MARKET STATISTICS-2003
Table of Contents
CBOE TRADING ACTIVITY-2003
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-2003
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 ....................................... 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 ................................................. 8-15
CBOE Equity Options Volume .......................................................... 16-36
CBOE Top 100 Equity Options Ranked By Volume ......................... 37-38
INDEX OPTIONS-2003
(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-2003 .......................................................................4 0
Total Index Options .................................................................................. 4 1
Total Index Options Contract Volume By Exchange ................................. 4 2
Total Index FLEX (MNX, NDX, QQQ, RUT, SPX) .............................. 4 3
OEX® (S&P 100®) ................................................................................4 4
XEO® (S&P 100® European Style) ....................................................... 4 5
SPXTM (S&P 500®) ................................................................................. 4 6
DJX (Dow Jones Industrial AverageSM ) .................................................... 4 7
NDX (Nasdaq-100 Index®) ................................................................... 4 8
MNX (Mini Nasdaq-100 Index®) .......................................................... 4 9
RUT (Russell 2000® Index) ................................................................... 5 0
QQQ (Nasdaq 100® Shares) .................................................................. 5 1
DIA (DIAMONDS®) ............................................................................ 5 2
OEF (iShares S&P 100® Fund) ..............................................................5 3
Other Index Option Products .................................................................. 5 4
Other Index Options Contract Volume Detail .................................... 55-57
TNX Options ........................................................................................... 6 1
TYX Options ............................................................................................6 2
HISTORICAL TRADING ACTIVITY
ALL OPTIONS
Total CBOE Options Contract Volume .................................................... 6 3
Total CBOE Options Year-End Open Interest and Dollar Volume .......... 6 3
Total CBOE Options Average Permium
Per Contract, and Average Contracts Per Trade .................................... 6 4
Total CBOE Options Contract Volume-All Options ............................... 6 4
Total Options Contract Volume By Exchange ........................................... 6 5
EQUITY OPTIONS
Equity Options Contract Volume ............................................................. 6 6
Equity Options Open Interest and Dollar Volume ...................................6 6
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ......................................................... 6 7
Equity Options Contract Volume By Exchange ........................................ 6 7
Equity LEAPS Contract Volume and Open Interest .................................. 6 8
INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Index Contract Volume ....................................................................6 8
Total Index Option Open Interest and Dollar Volume ............................ 6 8
Total Index Option Average Premium Per Contract
and Average Contracts Per Trade ......................................................... 6 9
Total Index Options Contract Volume By Exchange ................................. 6 9
OEX® (S&P 100®) ................................................................................6 9
SPX® (S&P 500®) .................................................................................. 7 0
DJX (Dow Jones Industrial AverageSM ) .................................................... 7 0
NDX (Nasdaq-100 Index®) ................................................................... 7 0
MNX (Mini Nasdaq-100 Index®) .......................................................... 7 0
RUT (Russell 2000® Index) ................................................................... 7 0
QQQ (Nasdaq 100® Shares) .................................................................. 7 1
DIA (DIAMONDS®) ............................................................................ 7 1
OEF (iShares S&P 100® Fund) ..............................................................7 1
XEO (S&P 100® European Style) ...........................................................7 1
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume ............................................7 2
Total Interest Rate Options Open Interest and Dollar Volume .................7 2
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ..................................... 7 2
INTEREST RATE OPTIONS-2003
(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 8
IRX Options ............................................................................................. 5 9
FVX Options ............................................................................................6 0
1
CBOE TRADING ACTIVITY-2003
Total CBOE Options Trading Summary
Call
Put
No. of Contracts
160,336,098
Average Daily Volume
636,254
Dollar Volume
$83,446,496,414
Open Interest
68,527,351
Transactions
10,023,557
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
21
21
21
21
22
21
21
23
19
22
252
12,502,844
9,879,073
12,993,031
12,953,983
12,879,857
14,659,422
14,114,477
11,464,831
14,068,844
16,345,637
13,105,890
15,368,209
160,336,098
Contract Volume
Put
9,611,622
8,727,023
10,048,752
9,818,753
10,049,038
10,681,065
10,613,309
9,135,756
10,817,523
12,290,104
9,978,473
11,838,979
123,610,397
Total
123,610,397
490,517
$64,906,670,157
57,793,221
5,515,200
283,946,495
1,126,772
148,353,166,571
126,320,572
15,538,757
Total
Average Daily
Total
Call
Open Interest
Put
22,114,466
18,606,096
23,041,783
22,772,736
22,928,895
25,340,487
24,727,786
20,600,587
24,886,367
28,635,741
23,084,363
27,207,188
283,946,495
1,053,070
979,268
1,097,228
1,084,416
1,091,852
1,206,690
1,123,990
980,980
1,185,065
1,245,032
1,214,966
1,236,690
1,126,772
36,307,068
46,527,147
51,187,292
52,599,168
55,396,407
58,974,805
62,058,536
66,194,140
68,340,466
70,682,079
69,949,586
68,527,351
—
28,467,412
35,470,004
38,403,647
40,001,413
43,627,584
44,813,399
48,134,387
53,383,593
55,873,873
58,320,642
58,812,472
57,793,221
—
Total Dollar
Volume
Total
64,774,480 $13,237,261,434
81,997,151 $12,194,522,788
89,590,939 $12,008,601,035
92,600,581 $11,768,028,048
99,023,991 $10,139,721,897
103,788,204 $12,140,102,081
110,192,923 $11,010,583,557
119,577,733 $11,268,560,972
124,214,339 $14,312,320,461
129,002,721 $13,049,486,042
128,762,058 $10,065,174,319
126,320,572 $17,158,803,937
— $148,353,166,571
Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
2
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Average Premium Per Contract
Call
Put
Total
$532
$451
$458
$538
$441
$511
$467
$490
$582
$473
$460
$787
$520
$686
$886
$602
$489
$443
$436
$417
$619
$567
$433
$405
$427
$525
$599
$655
$521
$517
$442
$479
$445
$547
$575
$456
$436
$631
$522
Average Contracts Per Trade
Call
Put
Total
15.8
18.0
17.2
16.3
15.8
15.6
15.1
15.5
15.7
15.4
16.1
16.5
16.0
20.8
22.5
20.8
21.5
22.2
22.3
22.1
22.3
23.0
23.0
23.5
24.9
22.4
17.7
19.9
18.6
18.2
18.0
17.9
17.5
18.0
18.2
17.9
18.6
19.3
18.3
Call
Transactions
Put
Total
790,209 462,035 1,252,244
548,788 387,643
936,431
757,125 482,736 1,239,861
793,222 456,247 1,249,469
817,083 453,237 1,270,320
939,520 478,733 1,418,253
934,013 480,942 1,414,955
737,778 409,405 1,147,183
897,370 470,210 1,367,580
1,062,434 533,894 1,596,328
813,062 425,073 1,238,135
932,953 475,045 1,407,998
10,023,557 5,515,200 15,538,757
Total CBOE Options Contract Volume - All Options
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Total
Volume
21
19
21
21
21
21
22
21
21
23
19
22
252
22,114,466
18,606,096
23,041,783
22,772,736
22,928,895
25,340,487
24,727,786
20,600,587
24,886,367
28,635,741
23,084,363
27,207,188
283,946,495
Equity
Volume
13,561,789
9,845,570
12,395,497
13,576,433
14,380,860
15,710,788
15,604,696
12,278,105
15,187,828
18,584,791
15,074,980
16,832,628
173,033,965
Index
Volume
Interest Rate
Volume
8,548,192
8,758,171
10,637,781
9,193,846
8,536,530
9,618,719
9,109,931
8,308,504
9,691,269
10,046,593
8,005,146
10,367,410
110,822,092
4,485
2,355
8,505
2,457
11,505
10,980
13,159
13,978
7,270
4,357
4,237
7,150
90,438
Total Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
AMEX
22,114,466
18,606,096
23,041,783
22,772,736
22,928,895
25,340,487
24,727,786
20,600,587
24,886,367
28,635,741
23,084,363
27,207,188
283,946,495
14,894,376
11,499,684
15,008,441
14,631,489
15,582,614
17,386,326
16,404,688
12,015,518
15,869,600
18,092,305
13,951,668
14,738,194
180,074,903
PHLX
7,963,002
6,736,116
7,808,515
7,504,718
8,792,323
9,512,363
9,076,357
8,008,661
10,442,185
12,594,534
10,287,203
13,979,620
112,705,597
PCX
ISE
Total
CBOE Share
7,453,021
5,385,104
6,605,268
6,456,684
6,961,561
7,306,855
7,518,273
5,888,360
6,789,566
8,999,401
8,096,074
8,692,470
86,152,637
15,795,057
13,594,139
16,812,778
19,290,286
20,163,711
22,295,244
23,599,309
17,834,125
21,939,694
27,137,034
21,625,231
24,892,415
244,979,023
68,219,922
55,821,139
69,276,785
70,655,913
74,429,104
81,841,275
81,326,413
64,347,251
79,927,412
95,459,015
77,044,539
89,509,887
907,858,655
32%
33%
33%
32%
31%
31%
30%
32%
31%
30%
30%
30%
31%
3
EQUITY OPTIONS-2003
Equity Options Contract Volume
During 2003, 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
21
21
21
21
22
21
21
23
19
22
252
Contract Volume
Put
Call
8,471,393
6,125,899
7,876,054
8,638,424
9,361,634
10,650,814
10,354,193
8,093,372
10,154,728
12,384,764
9,827,362
11,380,764
113,319,401
5,090,396
3,719,671
4,519,443
4,938,009
5,019,226
5,059,974
5,250,503
4,184,733
5,033,100
6,200,027
5,247,618
5,451,864
59,714,564
Average Daily
Volume
Total
13,561,789
9,845,570
12,395,497
13,576,433
14,380,860
15,710,788
15,604,696
12,278,105
15,187,828
18,584,791
15,074,980
16,832,628
173,033,965
645,799
518,188
590,262
646,497
684,803
748,133
709,304
584,672
723,230
808,034
793,420
765,119
686,643
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 2003, open interest in equity options on CBOE was 108,666,567 contracts.
