1,718
2,176
4,130
29,597
0
20,178
2,601
6,810
39,859
4,932
3,537
50,203
536
22,602
3,279
138,550
3,574
42,336
65,982
63,851
2,510
24,088
13,324
921
22,378
4,888
620
23,102
93,277
30,485
17,684
8,092
15,977
5,505
910
7,589
1,311
7,214
12,505
97,828
3,002
52,880
117,543
21,213
21,511
134,456
725
20,042
258,598
320,777
192,093
12,137
42,508
42,221
16,976
753,365
8,061
985
23,413
8,117
1,471
4,438
98,645
0
31,667
1,758
70
20,179
250
25,036
71,750
73,694
2,328
14,752
5,812
5,732
5,364
1,547
210
672
1,674
19,461
10
3,784
4,445
1,565
50,369
4,410
1,789
12,909
641
27,075
9,861
51,019
950
18,416
16,842
23,384
1,139
7,903
3,836
1,312
7,061
1,389
461
22,406
102,610
13,351
2,254
10,315
12,460
3,932
436
1,829
115
8,818
4,622
66,607
965
31,046
56,613
57,739
5,775
80,734
310
5,562
137,061
134,537
86,408
1,700
26,785
32,705
Average Daily Volume
Total
Call
Put
164
7,790
59
8
238
120
25
65
1,178
0
314
27
31
211
10
559
484
888
46
109
89
98
71
22
8
11
23
195
0
95
28
33
358
37
21
308
5
197
52
752
26
241
329
346
14
127
68
9
117
25
4
181
777
271
79
73
113
37
5
37
6
64
68
653
16
333
691
313
108
854
4
102
1,570
1,807
1,105
60
275
297
97
4,801
27
4
145
88
20
48
787
0
188
17
39
131
8
459
199
595
36
50
66
76
49
6
7
9
16
117
0
80
10
27
158
20
14
245
2
90
13
550
20
168
262
253
10
96
53
4
89
19
2
92
370
188
70
32
63
22
4
30
5
29
50
388
12
210
466
84
85
534
3
80
1,026
1,273
762
53
169
168
67
2,990
32
4
93
32
6
18
391
0
126
10
80
1
99
285
292
9
59
23
23
21
16
1
3
7
77
0
15
18
6
200
18
7
63
3
107
39
202
5
73
67
93
5
31
15
5
28
6
2
89
407
82
9
41
49
16
2
7
0
35
18
264
4
123
225
229
23
320
1
22
544
534
343
7
106
130
31
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
32
SEAC
SEE
S
SEIC
SCSS
SEM
SMTC
SXT
SEPR
SRNA
SRA
SHRP
SJR
SC
SHW
SHPGY
SKO
SHFL
SCRI
SEBL
SIE
SRP
SIAL
SIMG
SLAB
SSTI
SIVB
SIRI
SKM
SKX
SKILE
SWKS
SLM
SII
SFD
SSCC
SLR
SOI
SAH
SBLU
SNWL
SONO
SONS
SNE
SO
SOTR
LUV
SOV
SBSA
SLNK
FON
PCS
SPW
SM
STJ
SPC
STGS
SPF
SPLS
SBUX
HOT
STT
STN
STEL
SRCL
STE
SVC
SWC
STM
STK
STXN
SYK
SLF
SUNW
SU
SDS
SUN
SeaChange International, Inc
Sealed Air Corporation “New”
Sears, Roebuck and Company
SEI Investments Company
Select Comfort Corporation
Select Medical Corporation
Semtech Corporation
Sensient Technologies Corporation
Sepracor, Inc.
SERENA Software, Inc
Serono SA
Sharper Image Corp
Shaw Communications, Inc.
Shell Transport & Trading Company, PLC ADR
Sherwin-Williams Company (The)
Shire Pharmaceuticals, Inc
Shopko Stores, Inc.
Shuffle Master, Inc.
SICOR Inc
Siebel Systems, Inc.
Sierra Health Services, Inc.
Sierra Pacific Resources
Sigma-Aldrich Corporation
Silicon Image, Inc
Silicon Laboratories, Inc
Silicon Storage Technology, Inc
Silicon Valley Bancshares
Sirius Satellite Radio
Sk Telecom Co., Ltd. ADS
Skechers U.S.A., Inc
SkillSoft plc.
Skyworks Solutions, Inc..
SLM Corporation
Smith International, Inc.
Smithfield Foods, Inc.
Smurfit Stone Container Corporation
Solectron Corporation
Solutia Inc
Sonic Automotive, Inc
SONICblue Incorporated
SonicWall, Inc
SonoSite, Inc.
Sonus Networks, Inc
Sony Corporation ADR
Southern Company (The)
Southtrust Corp.
Southwest Airlines Co.
Sovereign Bancorp, Inc.
Spanish Broadcasting System, Inc
SpectraLink Corporation
Sprint Corporation
Sprint Corporation PCS Group
SPX Corporation
St Mary Land & Exploration Company
St. Jude Medical, Inc.
St. Paul Companies, Inc. (The)
Stage Stores, Inc.
Standard Pacific Corp
Staples, Inc.
Starbucks Corporation
Starwood Hotels & Resorts Worldwide, Inc.
State Street Corporation
Station Casinos, Inc.
Stellent, Inc
Stericycle, Inc.
STERIS Corporation
Stewart & Stevensen Services, Inc
Stillwater Mining Company
STMicroelectronics N.V.
Storage Technology Corporation
Stratex Networks, Inc
Stryker Corporation
Sun Life Financial Services of Canada, Inc.
Sun Microsystems, Inc.
Suncor Energy, Inc.
SunGard Data Systems Inc.
Sunoco, Inc.
Total
19,672
111,521
502,856
9,626
152
6,195
50,534
5,611
167,799
28,507
23,115
1,343
779
23,512
45,620
26,538
6,825
12,353
21,040
1,497,645
17,263
43,535
52,836
9,382
85,610
21,811
6,070
55,123
11,678
17,637
39,169
73,998
83,723
86,208
14,237
35,731
205,834
33,073
32,414
13,854
17,043
2,448
132,039
20,690
61,148
6,272
172,507
13,274
1,034
1,217
132,735
346,754
64,771
206
60,609
24,695
6,166
12,245
10,443
468,638
92,048
37,374
18,087
21,459
61,455
14,991
9,498
17,985
47,084
44,126
681
50,466
25,114
1,083,731
10,701
53,213
23,101
Contract Volume
Callff
Put
10,978
67,118
293,976
6,748
122
4,928
20,688
1,243
92,056
18,899
20,772
646
355
11,589
22,426
13,847
3,289
6,504
16,452
1,015,337
10,648
27,151
35,076
8,146
54,423
16,013
2,888
42,145
8,932
10,284
31,405
60,948
47,802
38,470
7,462
27,279
135,676
16,471
28,113
13,025
13,451
1,240
74,910
7,273
38,641
4,791
119,280
10,249
762
889
63,917
241,870
33,678
6
36,340
18,879
2,528
5,641
6,950
344,145
24,144
22,678
12,226
12,963
36,162
11,706
6,344
11,936
28,188
26,855
491
30,067
19,872
689,919
7,512
32,530
11,862
8,694
44,403
208,880
2,878
30
1,267
29,846
4,368
75,743
9,608
2,343
697
424
11,923
23,194
12,691
3,536
5,849
4,588
482,308
6,615
16,384
17,760
1,236
31,187
5,798
3,182
12,978
2,746
7,353
7,764
13,050
35,921
47,738
6,775
8,452
70,158
16,602
4,301
829
3,592
1,208
57,129
13,417
22,507
1,481
53,227
3,025
272
328
68,818
104,884
31,093
200
24,269
5,816
3,638
6,604
3,493
124,493
67,904
14,696
5,861
8,496
25,293
3,285
3,154
6,049
18,896
17,271
190
20,399
5,242
393,812
3,189
20,683
11,239
Average Daily Volume
Total
Call
Put
78
443
1,995
38
19
25
201
22
666
113
92
5
6
93
181
105
27
49
83
5,943
102
173
210
37
340
87
24
219
46
70
155
294
332
342
56
142
817
131
129
55
68
17
524
82
243
25
685
53
4
5
527
1,376
257
1
241
98
28
49
41
1,860
365
148
72
85
244
59
38
71
187
175
3
200
100
4,301
63
211
92
44
266
1,167
27
15
20
82
5
365
75
82
3
3
46
89
55
13
26
65
4,029
63
108
139
32
216
64
11
167
35
41
125
242
190
153
30
108
538
65
112
52
53
8
297
29
153
19
473
41
3
4
254
960
134
0
144
75
11
22
28
1,366
96
90
49
51
144
46
25
47
112
107
2
119
79
2,738
44
129
47
35
176
829
11
4
5
118
17
301
38
9
3
3
47
92
50
14
23
18
1,914
39
65
70
5
124
23
13
52
11
29
31
52
143
189
27
34
278
66
17
3
14
8
227
53
89
6
211
12
1
1
273
416
123
1
96
23
16
26
14
494
269
58
23
34
100
13
13
24
75
69
1
81
21
1,563
19
82
45
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
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
SRZ
STI
SUPG
SPN
SUP
SVU
SURE
SFY
SWFT
SWS
SY
SCMR
SLVN
SYMC
SBL
SCOR
SNPS
SNV
SYY
TROW
TSM
TTWO
TALXE
TNOX
TGT
TGEN
TARO
TCB
TECD
TECH
TNL
TE
TK
TKLC
TEK
TBH
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
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
TDY
TEF
TMX
TNE
TDS
TTEC
TLAB
THC
TER
TRLY
TSO
TEVA
TXN
PZB
SSP
FINL
GS
SJM
MEDC
NLS
NMGA
PBG
PGR
REY
RYL
SMG
SGR
TSA
TTN
TGX
THER
TWAV
TMO
TOC
THOR
THQI
TIBX
TMCS
TDW
TIF
Total
Sunrise Senior Living, Inc.
53,017
SunTrust Banks, Inc.
23,228
SuperGen, Inc
4,466
Superior Energy Services, Inc
443
Superior Industries International, Inc.
6,014
SUPERVALU, Inc.
98
SureBeam Corporation
74,680
Swift Energy Company
9,603
Swift Transporation Co., Inc
17,745
SWS Group, Inc
3,230
Sybase, Inc.
9,030
Sycamore Networks, Inc
22,913
Sylvan Learning Systems, Inc.
8,144
Symantec Corporation
141,343
Symbol Technologies, Inc.
31,418
Syncor International Corporation
59,904
Synopsys, Inc.
110,079
Synovous Financial Corp
23,312
Sysco Corporation
83,690
T. Rowe Price Group, Inc.
23,205
Taiwan Semiconductor Manufacturing Company Ltd. 251,975
Take-Two Interactive Software
157,363
TALX Corporation
16,304
Tanox, Inc
1,238
Target Corporation
217,489
Targeted Genetics Corporation
113
Taro Pharmaceutical Industries Ltd
39,023
TCF Financial Corporation
13,935
Tech Data Corporation
29,798
Techne Corporation
140
Technitrol, Inc
9,345
TECO Energy, Inc.
78,865
Teekay Shipping Corporation
21,739
Te k e l e c
8,728
Tektronix Inc
9,997
Telecomunicacoes Brasileiras S.A. - Telebras
14,428
(“Telebras HOLDRs”)
Teledyne Technologies, Inc
3,317
Telefonica de Espana, S.A. ADR
14,674
Telefonos de Mexico, S.A. de C.V. ADR
307,836
TeleNorte Leste Participacoes SA ADS
21,766
Telephone & Data Systems, Inc.
7,242
TeleTech Holdings, Inc.
4,192
Tellabs, Inc.
52,576
Tenet Healthcare Corporation
257,742
Teradyne, Inc.
64,096
Terra Networks, S.A.
11,453
Tesoro Petroleum Corporation
22,027
Teva Pharmaceutical Industries Ltd. ADR
132,261
Texas Instruments Incorporated
1,469,359
The Brink’s Company
1,758
The E.W. Scripps Company
5,799
The Finish Line - CL A
7,106
The Goldman Sachs Group, Inc
806,793
The J.M. Smucker Company
1,965
The Med-Design Corporation
14,178
The Nautilus Group, Inc.
241,002
The Neiman Marcus Group, Inc. Class A
724
The Pepsi Bottling Group, Inc.
40,276
The Progressive Corporation
30,268
The Reynolds and Reynolds Company
1,347
The Ryland Group, Inc
81,259
The Scotts Company
3,125
The Shaw Group, Inc
82,375
The Sports Authority, Inc.
5,038
The Titan Corporation
29,170
Theragenics Corporation
4,026
Therasense, Inc.
3,419
Therma-Wave, Inc
854
Thermo Electron Corporation
7,625
Thomson Corporation
6,412
Thoratec Labs Corporation
9,505
THQ Inc.
79,720
TIBCO Software
43,607
Ticketmaster Class B
11,843
Tidewater, Inc.
22,885
Tiffany & Co.