Open Interest
4
Month
Call
Put
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
31,309,471
39,202,907
43,749,460
44,944,979
47,506,688
51,769,281
54,492,047
57,719,042
60,213,788
61,810,482
60,932,674
60,739,426
—
22,849,650
28,171,716
31,071,144
31,865,991
34,026,144
36,085,686
38,417,892
42,249,215
45,127,156
46,882,614
47,124,359
47,927,141
—
Dollar Volume
Total
54,159,121
67,374,623
74,820,604
76,810,970
81,532,832
87,854,967
92,909,939
99,968,257
105,340,944
108,693,096
108,057,033
108,666,567
—
Call
Put
Total
$1,482,996,463
$894,355,009
$1,269,478,494
$1,457,910,859
$1,808,470,572
$2,355,475,042
$2,112,168,291
$1,557,930,566
$2,243,439,309
$2,828,828,480
$2,604,988,212
$2,742,636,776
$23,358,678,071
$1,164,280,190
$1,623,690,131
$911,486,186
$812,305,642
$732,449,335
$769,006,675
$780,302,345
$656,436,553
$723,725,132
$938,630,027
$807,391,359
$829,537,882
$10,749,241,458
$2,647,276,653
$2,518,045,140
$2,180,964,680
$2,270,216,501
$2,540,919,906
$3,124,481,717
$2,892,470,637
$2,214,367,119
$2,967,164,441
$3,767,458,507
$3,412,379,571
$3,572,174,658
$34,107,919,529
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
Average Premium Per Contract
Call
Put
Total
$175
$146
$161
$169
$193
$221
$204
$192
$221
$228
$265
$241
$206
$229
$437
$202
$165
$146
$152
$149
$157
$144
$151
$154
$152
$180
Average Contracts Per Trade
Call
Put
Total
$195
$256
$176
$167
$177
$199
$185
$180
$195
$203
$226
$212
$197
14.4
16.0
15.5
14.8
14.7
14.4
14.0
14.3
14.5
14.2
15.0
15.0
14.7
19.7
22.3
21.3
20.7
21.6
21.3
21.6
20.8
21.7
21.2
21.0
22.0
21.2
16.0
17.9
17.2
16.5
16.5
16.1
15.9
16.0
16.2
16.0
16.7
16.8
16.4
Call
590,288
382,989
507,469
581,873
638,554
737,274
740,053
567,571
702,574
870,249
654,658
756,412
7,729,963
Transactions
Put
Total
257,930
848,219
166,555
549,544
212,315
719,784
238,652
820,525
232,150
870,704
237,194
974,468
242,872
982,925
201,266
768,837
232,159
934,733
292,931 1,163,180
250,124
904,782
247,877 1,004,289
2,812,025 10,541,989
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 25% of all equity options trading in 2003.
At year-end there were 1,338 listed equity options at CBOE.
Cleared Equity Options Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
AMEX
PHLX
13,561,789 12,588,677 6,533,338
9,845,570
9,216,306 4,907,179
12,395,497 10,829,853 5,745,030
13,576,433 11,705,967 5,883,672
14,380,860 12,394,210 6,928,589
15,710,788 13,250,508 7,843,170
15,604,696 13,223,319 7,179,831
12,278,105
9,162,551 6,084,872
15,187,828 12,027,582 8,148,166
18,584,791 14,659,265 9,862,235
15,074,980 11,192,343 8,380,714
16,832,628 11,934,168 11,563,937
173,033,965 142,184,749 89,060,733
PCX
ISE
6,162,560 14,835,014
4,390,685 12,559,631
5,426,438 15,240,677
5,244,824 17,919,660
5,727,404 18,886,314
6,112,498 20,552,383
5,937,061 21,747,936
4,765,500 16,342,295
5,666,836 20,257,630
7,767,127 25,051,785
6,727,600 19,818,107
7,184,144 22,617,594
71,112,677 225,829,026
Total
CBOE
Market Share
53,681,378
40,919,371
49,637,495
54,330,556
58,317,377
63,469,347
63,692,843
48,633,323
61,288,042
75,925,203
61,193,744
70,132,471
701,221,150
25%
24%
25%
25%
25%
25%
24%
25%
25%
24%
25%
24%
25%
5
Equity LEAPS® (Long-term Equity AnticiPation SecuritiesTM) Contract Volume,
Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Call
Contract Volume
Put
1,349,425
816,843
1,092,103 1,229,791
1,130,966
749,803
1,394,463
940,519
1,379,601
961,259
1,380,652
774,581
724,182
731,605
566,916
509,650
893,097
680,850
1,275,783
764,380
950,680
790,712
1,251,467
838,295
13,389,335 9,788,288
Total
2,166,268
2,321,894
1,880,769
2,334,982
2,340,860
2,155,233
1,455,787
1,076,566
1,573,947
2,040,163
1,741,392
2,089,762
23,177,623
Average Daily
Volume
103,156
122,205
89,560
111,190
111,470
102,630
66,172
51,265
74,950
88,703
91,652
94,989
91,975
Open Interest in Contracts
Call
Put
Total
17,958,617
20,508,045
22,115,004
23,921,446
16,341,244
15,289,336
11,544,330
12,302,248
13,519,000
15,379,102
17,001,646
18,535,560
—
13,890,406
15,679,215
16,811,085
18,315,300
13,429,890
12,633,144
9,967,949
11,138,919
12,483,586
13,930,255
15,586,295
17,255,372
—
Dollar Volume
Total
31,849,023
36,187,260
38,926,089
42,236,746
29,771,134
27,922,480
21,512,279
23,441,167
26,002,586
29,309,357
32,587,941
35,790,932
—
$757,061,626
$1,921,984,021
$593,690,844
$648,113,376
$645,126,589
$660,355,011
$495,027,025
$376,306,527
$529,943,797
$766,501,085
$727,430,307
$852,489,501
$8,974,029,709
Equity LEAPS Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
6
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Average Premium Per Contract
Call
Put
Total
$301
$284
$256
$260
$292
$330
$392
$386
$399
$435
$570
$455
$355
$429
$1,311
$406
$304
$252
$265
$288
$309
$254
$276
$234
$337
$431
$349
$828
$316
$278
$276
$306
$340
$350
$337
$376
$418
$408
$387
Average Contracts Per Trade
Call
Put
Total
21.9
23.8
19.7
21.2
22.2
21.2
20.1
22.1
24.2
27.0
22.7
22.4
22.2
40.7
83.9
42.4
36.5
39.2
36.8
56.6
52.0
51.1
43.4
47.9
36.6
45.2
26.5
38.3
25.0
25.5
27.0
25.0
29.7
30.4
31.4
31.5
29.8
26.5
28.3
Call
Transactions
Put
Total
61,733
45,936
57,441
65,715
62,274
65,188
36,088
25,640
36,841
47,238
41,912
55,866
601,872
20,053
14,662
17,664
25,750
24,493
21,070
12,936
9,810
13,332
17,602
16,509
22,885
216,766
81,786
60,598
75,105
91,465
86,767
86,258
49,024
35,450
50,173
64,840
58,421
78,751
818,638
Equity FLEX® (FLexible EXchange) Options Contract Volume, Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Call
11,861
22,295
33,501
20,418
71,074
37,225
32,177
31,763
43,058
48,026
22,152
35,046
408,596
Contract Volume
Put
Total
82,960
9,257
25,400
14,547
7,800
2,550
4,350
1,000
5,565
62,834
33,199
102,466
351,928
94,821
31,552
58,901
34,965
78,874
39,775
36,527
32,763
48,623
110,860
55,351
137,512
760,524
Average Daily
Volume
4,515
1,661
2,805
1,665
3,756
1,894
1,660
1,560
2,315
4,820
2,913
6,251
3,018
Open Interest in Contracts
Call
Put
Total
363,583 377,495
454,398 343,172
457,719 355,297
457,967 362,132
515,458 355,615
463,229 358,148
487,632 352,128
507,232 349,591
513,446 367,140
525,480 536,933
536,264 555,471
530,799 1,576,076
—
—
741,078
797,570
813,016
820,099
871,073
821,377
839,760
856,823
880,586
1,062,413
1,091,735
2,106,875
—
Dollar Volume
Total
$50,122,250
$4,148,035
$100,439,960
$69,302,845
$11,339,515
$8,550,430
$9,021,810
$4,151,190
$8,505,625
$27,598,850
$27,748,595
$35,441,290
$356,370,395
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
21
21
21
21
22
21
21
23
19
22
252
Average Premium Per Contract
Call
Put
Total
$180
$87
$153
$271
$124
$225
$187
$129
$109
$324
$443
$211
$195
$578
$239
$3,753
$4,384
$324
$66
$688
$51
$682
$191
$540
$274
$787
$529
$131
$1,705
$1,982
$144
$215
$247
$127
$175
$249
$501
$258
$469
Average Contracts Per Trade
Call
Put
Total
215.7
377.9
360.2
295.9
618.0
237.1
284.8
360.9
410.1
254.1
215.1
340.3
327.1
1,050.1
440.8
668.4
1,119.0
390.0
283.3
150.0
200.0
242.0
519.3
163.5
502.3
460.0
707.6
394.4
449.6
426.4
584.3
239.6
257.2
352.3
379.9
357.6
180.9
447.9
377.6
Call
55
59
93
69
115
157
113
88
105
189
103
103
1,249
Transactions
Put
79
21
38
13
20
9
29
5
23
121
203
204
765
Total
134
80
131
82
135
166
142
93
128
310
306
307
2,014
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
ACDO
ATN
ADPT
ADBE
AMD
AES
AET
A
AGU
AAI
AKAM
ABS
AL
ALA
AA
AYE
AGN
ATK
ALD
ALL
AT
ALTR
MO
AMZN
DOX
AHC
AMX
AEP
AXP
AIG
APCC
ASD
AMT
ABC
AMTD
AMGN
AMKR
AMR
AMLN
APC
ADI
ANDW
ADRX
AU
BUD
ATH
AOC
APA
AAPL
CRA
ABI
AMAT
AMCC
ARBA
ASA
AZN
T
AWE
ATML
ADP
AN
AVP
BHI
BLL
BLDP
BAC
BK
ONE
3Com Corporation
3M Company
Abbott Laboratories
Abercrombie & Fitch Company
Accredo Health, Incorporated
Action Performance Companies, Inc.