77,488
Contract Volume
Callff
Put
Average Daily Volume
Total
Call
Put
24,062
13,569
3,284
341
3,207
48
52,173
5,680
9,816
1,740
6,986
19,369
4,105
87,958
16,936
34,695
64,963
15,784
48,463
15,286
160,764
109,378
13,445
1,026
128,727
13
28,863
5,381
10,903
116
5,388
28,446
8,661
2,797
6,085
6,136
28,955
9,659
1,182
102
2,807
50
22,507
3,923
7,929
1,490
2,044
3,544
4,039
53,385
14,482
25,209
45,116
7,528
35,227
7,919
91,211
47,985
2,859
212
88,762
100
10,160
8,554
18,895
24
3,957
50,419
13,078
5,931
3,912
8,292
210
92
18
2
36
0
296
38
70
13
36
91
32
561
125
238
437
93
332
92
1,000
624
65
5
863
0
155
55
118
1
37
313
86
35
40
57
95
54
13
1
19
0
207
23
39
7
28
77
16
349
67
138
258
63
192
61
638
434
53
4
511
0
115
21
43
0
21
113
34
11
24
24
115
38
5
0
17
0
89
16
31
6
8
14
16
212
57
100
179
30
140
31
362
190
11
1
352
0
40
34
75
0
16
200
52
24
16
33
2,542
4,971
120,364
4,376
3,759
2,677
38,450
169,322
35,598
1,826
13,154
73,800
1,030,182
886
2,170
3,312
405,445
1,167
7,380
139,430
352
26,977
21,931
711
29,692
857
50,225
3,883
19,726
3,310
2,445
537
4,934
4,111
7,951
47,994
29,987
8,106
15,712
47,994
775
9,703
187,472
17,390
3,483
1,515
14,126
88,420
28,498
9,627
8,873
58,461
439,177
872
3,629
3,794
401,348
798
6,798
101,572
372
13,299
8,337
636
51,567
2,268
32,150
1,155
9,444
716
974
317
2,691
2,301
1,554
31,726
13,620
3,737
7,173
29,494
13
58
1,222
86
29
17
209
1,023
254
45
87
525
5,831
12
34
28
3,202
14
56
956
4
160
120
7
322
59
327
27
116
16
23
3
30
46
38
316
173
47
91
307
10
20
478
17
15
11
153
672
141
7
52
293
4,088
6
13
13
1,609
8
29
553
2
107
87
4
118
16
199
20
78
13
17
2
20
30
32
190
119
32
62
190
3
39
744
69
14
6
56
351
113
38
35
232
1,743
6
21
15
1,593
6
27
403
2
53
33
3
205
43
128
6
37
3
7
1
11
17
6
126
54
15
28
117
33
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
34
TWTC
AOL
TKR
TIVO
TJX
TOL
TLGD
TOM
TOO
TR
TOPP
TD
TOT
TAA
TWR
TM
TOY
TSCO
TKTX
RIG
TAPA
TAPB
TRR
TRI
TRB
TMAR
TGH
TRMB
TRMS
TQNT
TGI
TRZ
TZIX
TRW
TAM
TZA
TVX
TWTR
TXU
TYC
TSN
USB
UAL
UBS
UCI
ULCM
ULTE
UPL
UTEK
UBB
UN
UNP
UIS
UNT
UDI
UNH
UIC
UMC
UNFI
UNTD
UPS
URI
X
USTR
UTX
UTHR
UCO
UHS
UOPX
UVN
UCL
UNM
URBN
U
Time Warner Telecom Inc
Time Warner, Inc.
Timken Company (The)
TiVo, Inc
TJX Companies, Inc. (The)
Toll Brothers, Inc.
Tollgrade Communications, Inc
Tommy Hilfiger Corporation
TOO, Inc
Tootsie Roll Industries, Inc
Topps Company
Toronto Dominion Bank
Total S.A. (ADR)
Touch America Holdings, Inc.
Tower Automotive, Inc
Toyota Motor Corporation ADR
Toys “R” Us, Inc.
Tractor Supply Company
Transkaryotic Therapies, Inc.
Transocean Inc.
Travelers Property Casualty Corp.
Travelers Property Casualty Corporation
TRC Companies, Inc.
Triad Hospitals
Tribune Company
Trico Marine Services, Inc
Trigon Healthcare, Inc
Trimble Navigation Ltd.
Trimeris Inc
Triquint Semiconductor, Inc.
Triumph Group, Inc.
Trizec Properties, Inc. (New)
TriZetto Group, Inc
TRW, Inc.
Tubos de Acero de Mexico SA ADR
TV Azteca S.A. de C.V.
TVX Gold, Inc.
Tweeter Home Entertainment Group, Inc
TXU Company
Tyco International Limited
Tyson Foods, Inc. (Class A)
U.S. Bancorp
UAL Corporation
UBS AG
UICI
Ulticom, Inc
Ultimate Electronics, Inc.
Ultra Petroleum Corp.
Ultratech, Inc.
Unibanco Uniao de Bancos Brasileros
Unilever N.V.
Union Pacific Corporation
Unisys Corporation
Unit Corporation
United Defense Industries, Inc.
United HealthCare Corporation
United Industrial Corporation
United Microelectronics Corporation
United Natural Foods, Inc
United Online, Inc.
United Parcel Service, Inc
United Rentals, Inc.
United States Seel Corporation
United Stationers, Inc
United Technologies Corporation
United Therapeutics Corp
Universal Compression Holdings, Inc
Universal Health Services, Inc
University of Phoenix Online
Univision Communications Inc
Unocal Corporation
Unumprovident Corporation
Urban Outfitters, Inc
US Airways Group, Inc.2
Total
6,131
8,492,092
13,003
39,331
44,745
46,633
5,183
16,419
8,385
2,651
170
5,104
27,906
12,942
2,601
17,053
86,397
21,167
36,105
109,514
37,015
3,378
6,325
61,464
36,967
1,173
4,130
5,995
53,909
9,568
1,519
25,024
864
271,243
3,914
59,410
1,229
11,931
98,621
5,831,849
38,959
231,003
1,045,374
16,365
8,637
3,966
1,670
4,190
4,964
5,097
5,005
34,718
40,052
5,401
10,577
263,153
13
32,438
6,131
20,272
685,507
8,439
25,081
11,647
278,989
18,352
1,165
47,205
9,189
40,545
38,860
1,636
2,303
6,862
Contract Volume
Callff
Put
2,748
5,175,076
6,133
33,252
31,669
22,727
2,407
11,156
5,219
1,440
151
1,821
16,300
7,534
2,469
5,596
51,719
11,323
23,942
78,603
31,253
2,985
5,035
37,906
27,253
983
2,267
5,531
35,317
58,357
710
16,344
514
167,653
3,404
36,654
973
7,953
57,851
3,517,559
33,786
189,045
387,583
8,228
5,685
3,357
1,191
3,246
3,055
3,735
1,856
24,887
26,689
4,859
7,927
154,836
13
23,683
3,706
16,655
473,598
5,316
16,936
5,747
158,015
15,220
835
23,574
5,842
24,632
26,291
1,069
1,942
15,265
3,383
3,317,016
6,870
6,079
13,076
23,906
2,776
5,263
3,166
1,211
19
3,283
11,606
5,408
132
11,457
34,678
9,844
12,163
30,911
5,762
393
1,290
23,558
9,714
190
1,863
464
18,592
21,211
809
8,680
350
103,590
510
22,756
256
3,978
40,770
2,314,290
5,173
41,958
657,791
8,137
2,952
609
479
944
1,909
1,362
3,149
9,831
13,363
542
2,650
108,317
0
8,755
2,425
3,617
211,909
3,123
8,145
5,900
120,974
3,132
330
23,631
3,347
15,913
12,569
567
361
11,597
Average Daily Volume
Total Call
Put
24
33,699
52
156
178
185
21
65
33
11
1
20
111
51
10
68
343
235
143
435
194
37
31
244
147
5
16
24
214
316
12
99
3
1,076
16
236
17
47
391
23,142
155
917
4,148
65
34
16
19
25
20
20
20
138
159
30
52
1,044
2
129
24
121
2,720
33
100
46
1,107
73
6
187
36
161
154
6
9
107
11
20,536
24
132
126
90
10
44
21
6
1
7
65
30
10
22
205
126
95
312
164
32
25
150
108
4
9
22
140
232
6
65
2
665
14
145
14
32
230
13,959
134
750
1,538
33
23
13
14
19
12
15
7
99
106
27
39
614
2
94
15
100
1,879
21
67
23
627
60
4
94
23
98
104
4
8
61
13
13,163
27
24
52
95
11
21
13
5
0
13
46
21
1
45
138
109
48
123
30
4
6
93
39
1
7
2
74
84
6
34
1
411
2
90
4
16
162
9,184
21
167
2,610
32
12
2
6
6
8
5
12
39
53
3
13
430
0
35
10
22
841
12
32
23
480
12
2
94
13
63
50
2
1
46
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
USON
USU
USFC
USG
UST
UTSI
VFC
VLO
VVTV
VRC
VAR
VARI
VSEA
VAST
VXGN
VGR
VECO
VMSI
VNX
VRSN
VRST
VTS
VRTS
VRTY
VZ
VRTX
VERT
VIA
VIAB
VSAT
VAS
VICR
VISG
VIP
VPI
VIRL
VSH
VC
EYE
VWKS
VTSS
V
VVUS
VOD
BER
WNC
WB
WAG
WMT
WM
WCN
WMI
WGRD
WAT
WPI
WAVX
WFT
WEBX
HLTH
WEBM
WBSN
WTW
WLP
WFC
WEN
WSTC
WR
WDC
WWCA
WON
WY
WHR
WFMI
OATS
WMB
Total
US Oncology, Inc.
22,754
USEC, Inc
48,315
USF Corporation
6,980
USG Corporation
21,062
UST Inc
19,820
UTStarcom, Inc
81,496
V.F. Corporation
9,603
Valero Energy Corporation
153,242
ValueVision Media, Inc. CL A
21,203
Varco International, Inc.
3,274
Varian Associates, Inc.
7,394
Varian Inc
15,182
Varian Semiconductor Equipment Associates, Inc 23,986
Vastera, Inc
4,618
VaxGen, Inc
6,749
Vector Group Ltd.
3,061
Veeco Instruments Inc
30,071
Ventana Medical Systems
7,609
Veridan Corporation
1,075
Verisign Inc
172,413
Verisity Ltd.
6,840
Veritas DGC, Inc.
18,592
VERITAS Software Corporation
485,891
Verity, Inc.
19,806
Verizon Communications, Inc
893,598
Vertex Pharmaceuticals, Inc.
14,715
VerticaNet, Inc
174
Viacom, Inc. Class A
30,922
Viacom, Inc. Class B
297,323
ViaSat, Inc
188
Viasys Healthcare, Inc
1,518
Vicor Corporation
1,458
Viisage Technology, Inc
27,126
Vimpel-Communications ADR
28,730
Vintage Petroleum, Inc
77
Virage Logic Corporation
1,925
Vishay Intertechnology, Inc.
52,378
Visteon Corp
12,982
VISX, Incorporated
8,225
VitalWorks Inc.
9,324
Vitesse Semiconductor Corporation
94,280
Vivendi SA
106,641
VIVUS, Inc.
10,116
Vodafone Group PLC ADR
125,828
W.R. Berkley Corporation
8,488
Wabash National Corporation
7,689
Wachovia Corporation
274,938
Walgreen Company
93,558
Wal-Mart Stores, Inc.
1,711,224
Washington Mutual, Inc.
157,026
Waste Connections, Inc
27,160
Waste Management, Inc.
68,979
WatchGuard Technologies, Inc
5,604
Waters Corporation
30,922
Watson Pharmaceuticals, Inc.
56,694
Wave Systems Corporation
3,365
Weatherford International, Inc.
81,711
WebEx Communications, Inc
26,611
WebMD Corporation
94,757
WebMethods,Inc
13,679
Websense, Inc
36,553
Weight Watchers International, Inc.
26,282
WellPoint Health Networks, Inc. (Class A)
88,765
Wells Fargo & Company
385,212
Wendy’s International, Inc.
35,782
West Corporation
1,345
Westar Energy, Inc.
630
Western Digital Corporation
68,340
Western Wireless Corporation (Class A)
13,016
Westwood One, Inc.
1,284
Weyerhaeuser Company
78,613
Whirlpool Corporation
57,042
Whole Foods Market, Inc.
32,751
Wild Oats Markets, Inc
8,943
Williams Companies, Inc. (The)
595,430
Contract Volume
Callff
Put
14,989
41,289
3,221
18,802
13,656
63,104
5,964
89,140
17,444
2,426
5,358
9,486
11,166
2,882
4,937
1,510
13,533
3,811
878
96,236
3,982
10,193
272,882
11,721
475,232
8,169
174
16,515
219,088
154
1,303
491
22,247
13,849
53
1,208
22,760
7,997
2,902
6,910
77,730
62,255
8,332
89,345
6,874
6,487
201,806
40,790
1,152,601
101,133
14,906
43,661
3,521
17,785
31,821
3,306
36,010
14,887
82,002
10,845
25,147
13,082
52,912
183,143
20,251
977
215
58,534
10,802
622
41,700
21,881
20,245
4,797
382,633
7,765
7,026
3,759
2,260
6,164
18,392
3,639
64,102
3,759
848
2,036
5,696
12,820
1,736
1,812
1,551
16,538
3,798
197
76,177
2,858
8,399
213,009
8,085
418,366
6,546
0
14,407
78,235
34
215
967
4,879
14,881
24
717
29,618
4,985
5,323
2,414
16,550
44,386
1,784
36,483
1,614
1,202
73,132
52,768
558,623
55,893
12,254
25,318
2,083
13,137
24,873
59
45,701
11,724
12,755
2,834
11,406
13,200
35,853
202,069
15,531
368
415
9,806
2,214
662
36,913
35,161
12,506
4,146
212,797
Average Daily Volume
Total Call
Put
90
192
28
84
79
323
38
608
84
13
29
60
95
18
27
12
119
30
17
684
29
74
1,928
79
3,546
58
1
123
1,180
1
6
6
108
114
0
8
208
52
33
73
374
423
60
499
34
31
1,091
371
6,791
623
108
274
22
123
225
13
324
106
376
54
145
119
352
1,529
142
5
3
271
52
5
312
226
130
35
2,363
59
164
13
75
54
250
24
354
69
10
21
38
44
11
20
6
54
15
14
382
17
40
1,083
47
1,886
32
1
66
869
1
5
2
88
55
0
5
90
32
12
54
308
247
49
355
27
26
801
162
4,574
401
59
173
14
71
126
13
143
59
325
43
100
59
210
727
80
4
1
232
43
2
165
87
80
19
1,518
31
28
15
9
24
73
14
254
15
3
8
23
51
7
7
6
66
15
3
302
12
33
845
32
1,660
26
0
57
310
0
1
4
19
59
0
3
118
20
21
19
66
176
11
145
6
5
290
209
2,217
222
49
100
8
52
99
0
181
47
51
11
45
60
142
802
62
1
2
39
9
3
146
140
50
16
844
35
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
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
36
WSM
WSH
GB
WIND
WIN
WGO
MCITE
WOR
WMGI
WYE
XEL
XRX
XICO
XLNX
XL
XMSR
XOMA
XTO
YHOO
YELL
YRK
YUM
ZLC
ZBRA
ZMH
ZION
ZIXI
ZRAN
Williams-Sonoma, Inc.
Willis Group Holdings Limited
Wilson Greatbatch Technologies, Inc.
Wind River Systems, Inc.
Winn-Dixie Stores, Inc.
Winnebago Industries, Inc.
WorldCom, Inc - MCI Group
Worthington Industries, Inc.
Wright Medical Group, Inc.
Wyeth
Xcel Energy, Inc.
Xerox Corporation
Xicor Inc.
Xilinix, Inc.
XL Capital LTD
XM Satellite Radio Holdings, Inc
XOMA Ltd
XTO Energy Inc
Yahoo! Inc
Yellow Corporation
York International Corporation
YUM! Brands, Inc.
Zale Corporation
Zebra Technologies, Inc.
Zimmer Holdings, Inc
Zions Bancorporation
Zix Corporation
Zoran Corp
Total
83,492
18,724
843
17,011
47,346
35,012
52,902
428
3,977
429,894
52,035
564,073
9,076
673,727
22,568
152,187
29,717
28,292
818,530
21,369
13,950
57,640
11,551
18,230
24,155
12,597
47,035
36,684
Contract Volume
Callff
Put
49,307
11,895
433
3,307
30,760
25,965
38,054
293
3,088
296,762
25,815
300,948
4,298
404,389
13,432
106,624
22,551
23,382
495,074
11,365
11,145
39,355
5,014
8,903
19,569
8,959
39,907
24,975
34,185
6,829
410
13,704
16,586
9,047
14,848
135
889
133,132
26,220
263,125
4,778
269,338
9,136
45,563
7,166
4,910
323,456
10,004
2,805
18,285
6,537
9,327
4,586
3,638
7,128
11,709
Average Daily Volume
Total
Call
Put
331
74
4
68
188
139
210
2
21
1,706
206
2,238
36
2,674
90
604
118
112
3,248
85
55
229
46
72
96
50
187
146
196
47
2
13
122
103
151
1
16
1,178
102
1,194
17
1,605
53
423
89
93
1,965
45
44
156
20
35
78
36
158
99
136
27
2
54
66
36
59
1
5
528
104
1,044
19
1,069
36
181
28
19
1,284
40
11
73
26
37
18
14
28
46
CBOE Top 100 Equity Options Ranked By Volume (Includes LEAPS)
Standard
Symbol S t o c k
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
AOL
TYC
MSFT
GE
CSCO
IBM
C
INTC
ORCL
DELL
QCOM
HPQ
JPM
EMC
WMT
EP
SEBL
TXN
XOM
GM
BAC
T
HAL
BMY
AMGN
JNJ
NOK
PFE
SUNW
AMAT
F
MO
UAL
HD
LU
CPN
MRK
BRCM
VZ
NXTL
MU
YHOO
GS
MER
EBAY
MMM
KLAC
KO
AIG
MWD
UPS
XLNX
BRCD
GLW
GPS
AMZN
BBY
NVDA
EK
JDSU
AMD
WMB
XRX
ELX
KM
PG
NEM
BGEN
MOT
PEP
EDS
FLEX
Time Warner, Inc.
Tyco International Limited
Microsoft Corporation
General Electric Company
Cisco Systems, Inc.
International Business Machines Corporation
Citigroup, Inc.
Intel Corporation
Oracle Corporation
Dell Computer Corp.
QUALCOMM, Inc.
Hewlett-Packard Company
J.P. Morgan Chase & Co.
EMC Corporation
Wal-Mart Stores, Inc.
El Paso Corporation
Siebel Systems, Inc.
Texas Instruments Incorporated
Exxon Mobil Corporation
General Motors Corporation
Bank of America Corporation
AT&T Corporation
Halliburton Company
Bristol-Myers Squibb Company
Amgen, Inc.
Johnson & Johnson
Nokia Corporation ADR
Pfizer Inc.
Sun Microsystems, Inc.
Applied Materials, Inc.
Ford Motor Company
Altria Group, Inc.
UAL Corporation
Home Depot, Inc. (The)
Lucent Technologies, Inc.
Calpine Corporation
Merck & Co., Inc.
Broadcom, Inc.
Verizon Communications, Inc
NEXTEL Communications, Inc. (Class A)
Micron Technology, Inc.
Yahoo! Inc
The Goldman Sachs Group, Inc
Merrill Lynch & Co., Inc.
eBay, Inc
3M Company
KLA Instruments Corporation
Coca-Cola Company (The)
American International Group, Inc.
Morgan Stanley
United Parcel Service, Inc
Xilinix, Inc.
Brocade Communications
Corning Incorporated
Gap, Inc. (The)
Amazon.Com Inc
Best Buy Co., Inc.
NVIDIA Corporation
Eastman Kodak Company
JDS Uniphase Corp.
Advanced Micro Devices, Inc.
Williams Companies, Inc. (The)
Xerox Corporation
Emulex Corporation
K Mart Corporation
Procter & Gamble Company (The)
Newmont Mining Corporation
Biogen, Inc.
Motorola, Inc.
PepsiCo, Inc.
Electronic Data Systems, Inc.
Flextronics International Ltd.
Total
8,492,092
5,831,849
5,612,001
5,467,032
5,406,632
3,994,287
3,747,218
3,625,696
2,648,762
2,279,482
1,963,203
1,835,030
1,752,706
1,746,909
1,711,224
1,662,208
1,497,645
1,469,359
1,297,663
1,290,392
1,286,825
1,229,414
1,219,219
1,198,662
1,156,128
1,152,576
1,116,557
1,103,004
1,083,731
1,074,571
1,067,986
1,052,530
1,045,374
1,023,991
1,018,469
1,011,772
998,110
919,230
893,598
835,681
822,590
818,530
806,793
791,516
785,231
757,919
751,354
718,586
695,893
690,344
685,507
673,727
661,093
660,299
631,660
627,910
622,274
621,250
613,491
612,800
599,685
595,430
564,073
562,789
557,799
549,409
542,774
527,617
527,192
518,896
513,815
507,369
Contract Volume
Callff
Put
5,175,076
3,517,559
3,413,132
3,379,678
3,636,089
2,035,246
2,321,962
2,360,872
1,889,806
1,404,828
1,209,838
1,257,664
923,577
1,244,690
1,152,601
1,015,056
1,015,337
1,030,182
988,810
541,217
758,217
746,925
913,170
802,269
743,691
746,682
755,815
705,413
689,919
587,129
631,981
661,808
387,583
710,221
628,731
564,452
569,495
493,543
475,232
582,293
443,609
495,074
405,445
462,315
414,917
335,304
374,311
489,978
324,944
446,246
473,598
404,389
387,397
389,516
320,315
372,341
362,537
347,746
293,714
437,056
385,323
382,633
300,948
327,298
320,575
321,300
422,240
290,741
303,201
353,608
240,637
376,412
3,317,016
2,314,290
2,198,869
2,087,354
1,770,543
1,959,041
1,425,256
1,264,824
758,956
874,654
753,365
577,366
829,129
502,219
558,623
647,152
482,308
439,177
308,853
749,175
528,608
482,489
306,049
396,393
412,437
405,894
360,742
397,591
393,812
487,442
436,005
390,722
657,791
313,770
389,738
447,320
428,615
425,687
418,366
253,388
378,981
323,456
401,348
329,201
370,314
422,615
377,043
228,608
370,949
244,098
211,909
269,338
273,696
270,783
311,345
255,569
259,737
273,504
319,777
175,744
214,362
212,797
263,125
235,491
237,224
228,109
120,534
236,876
223,991
165,288
273,178
130,957
Average Daily Volume
Total Call
Put
33,699
23,142
22,270
21,695
21,455
15,850
14,870
14,388
10,511
9,046
7,790
7,282
6,955
6,932
6,791
6,596
5,943
5,831
5,149
5,121
5,106
4,879
4,838
4,757
4,588
4,574
4,431
4,377
4,301
4,264
4,238
4,177
4,148
4,063
4,042
4,015
3,961
3,648
3,546
3,316
3,264
3,248
3,202
3,141
3,116
3,008
2,982
2,852
2,761
2,739
2,720
2,674
2,623
2,620
2,507
2,492
2,469
2,465
2,434
2,432
2,380
2,363
2,238
2,233
2,213
2,180
2,154
2,094
2,092
2,059
2,039
2,013
20,536
13,959
13,544
13,411
14,429
8,076
9,214
9,369
7,499
5,575
4,801
4,991
3,665
4,939
4,574
4,028
4,029
4,088
3,924
2,148
3,009
2,964
3,624
3,184
2,951
2,963
2,999
2,799
2,738
2,330
2,508
2,626
1,538
2,818
2,495
2,240
2,260
1,959
1,886
2,311
1,760
1,965
1,609
1,835
1,646
1,331
1,485
1,944
1,289
1,771
1,879
1,605
1,537
1,546
1,271
1,478
1,439
1,380
1,166
1,734
1,529
1,518
1,194
1,299
1,272
1,275
1,676
1,154
1,203
1,403
955
1,494
13,163
9,184
8,726
8,283
7,026
7,774
5,656
5,019
3,012
3,471
2,990
2,291
3,290
1,993
2,217
2,568
1,914
1,743
1,226
2,973
2,098
1,915
1,214
1,573
1,637
1,611
1,432
1,578
1,563
1,934
1,730
1,550
2,610
1,245
1,547
1,775
1,701
1,689
1,660
1,006
1,504
1,284
1,593
1,306
1,470
1,677
1,496
907
1,472
969
841
1,069
1,086
1,075
1,235
1,014
1,031
1,085
1,269
697
851
844
1,044
934
941
905
478
940
889
656
1,084
520
37
CBOE Top 100 Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
38
NVLS
S
BA
CD
VRTS
MCD
SBUX
JNPR
NT
SLB
ADRX
CA
PSFT
GNSS
IMCL
COX
WYE
FNM
NOC
ELN
LLY
BEAS
CHKP
CIEN
SGP
HI
ACF
WFC
Novellus Systems, Inc.
Sears, Roebuck and Company
Boeing Company (The)
Cendant Corporation
VERITAS Software Corporation
McDonald’s Corporation
Starbucks Corporation
Juniper Networks, Inc
Nortel Networks Corporation
Schlumberger Limited
Andrx Corp
Computer Associates International, Inc.
PeopleSoft Inc.
Genesis Microchip Incorporated.
ImClone Systems Incorporated
Cox Communications, Inc. (Class A)
Wyeth
Fannie Mae
Northrop Grumman Corporation
Elan Corporation PLC ADR
Lilly (Eli) and Company
BEA Systems, Inc
Check Point Software Technologies Ltd
Ciena Corporation
Schering-Plough Corporation
Household International, Inc.
AmeriCredit Corporation
Wells Fargo & Company
Total
503,251
502,856
494,869
491,946
485,891
468,924
468,638
459,723
458,224
455,314
449,756
447,886
436,622
434,522
433,767
430,141
429,894
427,679
427,411
427,193
424,164
417,285
413,946
396,071
395,659
394,107
388,470
385,212
Contract Volume
Callff
Put
280,103
293,976
301,986
299,479
272,882
282,514
344,145
279,446
281,604
320,777
324,453
282,679
201,271
272,549
271,828
118,818
296,762
183,315
248,251
308,231
181,835
302,166
229,141
269,107
258,598
163,798
217,537
183,143
223,148
208,880
192,883
192,467
213,009
186,410
124,493
180,277
176,620
134,537
125,303
165,207
235,351
161,973
161,939
311,323
133,132
244,364
179,160
118,962
242,329
115,119
184,805
126,964
137,061
230,309
170,933
202,069
Average Daily Volume
Total
Call
Put
1,997
1,995
1,964
1,952
1,928
1,861
1,860
1,824
1,818
1,807
1,785
1,777
1,733
1,724
1,721
1,707
1,706
1,697
1,696
1,695
1,683
1,656
1,643
1,572
1,570
1,564
1,542
1,529
1,112
1,167
1,198
1,188
1,083
1,121
1,366
1,109
1,117
1,273
1,288
1,122
799
1,082
1,079
472
1,178
727
985
1,223
722
1,199
909
1,068
1,026
650
863
727
886
829
765
764
845
740
494
715
701
534
497
656
934
643
643
1,235
528
970
711
472
962
457
733
504
544
914
678
802
INDEX OPTIONS-2002
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.
SPXTM (Standard & Poor’s 500 Index Options): 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 Retail Index (RLX), May 24, 1993.
Dow Jones Averages
Options and LEAPS on the Dow Jones Industrial AverageSM (DJX): October 6, 1997.
Options on the Dow Jones Transportation AverageSM (DTX): October 6, 1997.
Options on the Dow Jones Utility AverageSM (DUX): October 6, 1997.
Options on The Dow 10SM (MUT): January 4, 1999.
Options on the Dow Jones Internet Commerce IndexSM (ECM): February 26, 1999.
Options on the Dow Jones Equity REIT IndexSM (DJR): April 19, 1999.
Nasdaq-100 Index® Options (NDX): February 7, 1994.
Mini Nasdaq-100 Index® Options (MNX): August 14, 2000.
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.
Goldman Sachs Technology Indexes (GSTITM)
GSTI
GSTI
GSTI
GSTI
GSTI
GSTI
GSTI
Composite (GTC), September 28, 1996.
Hardware (GHA), September 28, 1996.
Internet (GIN), September 28, 1996.
Multimedia Networking (GIP), September 28, 1996.
Semiconductor (GSM), September 28, 1996.
Services (GSV), September 28, 1996.
Software (GSO), September 28, 1996.
Morgan Stanley Indexes
Morgan
Morgan
Morgan
Morgan
Stanley Multinational Company Index Options (NFT), April 9, 1997.
Stanley Biotech Index (MVB), October 22, 2001.
Stanley Retail Index (MVR), October 22, 2001.
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 all indexes approved for options
trading, including the S&P 100 (OEX & XEO), S&P 500, Nasdaq-100 (NDX & MNX), Russell 2000 Indexes and the Dow Jones
Industrial Average. Equity FLEX Options began trading October 24, 1996 and Index FLEX Options began trading February 26,
1993.
39
Most Active Indexes—2002
The following is a description of the index options most actively traded during 2002. Please refer to www.cboe.com for a complete
description of each product.
Standard & Poor’s 500 Index Options - SPXTM
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 Europeanstyle 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. 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 options (SPL) are also traded.
Standard & Poor’s 100 Index Options - OEX® & XEO®
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 and XEO options are available in the four nearterm months plus 1 month from the March cycle. OEX options are American-style exercise (they may be exercised on any business day
before the expiration date). XEO options are European-style exercise (they generally may be exercised only on the last 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. Exercise will result in delivery of cash on the business day following expiration. OEX & XEO FLEX and LEAPS
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 & Nasdaq-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. 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 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. NDX exercise-settlement calculation
changed on April 22, 1996. NDX FLEX are available.