Adaptec, Inc.
Adobe Systems, Inc.
Advanced Micro Devices, Inc.
AES Corporation
Aetna Inc.
Agilent Technologies, Corporation
Agrium, Inc.
Airtran Holdings, Inc.
Akamai Technologies, Inc.
Albertson’s, Inc.
Alcan, Inc.
Alcatel
ALCOA Inc.
Allegheny Energy, Inc.
Allergan, 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 Standard Companies Inc.
American Tower Corporation CLA
AmerisourceBergen Corporation
Ameritrade Holding Corp-Cl A
Amgen, Inc.
Amkor Technology, Inc.
AMR Corporation
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
Analog Devices, Inc.
Andrew Corporation
Andrx Corp
Anglogold Limited
Anheuser-Busch Companies, Inc.
Anthem, 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
AstraZeneca PLC ADS
AT&T Corporation
AT&T Wireless Services, Inc.
Atmel Corporation
Automatic Data Processing, Inc.
AutoNation, Inc.
Avon Products, Inc.
Baker Hughes Incorporated
Ball Corporation
Ballard Power Systems Inc.
Bank of America Corporation
Bank of New York Company, Inc. (The)
Bank One Corporation
Total
10,864
22,050
6,874
18,528
796
985
1,937
2,382
156,849
6,446
567
12,716
10
1,645
7,750
6,671
24
1,942
16,536
5,527
4,055
484
4,625
2,008
7,374
4,587
313,975
81,533
6,707
9,566
32,195
9,704
13,777
62,076
1,490
848
19,828
2,592
7,790
57,167
5,599
112,698
2,455
9,118
3,131
4,020
1,786
2,160
40,700
2,295
4,599
3,711
29,499
1,358
390
55,310
9,860
5,653
664
1,113
34,449
29,595
19,363
3,095
2,540
1,306
430
305
3,981
45,789
4,857
12,511
Contract Volume
Callff
Put
9,585
15,148
5,005
17,485
579
401
1,169
2,034
83,196
5,395
315
5,833
0
1,112
6,706
4,258
23
573
14,587
1,547
1,484
386
1,826
1,725
3,364
3,913
81,119
43,349
4,950
2,996
9,238
7,337
6,594
43,498
1,418
44
9,629
1,254
7,473
27,995
1,785
29,369
1,180
5,513
856
705
1,384
1,946
23,712
2,249
4,496
2,370
22,422
1,087
228
40,012
8,130
4,172
502
902
19,700
8,891
15,522
2,360
780
513
233
20
3,230
24,437
3,366
8,121
1,279
6,902
1,869
1,043
217
584
768
348
73,653
1,051
252
6,883
10
533
1,044
2,413
1
1,369
1,949
3,980
2,571
98
2,799
283
4,010
674
232,856
38,184
1,757
6,570
22,957
2,367
7,183
18,578
72
804
10,199
1,338
317
29,172
3,814
83,329
1,275
3,605
2,275
3,315
402
214
16,988
46
103
1,341
7,077
271
162
15,298
1,730
1,481
162
211
14,749
20,704
3,841
735
1,760
793
197
285
751
21,352
1,491
4,390
Average Daily Volume
Total
Call
Put
43
88
27
74
3
4
8
9
622
26
2
50
0
7
31
26
0
8
66
22
16
2
18
8
29
18
1,246
324
27
38
128
39
55
246
6
3
79
10
31
227
22
447
10
36
12
16
7
9
162
9
18
15
117
5
2
219
39
22
3
4
137
117
77
12
10
5
2
1
16
182
19
50
38
60
20
69
2
2
5
8
330
21
1
23
0
4
27
17
0
2
58
6
6
2
7
7
13
16
322
172
20
12
37
29
26
173
6
0
38
5
30
111
7
117
5
22
3
3
5
8
94
9
18
9
89
4
1
159
32
17
2
4
78
35
62
9
3
2
1
0
13
97
13
32
5
27
7
4
1
2
3
1
292
4
1
27
0
2
4
10
0
5
8
16
10
0
11
1
16
3
924
152
7
26
91
9
29
74
0
3
40
5
1
116
15
331
5
14
9
13
2
1
67
0
0
5
28
1
1
61
7
6
1
1
59
82
15
3
7
3
1
1
3
85
6
17
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
BKS
ABX
BOL
BAX
BCE
BEAS
BSC
BBBY
BLS
BBY
BIIB
BSTE
BVF
BJS
HRB
BMC
BA
BGP
BWA
BORL
BSX
BOW
BP
BMY
BRCM
BRCD
BRKS
BNI
CVC
CDN
CPN
CPB
COF
CAH
CCL
CAT
CBRL
CLS
CD
CTL
CEPH
CHTR
CHKP
CKFR
CHK
CVX
CHIR
CB
CIEN
CC
CRUS
CSCO
CIT
C
CZN
CTXS
CLRS
CCU
CLX
CMS
CNA
KO
CCE
CL
CMCSA
CMCSK
CBH
CA
CSC
CPWR
CMVT
CAG
CE
Barnes & Noble, Inc.
Barrick Gold Corporation
Bausch & Lomb Incorporated
Baxter International, Inc.
BCE, Inc.
BEA Systems, Inc.
Bear Stearns Companies, Inc. (The)
Bed Bath & Beyond, Inc.
BellSouth Corporation
Best Buy Co., Inc.
BIOGEN IDEC Inc.
Biosite, Inc.
Biovail Corporation International
BJ Services Company
Block (H & R), Inc.
BMC Software, Inc.
Boeing Company (The)
Borders Group, Inc.
BorgWarner, Inc.
Borland Software Corporation
Boston Scientific Corporation
Bowater Incorporated
BP P.L.C.
Bristol-Myers Squibb Company
Broadcom, Inc.
Brocade Communications
Brooks Automation, Inc.
Burlington Northern Santa Fe Corporation
Cablevision Systems Corporation
Cadence Design Systems, Inc.
Calpine Corporation
Campbell Soup Company
Capital One Financial Corporation
Cardinal Health, Inc.
Carnival Corporation (Class A)
Caterpillar, Inc.
CBRL Group, Inc.
Celestica Inc.
Cendant Corporation
Centurytel Inc.
Cephalon, Inc.
Charter Communications, Inc.
Check Point Software Technologies Ltd
Checkfree Corporation
Chesapeake Energy Corporation
ChevronTexaco Corporation
Chiron Corporation
Chubb Corporation (The)
Ciena 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.
Clarus Corporation
Clear Channel Communications, Inc.
Clorox Company (The)
CMS Energy Corporation
CNA Financial Corporation
Coca-Cola Company (The)
Coca-Cola Enterprises, Inc.
Colgate-Palmolive Company
Comcast Corp. (Class A)
Comcast Corporation (Special Class A)
Commerce Bancorp, Inc.
Computer Associates International, Inc.
Computer Sciences Corporation
Compuware Corporation
Comverse Technology, Inc.
ConAgra, Inc.
Concord EFS, Inc.
Total
757
14,127
2,888
24,874
112
19,301
12,982
1,181
8,040
20,635
9,485
1,856
13,243
4,259
2,025
1,399
20,260
107
60
2,624
21,129
30,840
5,322
18,766
48,844
33,240
269
1,774
9,851
684
342,579
308
18,067
2,564
4,072
7,835
1,044
803
72,797
3,046
65,740
41,733
1,386
7,961
14,535
6,800
2,791
2,141
23,924
2,737
11,809
310,737
1,417
125,389
17,171
5,289
471
18,746
354
7,196
4,144
45,199
823
8,114
8,154
23,219
860
61,281
10,403
2,827
2,858
1,179
4,045
Contract Volume
Callff
Put
571
8,903
241
9,880
79
14,041
6,259
719
3,908
7,910
2,884
1,225
7,394
3,979
1,301
1,072
13,243
67
35
2,182
11,992
906
3,610
13,880
42,478
29,807
108
1,748
4,221
259
129,093
257
7,466
1,670
2,308
5,137
609
361
39,812
2,156
9,976
31,392
709
5,533
13,394
3,074
2,570
560
22,998
1,971
10,505
189,314
537
73,047
2,920
4,413
421
13,735
200
4,897
150
34,858
527
4,487
4,290
14,450
810
27,465
2,400
1,995
1,282
1,068
3,348
186
5,224
2,647
14,994
33
5,260
6,723
462
4,132
12,725
6,601
631
5,849
280
724
327
7,017
40
25
442
9,137
29,934
1,712
4,886
6,366
3,433
161
26
5,630
425
213,486
51
10,601
894
1,764
2,698
435
442
32,985
890
55,764
10,341
677
2,428
1,141
3,726
221
1,581
926
766
1,304
121,423
880
52,342
14,251
876
50
5,011
154
2,299
3,994
10,341
296
3,627
3,864
8,769
50
33,816
8,003
832
1,576
111
697
Average Daily Volume
Total
Call
Put
3
56
11
99
0
77
52
5
32
82
38
7
53
17
8
6
80
0
0
10
84
122
21
74
194
132
1
7
39
3
1,359
1
72
10
16
31
4
3
289
12
261
166
6
32
58
27
11
8
95
11
47
1,233
6
498
68
21
2
74
1
29
16
179
3
32
32
92
3
243
41
11
11
5
16
2
35
1
39
0
56
25
3
16
31
11
5
29
16
5
4
53
0
0
9
48
4
14
55
169
118
0
7
17
1
512
1
30
7
9
20
2
1
158
9
40
125
3
22
53
12
10
2
91
8
42
751
2
290
12
18
2
55
1
19
1
138
2
18
17
57
3
109
10
8
5
4
13
1
21
11
60
0
21
27
2
16
50
26
3
23
1
3
1
28
0
0
2
36
119
7
19
25
14
1
0
22
2
847
0
42
4
7
11
2
2
131
4
221
41
3
10
5
15
1
6
4
3
5
482
3
208
57
3
0
20
1
9
16
41
1
14
15
35
0
134
32
3
6
0
3
9
Equity LEAPS Contract Volume Detail
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
10
Standard
Symbol
Stock
CNXT
COP
ED
STZ
CAL
CAM
CTB
GLW
COST
CFC
COX
CREE
CCI
CCK
CMI
CMLS
CVTX
CVS
CY
DHI
DCX
DHR
DE
DELL
DPH
DAL
DT
DVN
DO
DIS
DCTM
DG
D
HILL
DCLK
DOW
DRYR
DD
DUK
DYN
ET
ELNK
EMN
EK
EBAY
DISH
EIX
AGE
EP
ELN
ERTS
EDS
EFII
EMC
EMR
ELX
ETR
ENMD
ENZ
ENZN
EOG
EOP
ERES
ERICY
ESST
ESRX
XOM
FFH
FNM
FRE
FD
FDX
FNF
FITB
Conexant Systems, Inc.