CBOE Mini Nasdaq-100 Index® Options - MNX
The CBOE Mini-NDX Index is based on 1/10th the value of the Nasdaq-100 Index® (NDX). NDX is a modified capitalization-weighted index
composed of 100 of the largest non-financial securities listed on the Nasdaq Stock Market. The index was created in 1985 with a base value
set to 250 on February 1 of that year. After reaching a level of nearly 800 on December 31, 1993, the index level was halved on January 3,
1994. MNX is available in up to three near-term months plus up to three additional months from the March quarterly cycle (March, June,
September and December) and are European-style options (they generally may be exercised only on the last business day before the
expiration date). Trading will ordinarily cease on the business day (usually a Thursday) preceding the day on which the exercise-settlement
value is calculated. The exercise-settlement value for MNX options, XMS, is computed by dividing the NDX settlement value, NDS, by a
factor of 10.
40
INDEX OPTIONS - 2002
Total Index 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
20
22
22
20
22
22
20
23
20
21
252
2,440,807
2,456,801
2,689,294
2,682,032
3,278,071
3,277,667
5,701,196
4,527,338
3,443,915
4,956,901
4,078,076
3,337,567
42,869,665
3,811,241
3,928,715
3,039,893
3,497,550
3,607,641
4,333,341
5,825,844
4,405,400
4,422,659
6,166,113
4,324,023
4,151,460
51,513,880
6,252,048
6,385,516
5,729,187
6,179,582
6,885,712
7,611,008
11,527,040
8,932,738
7,866,574
11,123,014
8,402,099
7,489,027
94,383,545
297,717
336,080
286,459
280,890
312,987
380,550
523,956
406,034
393,329
483,609
420,105
356,620
374,538
Index Options Open Interest and Dollar Volume
Open Interest in Contracts
Put
Total
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
3,777,335
4,419,577
4,424,964
5,235,023
5,804,409
5,621,095
7,237,555
7,360,481
6,437,213
7,700,125
8,101,893
6,513,285
—
4,278,779
4,917,122
4,223,033
4,768,028
5,250,675
4,678,163
5,625,748
6,150,175
5,463,825
6,647,878
7,319,240
5,606,417
—
8,056,114
9,336,699
8,647,997
10,003,051
11,055,084
10,299,258
12,863,303
13,510,656
11,901,038
14,348,003
15,421,133
12,119,702
—
Call
$2,840,028,534
$2,382,688,332
$3,030,775,699
$2,161,107,466
$2,615,390,840
$2,955,666,881
$4,971,272,695
$4,247,688,595
$3,716,826,257
$5,503,971,995
$5,895,741,766
$3,489,502,676
$43,810,661,735
Dollar Volume
Put
$4,761,655,662
$3,963,249,666
$3,137,276,235
$3,420,015,221
$4,036,348,279
$6,464,785,167
$11,277,749,791
$5,647,948,196
$6,867,997,285
$7,538,398,856
$4,223,156,156
$7,993,059,189
$68,331,639,703
Total
$7,601,684,196
$6,345,937,997
$6,168,051,934
$5,581,122,687
$6,651,739,119
$9,420,452,048
$16,249,022,486
$9,895,636,791
$10,584,823,542
$13,042,370,851
$10,118,897,922
$11,482,561,865
$113,142,301,439
41
Total Index 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
$1,164
$970
$1,127
$806
$798
$902
$872
$938
$1,079
$1,110
$1,446
$1,046
$1,022
18.9
20.0
18.9
19.7
20.1
20.0
19.5
19.0
19.0
18.8
20.5
20.8
19.5
$1,249
$1009
$1,032
$978
$1,119
$1,492
$1,936
$1,282
$1,553
$1,223
$977
$1,925
$1,346
$1,216
$994
$1,077
$903
$966
$1,238
$1,410
$1,108
$1,346
$1,173
$1,204
$1,533
$1,199
23.5
23.0
21.9
24.4
23.7
21.9
19.9
18.6
17.4
18.6
22.2
23.3
21.0
Call
Transactions
Put
21.5
21.7
20.4
22.1
21.8
21.0
19.7
18.8
18.1
18.7
21.4
22.1
20.3
129,037
122,909
142,404
136,109
163,476
164,205
292,719
237,922
181,533
263,881
198,467
160,620
2,193,281
162,136
170,794
139,050
143,113
152,449
197,668
292,036
237,346
253,568
331,987
194,725
177,798
2,452,671
ISE
Total
CBOE Share
Total
291,172
293,702
281,454
279,222
315,926
361,873
584,755
475,268
435,100
595,868
393,192
338,418
4,645,952
Total Index Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
42
CBOE
AMEX
PHLX
PCX
6,252,048
6,385,516
5,729,187
6,179,582
6,885,712
7,611,008
11,527,040
8,932,738
7,866,574
11,123,014
8,402,099
7,489,027
94,383,545
2,423,053
2,543,458
3,292,536
3,812,129
3,863,837
3,769,944
5,375,894
3,443,288
2,692,351
3,638,463
3,343,925
2,629,248
40,828,126
548,024
620,331
664,941
794,186
688,335
736,268
648,299
1,084,296
923,596
1,704,837
1,196,637
1,281,920
10,891,670
655,878
601,357
713,353
761,810
919,928
1,271,981
2,034,856
1,456,081
1,270,554
1,807,787
1,421,387
1,090,440
14,005,412
793,190
683,380
672,029
843,502
1,096,275
1,356,283
1,523,210
1,149,591
970,863
1,027,564
949,883
995,066
12,060,836
10,672,193
10,834,042
11,072,046
12,391,209
13,454,087
14,745,484
21,109,299
16,065,994
13,723,938
19,301,665
15,313,931
13,485,701
172,169,589
58.6%
58.9%
51.7%
49.9%
51.2%
51.6%
54.6%
55.6%
57.3%
57.6%
54.9%
55.5%
54.8%
Total Index FLEX (NDX, OEX, RUT, SPX, DJX, QQQ ) Contract Volume
Trading
Month
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
Contract Volume
Call
Put
6,024
8,224
13,441
1,422
2,219
10,279
10,039
3,722
11,413
2,657
91,050
8,321
168,811
22,876
57,109
12,599
1,422
834
23,697
7,120
4,612
6,743
4,160
91,683
8,131
240,986
Average Daily
Total
Volume
28,900
65,333
26,040
2,844
3,053
33,976
17,159
8,334
18,156
6,817
182,733
16,452
409,797
1,376
3,439
1,302
129
139
1,699
780
379
908
296
9,137
783
1,626
Total Index FLEX (NDX, OEX, RUT, SPX, DJX, QQQ)
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
212,710
215,942
210,615
211,287
210,207
148,102
153,004
150,252
148,971
150,878
250,770
171,588
—
219,791
270,976
278,532
289,168
279,196
229,759
240,294
230,732
231,862
235,002
334,555
255,170
—
432,501
486,918
489,147
500,455
489,403
377,861
393,298
380,984
380,833
385,880
585,325
426,758
—
Call
$134,280,235
$164,707,871
$227,895,748
$40,584,996
$48,970,339
$209,443,216
$78,018,396
$23,848,965
$381,509,214
$49,875,826
$1,515,273,005
$246,573,748
$3,120,981,559
Dollar Volume
Put
$287,028,531
$332,302,869
$25,005,559
$14,163,488
$6,829,842
$50,200,287
$42,350,508
$47,383,650
$37,842,332
$48,578,996
$90,177,369
$18,218,999
$1,000,082,430
Total
$421,308,766
$497,010,740
$252,901,307
$54,748,484
$55,800,181
$259,643,503
$120,368,904
$71,232,615
$419,351,546
$98,454,822
$1,605,450,374
$264,792,747
$4,121,063,989
Total Index FLEX (NDX, OEX, RUT, SPX, DJX, QQQ) 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
$22,291
$20,028
$16,955
$28,541
$22,069
$20,376
$7,772
$6,408
$33,428
$18,771
$16,642
$29,633
$18,488
$12,547
$5,819
$1,985
$9,960
$8,189
$2,118
$5,948
$10,274
$5,612
$11,678
$984
$2,241
$4,150
$14,578
$7,607
$9,712
$19,251
$18,277
$7,642
$7,015
$8,547
$23,097
$14,443
$8,786
$16,095
$10,056
Average Contracts Per Trade
Call
Put
Total
287
265
611
109
148
447
97
338
394
190
10,117
396
540
63
1,680
35
109
83
35
254
461
337
245
8,335
581
154
75
1,005
68
109
122
48
131
397
371
220
9,137
470
219
Call
Transactions
Put
21
31
22
13
15
23
103
11
29
14
9
21
312
363
34
362
13
10
681
28
10
20
17
11
14
1,563
Total
384
65
384
26
25
704
131
21
49
31
20
35
1,875
43
OEX® (S&P 100®) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
20
22
22
20
22
22
20
23
20
21
252
Call
Contract Volume
Put
340,266
362,735
331,192
387,783
485,861
607,130
995,586
656,961
543,285
785,853
565,887
471,600
6,534,139
Average Daily
Volume
Total
431,109
431,928
423,454
402,949
521,197
670,084
842,279
689,943
677,728
898,946
546,066
460,337
6,996,020
771,375
794,663
754,646
790,732
1,007,058
1,277,214
1,837,865
1,346,904
1,221,013
1,684,799
1,111,953
931,937
13,530,159
36,732
41,824
37,732
35,942
45,775
63,861
83,539
61,223
61,051
73,252
55,598
44,378
53,691
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
90,834
89,984
84,746
102,245
119,821
120,230
210,396
171,952
147,070
173,178
150,798
85,684
—
104,975
105,796
88,618
95,144
116,167
112,573
152,482
154,265
136,997
146,605
123,948
97,671
—
Dollar Volume
Put
Call
195,809
195,780
173,364
197,389
235,988
232,803
362,878
326,217
284,067
319,783
274,746
183,355
—
$183,710,264
$183,258,711
$203,515,822
$160,693,053
$263,740,577
$282,786,487
$553,432,424
$504,498,002
$295,389,996
$578,841,980
$376,783,195
$224,639,124
$3,811,289,634
$261,374,600
$262,813,537
$202,757,473
$275,420,809
$356,990,790
$630,874,256
$1,101,913,989
$552,093,588
$639,441,700
$849,194,772
$295,715,819
$290,196,485
$5,718,787,815
Total
$445,084,864
$446,072,248
$406,273,295
$436,113,861
$620,731,367
$913,660,742
$1,655,346,413
$1,056,591,590
$934,831,696
$1,428,036,752
$672,499,013
$514,835,609
$9,530,077,449
OEX (S&P 100) Average Premium Per Contract, Average Contracts Per Trade
and Transactions (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
44
Average Premium Per Contract
Call
Put
Total
$540
$505
$614
$414
$543
$466
$556
$768
$544
$737
$666
$476
$583
$606
$608
$479
$684
$685
$941
$1,308
$800
$944
$945
$542
$630
$817
$577
$561
$538
$552
$616
$715
$901
$784
$766
$848
$605
$552
$704
Average Contracts Per Trade
Call
Put
Total
11.7
10.9
11.2
12.0
14.2
12.9
12.8
11.8
12.3
12.4
12.6
13.2
12.4
13.6
11.3
10.7
12.9
14.1
12.7
12.4
10.9
11.8
12.4
12.7
13.1
12.3
12.7
11.1
10.9
12.4
14.1
12.8
12.6
11.3
12.0
12.4
12.6
13.1
12.3
Call
29,183
33,425
29,607
32,314
34,132
47,061
77,821
55,799
44,030
63,440
45,069
35,643
527,523
Transactions
Put
31,637
38,378
39,577
31,225
37,059
52,624
67,857
63,323
57,678
72,775
43,019
35,265
570,417
Total
60,820
71,803
69,184
63,539
71,192
99,686
145,678
119,121
101,708
136,215
88,087
70,908
1,097,940
XEO (S&P 100 European Style) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
20
22
22
20
22
22
20
23
20
21
252
Call
Contract Volume
Put
66,021
54,625
68,556
59,794
82,312
64,306
72,270
61,724
68,605
76,977
61,455
60,508
797,153
95,586
77,485
47,988
86,791
90,063
77,043
80,349
70,723
78,145
76,395
64,930
65,423
910,921
Total
Average Daily
Volume
161,607
132,110
116,544
146,585
172,375
141,349
152,619
132,447
146,750
153,372
126,385
125,931
1,708,074
7,696
6,953
5,827
6,663
7,835
7,067
6,937
6,020
7,338
6,668
6,319
5,997
6,778
XEO (S&P 100 European Style) 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
37,463
38,279
31,682
38,026
53,618
36,423
35,054
29,950
31,324
36,096
34,949
34,146
—
50,816
60,724
35,111
38,681
53,832
39,562
35,547
40,859
34,730
49,470
40,769
38,756
—
Dollar Volume
Put
Call
88,279
99,003
66,793
76,707
107,450
75,985
70,601
70,809
66,054
85,566
75,718
72,902
—
$35,644,864
$27,597,301
$42,127,318
$24,777,982
$44,681,533
$29,952,181
$40,173,889
$47,399,518
$37,301,289
$56,699,560
$40,918,436
$28,822,019
$456,095,891
$57,952,287
$47,146,994
$22,977,527
$59,322,761
$61,688,117
$72,534,854
$105,116,816
$56,592,667
$73,730,422
$72,166,998
$35,162,101
$41,242,665
$705,634,212
Total
$93,597,151
$74,744,295
$65,104,845
$84,100,744
$106,369,650
$102,487,036
$145,290,705
$103,992,185
$111,031,711
$128,866,558
$76,080,538
$70,064,684
$1,161,730,103
XEO (S&P 100 European Style) 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
$540
$505
$614
$414
$543
$466
$556
$768
$544
$737
$666
$476
$572
$606
$608
$479
$684
$685
$941
$1,308
$800
$944
$945
$542
$630
$775
$579
$566
$559
$574
$617
$725
$952
$785
$757
$840
$602
$556
$680
Average Contracts Per Trade
Call
Put
Total
11.7
10.9
11.2
12.0
14.2
12.9
12.8
11.8
12.3
12.4
12.6
13.2
12.3
10.6
9.2
9.5
10.1
11.6
11.3
11.2
9.8
10.4
11.3
11.2
11.2
10.6
11.0
9.8
10.4
10.8
12.7
12.0
11.9
10.6
11.2
11.8
11.8
12.1
11.3
Call
5,662
5,033
6,129
4,983
5,783
4,985
5,649
5,242
5,560
6,214
4,894
4,573
64,708
Transactions
Put
Total
9,013
8,390
5,058
8,572
7,742
6,837
7,156
7,232
7,517
6,759
5,805
5,842
85,923
14,675
13,423
11,187
13,555
13,524
11,821
12,805
12,475
13,077
12,973
10,700
10,415
150,631
45
SPX TM (S&P 500 ®) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
20
22
22
20
22
22
20
23
20
21
252
Call
809,545
808,178
786,469
791,741
862,356
985,828
1,671,576
1,152,854
1,063,741
1,530,014
1,295,360
923,194
12,680,856
Contract Volume
Put
Total
1,358,738
1,162,156
980,016
1,172,090
1,184,165
1,431,719
2,188,158
1,457,896
1,503,540
1,966,407
1,418,596
1,435,261
17,258,742
2,168,283