3,831
ConocoPhillips
2,997
Consolidated Edison ,Inc.
466
Constellation Brands, Inc.
3,959
Continental Airlines, Inc. (Class B)
33,895
Cooper Cameron Corporation
65
Cooper Tire & Rubber Company
1,354
Corning Incorporated
66,944
Costco Wholesale Corp.
14,851
Countrywide Financial Corporation
7,795
Cox Communications, Inc. (Class A)
19,867
Cree Inc.
9,130
Crown Castle International Corp.
8,297
Crown Holdings, Inc.
776
Cummins Inc.
5,309
Cumulus Media Inc.- Cl A
297
CV Therapeutics, Inc.
2,410
CVS Corporation
987
Cypress Semiconductor Corporation
25,377
D.R. Horton, Inc.
3,229
DaimlerChrysler AG
15,630
Danaher Corporation
684
Deere & Company
1,880
Dell Computer Corp.
74,225
Delphi Corporation
51,280
Delta Air Lines, Inc.
71,986
Deutsche Telekom AG ADR
7,152
Devon Energy Corporation
10,099
Diamond Offshore Drilling, Inc.
3,181
Disney (The Walt) Holding Co.
43,015
Documentum, Inc.
92
Dollar General Corporation
483
Dominion Resources, Inc.
6,379
Dot Hill Systems Corp.
617
Doubleclick Inc.
4,485
Dow Chemical Company (The)
11,164
Dreyer’s Grand Ice Cream, Inc.
5,251
du Pont (E.I.) de Nemours & Company
7,074
Duke Energy Company
51,141
Dynegy Inc.
44,783
E*Trade Financial Corporation
19,634
EarthLink, Inc.
1,367
Eastman Chemical Company
1,097
Eastman Kodak Company
96,352
eBay, Inc.
65,674
EchoStar Communications Corporation
22,711
Edison International
7,514
Edwards (A.G.) & Sons, Inc.
1,146
El Paso Corporation
91,151
Elan Corporation PLC ADR
86,050
Electronic Arts, Inc.
8,171
Electronic Data Systems, Inc.
46,526
Electronics for Imaging, Inc.
196
EMC Corporation
58,440
Emerson Electric Company
2,105
Emulex Corporation
6,314
Entergy Corporation
273
EntreMed Inc.
2,924
Enzo Biochem, Inc.
1,398
Enzon Pharmaceuticals, Inc.
798
EOG Resources, Inc.
15,816
Equity Office Properties Trust
440
eRESEARCH Technology, Inc.
6,608
Ericsson (L.M.) Telephone Co. ADR
1,065
ESS Technology, Inc.
2,765
Express Scripts Inc.-Cl A
3,194
Exxon Mobil Corporation
62,125
Fairfax Financial Holdings Limited
11
Fannie Mae
22,413
Federal Home Loan Mortgage Corporation (Freddie Mac) 67,780
Federated Department Stores, Inc.
31,371
FedEx Corporation
7,602
Fidelity National Financial, Inc.
339
Fifth Third Bancorp.
1,334
Total
Contract Volume
Callff
3,729
1,738
88
166
7,436
45
1,101
52,066
12,378
4,215
2,697
6,789
5,630
516
211
294
1,623
543
6,711
1,885
8,226
513
700
51,283
45,916
10,149
4,679
5,126
2,447
21,181
60
366
2,015
607
4,305
8,779
4,561
3,724
15,455
33,301
13,133
501
1,082
27,984
37,447
4,565
5,882
772
41,207
72,751
4,663
16,024
96
48,007
1,709
4,327
200
1,374
1,232
647
9,300
430
5,875
454
2,521
1,937
48,293
1
8,146
55,509
16,280
5,702
280
822
Put
102
1,259
378
3,793
26,459
20
253
14,878
2,473
3,580
17,170
2,341
2,667
260
5,098
3
787
444
18,666
1,344
7,404
171
1,180
22,942
5,364
61,837
2,473
4,973
734
21,834
32
117
4,364
10
180
2,385
690
3,350
35,686
11,482
6,501
866
15
68,368
28,227
18,146
1,632
374
49,944
13,299
3,508
30,502
100
10,433
396
1,987
73
1,550
166
151
6,516
10
733
611
244
1,257
13,832
10
14,267
12,271
15,091
1,900
59
512
Average Daily Volume
Total
Call
Put
15
12
2
16
135
0
5
266
59
31
79
36
33
3
21
1
10
4
101
13
62
3
7
295
203
286
28
40
13
171
0
2
25
6
18
44
21
28
203
178
78
5
4
382
261
90
30
5
362
341
32
185
1
232
8
25
1
12
6
3
63
2
30
4
11
13
247
0
89
269
124
30
1
5
15
7
0
1
30
0
4
207
49
17
11
27
22
2
1
1
6
2
27
7
33
2
3
204
182
40
19
20
10
84
0
1
8
6
17
35
18
15
61
132
52
2
4
111
149
18
23
3
164
289
19
64
0
191
7
17
1
5
5
3
37
2
27
2
10
8
192
0
32
220
65
23
1
3
0
5
2
15
105
0
1
59
10
14
68
9
11
1
20
0
3
2
74
5
29
1
5
91
21
245
10
20
3
87
0
0
17
0
1
9
3
13
142
46
26
3
0
271
112
72
6
1
198
53
14
121
0
41
2
8
0
6
1
1
26
0
3
2
1
5
55
0
57
49
60
8
0
2
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
FDC
FE
FLML
FBF
FLEX
FLIR
FLR
FL
F
FRX
FPL
FCX
FDP
GCI
GPS
GTW
GMT
DNA
GD
GE
GIS
GM
GENZ
GP
GYI
GILD
G
GSK
GSF
GT
TV
GUC
GDT
HAL
HDI
HET
HIG
HAS
HCA
HLSH
HNZ
HPC
HPQ
HLT
HLYW
HD
HON
HMT
HBC
HS
HGSI
HTCH
ICOS
IKN
ITW
IMCL
IMMU
RX
N
IR
INTC
IACI
IDCC
IBM
IGT
IP
IRF
ISSX
IPG
INTU
INVN
IVX
JPM
Stock
Total
First Data Corporation
10,124
FirstEnergy Corp.
5,685
Flamel Technologies S.A., ADS
1,167
FleetBoston Financial Corp.
28,075
Flextronics International Ltd.
19,718
FLIR Systems, Inc.
643
Fluor Corporation (New)
52
Foot Locker, Inc.
708
Ford Motor Company
330,740
Forest Laboratories, Inc.
7,530
FPL Group, Inc.
2,303
Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 35,103
Fresh Del Monte Products Inc.
88
Gannett Company, Inc.
1,342
Gap, Inc. (The)
45,150
Gateway, Inc.
13,314
GATX Corporation
7,065
Genentech,Inc.
7,050
General Dynamics Corporation
4,174
General Electric Company
324,433
General Mills, Inc.
1,611
General Motors Corporation
241,574
Genzyme Corporation
18,785
Georgia-Pacific Corporation
10,990
Getty Images Inc.
2
Gilead Sciences, Inc.
2,554
Gillette Company (The)
16,113
GlaxoSmithKline PLC ADR
10,726
GlobalSanta Fe Corporation
6,740
Goodyear Tire & Rubber Company (The)
44,365
Grupo Televisa S.A. ADR
4,741
Gucci Group, N.V.
62,864
Guidant Corporation
2,245
Halliburton Company
20,810
Harley-Davidson, Inc.
3,588
Harrah’s Entertainment, Inc.
171
Hartford Financial Services Group, Inc.(The)
4,788
Hasbro, Inc.
1,455
HCA, Inc.
13,183
HEALTHSOUTH Corporation
4,671
Heinz (H.J.) Company
6,381
Hercules Incorporated
2
Hewlett-Packard Company
59,380
Hilton Hotels Corporation
4,172
Hollywood Entertainment Corporation
1,060
Home Depot, Inc. (The)
58,991
Honeywell International Inc.
12,830
Host Marriott Corporation
3,692
HSBC Holdings PLC
2,538
Hughes Electronics Corporation
4,934
Human Genome Sciences, Inc.
5,922
Hutchinson Technology, Inc.
3,209
ICOS Corporation
15,374
Ikon Office Solutions, Inc.
5,244
Illinois Tool Works, Inc.
69
ImClone Systems Incorporated
14,919
Immunomedics, Inc.
441
IMS Health Inc.
531
Inc.o Limited
270
Ingersoll-Rand Company
2,075
Intel Corporation
170,450
InterActiveCorp
71,715
InterDigital Communications Corporation
20,138
International Business Machines Corporation
65,421
International Game Technology
17,468
International Paper Company
9,406
International Rectifier Corporation
6,331
Internet Security Systems, Inc.
2,223
Interpublic Group of Companies, Inc. (The)
20,361
Intuit Corporation
7,467
InVision Technologies, Inc.
5,298
IVAX Corporation
11,462
J.P. Morgan Chase & Co.