1,970,334
1,766,485
1,963,831
2,046,521
2,417,547
3,859,734
2,610,750
2,567,281
3,496,421
2,713,956
2,358,455
29,939,598
Average Daily
Volume
103,252
103,702
88,324
89,265
93,024
120,877
175,442
118,670
128,364
152,018
135,698
112,307
118,808
SPX (S&P 500) 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 Contracts
Call
Put
1,454,510
1,597,019
1,510,763
1,584,461
1,699,375
1,573,720
2,032,691
2,118,547
1,876,235
2,132,595
2,350,122
1,559,334
—
1,538,217
1,676,330
1,510,201
1,643,906
1,725,948
1,561,537
1,870,991
2,048,352
1,831,827
2,039,790
2,205,725
1,610,081
—
Total
Call
2,992,727
3,273,349
3,020,964
3,228,367
3,425,323
3,135,257
3,903,682
4,166,899
3,708,062
4,172,385
4,555,847
3,169,415
—
$2,182,109,315
$1,786,174,866
$2,195,764,438
$1,468,024,981
$1,708,104,679
$2,190,986,756
$3,534,919,011
$2,924,412,050
$2,921,175,594
$4,138,855,646
$3,658,281,065
$2,681,679,828
$31,390,488,229
Dollar Volume
Put
$3,462,607,962
$2,596,334,864
$2,404,247,168
$2,291,178,318
$2,903,667,597
$4,714,859,637
$8,734,948,753
$4,049,169,835
$5,209,137,732
$5,489,980,680
$3,251,397,149
$6,946,045,539
$52,053,575,234
Total
$5,644,717,277
$4,382,509,730
$4,600,011,606
$3,759,203,299
$4,611,772,276
$6,905,846,393
$12,269,867,764
$6,973,581,885
$8,130,313,326
$9,628,836,326
$6,909,678,214
$9,627,725,367
$83,444,063,463
SPX (S&P 500) 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
$2,695
$2,210
$2,792
$1,854
$1,981
$2,222
$2,115
$2,537
$2,746
$2,705
$2,824
$2,905
$2,475
43.4
43.4
43.1
38.7
40.1
39.4
38.6
36.9
38.1
37.1
45.4
37.3
39.7
46
$2,548
$2,234
$2,453
$1,955
$2,452
$3,293
$3,992
$2,777
$3,465
$2,792
$2,292
$4,840
$3,016
$2,603
$2,224
$2,604
$1,914
$2,253
$2,857
$3,179
$2,671
$3,167
$2,754
$2,546
$4,082
$2,787
49.2
40.9
38.9
42.0
38.5
34.7
34.7
28.9
27.8
28.7
35.2
39.6
35.0
46.9
41.9
40.7
40.6
39.2
36.5
36.3
31.9
31.3
31.9
39.4
38.7
36.8
Call
Transactions
Put
Total
18,654
18,620
18,234
20,484
21,519
24,999
43,279
31,219
27,950
41,229
28,508
24,722
319,417
27,589
28,389
25,172
27,892
30,718
41,274
63,132
50,497
54,007
68,438
40,349
36,230
493,687
46,243
47,009
43,406
48,376
52,237
66,273
106,411
81,716
81,957
109,667
68,857
60,952
813,104
DJX (Dow Jones Industrial Average) Contract Volume (includes LEAPS and FLEX)
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
Contract Volume
Put
Call
188,484
298,732
224,819
233,589
249,050
318,892
547,038
382,844
357,933
538,040
387,361
414,666
4,141,448
393,126
712,993
566,328
482,905
545,178
835,104
938,544
807,224
754,266
912,139
598,603
426,983
7,973,393
Total
Average Daily
Volume
581,610
1,011,725
791,147
716,494
794,228
1,153,996
1,485,582
1,190,068
1,112,199
1,450,179
985,964
841,649
12,114,841
27,696
53,249
39,557
32,568
36,101
57,700
67,526
54,094
55,610
63,051
49,298
40,079
48,075
DJX (Dow Jones Industrial Average) 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
172,977
239,888
185,637
192,280
242,089
240,177
330,367
379,671
309,955
443,743
463,949
336,188
—
438,167
630,924
496,619
426,045
524,935
461,191
568,528
708,702
633,702
732,091
773,404
485,847
—
Call
611,144
870,812
682,256
618,325
767,024
701,368
898,895
1,088,373
943,657
1,175,834
1,237,353
822,035
—
$31,029,935
$56,580,290
$73,231,835
$46,263,770
$45,914,885
$57,497,845
$130,684,150
$106,854,660
$81,812,535
$143,632,130
$98,470,835
$87,981,510
$959,954,380
Dollar Volume
Put
$84,730,165
$134,588,515
$71,738,195
$87,626,080
$90,489,600
$213,656,835
$353,560,580
$247,589,285
$290,308,460
$323,355,850
$129,481,730
$105,769,885
$2,132,895,180
Total
$115,760,100
$191,168,805
$144,970,030
$133,889,850
$136,404,485
$271,154,680
$484,244,730
$354,443,945
$372,120,995
$466,987,980
$227,952,565
$193,751,395
$3,092,849,560
DJX (Dow Jones Industrial Average) 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
$165
$189
$326
$198
$184
$180
$239
$279
$229
$267
$254
$212
$232
$216
$189
$127
$181
$166
$256
$377
$307
$385
$355
$216
$248
$268
$199
$189
$183
$187
$172
$235
$326
$298
$335
$322
$231
$230
$255
Average Contracts Per Trade
Call
Put
Total
26.9
44.3
29.6
31.1
31.4
31.7
24.9
26.0
25.5
24.1
33.4
43.5
29.4
25.2
36.5
32.4
31.7
30.4
29.7
17.5
18.7
14.7
16.0
24.2
22.9
22.0
25.7
38.5
31.5
31.5
30.7
30.2
19.6
20.5
17.0
18.3
27.1
29.9
24.1
Call
6,997
6,740
7,593
7,501
7,940
10,070
21,971
14,732
14,061
22,328
11,582
9,523
141,038
Transactions
Put
15,614
19,557
17,503
15,221
17,912
28,136
53,692
43,245
51,231
56,911
24,778
18,663
362,463
Total
22,611
26,297
25,096
22,722
25,852
38,206
75,663
57,977
65,292
79,239
36,360
28,186
503,501
47
Nasdaq-100 Index® Options (NDX) Contract Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
20
22
22
20
22
22
20
23
20
21
252
Contract Volume
Put
27,497
35,986
39,031
35,176
52,584
40,679
70,892
56,506
35,690
51,211
37,575
40,455
523,282
67,766
70,558
41,844
54,058
51,988
57,773
63,378
58,970
44,556
58,104
53,192
51,431
673,618
Average Daily
Vo l u m e
Total
95,263
106,544
80,875
89,234
104,572
98,452
134,270
115,476
80,246
109,315
90,767
91,886
1,196,900
4,536
5,608
4,044
4,056
4,753
4,923
6,103
5,249
4,012
4,753
4,538
4,376
4,750
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
18,118
21,719
20,267
27,239
39,495
30,998
48,079
54,073
40,625
48,976
52,682
30,540
—
Open Interest in Contracts
Put
Total
26,318
30,906
27,892
33,002
35,575
35,066
48,898
59,275
41,825
58,368
64,212
40,391
—
Dollar Volume
Put
Call
44,436
52,625
48,159
60,241
75,070
66,064
96,977
113,348
82,450
107,344
116,894
70,931
—
$73,766,520
$88,251,520
$116,742,030
$94,683,410
$137,500,280
$109,037,505
$213,269,015
$167,748,108
$88,685,350
$146,073,145
$133,160,710
$147,944,700
$1,516,862,293
$344,626,110
$403,503,885
$111,375,760
$250,506,885
$180,398,950
$316,652,635
$290,292,075
$238,667,215
$164,829,560
$138,380,041
$134,388,730
$204,722,950
$2,778,344,796
Total
$418,392,630
$491,755,405
$228,117,790
$345,190,295
$317,899,230
$425,690,140
$503,561,090
$406,415,323
$253,514,910
$284,453,186
$267,549,440
$352,667,650
$4,295,207,089
Nasdaq-100 Index® Options (NDX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes FLEX)
Month
Average Premium Per Contract
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$2,683
$2,452
$2,991
$2,692
$2,615
$2,680
$3,008
$2,969
$2,485
$2,852
$3,544
$3,657
$2,899
48
$5,086
$5,719
$2,662
$4,634
$3,470
$5,481
$4,580
$4,047
$3,699
$2,382
$2,526
$3,981
$4,125
$4,392
$4,616
$2,821
$3,868
$3,040
$4,324
$3,750
$3,519
$3,159
$2,602
$2,948
$3,838
$3,589
Average Contracts Per Trade
Call
Put
Total
6.6
8.2
6.9
6.9
8.9
7.7
8.4
8.8
6.6
6.8
6.6
8.6
7.6
8.9
9.9
7.3
9.9
8.3
7.4
6.3
7.5
7.1
7.0
8.4
9.0
8.0
8.1
9.2
7.1
8.5
8.6
7.5
7.3
8.1
6.9
6.9
7.5
8.8
7.8
Call
4,196
4,388
5,630
5,075
5,886
5,287
8,463
6,391
5,404
7,549
5,678
4,700
68,647
Transactions
Put
7,591
7,159
5,728
5,472
6,284
7,857
10,019
7,909
6,285
8,259
6,346
5,712
84,621
Total
11,787
11,547
11,358
10,547
12,170
13,144
18,482
14,300
11,689
15,808
12,024
10,412
153,268
Mini Nasdaq-100 Index ® Options (MNX) Contract Volume (includes FLEX)
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
Call
187,172
160,888
248,641
280,586
283,142
169,026
288,424
225,918
165,450
177,751
138,409
180,640
2,506,047
Contract Volume
Put
263,626
200,537
190,341
356,494
273,232
186,288
215,902
228,398
169,324
131,551
105,517
166,534
2,487,744
Total
Average Daily
Volume
450,798
361,425
438,982
637,080
556,374
355,314
504,326
454,316
334,774
309,302
243,926
347,174
4,993,791
21,467
19,022
21,949
28,958
25,290
17,766
22,924
20,651
16,739
13,448
12,196
16,532
19,817
Mini Nasdaq-100 Index Options (MNX) Open Interest and Dollar Volume (includes FLEX)
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
323,276
388,886
364,868
466,571
535,979
413,349
519,102
580,485
481,869
538,793
575,777
432,729
—
Open Interest in Contracts
Put
Total
323,460
370,543
301,150
398,363
410,073
284,294
321,782
383,982
297,100
337,460
343,589
261,950
—
Call
646,736
759,429
666,018
864,934
946,052
697,643
840,884
964,467
778,969
876,253
919,366
694,679
—
$146,359,725
$91,197,485
$181,516,915
$179,223,840
$162,306,465
$99,203,720
$144,238,045
$129,701,555
$76,365,405
$96,840,360
$75,347,930
$88,047,395
$1,470,348,840
Dollar Volume
Put
$211,537,605
$129,875,335
$112,020,165
$184,078,915
$152,580,165
$127,931,905
$125,050,595
$114,230,215
$96,968,640
$59,535,965
$46,220,580
$95,080,410
$1,455,110,495
Total
$357,897,330
$221,072,820
$293,537,080
$363,302,755
$314,886,630
$227,135,625
$269,288,640
$243,931,770
$173,334,045
$156,376,325
$121,568,510
$183,127,805
$2,925,459,335
Mini Nasdaq-100 Index Options (MNX) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$782
$567
$730
$639
$573
$587
$500
$574
$462
$545
$544
$487
$587
$802
$648
$589
$516
$558
$687
$579
$500
$573
$453
$438
$571
$585
$794
$612
$669
$570
$566
$639
$534
$537
$518
$506
$498
$527
$586
Average Contracts Per Trade
Call
Put
Total
109.3
110.0
127.2
129.4
123.9
91.2
90.0
114.0
83.9
114.3
121.9
107.7
109.1
115.9
108.5
101.1
132.7
95.2
77.4
90.7
112.1
93.0
66.5
88.4
94.2
98.9
113.0
109.2
114.4
131.2
107.9
83.4
90.3
113.0
88.3
87.6
104.8
100.8
103.8
Call
1,713
1,462
1,955
2,169
2,286
1,853
3,205
1,981
1,971
1,555
1,135
1,678
22,963
Transactions
Put
2,275
1,848
1,882
2,686
2,870
2,406
2,380
2,038
1,821
1,977
1,193
1,767
25,143
Total
3,988
3,310
3,837
4,855
5,156
4,259
5,585
4,019
3,792
3,532
2,328
3,445
48,106
49
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
21
19
20
22
22
20
22
22
20
23
20
21
252
Contract Volume
Put
Call
3,688
8,753
4,756
11,516
18,011
7,235
13,042
8,499
11,182
13,664
51,131
5,463
156,940
4,522
30,225
7,946
7,076
23,512
15,808
22,270
16,660
20,434
22,769
52,254
5,846
229,322
Total
Average Daily
Volume
8,210
38,978
12,702
18,592
41,523
23,043
35,312
25,159
31,616
36,433
103,385
11,309
386,262
391
2,051
635
845
1,887
1,152
1,605
1,144
1,581
1,584
5,169
539
1,533
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
5,938
51,757
47,126
50,930
56,085
33,228
32,755
33,101
33,965
38,271
69,059
42,167
—
6,350
62,074
61,642
63,348
66,965
43,043
44,897
47,139
51,589
53,810
81,459
53,300
—
12,288
113,831
108,768
114,278
123,050
76,271
77,652
80,240
85,554
92,081
150,518
95,467
—
Dollar Volume
Put
Call
$4,473,230
$9,635,305
$5,978,745
$19,846,430
$26,253,825
$7,157,270
$12,533,965
$8,938,125
$11,855,320
$12,396,905
$1,201,332,300
$5,462,280
$1,325,863,700
$7,956,670
$47,717,025
$8,507,855
$6,781,240
$27,316,895
$30,609,485
$85,562,735
$48,393,575
$49,536,705
$59,504,080
$42,913,445
$5,244,690
$420,044,400
Total
$12,429,900
$57,352,330
$14,486,600
$26,627,670
$53,570,720
$37,766,755
$98,096,700
$57,331,700
$61,392,025
$71,900,985
$1,244,245,745
$10,706,970
$1,745,908,100
Russell 2000® Index Options (RUT) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
50
Average Premium Per Contract
Call
Put
Total
$1,213
$1,101
$1,257
$1,723
$1,458
$989
$961
$1,052
$1,060
$907
$23,495
$1,000
$8,448
$1,760
$1,579
$1,071
$958
$1,162
$1,936
$3,842
$2,905
$2,424
$2,613
$821
$897
$1,832
$1,514
$1,471
$1,140
$1,432
$1,290
$1,639
$2,778
$2,279
$1,942
$1,974
$12,035
$947
$4,520
Average Contracts Per Trade
Call
Put
Total
16.5
38.4
17.7
19.7
27.6
14.8
14.7
19.7
28.1
33.0
173.9
14.0
29.9
21.4
75.6
28.4
19.8
30.5
24.5
28.2
44.9
38.9
47.3
155.5
33.6
42.9
18.9
62.1
23.2
19.7
29.2
20.3
21.1
31.4
34.3
40.7
164.1
20.1
36.4
Call
224
228
268
585
653
488
885
431
398
414
294
389
5,257
Transactions
Put
211
400
280
357
770
645
791
371
525
481
336
174
5,341
Total
435
628
548
942
1,423
1,133
1,676
802
923
895
630
563
10,598
QQQ (Nasdaq 100 Shares) Contract Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
20
22
22
20
22
22
20
23
20
21
252
Call
769,203
682,905
919,869
812,368
1,140,066
907,649
1,662,722
1,643,732
845,292
1,278,843
1,167,980
1,025,377
12,856,006
Contract Volume
Put
1,138,901
1,174,457
727,955
883,934
811,402
776,385
787,425