108,434
Contract Volume
Callff
9,143
1,591
770
26,684
17,624
589
32
570
101,996
4,312
1,317
7,925
60
1,183
26,182
10,788
3,780
5,121
3,228
221,245
201
79,636
2,640
2,939
2
1,634
12,520
9,997
6,403
14,363
2,652
30,287
1,636
8,952
2,470
97
4,493
750
6,308
3,573
5,078
2
37,611
1,986
989
37,168
8,482
248
1,446
3,708
4,248
1,806
9,707
4,684
19
11,454
341
285
239
1,985
122,251
37,252
13,959
34,671
15,791
4,349
3,374
1,987
9,158
3,800
3,968
7,076
75,599
Put
981
4,094
397
1,391
2,094
54
20
138
228,744
3,218
986
27,178
28
159
18,968
2,526
3,285
1,929
946
103,188
1,410
161,938
16,145
8,051
0
920
3,593
729
337
30,002
2,089
32,577
609
11,858
1,118
74
295
705
6,875
1,098
1,303
0
21,769
2,186
71
21,823
4,348
3,444
1,092
1,226
1,674
1,403
5,667
560
50
3,465
100
246
31
90
48,199
34,463
6,179
30,750
1,677
5,057
2,957
236
11,203
3,667
1,330
4,386
32,835
Average Daily Volume
Total
Call
Put
40
23
11
111
78
3
0
3
1,312
30
9
139
0
5
179
53
28
28
17
1,287
6
959
75
44
0
10
64
43
27
176
19
249
9
83
14
1
19
6
52
19
25
0
236
17
4
234
51
15
10
1,234
24
13
61
21
0
59
2
2
1
8
676
285
80
260
69
37
25
9
81
30
21
45
430
36
6
7
106
70
2
0
2
405
17
5
31
0
5
104
43
15
20
13
878
1
316
10
12
0
6
50
40
25
57
11
120
6
36
10
0
18
3
25
14
20
0
149
8
4
147
34
1
6
927
17
7
39
19
0
45
1
1
1
8
485
148
55
138
63
17
13
8
36
15
16
28
300
4
16
4
6
8
0
0
1
908
13
4
108
0
1
75
10
13
8
4
409
6
643
64
32
0
4
14
3
1
119
8
129
2
47
4
0
1
3
27
4
5
0
86
9
0
87
17
14
4
307
7
6
22
2
0
14
0
1
0
0
191
137
25
122
7
20
12
1
44
15
5
17
130
11
Equity LEAPS Contract Volume Detail
Standard
Symbol
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
12
JBL
JDSU
JBLU
JHF
JNJ
JCI
JNY
JNPR
KBH
K
KMG
KMB
KMP
KMI
KG
KLAC
NITE
KSS
KFT
KKD
KR
LLL
LH
LRCX
LEA
LEH
LEN
LVLT
LXK
L
LLY
LTD
LNCR
LNC
LLTC
LMT
LTR
LOW
LSI
LU
LYO
MGA
MBG
HCR
MRO
MMC
MAS
MAT
MXIM
MAY
MYG
MBI
KRB
MCDTA
MCDT
MCD
MHP
MCK
MWV
MEDX
MHS
MCCC
MDT
MEL
MENT
MRK
MERQ
MER
MET
MXT
MGM
MTG
MIK
Stock
Jabil Circuit, Inc.
JDS Uniphase Corp.
JetBlue Airways Corporation
John Hancock Financial Services, Inc.
Johnson & Johnson
Johnson Controls, Inc.
Jones Apparel Group, Inc.
Juniper Networks, Inc.
KB HOME
Kellogg Company
Kerr-McGee Corporation
Kimberly-Clark Corporation
Kinder Morgan Energy Partners
Kinder Morgan, Inc.
King Pharmaceuticals Inc.
KLA Instruments Corporation
Knight Trading Group, Inc.
Kohl’s Corporation
Kraft Foods Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
L-3 Communications Hldgs
Laboratory Corporation of America Holdings
Lam Research Corporation
Lear Corporation
Lehman Brothers Holdings, Inc.
Lennar Corporation
Level 3 Comunications Inc.
Lexmark International Group, Inc. (Class A)
Liberty Media Corporation Series A
Lilly (Eli) and Company
Limited Brands, Inc.
LInc.are Holdings, Inc.
LInc.oln National Corporation
Linear Technology Corporation
Lockheed Martin Corporation
Loews Corporation
Lowe’s Companies, Inc.
LSI Logic Corporation
Lucent Technologies, Inc.
Lyondell Chemical Company
Magna International, Inc. (Class A)
Mandalay Resort Group
Manor Care Inc.
Marathon Oil Corporation
Marsh & McLennan Companies, Inc.
Masco Corporation
Mattel, Inc.
Maxim Integrated Products, Inc.
May Department Stores Company (The)
Maytag Corporation
MBIA, Inc.
MBNA Corporation
McData Corporation Class A
McData Corporation Class B
McDonald’s Corporation
McGraw-Hill Companies, Inc. (The)
McKesson Corporation
MeadWestvaco Corporation
Medarex, Inc.
Medco Health Solutions, Inc.
Mediacom Communications Corp
Medtronic, Inc.
Mellon Financial Corporation
Mentor Graphics Corporation
Merck & Co., Inc.
Mercury Interactive Corporation
Merrill Lynch & Co., Inc.
MetLife, Inc.
Metris Companies, Inc.
Metro-Goldwyn-Mayer Inc.
MGIC Investment Corporation
Michaels Stores, Inc.
Total
8,912
148,666
18,551
1,013
53,000
115
480
32,655
1,968
873
1,969
1,888
301
5,903
4,399
15,226
930
6,263
6,682
9,350
7,259
6,353
2,103
11,614
5,178
18,280
5,531
88,926
677
64,857
12,683
5,616
69
646
1,373
3,010
438
8,619
18,803
314,858
51,041
61
5,226
863
3,366
14,358
612
2,237
3,812
1,012
3,559
2,454
8,397
734
1,621
42,872
877
2,332
824
3,905
1,129
53
14,091
1,053
683
66,047
4,895
30,750
1,496
1,569
193
1,466
1,191
Contract Volume
Callff
2,649
118,619
11,253
496
34,944
44
125
21,366
427
122
455
1,122
207
2,613
3,967
10,743
763
3,746
4,108
6,756
3,867
4,838
1,183
10,060
5,163
11,470
4,641
42,149
180
12,576
7,891
4,789
39
362
1,078
2,731
46
4,615
13,471
289,457
17,406
31
954
6
2,827
8,078
526
1,413
1,865
1,009
1,148
1,535
7,472
576
1,466
35,657
784
966
308
3,224
716
48
7,441
597
588
45,042
147
13,743
1,204
1,373
96
1,248
997
Put
6,263
30,047
7,298
517
18,056
71
355
11,289
1,541
751
1,514
766
94
3,290
432
4,483
167
2,517
2,574
2,594
3,392
1,515
920
1,554
15
6,810
890
46,777
497
52,281
4,792
827
30
284
295
279
392
4,004
5,332
25,401
33,635
30
4,272
857
539
6,280
86
824
1,947
3
2,411
919
925
158
155
7,215
93
1,366
516
681
413
5
6,650
456
95
21,005
4,748
17,007
292
196
97
218
194
Average Daily Volume
Total
Call
Put
35
590
74
4
210
0
2
130
8
3
8
7
1
23
17
60
4
25
27
37
29
25
8
46
21
73
22
353
3
257
50
22
0
3
5
12
2
34
75
1,249
203
0
21
3
13
57
2
9
15
4
14
10
33
3
6
170
3
9
3
15
12
0
56
4
3
262
19
122
6
6
1
6
5
11
471
45
2
139
0
0
85
2
0
2
4
1
10
16
43
3
15
16
27
15
19
5
40
20
46
18
167
1
50
31
19
0
1
4
11
0
18
53
1,149
69
0
4
0
11
32
2
6
7
4
5
6
30
2
6
141
3
4
1
13
8
0
30
2
2
179
1
55
5
5
0
5
4
25
119
29
2
72
0
1
45
6
3
6
3
0
13
2
18
1
10
10
10
13
6
4
6
0
27
4
186
2
207
19
3
0
1
1
1
2
16
21
101
133
0
17
3
2
25
0
3
8
0
10
4
4
1
1
29
0
5
2
3
4
0
26
2
0
83
19
67
1
1
0
1
1
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
MU
MSFT
MLNM
MIL
MIMS
MIRKQ
MOBE
MON
MNST
MCO
MWD
MOT
MUR
MYL
NBR
NSM
NAV
NTY
NWRE
NSCN
NTAP
NET
NCEN
NWL
NEM
NWS
NXTL
NKE
NI
NE
NOK
JWN
NSC
NT
NOC
NWAC
NOVL
NVLS
NOVN
NTLI
NUE
NVDA
OXY
ODP
OMC
OVTI
OPWV
ORCL
ORB
OSIP
OSIS
OHP
PCAR
PHS
SPOT
PTEN
JCP
PSFT
PEP
PKI
PFE
PCG
PRX
PD
PHTN
PBI
PDG
PLUG
PMCS
PNC
POT
PPG
PCLN
Micron Technology, Inc.
Microsoft Corporation
Millennium Pharmaceuticals, Inc.
Millipore Corporation
MIM Corporation
Mirant Corporation
Mobility Electronics, Inc.
Monsanto Company/New
Monster Worldwide, Inc.
Moody’s Corporation
Morgan Stanley
Motorola, Inc.
Murphy Oil Corporation
Mylan Laboratories, Inc.
Nabors Industries, Ltd.
National Semiconductor Corporation
Navistar International Corporation
NBTY, Inc.
Neoware Systems, Inc.
NetScreen Technologies, Inc.
Network Appliance Corp.
Network Associates, Inc.
New Century Financial Corporation
Newell Rubbermaid 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.
Norfolk Southern Corporation
Nortel Networks Corporation
Northrop Grumman Corporation
Northwest Airlines Corp.
Novell, Inc.
Novellus Systems, Inc.
Noven Pharmacuticals, Inc.
NTL Incorporated
Nucor Corporation
NVIDIA Corporation
Occidental Petroleum Corporation
Office Depot, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc.
Openwave Systems, Inc.
Oracle Corporation
Orbital Sciences Corporation
OSI Pharmaceuticals, Inc.
OSI Systems, Inc.
Oxford Health Plans, Inc.
PACCAR, Inc.
PacifiCare Health Systems, Inc.
PanAmSat Corporation
Patterson UTI Energy, Inc.
Penney (J.C.) Company, Inc.
PeopleSoft Inc.
PepsiCo, Inc.
Perkin-Elmer, Inc.
Pfizer Inc.
PG&E Corporation
Pharmaceutical Resources, Inc.
Phelps Dodge Corporation
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.
Total
113,641
493,680
28,830
245
668
100,469
10,661
2,206
3,098
2,316
20,147
64,453
87
1,683
1,154
8,460
7,180
2,050
10,101
1,100
9,434
7,534
5,866
649
44,253
6,322
157,606
2,929
11,494
2,012
72,076
1,892
5,519
72,641
8,289
32,118
16,711
18,521
20
302
1,108
7,922
2,183
4,388
2,063
4,582
1,712
90,938
1,951
4,239
706
832
1,448
5,240
33
2,903
21,318
25,890
17,358
3,569
119,586
13,635
2,723
5,747
602
611
36,104
2,219
37,801
548
573
925
13,276
Contract Volume
Callff
Put
66,391
322,014
22,772
230
355
53,679
10,646
1,054
2,205
1,675
12,119
34,139
7
1,443
781
4,901
295
2,050
4,654
250
7,703
4,053
229
306
38,233
104
88,642
1,156
8,806
547
58,511
1,329
3,892
59,504
6,626
6,615
14,522
14,203
1
81
695
5,683
1,466
2,624
834
1,230
1,682
57,492
1,817
1,428
663
587
204
3,424
33
2,802
12,448
22,039
12,038
830
71,235
10,980
1,894
577
539
411
29,554
1,855
36,162
325
170
468
10,120
47,250
171,666
6,058
15
313
46,790
15
1,152
893
641
8,028
30,314
80
240
373
3,559
6,885
0
5,447
850
1,731
3,481
5,637
343
6,020
6,218
68,964
1,773
2,688
1,465
13,565
563
1,627
13,137
1,663
25,503
2,189
4,318
19
221
413
2,239
717
1,764
1,229
3,352
30
33,446
134
2,811
43
245
1,244
1,816
0
101
8,870
3,851
5,320
2,739
48,351
2,655
829
5,170
63
200
6,550
364
1,639
223
403
457
3,156
Average Daily Volume
Total
Call
Put
451
1,959
114
1
3
399
146
9
12
9
80
256
0
7
5
34
28
8
40
4
37
30
23
3
176
25
625
12
46
8
286
8
22
288
33
127
66
73
0
3
4
31
9
17
8
18
7
361
8
17
3
3
6
21
0
12
85
103
69
14
475
54
11
23
2
2
143
9
150
2
2
4
53
263
1,278
90
1
1
213
146
4
9
7
48
135
0
6
3
19
1
8
18
1
31
16
1
1
152
0
352
5
35
2
232
5
15
236
26
26
58
56
0
1
3
23
6
10
3
5
7
228
7
6
3
2
1
14
0
11
49
87
48
3
283
44
8
2
2
2
117
7
144
1
1
2
40
188
681
24
0
1
186
0
5
4
3
32
120
0
1
1
14
27
0
22
3
7
14
22
1
24
25
274
7
11
6
54
2
6
52
7
101
9
17
0
2
2
9
3
7
5
13
0
133
1
11
0
1
5
7
0
0
35
15
21
11
192
11
3
21
0
1
26
1
7
1
2
2
13
13
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
14
PDE
PG
PVN
PRU
PEG
PHM
QLGC
QCOM
DGX
Q
RJR
RDN
RSH
RMBS
RATL
RHAT
RBK
RRI
RIMM
RFMD
RAD
RY
RCL
RD
TSG
SAFC
SWY
SNDK
SANM
SAP
SLE
SBC
HSIC
SGP
SLB
SCH
SFA
STX
SEE
S
SEIC
SEPR
SHPGY
SEBL
SPG
SIRI
SLM
SII
SFD
SLR
SNE
SOTR
LUV
SOV
FON
PCS
SPW
SPLS
SBUX
HOT
STT
STM
STK
SYK
SUNW
SUN
STI
SY
SYMC
SNV
TTWO
TGT
TE
Pride International
Procter & Gamble Company (The)
Providian Financial Corp (New)
Prudential Financial, Inc.
Public Service Enterprise Group Incorporated
Pulte Homes, Inc.
QLogic Corporation
QUALCOMM, Inc.
Quest Diagnostics Incorporated
Qwest Communications Int’l.
R.J. Reynolds Tobacco Company
Radian Group
RadioShack
Rambus, Inc.
Rational Software Corporation
Red Hat, Inc.
Reebok International Ltd.
Reliant Resources, Inc.
Research in Motion
RF Micro Devices, Inc.
Rite Aid Corporation
Royal Bank of Canada
Royal Caribbean Cruises Ltd.
Royal Dutch Petroleum Company
Sabre Holdings Corp.
SAFECO Corporation
Safeway, Inc.
SanDisk Corporation
Sanmina SCI Corporation
SAP AG
Sara Lee Corporation
SBC Communications, Inc.
Schein (Henry), Inc.
Schering-Plough Corporation
Schlumberger Limited
Schwab Corporation (The Charles)
Scientific-Atlanta, Inc.
Seagate Technology
Sealed Air Corporation “New”
Sears, Roebuck and Company
SEI Investments Company
Sepracor, Inc.
Shire Pharmaceuticals, Inc.
Siebel Systems, Inc.
Simon Property Group, Inc.
Sirius Satellite Radio
SLM Corporation
Smith International, Inc.
Smithfield Foods, Inc.
Solectron Corporation
Sony Corporation ADR
Southtrust Corp.
Southwest Airlines Co.
Sovereign Bancorp, Inc.
Sprint Corporation
Sprint Corporation PCS Group
SPX Corporation
Staples, Inc.
Starbucks Corporation
Starwood Hotels & Resorts Worldwide, Inc.
State Street Corporation
STMicroelectronics N.V.
Storage Technology Corporation
Stryker Corporation
Sun Microsystems, Inc.
Sunoco, Inc.
SunTrust Banks, Inc.
Sybase, Inc.
Symantec Corporation
Synovous Financial Corp.
Take-Two Interactive Software
Target Corporation
TECO Energy, Inc.
Total
1,676
25,864
27,331
2,285
598
5,358
7,457
64,956
1,821
11,796
286,411
1,907
283
46,825
80
6,270
5,196
9,938
5,369
21,074
31,498
498
10,456
46,478
110
2,718
8,185
16,350
17,645
1,998
3,775
23,547
1,540
82,109
6,859
18,046
20,520
4,352
9,805
37,037
185
46,968
1,815
24,389
45
2,457
2,414
3,211
5,054
17,170
1,584
78
4,604
2,924
29,284
18,535
1,247
262
11,677
10,360
793
2,833
440
745
185,370
197
1,413
695
6,733
792
4,001
6,894
25,555
Contract Volume
Callff
Put
984
15,000
12,504
1,650
254
3,138
4,263
47,373
1,724
7,054
49,139
939
233
43,399
80
2,813
3,026
7,497
719
16,652
28,027
42
1,670
24,286
110
2,178
6,072
14,967
16,541
992
576
15,017
10
55,007
5,459
13,005
20,162
3,274
7,550
14,890
130
22,434
1,564
20,277
5
1,971
1,146
2,091
1,993
12,904
963
53
3,488
2,302
15,193
12,147
310
71
8,715
2,300
557
2,184
356
186
90,670
83
1,262
656
5,361
616
1,842
3,734
8,548
692
10,864
14,827
635
344
2,220
3,194
17,583
97
4,742
237,272
968
50
3,426
0
3,457
2,170
2,441
4,650
4,422
3,471
456
8,786
22,192
0
540
2,113
1,383
1,104
1,006
3,199
8,530
1,530
27,102
1,400
5,041
358
1,078
2,255
22,147
55
24,534
251
4,112
40
486
1,268
1,120
3,061
4,266
621
25
1,116
622
14,091
6,388
937
191
2,962
8,060
236
649
84
559
94,700
114
151
39
1,372
176
2,159
3,160
17,007
Average Daily Volume
Total
Call
Put
7
103
108
9
2
21
30
258
7
47
1,137
8
1
186
0
25
21
39
21
84
125
2
41
184
0
11
32
65
70
8
15
93
6
326
27
72
81
18
39
147
1
186
7
97
0
10
10
13
20
68
6
0
18
12
116
74
5
1
46
41
3
11
2
3
736
1
6
3
27
3
16
27
101
4
60
50
7
1
12
17
188
7
28
195
4
1
172
0
11
12
30
3
66
111
0
7
96
0
9
24
59
66
4
2
60
0
218
22
52
80
14
30
59
1
89
6
80
0
8
5
8
8
51
4
0
14
9
60
48
1
0
35
9
2
9
1
1
360
0
5
3
21
2
7
15
34
3
43
59
3
1
9
13
70
0
19
942
4
0
14
0
14
9
10
18
18
14
2
35
88
0
2
8
5
4
4
13
34
6
108
6
20
1
4
9
88
0
97
1
16
0
2
5
4
12
17
2
0
4
2
56
25
4
1
12
32
1
3
0
2
376
0
1
0
5
1
9
13
67
Equity LEAPS Contract Volume Detail
Standard
Symbol
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
TMX
TLAB
THC
TXN
GS
NLS
RYL
SGR
TIF
TWX
TJX
TOL
TOM
TOY
RIG
TRI
TRB
TRMS
TXU
TYC
TSN
USB
UBS
UPL
UN
UNP
UIS
UPS
X
UTX
UNH
UVN
UCL
UNM
UTSI
VLO
VRSN
VTS
VRTS
VZ
VRTX
VIAB
VSH
VC
VOD
WB
WAG
WMT
WM
WMI
WAT
WPI
WFT
HLTH
WLP
WFC
WEN
WMB
WIN
WYE
XEL
XRX
XLNX
XL
XMSR
YHOO
YUM
ZLC
ZION
ZIXI
Stock
Total
Telefonos de Mexico, S.A. de C.V. ADR
Tellabs, Inc.