719,618
652,446
1,229,564
1,038,721
1,255,609
11,196,417
Average Daily
Volume
Total
1,908,104
1,857,362
1,647,824
1,696,302
1,951,468
1,684,034
2,450,147
2,363,350
1,497,738
2,508,407
2,206,701
2,280,986
24,052,423
90,862
97,756
82,391
77,105
88,703
84,202
111,370
107,425
74,887
109,061
110,335
108,618
95,446
QQQ (Nasdaq 100 Shares) Open Interest and Dollar Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
1,372,555
1,813,787
1,534,291
1,925,564
2,086,293
2,950,841
3,683,229
3,644,391
3,117,295
3,796,021
3,972,807
3,545,619
—
1,142,577
1,843,004
2,017,823
2,613,955
2,861,483
1,917,733
2,260,977
2,409,368
2,057,024
2,767,731
3,244,267
2,627,931
—
2,515,132
3,656,791
3,552,114
4,539,519
4,947,776
4,868,574
5,944,206
6,053,759
5,174,319
6,563,752
7,217,074
6,173,550
—
Dollar Volume
Put
Call
$171,396,583
$130,530,118
$196,585,339
$152,908,023
$205,722,731
$148,049,831
$277,214,247
$295,266,924
$142,483,687
$235,887,398
$235,013,702
$184,905,165
$2,375,963,747
$313,172,755
$321,232,471
$188,841,377
$249,370,041
$230,187,640
$259,889,698
$255,738,014
$226,967,685
$189,760,595
$316,528,016
$200,398,602
$247,397,004
$2,999,483,899
Total
$484,569,338
$451,762,589
$385,426,717
$402,278,064
$435,910,370
$407,939,529
$532,952,261
$522,234,609
$332,244,282
$552,415,414
$435,412,304
$432,302,169
$5,375,447,646
QQQ (Nasdaq 100 Shares) Average Premium Per Contract, Average Contracts Per
Trade and Transactions (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$223
$191
$214
$188
$180
$163
$167
$180
$169
$184
$201
$180
$185
$275
$274
$259
$282
$284
$335
$325
$315
$291
$257
$193
$197
$268
$254
$243
$234
$237
$223
$242
$218
$221
$222
$220
$197
$190
$223
Average Contracts Per Trade
Call
Put
Total
13.1
13.7
13.5
14.0
14.6
15.8
15.6
16.2
14.5
14.7
15.2
15.7
14.9
17.5
18.6
17.8
18.1
18.8
18.4
17.0
17.2
15.8
18.0
20.4
20.8
18.3
15.4
16.5
15.1
15.9
16.1
16.9
16.0
16.5
15.1
16.2
17.3
18.1
16.3
Call
58,728
49,830
68,183
58,031
77,854
57,584
106,749
101,299
58,150
86,816
76,686
65,447
865,356
Transactions
Put
64,999
62,978
40,957
48,844
43,182
42,215
46,396
41,898
41,287
68,209
50,867
60,323
612,155
Total
123,727
112,808
109,139
106,875
121,036
99,798
153,145
143,197
99,437
155,026
127,553
125,770
1,477,511
51
DIA (Options on DIAMONDS) Contract Volume
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
0
0
0
0
9
20
22
22
20
23
20
21
157
Call
5,767
93,072
210,154
201,635
240,094
405,603
281,331
160,563
1,598,219
Contract Volume
Put
41,922
212,763
614,875
290,720
433,879
752,304
332,610
222,801
2,901,874
Total
Average Daily
Volume
47,689
305,835
825,029
492,355
673,973
1,157,907
613,941
383,364
4,500,093
5,299
15,292
37,501
22,380
33,699
50,344
30,697
18,255
28,663
DIA (Options on DIAMONDS) 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
48,296
44,403
72,609
94,869
121,144
168,026
130,245
130,457
—
4,577
65,453
183,311
134,176
186,149
249,386
204,588
144,245
—
Dollar Volume
Put
Call
52,873
109,856
255,920
229,045
307,293
417,412
334,833
274,702
—
$1,040,644
$15,181,302
$35,037,537
$36,220,105
$40,470,605
$74,814,998
$56,607,682
$28,954,158
$288,327,031
$11,892,904
$71,220,994
$199,697,637
$91,693,156
$126,191,497
$193,666,448
$64,169,858
$43,899,255
$802,431,749
Total
$12,933,548
$86,402,297
$234,735,173
$127,913,261
$166,662,101
$268,481,446
$120,777,539
$72,853,413
$1,090,758,779
DIA (Options on DIAMONDS) Average Premium Per Contract, Average Contracts
Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
52
Average Premium Per Contract
Call
Put
Total
$180
$163
$167
$180
$169
$184
$201
$180
$180
$284
$335
$325
$315
$291
$257
$193
$197
$277
$271
$283
$285
$260
$247
$232
$197
$190
$242
Average Contracts Per Trade
Call
Put
Total
14.6
15.8
15.6
16.2
14.5
14.7
15.2
15.7
15.2
18.8
18.4
17.0
17.2
15.8
18.0
20.4
20.8
17.8
18.2
17.5
16.6
16.8
15.3
16.7
17.7
18.3
16.8
Call
394
5,905
13,492
12,426
16,517
27,535
18,471
10,248
104,988
Transactions
Put
2,231
11,569
36,229
16,926
27,456
41,734
16,288
10,704
163,137
Total
2,625
17,473
49,721
29,353
43,973
69,269
34,760
20,952
268,126
OEF (Options on iShares S&P 100 Fund) Contract Volume
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
20
22
22
20
22
22
20
23
20
21
252
8,151
1,252
1,127
1,386
753
5,355
6,302
16,276
36,859
5,527
4,506
1,921
89,415
Contract Volume
Put
840
661
900
1,540
625
1,687
4,283
1,092
7,454
4,509
3,360
1,010
27,961
Average Daily
Volume
Total
8,991
1,913
2,027
2,926
1,378
7,042
10,585
17,368
44,313
10,036
7,866
2,931
117,376
428
101
101
133
63
352
481
789
2,216
436
393
140
466
OEF (Options on iShares S&P 100 Fund) 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
13,605
880
1,162
1,545
1,870
3,047
8,428
16,592
10,416
11,826
13,129
9,909
—
1,280
15,043
12,082
12,574
13,842
3,872
3,276
2,963
8,031
8,088
9,577
4,845
—
Dollar Volume
Put
Call
14,885
15,923
13,244
14,119
15,712
6,919
11,704
19,555
18,447
19,914
22,706
14,754
—
$1,816,235
$239,307
$240,851
$260,880
$135,877
$873,473
$1,050,689
$2,923,691
$6,213,008
$1,019,476
$906,669
$346,412
$16,026,569
$230,982
$180,794
$233,472
$434,455
$177,307
$564,712
$1,391,023
$344,417
$2,167,958
$1,160,757
$648,239
$199,004
$7,733,119
Total
$2,047,217
$420,101
$474,324
$695,335
$313,184
$1,438,185
$2,441,712
$3,268,108
$8,380,966
$2,180,233
$1,554,908
$545,416
$23,759,688
OEF (Options on iShares S&P 100 Fund) 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
$223
$191
$214
$188
$180
$163
$167
$180
$169
$184
$201
$180
$179
$275
$274
$259
$282
$284
$335
$325
$315
$291
$257
$193
$197
$277
$228
$220
$234
$238
$227
$204
$231
$188
$189
$217
$198
$186
$202
Average Contracts Per Trade
Call
Put
Total
13.1
13.7
13.5
14.0
14.6
15.8
15.6
16.2
14.5
14.7
15.2
15.7
14.8
17.5
18.6
17.8
18.1
18.8
18.4
17.0
17.2
15.8
18.0
20.4
20.8
17.5
13.4
15.1
15.1
15.9
16.3
16.3
16.1
16.3
14.7
16.0
17.1
17.1
15.4
Call
622
91
84
99
51
340
405
1,003
2,536
375
296
123
6,024
Transactions
Put
48
35
51
85
33
92
252
64
472
250
165
49
1,595
Total
670
127
134
184
85
431
657
1,067
3,007
625
460
171
7,619
53
Other Index Options Products Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
20
22
22
20
22
22
20
23
20
21
252
Call
Contract Volume
Put
40,780
42,747
64,834
68,093
98,169
78,495
163,190
120,389
75,784
93,418
87,081
53,180
986,160
57,027
67,715
53,121
49,713
64,357
68,685
68,381
64,156
80,887
113,422
110,174
60,225
857,863
Total
97,807
110,462
117,955
117,806
162,526
147,180
231,571
184,545
156,671
206,840
197,255
113,405
1,844,023
Average Daily
Volume
4,657
5,814
5,898
5,355
7,388
7,359
10,526
8,388
7,834
8,993
9,863
5,400
7,318
Includes BBH, BDH, BHH, BIX, DGT, DJR, DTX, DUX, ECM, EFA, GHA, GIN, GIP, GOX, GSM, GSO, GTC, HHH, IAH, IBB, IDU, IGM,
IGN, IGV, IGW, IIH, INX, IWB, IWD, IWF, IWM, IWN, IWO, IWP, IWR, IWS, IWV, IYE, IYH, MEX, MGO, MUT, MVB, MVR, NYA, OIH,
OIX, PPH, RKH, RLX, RTH, SMH, SML, SWH, TBH, TTH, TXX, UTH, WMH
Other Index Option Products Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
4,853
133,998
149,970
146,742
178,065
174,679
264,845
236,850
267,315
205,079
288,376
306,512
—
Open Interest in Contracts
Put
Total
4,323
165,158
166,347
142,430
180,721
153,839
135,059
161,094
184,851
205,079
227,702
241,400
—
Call
9,176
299,156
316,317
289,172
358,786
328,518
399,904
397,944
452,166
410,158
516,078
547,912
—
$9,721,862
$9,223,429
$15,072,405
$14,425,097
$19,989,344
$14,940,510
$28,719,724
$23,725,857
$15,073,468
$18,910,397
$18,919,242
$10,720,086
$199,441,421
Dollar Volume
Put
$17,466,527
$19,856,245
$14,577,242
$15,295,717
$20,958,314
$25,988,476
$24,477,574
$22,206,559
$25,924,017
$34,924,633
$22,659,903
$13,261,302
$257,596,510
Total
$27,188,389
$29,079,675
$29,649,647
$29,720,814
$40,947,658
$40,928,986
$53,197,298
$45,932,416
$40,997,485
$53,835,031
$41,579,145
$23,981,388
$457,037,931
Includes BBH, BDH, BHH, BIX, DGT, DJR, DTX, DUX, ECM, EFA, GHA, GIN, GIP, GOX, GSM, GSO, GTC, HHH, IAH, IBB, IDU, IGM,
IGN, IGV, IGW, IIH, INX, IWB, IWD, IWF, IWM, IWN, IWO, IWP, IWR, IWS, IWV, IYE, IYH, MEX, MGO, MUT, MVB, MVR, NYA, OIH,
OIX, PPH, RKH, RLX, RTH, SMH, SML, SWH, TBH, TTH, TXX, UTH, WMH
Other Index Option Products Average Premium Per Contract, Average Contracts
Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$238
$216
$232
$212
$204
$190
$176
$197
$199
$202
$217
$202
$202
$306
$293
$274
$308
$326
$378
$358
$346
$320
$308
$206
$220
$300
$278
$263
$251
$252
$252
$278
$230
$249
$262
$260
$211
$211
$248
Average Contracts Per Trade
Call
Put
Total
13.3
13.8
13.7
14.0
14.1
13.9
15.1
16.3
15.3
14.5
14.9
14.9
14.6
18.1
18.5
18.7
18.0
17.6
17.1
16.6
16.7
15.3
18.3
19.7
19.6
17.8
15.7
16.4
15.6
15.4
15.3
15.3
15.5
16.4
15.3
16.4
17.3
17.1
16.0
Call
3,058
3,092
4,722
4,868
6,978
5,634
10,800
7,398
4,957
6,426
5,854
3,574
67,360
Transactions
Put
3,158
3,659
2,843
2,759
3,648
4,012
4,131
3,843
5,289
6,193
5,579
3,070
48,186
Total
6,216
6,751
7,565
7,627
10,626
9,646
14,931
11,241
10,246
12,619
11,433
6,644
115,545
Includes BBH, BDH, BHH, BIX, DGT, DJR, DTX, DUX, ECM, EFA, GHA, GIN, GIP, GOX, GSM, GSO, GTC, HHH, IAH, IBB, IDU, IGM,
IGN, IGV, IGW, IIH, INX, IWB, IWD, IWF, IWM, IWN, IWO, IWP, IWR, IWS, IWV, IYE, IYH, MEX, MGO, MUT, MVB, MVR, NYA, OIH,
OIX, PPH, RKH, RLX, RTH, SMH, SML, SWH, TBH, TTH, TXX, UTH, WMH
54
Other Index Options Contract Volume Detail
HOLDRsSM
Month
BBH
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
BDH
BHH
HHH
26,075
26,658
16,353
19,288
39,321
33,711
39,814
22,826
24,070
18,878
14,712
10,041
291,747
241
341
25
66
300
194
60
162
30
86
231
16
1,752
513
139
184
242
100
0
8
20
0
0
0
0
1,206
474
68
217
75
271
43
67
413
114
84
223
208
2,257
RKH
RTH
SMH
SWH
1,429
687
921
1,255
203
247
961
1,116
1,080
2,173
714
812
11,598
1,177
723
595
776
798
865
6,099
3,290
2,068
7,119
4,301
3,449
31,260
31,990
27,325
61,810
39,825
78,360
76,476
135,888
83,698
89,491
141,241
130,081
60,960
957,145
4,005
883
2,674
13,809
11,727
17,678
24,401
31,139
133
1,152
153
258
108,012
IAH
IIH
OIH
PPH
219
92
30
470
55
0
14
50
4
0
10
0
944
2,329
7,733
10,631
8,769
5,422
2,851
2,433
3,512
997
1,885
5,702
973
53,237
4,515
4,566
3,972
1,841
1,364
1,239
8,619
5,785
1,114
3,931
883
311
38,140
TBH
TTH
UTH
WMH
14,428
34,753
9,530
14,649
5,329
1,825
2,422
19,262
10,884
2,954
19,828
14,577
150,441
554
59
164
507
324
155
318
108
691
110
406
146
3,542
153
38
149
108
83
31
280
280
265
1,025
245
610
3,267
707
365
312
469
25
155
669
476
377
819
1,974
370
6,718
348
19
269
509
281
158
423
181
163
163
181
26
2,721
EXCHANGE TRADED FUNDS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
DGT
E FA
IBB
IDU
IGM
IGN
IGV
IGW
IWB
IWD
0
0
0
0
0
0
0
0
2,484
3,266
957
1,091
7,798
0
0
0
0
0
0
0
0
32
471
1,013
1,267
2,783
0
0
0
0
0
0
0
0
334
3,473
1,642
2,799
8,248
0
0
0
0
0
0
0
0
0
0
0
511
511
0
0
0
0
0
0
0
0
3,250
1,294
3,063
2,947
10,554
0
0
0
0
0
0
0
0
0
629
352
121
1,102
0
0
0
0
0
0
0
0
0
824
1,507
411
2,742
0
0
0
0
0
0
0
0
508
455
1,010
1,739
3,712
0
0
0
0
0
0
0
0
0
0
0
36
36
0
0
0
0
0
0
0
0
0
0
0
244
244
Month
IWF
IWM
IWN
IWO
IWP
IWR
IWS
IWV
IYE
IYH
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
0
0
0
0
0
0
0
0
0
0
0
279
279
0
0
0
0
0
0
0
0
0
0
0
1,904
1,904
0
0
0
0
0
0
0
0
0
0
0
130
130
0
0
0
0
0
0
0
0
0
0
0
1,333
1,333
0
0
0
0
0
0
0
0
0
0
0
47
47
0
0
0
0
0
0
0
0
0
0
0
191
191
0
0
0
0
0
0
0
0
0
0
0
135
135
0
0
0
0
0
0
0
0
0
0
0
136
136
0
0
0
0
0
0
0
0
596
55
315
208
1,174
0
0
0
0
0
0
0
0
1,006
426
1,895
227
3,554
55
Other Index Options Contract Volume Detail
CHICAGO BOARD OPTIONS EXCHANGE
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
GOX
INX
413
512
319
2,545
6,552
636
563
4,891
6,465
434
69
496
23,895
531
75
478
528
557
7
10
6
8
4
189
707
3,100
MEX
OIX
19
5
21
203
9
56
79
3
10
0
54
20
479
TXX
462
61
75
165
95
40
145
92
275
197
23
88
1,718
360
242
230
314
214
558
269
226
343
492
266
251
3,765
DOW JONES
STANDARD & POORS
Month
BIX RLX SML