Tenet Healthcare Corporation
Texas Instruments Incorporated
The Goldman Sachs Group, Inc.
The Nautilus Group, Inc.
The Ryland Group, Inc.
The Shaw Group, Inc.
Tiffany & Co.
Time Warner, Inc.
TJX Companies, Inc. (The)
Toll Brothers, Inc.
Tommy Hilfiger Corporation
Toys “R” Us, Inc.
Transocean Inc.
Triad Hospitals
Tribune Company
Trimeris Inc.
TXU Company
Tyco International Limited
Tyson Foods, Inc. (Class A)
U.S. Bancorp
UBS AG
Ultra Petroleum Corp.
Unilever N.V.
Union Pacific Corporation
Unisys Corporation
United Parcel Service, Inc.
United States Seel Corporation
United Technologies Corporation
UnitedHealth Group
Univision Communications Inc.
Unocal Corporation
Unumprovident Corporation
UTStarcom, Inc.
Valero Energy Corporation
Verisign Inc.
Veritas DGC, Inc.
VERITAS Software Corporation
Verizon Communications, Inc.
Vertex Pharmaceuticals, Inc.
Viacom, Inc. Class B
Vishay Intertechnology, Inc.
Visteon Corp
Vodafone Group PLC ADR
Wachovia Corporation
Walgreen Company
Wal-Mart Stores, Inc.
Washington Mutual, Inc.
Waste Management, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
Weatherford International, Inc.
WebMD Corporation
WellPoint Health Networks Inc.
Wells Fargo & Company
Wendy’s International, Inc.
Williams Companies, Inc. (The)
Winn-Dixie Stores, Inc.
Wyeth
Xcel Energy, Inc.
Xerox Corporation
Xilinix, Inc.
XL Capital LTD
XM Satellite Radio Holdings, Inc.
Yahoo! Inc.
YUM! Brands, Inc.
Zale Corporation
Zions Bancorporation
Zix Corporation
13,332
1,461
27,150
42,156
9,161
13,115
371
11,391
1,186
381,446
18,403
1,337
3,443
13,902
6,384
79
7,490
290
20,912
254,188
3,031
20,458
1,942
5,269
477
2,624
2,724
195,424
34,751
7,910
4,120
1,406
1,813
1,238
2,802
3,705
3,675
721
30,286
65,831
1,770
22,526
13,834
19,187
2,515
13,825
5,431
104,556
25,687
23,942
38
6,975
3,568
15,570
88
148,822
579
80,999
5,003
16,968
4,575
78,305
11,142
1,074
95,176
70,138
6,863
38
238
1,702
Contract Volume
Callff
Put
4,774
1,211
20,134
28,177
4,231
12,575
105
1,738
376
252,985
9,746
465
3,163
6,046
4,324
78
463
40
9,388
138,216
1,275
13,389
911
5,239
289
1,550
1,621
127,479
5,085
4,102
3,554
1,296
620
770
2,541
3,063
1,960
608
18,616
21,471
1,195
11,580
1,893
11,599
1,868
10,507
3,842
69,810
16,783
17,674
38
5,172
2,129
7,453
45
14,928
515
43,776
2,237
8,433
849
41,486
7,758
444
63,177
42,876
738
38
127
1,562
8,558
250
7,016
13,979
4,930
540
266
9,653
810
128,461
8,657
872
280
7,856
2,060
1
7,027
250
11,524
115,972
1,756
7,069
1,031
30
188
1,074
1,103
67,945
29,666
3,808
566
110
1,193
468
261
642
1,715
113
11,670
44,360
575
10,946
11,941
7,588
647
3,318
1,589
34,746
8,904
6,268
0
1,803
1,439
8,117
43
133,894
64
37,223
2,766
8,535
3,726
36,819
3,384
630
31,999
27,262
6,125
0
111
140
Average Daily Volume
Total
Call
Put
53
6
108
167
36
52
1
45
5
1,514
73
5
14
55
25
0
30
1
83
1,009
12
81
8
21
2
10
11
775
138
31
16
6
7
5
11
15
15
3
120
261
7
89
55
76
10
55
22
415
102
95
0
28
14
62
0
591
2
321
20
67
18
311
44
4
378
278
27
0
1
7
19
5
80
112
17
50
0
7
1
1,004
39
2
13
24
17
0
2
0
37
548
5
53
4
21
1
6
6
506
20
16
14
5
2
3
10
12
8
2
74
85
5
46
8
46
7
42
15
277
67
70
0
21
8
30
0
59
2
174
9
33
3
165
31
2
251
170
3
0
1
6
34
1
28
55
20
2
1
38
3
510
34
3
1
31
8
0
28
1
46
460
7
28
4
0
1
4
4
270
118
15
2
0
5
2
1
3
7
0
46
176
2
43
47
30
3
13
6
138
35
25
0
7
6
32
0
531
0
148
11
34
15
146
13
3
127
108
24
0
0
1
15
CBOE Equity Options 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
73
74
16
CTAC
FLWS
COMS
MMM
KDE
ACMR
AAII
ABT
ANF
ABGX
ABY
ABRX
ACN
LEND
ACDO
ACE
ATN
ATVI
ACXM
ADPT
ADCT
ADBE
ADLR
ADTN
AAP
AEIS
AFCI
AVO
AMD
ANSI
ADVP
ADVS
AEG
ARXX
ARO
AES
AET
ACS
AFFX
AFL
AG
A
AEM
AGU
ABF
AAI
AKS
AKAM
ALK
AMRI
ACV
ABS
AL
ALA
AA
ACL
ALXN
ALGN
ALKS
AYE
AGN
AC
ADS
AGI
LNT
ATK
AW
ALD
ALOY
ALL
AT
ALO
ALTR
ATRS
1-800 CONTACTS, Inc.
1-800-FLOWERS.COM, Inc.
3Com Corporation
3M Company
4Kids Entertainment, Inc.
A. C. Moore Arts & Crafts, Inc.
aaiPharma Inc.
Abbott Laboratories
Abercrombie & Fitch Company
Abgenix, Inc.
Abitibi-Price, Inc.
Able Laboratories, Inc.
Accenture Ltd-CL A
Accredited Home Lenders Holding Company
Accredo Health, Incorporated
ACE, Ltd.
Action Performance Companies, Inc.
Activision, Inc.
Acxiom Corporation
Adaptec, Inc.
ADC Telecommunications, Inc.
Adobe Systems, Inc.
Adolor Corporation
ADTRAN, Inc.
Advance Auto Parts, Inc.
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
Aetna Inc.
Affiliated Computer Services, Inc.
Affymetrix, Inc.
AFLAC Incorporated
AGCO 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.
Alberto-Culver Company
Albertson’s, Inc.
Alcan, Inc.
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
Alliant Energy Corporation
Alliant Techsystems, Inc.
Allied Waste Industries, Inc.
Alllied Capital Corporation
Alloy, Inc.
Allstate Corporation (The)
ALLTEL Corporation
Alpharma, Inc. (Class A)
Altera Corporation
Altiris, Inc.
Total
7,832
4,850
54,226
723,702
16,049
3,191
49,143
250,558
161,711
80,426
3,305
18,112
56,188
48,159
45,450
38,586
113,936
46,165
8,320
28,282
74,787
61,064
77,424
54,806
41,499
16,623
44,843
7,574
944,455
19,078
105,859
2,568
26,179
16,136
32,303
113,657
75,035
100,978
45,093
29,803
3,271
140,500
126,951
2,469
84,773
49,629
31,479
136,676
1,402
361
408
89,042
50,438
144,553
275,023
24,978
16,967
20,388
43,377
81,741
71,699
48,376
5,253
42,420
11,185
31,662
38,841
373,690
9,160
319,404
24,098
13,019
196,785
2,572
Contract Volume
Callff
Put
4,528
3,712
43,309
398,902
12,974
2,036
32,024
188,410
100,053
58,292
2,006
9,438
36,473
33,208
34,024
29,326
65,916
31,448
6,583
2,864
67,214
40,151
45,650
29,046
26,662
8,909
36,434
5,390
624,860
12,648
74,192
1,812
17,170
12,564
23,281
79,747
43,010
40,896
24,222
13,827
2,841
101,069
93,353
1,524
56,162
35,514
25,467
95,575
242
293
238
49,590
39,003
64,245
204,393
12,902
11,520
13,329
28,384
36,980
34,102
32,245
3,391
29,468
8,592
20,612
29,447
172,422
7,623
299,850
14,466
9,023
132,168
617
3,304
1,138
10,917
324,800
3,075
1,155
17,119
62,148
61,658
22,134
1,299
8,674
19,715
14,951
11,426
9,260
48,020
14,717
1,737
25,418
7,573
20,913
31,774
25,760
14,837
7,714
8,409
2,184
319,595
6,430
31,667
756
9,009
3,572
9,022
33,910
32,025
60,082
20,871
15,976
430
39,431
33,598
945
28,611
14,115
6,012
41,101
1,160
68
170
39,452
11,435
80,308
70,630
12,076
5,447
7,059
14,993
44,761
37,597
16,131
1,862
12,952
2,593
11,050
9,394
201,268
1,537
19,554
9,632
3,996
64,617
1,955
Average Daily Volume
Total
Call
Put
31
19
215
2,872
64
13
195
994
642
319
13
171
223
379
180
153
452
183
33
112
297
242
307
217
165
66
178
30
3,748
76
420
10
104
64
128
451
298
401
179
118
13
558
504
10
336
197
125
542
6
1
2
353
200
574
1,091
99
67
81
172
324
285
192
21
168
44
126
154
1,483
36
1,267
96
52
781
117
18
15
172
1,583
51
8
127
748
397
231
8
89
145
261
135
116
262
125
26
11
267
159
181
115
106
35
145
21
2,480
50
294
7
68
50
92
316
171
162
96
55
11
401
370
6
223
141
101
379
1
1
1
197
155
255
811
51
46
53
113
147
135
128
13
117
34
82
117
684
30
1,190
57
36
524
28
13
5
43
1,289
12
5
68
247
245
88
5
82
78
118
45
37
191
58
7
101
30
83
126
102
59
31
33
9
1,268
26
126
3
36
14
36
135
127
238
83
63
2
156
133
4
114
56
24
163
5
0
1
157
45
319
280
48
22
28
59
178
149
64
7
51
10
44
37
799
6
78
38
16
256
89
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
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
MO
ALVR
AMZN
ABK
AEN
DOX
AHC
AMX
AWA
ACAS
AEOS
AEP
AXP
AM
AMHC
AIG
AMMD
APPX
APCC
ASD
AMSC
AMT
ACF
AGP
PATH
ABC
ASCA
AMTD
AMH
AME
AMGN
AMKR
AHS
APH
AMR
ASO
AMLN
APC
ADI
ANEN
ANDW
ADRX
ANPI
AU
BUD
ANN
ANSS
ANT
ATH
AGEN
AOC
APA
AIV
SIL
APHT
APOG
APOL
AAPL
APPB
CRA
ABI
AFCO
AMAT
AMCC
AHG
PSC
AQNT
ACI
ADM
ASN
ARNA
AGY
Altria Group, Inc.