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
0
94
0
0
0
0
0
0
0
0
0
0
94
37
57
13
0
0
0
0
0
0
0
0
0
107
353
435
439
937
1,628
1,108
802
846
661
792
448
451
8,900
Month
DJR
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
8
10
15
12
10
10
0
2
0
0
0
0
67
DTX
432
834
736
2,812
5,349
5,733
2,477
1,586
1,249
584
1,196
465
23,453
DUX
122
35
29
1
6
35
511
210
1,512
1,390
151
180
4,182
40
130
0
20
0
0
538
75
34
44
11
34
926
GOLDMAN SACHS
Month
GHA
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
16
32
32
32
0
92
0
20
157
0
20
40
441
GIN
200
281
116
226
93
29
58
1,621
332
2
116
68
3,142
GIP
12
555
979
897
1,173
1,339
569
494
345
130
145
185
6,823
GSM
48
84
134
159
16
147
129
82
863
921
716
575
3,874
GSO
83
95
434
250
1,083
475
641
711
746
226
175
112
5,031
GTC
43
17
10
10
417
32
89
335
2,149
6,391
1,440
691
11,624
OTHER
MORGAN STANLEY
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
56
MGO
2
0
0
40
209
89
100
0
645
795
0
23
1,903
MVB
3,403
1,464
2,184
2,577
605
303
142
42
543
430
106
219
12,018
MVR
656
976
3,827
3,385
299
246
1,524
657
611
1,092
701
233
14,207
ECM
Month
NYA
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
0
9
15
22
42
29
41
16
17
21
21
0
233
MUT
1,410
10
33
13
206
590
408
312
15
385
10
54
3,446
INTEREST RATE OPTIONS-2002
In 2002, 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 30year 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
21
19
20
22
22
20
22
22
20
23
20
21
252
Contract Volume
Put
Call
744
549
1,280
649
1,402
2,088
2,146
3,310
2,332
4,169
2,355
2,021
23,045
1,709
1,965
1,023
1,800
1,755
1,377
2,233
1,404
1,225
2,050
840
2,806
20,187
Average Daily
Volume
Total
2,453
2,514
2,303
2,449
3,157
3,465
4,379
4,714
3,557
6,219
3,195
4,827
43,232
117
132
115
111
144
173
199
214
178
270
160
230
172
Total Interest Rate Options Open Interest and Dollar Volume
Month
Open Interest in Contracts
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
2,254
2,557
1,351
1,577
2,246
2,274
3,435
5,295
4,701
5,741
6,107
4,593
—
4,443
5,163
3,987
4,708
4,933
4,174
3,908
3,607
2,972
3,939
4,013
4,360
—
Call
6,697
7,720
5,338
6,285
7,179
6,448
7,343
8,902
7,673
9,680
10,120
8,953
—
$269,375
$234,890
$417,315
$221,115
$316,430
$422,050
$566,330
$707,705
$411,255
$1,094,595
$462,325
$346,950
$5,470,335
Dollar Volume
Put
$257,060
$189,450
$139,700
$156,315
$162,700
$181,380
$661,245
$665,740
$382,990
$536,190
$311,395
$618,110
$4,262,275
Total
$526,435
$424,340
$557,015
$377,430
$479,130
$603,430
$1,227,575
$1,373,445
$794,245
$1,630,785
$773,720
$965,060
$9,732,610
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
$362
$428
$326
$341
$226
$202
$264
$214
$176
$263
$196
$172
$237
$150
$96
$137
$87
$93
$132
$296
$474
$313
$262
$371
$220
$211
$215
$169
$242
$154
$152
$174
$280
$291
$223
$262
$242
$200
$225
Average Contracts Per Trade
Call
Put
Total
10.8
7.3
12.9
10.0
11.0
11.3
10.0
12.2
12.8
12.4
10.3
11.7
11.4
13.5
24.0
15.3
17.8
16.4
15.3
15.7
10.7
14.1
16.1
10.4
22.4
15.9
12.5
16.0
13.9
14.8
13.4
12.6
12.3
11.7
13.2
13.4
10.3
16.2
13.1
Call
69
75
99
65
128
184
214
272
182
336
229
173
2,026
Transactions
Put
127
82
67
101
107
90
142
131
87
127
81
125
1,267
Total
196
157
166
166
235
274
356
403
269
463
310
298
3,293
57
IRX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
20
22
22
20
22
22
20
23
20
21
252
Contract Volume
Put
Total
Average Daily
Volume
30
23
7
27
75
30
40
15
21
4
5
0
277
106
133
62
99
166
108
71
17
96
28
22
15
923
5
7
3
5
8
5
3
1
5
1
1
1
4
76
110
55
72
91
78
31
2
75
24
17
15
646
IRX Options 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
147
156
196
156
191
49
78
76
91
97
99
71
—
113
93
55
67
110
100
118
115
65
69
60
15
—
Call
260
249
251
223
301
149
196
191
156
166
159
86
—
$66,890
$71,450
$52,940
$55,760
$25,610
$20,480
$1,770
$160
$5,270
$2,650
$2,965
$1,275
$307,220
Dollar Volume
Put
Total
$8,705
$13,530
$525
$4,800
$15,675
$4,800
$7,400
$9,015
$16,660
$800
$2,340
$0
$84,250
$75,595
$84,980
$53,465
$60,560
$41,285
$25,280
$9,170
$9,175
$21,930
$3,450
$5,305
$1,275
$391,470
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
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$880
$650
$963
$774
$281
$263
$57
$80
$70
$110
$174
$85
$476
8.4
7.3
6.9
8.0
9.1
7.1
7.8
2.0
15.0
8.0
5.7
7.5
8.1
9
15
8
9
10
11
4
1
5
3
3
2
80
58
$290
$588
$75
$178
$209
$160
$185
$601
$793
$200
$468
0
$304
$713
$639
$862
$612
$249
$234
$129
$540
$228
$123
$241
$85
$424
6.0
7.7
7.0
5.4
8.3
10.0
10.0
2.1
5.3
4.0
2.5
0.0
6.3
7.6
7.4
6.9
7.1
8.7
7.7
8.9
2.1
10.7
7.0
4.4
7.5
7.4
Transactions
Put
5
3
1
5
9
3
4
7
4
1
2
0
44
Total
14
18
9
14
19
14
8
8
9
4
5
2
124
FVX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
20
22
22
20
22
22
20
23
20
21
252
Contract Volume
Put
Total
31
79
108
137
106
190
310
398
246
554
285
117
2,561
122
82
123
155
53
128
304
111
94
178
32
60
1,442
Average Daily
Volume
153
161
231
292
159
318
614
509
340
732
317
177
4,003
7
8
12
13
7
16
28
23
17
32
16
8
16
FVX Options Open Interest and Dollar Volume
Month
Open Interest in Contracts
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
25
88
171
231
230
370
461
737
409
534
608
313
—
875
857
662
782
798
610
564
572
231
265
241
91
—
Call
900
945
833
1,013
1,028
980
1,025
1,309
640
799
849
404
—
$17,505
$27,545
$44,885
$40,100
$24,200
$32,560
$51,300
$50,990
$25,710
$95,980
$41,915
$21,195
$473,885
Dollar Volume
Put
Total
$15,060
$9,205
$47,405
$18,675
$5,120
$29,710
$99,110
$46,730
$76,620
$126,570
$47,280
$62,940
$584,425
$32,565
$36,750
$92,290
$58,775
$29,320
$62,270
$150,410
$97,720
$102,330
$222,550
$89,195
$84,135
$1,058,310
FVX Options Average Premium Per Contract, Average Contracts Per Trade and
Tr a n s a c t i o n s
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$565
$349
$416
$293
$228
$171
$165
$128
$105
$173
$147
$181
$185
$123
$112
$385
$120
$97
$232
$326
$421
$815
$711
$1,478
$1,049
$405
$213
$228
$400
$201
$184
$196
$245
$192
$301
$304
$281
$475
$264
Average Contracts Per Trade
Call
Put
Total
3.4
5.3
9.0
8.6
6.6
9.5
9.4
12.1
12.3
11.8
11.0
9.0
9.9
11.1
10.3
15.4
12.9
7.6
10.7
10.9
5.3
4.9
10.5
6.4
10.0
9.4
7.7
7.0
11.6
10.4
6.9
9.9
10.1
9.4
8.7
11.4
10.2
9.3
9.7
Call
9
15
12
16
16
20
33
33
20
47
26
13
260
Transactions
Put
11
8
8
12
7
12
28
21
19
17
5
6
154
Total
20
23
20
28
23
32
61
54
39
64
31
19
414
59
TNX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
20
22
22
20
22
22
20
23
20
21
252
Call
Contract Volume
Put
Total
335
120
614
306
789
1,359
929
1,278
1,084
2,186
1,079
1,017
11,096
793
1,092
186
1,397
1,274
728
1,390
801
615
510
334
1,150
10,270
Average Daily
Volume
1,128
1,212
800
1,703
2,063
2,087
2,319
2,079
1,699
2,696
1,413
2,167
21,366
54
64
40
77
94
104
105
95
85
117
71
103
85
TNX Options Open Interest and Dollar Volume
Open Interest in Contracts
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
658
689
351
528
984
899
1,246
1,934
1,515
2,254
2,383
1,929
—
Put
Total
2,072
2,877
2,096
2,934
3,039
2,812
2,626
2,459
2,011
2,095
2,078
1,610
—
2,730
3,566
2,447
3,462
4,023
3,711
3,872
4,393
3,526
4,349
4,461
3,539
—
Dollar Volume
Call
$82,640
$38,415
$117,520
$83,375
$167,425
$243,000
$234,195
$295,650
$180,660
$650,060
$213,045
$184,310
$2,490,295
Put
Total
$140,095
$81,065
$20,930
$111,315
$107,520
$78,425
$474,070
$497,985
$216,125
$207,275
$126,505
$213,135
$2,274,445
$222,735
$119,480
$138,450
$194,690
$274,945
$321,425
$708,265
$793,635
$396,785
$857,335
$339,550
$397,445
$4,764,740
TNX 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
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$247
$320
$191
$272
$212
$179
$252
$231
$167
$297
$197
$181
$224
11.6
6.0
16.2
15.3
13.8
13.1
13.7
14.2
13.6
14.6
12.1
11.1
13.3
29
20
38
20
57
104
68
90
80
150
89
92
837
60
$177
$74
$113
$80
$84
$108
$341
$622
$351
$406
$379
$185
$221
$197
$99
$173
$114
$133
$154
$305
$382
$234
$318
$240
$183
$223
13.0
30.3
9.3
21.2
20.2
17.3
19.9
12.7
19.8
8.9
9.8
20.5
17.1
12.5
21.6
13.8
19.8
17.2
14.3
16.8
13.6
15.3
13.0
11.5
14.6
14.9
Transactions
Put
61
36
20
66
63
42
70
63
31
57
34
56
599
Total
90
56
58
86
120
146
138
153
111
207
123
148
1,436
TYX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
20
22
22
20
22
22
20
23
20
21
252
Contract Volume
Put
Total
302
240
503
134
416
461
876
1,632
927
1,405
974
872
8,742
764
768
707
221
353
491
499
477
495
1,358
469
1,596
8,198
Average Daily
Volume
1,066
1,008
1,210
355
769
952
1,375
2,109
1,422
2,763
1,443
2,468
16,940
51
53
61
16
35
48
63
96
71
120
72
118
67
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
1,424
1,624
633
662
841
956
1,650
2,548
2,686
2,856
3,017
2,280
—
1,383
1,336
1,174
925
986
652
600
461
665
1,510
1,634
2,644
—
Call
2,807
2,960
1,807
1,587
1,827
1,608
2,250
3,009
3,351
4,366
4,651
4,924
—
$102,340
$97,480
$201,970
$41,880
$99,195
$126,010
$279,065
$360,905
$199,615
$345,905
$204,400
$140,170
$2,198,935
Dollar Volume
Put
$93,200
$85,650
$70,840
$21,525
$34,385
$68,445
$80,665
$112,010
$73,585
$201,545
$135,270
$342,035
$1,319,155
Total
$195,540
$183,130
$272,810
$63,405
$133,580
$194,455
$359,730
$472,915
$273,200
$547,450
$339,670
$482,205
$3,518,090
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
$339
$406
$402
$313
$238
$273
$319
$221
$215
$246
$210
$161
$252
13.7
9.6
12.3
6.7
9.2
9.4
8.0
11.0
12.0
10.3
8.8
13.2
10.3
$122
$112
$100
$97
$97
$139
$162
$235
$149
$148
$288
$214
$161
$183
$182
$225
$179
$174
$204
$262
$224
$192
$198
$235
$195
$208
15.3
21.9
18.6
12.3
12.6
14.9
12.5
11.9
15.0
26.1
11.7
25.3
17.4
14.8
16.8
15.3
9.3
10.5
11.6
9.2
11.2
12.9
14.7
9.6
19.1
12.8
Call
22
25
41
20
45
49
109
148
77
136
111
66
849
Transactions
Put
50
35
38
18
28
33
40
40
33
52
40
63
470
Total
72
60
79
38
73
82
149
188
110
188
151
129
1,319
61
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
2002
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
267,616,496
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
148,507,315
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
119,109,181
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
1,061,970
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
2002
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
93,472,074
88,761,882
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
62
Open Interest
Call
56,719,928
57,328,177
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
36,752,146
31,433,705
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
$151,870,740
$195,052,430
$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
$63,760,762
$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
$88,109,978
$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
2002
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
Average Contracts Per Trade
Total
Call
Put
$567
$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
17.1
16.2
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
$429
$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
—
—
—
—
$740
$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
—
—
—
—
15.7
9.4
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
—
—
—
—
19.2
29.0
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
2002
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
Total
Volume
267,616,496
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
Equity
Volume
Index
Volume
173,189,719
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
94,383,545
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
43,232
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
—
—
—
—
—
—
—
—
—
—
—
—
63
Total Options Contract Volume By Exchange
Ye a r
2002
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
64
CBOE
267,616,496
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
186,060,672
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
—
—
88,955,247
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
—
—
85,426,649
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
—
—
—
ISE
152,399,279
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
780,458,343
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
Ye a r
Trading
Days
2002
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
252
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
173,189,719
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
105,614,605
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
67,575,114
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
—
—
—
—
687,261
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
Ye a r D a y s
2002
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
252
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
Open Interest
Dollar Volume (thousands)
Total
Call
Put
81,343,419
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
50,202,050
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
—
—
—
—
31,141,369
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
$38,718,706
$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
Put
$19,944,630
$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
—
—
—
—
$18,744,076
$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
—
—
—
—
65
Equity Options Average Premium Per Contract and Average Contracts Per Trade
Year
Average Premium Per Contract
Total
Call
Put
Average Contracts Per Trade
Total
Call
Put
2002
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
$224
$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
15.7
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
$189
$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
$278
$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
—
—
—
—
14.6
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
18.0
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
Ye a r
CBOE
AMEX
2002
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
173,189,719
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
145,258,377
167,713,954
192,032,222
126,821,276
94,332,281
83,926,288
57,082,441
48,886,858
44,810,966
43,390,722
36,067,822
32,829,447
34,197,819
41,579,453
37,470,045
52,770,659
47,140,205
36,099,739
33,076,866
36,199,701
38,766,996
34,859,475
29,048,323
17,467,018
14,380,959
10,077,578
9,035,767
3,530,564
PHLX
PCX
ISE
MSE*
78,435,997 71,433,006 140,343,022
92,955,040 95,646,008
59,201,203
72,135,321 108,533,862
7,565,684
44,086,183 75,770,940
37,871,930 58,930,521
25,021,282 46,606,429
16,325,194 33,839,202
14,739,706 30,852,968
13,016,116 20,861,609
11,411,065 16,203,312
10,408,628 12,996,923
11,803,703 13,781,027
12,443,833 13,750,956
16,768,793 17,865,387
13,092,707 13,068,755
18,088,192 18,951,794
15,054,738 13,941,683
12,068,358 12,700,805
15,982,001 11,191,471
16,607,806 11,155,906
13,466,652
9,309,563
10,009,565
6,952,567
7,758,101
5,486,590
1,518,611
4,952,737
3,856,344
2,609,164
3,270,378
3,289,968
2,012,363
2,195,307
1,925,031
600,780
1,274,702
550,194
15,237
140,982
NYSE**
1,413,206
3,414,471
2,860,273
2,269,165
2,010,184
2,042,844
1,901,208
2,546,734
3,723,184
1,902,900
1,305,974
1,050,152
163,593
Total
608,660,121
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
Vo l u m e
28.5
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.
66
Equity LEAPS Contract Volume and Open Interest
Ye a r
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
Trading
Days
252
248
252
252
252
253
254
252
252
253
254
253
Total Contract Volume
Total
Call
Put
21,149,572 12,530,244 8,619,328
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
Vo l u m e
83,927
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
30,405,272 17,362,660 13,042,612
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 Option Contract Volume
Trading
Ye a r
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Days
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
94,383,545
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
42,869,665
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
51,513,880
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
374,538
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
Ye a r
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Open Interest in Contracts
Total
Call
Put
12,119,702
6,513,285
5,606,417
4,155,498
1,905,223
2,250,275
3,317,081
1,575,805
1,741,276
3,706,451
1,459,002
2,247,449
3,232,699
1,308,280
1,924,419
3,273,034
1,296,473
1,976,561
2,467,906
841,547
1,626,359
2,708,600
1,003,661
1,704,939
2,844,191
1,273,899
1,570,292
2,185,174
889,577
1,295,597
1,887,202
809,961
1,077,241
1,774,620
719,990
1,054,630
1,289,914
569,727
720,187
1,005,657
445,741
559,916
880,985
422,233
458,752
741,736
396,658
345,078
1,010,739
501,142
509,597
1,286,108
668,340
617,768
647,821
398,057
249,764
334,510
195,682
138,828
Total
$113,142,301,439
$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
$43,810,661,735
$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
$69,331,639,703
$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.
67
Total Index Option Average Premium Per Contract and Average Contracts Per
Trade
Ye a r
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Total
$1,199
$1,986
$2,766
$2,131
$1,724
$1,465
$861
$595
$437
$377
$434
$514
$530
$425
$441
$466
$308
$238
$239
$318
Average Premium Per Contract
Call
Put
$1,022
$1,346
$1,894
$2,052
$2,936
$2,633
$2,758
$1,679
$2,156
$1,403
$1,998
$1,040
$1,207
$593
$903
$346
$470
$410
$447
$316
$513
$362
$648
$380
$528
$531
$549
$304
$477
$401
$506
$420
$355
$248
$277
$207
$266
$204
$363
$277
Average
Total
20.3
24.7
22.7
21.1
22.1
22.0
23.5
26.1
27.3
22.1
19.7
18.3
18.3
17.2
15.7
16.9
18.2
18.6
17.7
12.6
Contracts
Call
19.5
24.1
22.1
21.3
21.5
20.6
22.8
26.3
27.7
21.7
19.6
18.4
19.0
17.4
16.5
16.8
18.2
18.4
17.1
10.2
Per Trade
Put
21.0
25.2
23.1
21.0
22.6
23.4
24.1
25.9
27.0
22.4
19.8
18.2
17.6
17.0
14.9
17.0
18.2
18.8
18.0
10.9
Total Index Options Contract Volume by Exchange
Year
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
CBOE
AMEX
94,383,545
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
40,828,126
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
PHLX
10,891,670
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
PCX
ISE
NYSE
14,005,412
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
—
12,060,836
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
Ye a r
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
68
Trading
Days
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
13,530,159
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
6,534,139
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
6,996,020
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
Vo l u m e
53,691
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
183,355
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
172,169,589
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
CBOE %
Share of
Total
54.8
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 (S&P 500) Contract Volume and Open Interest
Year
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Trading
Days
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
127
Total
29,939,598
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
12,680,856
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
Put
17,258,742
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
Average Daily
Volume
118,808
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
3,169,415
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
2002
2001
2000
1999
1998
1997
252
248
252
252
252
61
12,114,841
8,958,075
3,763,077
3,319,804
4,281,731
2,029,938
Contract Volume
Call
4,141,448
2,666,528
1,635,695
1,015,438
1,399,234
902,050
Put
7,973,393
6,291,547
2,127,382
2,304,366
2,882,497
1,127,888
Average Daily
Volume
48,075
36,121
14,933
13,174
16,991
33,278
Open
Interest
822,035
562,428
223,569
437,654
343,556
464,792
Nasdaq-100 Index Options (NDX) Contract Volume and Open Interest
Ye a r
Trading
Days
2002
2001
2000
1999
1998
1997
1996
1995
1994
252
248
252
252
252
253
254
252
227
Total
1,196,900
1,603,884
2,313,580
1,371,349
1,563,242
2,061,376
3,216,041
2,082,335
1,358,930
Contract Volume
Call
523,282
684,259
940,780
568,392
774,814
1,090,248
1,495,178
881,058
558,245
Put
673,618
919,625
1,372,800
802,957
788,428
971,128
1,720,863
1,200,377
800,685
Average Daily
Vo l u m e
4,750
6,467
9,181
5,442
6,203
8,148
12,662
8,263
5,986
Open
Interest
70,931
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
2002
2001
2000
252
248
93
Total
4,993,791
6,325,335
1,468,469
Contract Volume
Call
2,506,047
3,084,290
756,636
Put
2,487,744
3,241,045
711,740
Average Daily
Volume
19,817
25,505
15,790
Open
Interest
694,679
589,386
268,086
Russell 2000 Index Options (RUT) Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
Open
Interest
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
252
248
252
252
252
253
254
252
252
253
35
386,262
325,157
835,614
821,565
876,158
616,882
388,399
317,099
651,009
494,980
40,086
156,940
142,733
197,567
414,385
383,124
349,415
179,145
103,557
192,777
233,801
19,869
229,322
182,424
638,047
407,180
493,034
267,467
209,254
213,542
458,232
261,179
20,217
1,533
1,311
3,316
3,260
3,477
2,438
1,529
1,258
2,583
1,956
1,145
95,467
91,373
64,663
33,322
57,215
34,035
55,901
24,754
46,817
76,896
21,499
69
QQQ (Nasdaq 100 Shares) Options Contract Volume and Open Interest
Ye a r
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Vo l u m e
Open
Interest
2002
2001
252
227
24,052,423
20,314,749
12,856,006
11,575,444
11,196,417
8,739,305
95,446
89,492
6,173,550
3,752,838
DIA (Options on DIAMONDS) Options Contract Volume and Open Interest
Ye a r
Trading
Days
Total
2002
157
4,500,093
Contract Volume
Call
1,598,219
Put
Average Daily
Vo l u m e
Open
Interest
2,901,874
28,663
274,702
OEF (Options on iShares S&P 100 Fund) Contract Volume and Open Interest
Ye a r
Trading
Days
2002
2001
252
227
Total
117,376
189,976
Contract Volume
Call
Put
Average Daily
Vo l u m e
Open
Interest
89,415
163,917
27,961
26,059
466
837
14,754
6,535
XEO (S&P 100 European Style) Contract Volume and Open Interest
Ye a r
Trading
Days
2002
2001
252
123
70
Total
1,708,074
473,625
Contract Volume
Call
797,153
187,189
Put
Average Daily
Vo l u m e
Open
Interest
910,921
286,436
6,778
3,851
72,902
62,997
HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
252
248
252
251
251
250
252
250
250
251
251
251
251
131
43,232
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
23,045
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
20,187
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
172
160
167
170
306
302
374
260
866
257
228
199
246
555
Total Interest Rate Options Open Interest and Dollar Volume
Year
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Total
Open Interest in Contracts
Call
Put
Total
4,593
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
4,360
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
$9,732,610
$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
8,953
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
Dollar Volume
Call
$5,470,335
$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
Put
$4,262,275
$ 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
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Ye a r
Average Premium Per Contract
Total
Call
Put
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
$225
$258
$314
$189
$185
$211
$216
$169
$183
$174
$124
$147
$174
$167
$237
$221
$196
$204
$132
$179
$216
$146
$220
$164
$111
$115
$183
$143
$211
$285
$387
$177
$257
$244
$216
$204
$147
$184
$140
$184
$167
$193
Average Contracts Per Trade
Total
Call
Put
13.1
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
11.4
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
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
71
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