Alvarion Limited
Amazon.Com Inc.
AMBAC, Inc.
AMC Entertainment, Inc.
Amdocs Ltd.
Amerada Hess Corporation
America Movil S.A. de C.V.
America West Holdings Corp. (Class B)
American Capital Strategies, Ltd.
American Eagle Outfitters, Inc.
American Electric Power Company, Inc.
American Express Company
American Greetings Corp. Class A
American Healthways, Inc.
American International Group, Inc.
American Medical Systems Holdings, Inc.
American Pharmaceutical Partners, Inc.
American Power Conversion Corporation
American Standard Companies Inc.
American Superconductor Corp.
American Tower Corporation CLA
AmeriCredit Corporation
AMERIGROUP Corporation
Ameripath Inc.
AmerisourceBergen Corporation
Ameristar Casinos, Inc.
Ameritrade Holding Corp-Cl A
AmerUs Group Co.
AMETEK, Inc.
Amgen, Inc.
Amkor Technology, Inc.
AMN Healthcare Services, Inc.
Amphenol Corporation
AMR Corporation
AmSouth Bancorporation
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
Analog Devices, Inc.
Anaren, Inc.
Andrew Corporation
Andrx Corp.
Angiotech Pharmaceuticals, Inc.
Anglogold Limited
Anheuser-Busch Companies, Inc.
AnnTaylor Stores Corporation
ANSYS, Inc.
Anteon International Corporation
Anthem, Inc.
Antigenics Inc.
AON Corporation
Apache Corporation
Apartment Investment & Management Company
Apex Silver Mines Limited
Aphton Corp.
Apogee Enterprises, Inc.
Apollo Group, Inc.
Apple Computer, Inc.
Applebee’s International, Inc.
Applera Corp - Celera Genomics Group
Applera Corporation-Applied Biosystems Group
Applied Films Corporation
Applied Materials, Inc.
Applied Micro Circuits Corporation
Apria Healthcare Group Incorporated
Aqua America, Inc.
aQuantive, Inc.
Arch Coal, Inc.
Archer-Daniels-Midland Company
Archstone-Smith Trust
Arena Pharmaceuticals. Inc.
Argosy Gaming Company
Total
1,590,355
874
1,239,078
22,922
3,339
66,600
48,230
115,108
31,968
92,118
23,921
126,001
229,161
2,150
63,616
763,657
7,086
172,743
42,044
50,097
8,412
85,384
441,288
25,592
4,375
202,432
6,246
108,642
6,893
465
864,526
66,010
8,010
1,017
745,767
1,298
123,493
318,283
103,652
2,446
28,560
136,254
96,490
82,915
109,036
25,561
3,508
6,567
61,574
87,541
50,675
151,295
8,712
8,794
20,596
2,685
179,306
303,640
16,900
31,658
14,270
8,780
1,221,864
126,704
22,436
12,934
20,393
11,894
11,815
9,398
528
29,928
Contract Volume
Callff
Put
888,340
712
539,603
10,766
1,567
47,193
26,198
66,160
24,417
51,346
17,598
70,365
134,654
1,078
46,731
469,087
3,366
92,432
32,222
25,892
5,812
60,576
338,384
8,718
2,115
104,194
3,825
86,442
2,715
289
600,525
47,178
3,083
835
438,651
858
73,161
229,851
64,751
1,632
13,997
110,563
53,218
56,155
69,236
18,907
2,637
4,757
43,995
71,203
46,239
104,250
5,054
7,076
11,955
1,879
108,069
203,884
11,792
24,260
9,159
5,143
734,265
96,567
14,013
7,794
8,635
7,158
9,451
5,201
526
23,989
702,015
162
699,475
12,156
1,772
19,407
22,032
48,948
7,551
40,772
6,323
55,636
94,507
1,072
16,885
294,570
3,720
80,311
9,822
24,205
2,600
24,808
102,904
16,874
2,260
98,238
2,421
22,200
4,178
176
264,001
18,832
4,927
182
307,116
440
50,332
88,432
38,901
814
14,563
25,691
43,272
26,760
39,800
6,654
871
1,810
17,579
16,338
4,436
47,045
3,658
1,718
8,641
806
71,237
99,756
5,108
7,398
5,111
3,637
487,599
30,137
8,423
5,140
11,758
4,736
2,364
4,197
2
5,939
Average Daily Volume
Total Call
Put
6,311
40
4,917
91
13
264
191
457
302
366
95
500
909
9
252
3,030
28
685
167
199
33
339
1,751
102
17
803
25
431
27
2
3,431
262
32
4
2,959
5
490
1,263
411
10
113
541
383
329
433
101
14
26
244
347
201
600
35
35
82
11
712
1,205
67
126
57
35
4,849
503
89
51
166
47
47
37
2
119
3,525
32
2,141
43
6
187
104
263
230
204
70
279
534
4
185
1,861
13
367
128
103
23
240
1,343
35
8
413
15
343
11
1
2,383
187
12
3
1,741
3
290
912
257
6
56
439
211
223
275
75
10
19
175
283
183
414
20
28
47
7
429
809
47
96
36
20
2,914
383
56
31
70
28
38
21
2
95
2,786
7
2,776
48
7
77
87
194
71
162
25
221
375
4
67
1,169
15
319
39
96
10
98
408
67
9
390
10
88
17
1
1,048
75
20
1
1,219
2
200
351
154
3
58
102
172
106
158
26
3
7
70
65
18
187
15
7
34
3
283
396
20
29
20
14
1,935
120
33
20
96
19
9
17
0
24
17
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
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
18
ARIA
ARBA
AH
ARRS
AJG
ARM
ASA
ASCL
ASL
ASIA
ASKJ
ASML
ASMI
ASPT
ASBC
AF
AZN
APWR
ASYT
ARDI
T
AWE
ATYT
ACAI
ATML
ATRX
ADAT
ADSK
ADP
AN
AZO
AVNX
AV
AVE
AVII
AVID
AVT
AVCT
AVP
AVX
AXA
ACLS
AZR
BHI
BLL
BLDP
BAC
BK
ONE
BCR
BKS
BRL
BARZ
ABX
BOL
BAX
BAY
BBT
BCE
BEAV
BEAS
BSC
BE
BZH
BEC
BDX
BBBY
BLS
BGO
BMS
BBY
BIIB
BGEN
ARIAD Pharmaceuticals, Inc.
Ariba, Inc.
Armor Holdings Inc.
Arris Group, Inc.
Arthur J. Gallagher & Co.
ArvinMeritor, Inc.
ASA Limited
Ascential Software Corporation
Ashanti Goldfields Company Ltd.
Asiainfo Holdings Inc.
Ask Jeeves, Inc.
ASM Holding N.V.
ASM International N.V.
Aspect Communications Corporation
Associated Banc-Corp
Astoria Financial Corporation
AstraZeneca PLC ADS
AstroPower, Inc.
Asyst Technologies, Inc.
At Road, Inc.
AT&T Corporation
AT&T Wireless Services, Inc.
ATI Technologies Inc.
Atlantic Coast Airlines Holdings, Inc.
Atmel Corporation
Atrix Laboratories Inc.
Authentidate Holding Corp. (New)
Autodesk, Inc.
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
Avanex Corporation
Avaya, Inc.
Aventis ADS
AVI Biopharma, Inc.
Avid Technology, Inc.
Avnet, Inc.
Avocent Corp.
Avon Products, Inc.
AVX Corporation
Axa-Spons ADR
Axcelis Technologies, 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
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
Bema Gold Corporation
Bemis Company
Best Buy Co., Inc.
BIOGEN IDEC Inc.
Biogen, Inc.
Total
30,251
42,842
413
761
4,798
2,087
31,130
24,195
21,789
15,472
144,237
69,274
14,899
2,311
6,991
9,038
127,547
12,997
1,118
5,256
502,751
194,003
137,456
58,507
125,847
15,658
20,990
19,582
116,766
110,026
120,435
629
100,202
32,721
57,531
25,898
12,427
32,938
40,803
6,355
23,081
20,809
22,821
39,426
24,768
35,528
946,542
107,290
240,540
29,180
26,407
83,446
3,592
225,703
12,864
205,705
35,430
48,315
2,823
6,015
358,822
150,051
4,660
87,260
2,569
9,431
134,976
127,989
1,749
8,396
631,678
204,856
167,093
Contract Volume
Callff
Put
25,899
36,512
286
641
2,737
1,424
19,677
17,775
19,550
12,178
89,748
58,564
9,220
1,886
6,353
5,834
58,452
6,686
714
4,159
333,271
137,118
116,637
44,701
103,558
5,206
15,057
14,071
70,352
97,936
62,634
458
69,926
13,807
48,430
11,617
9,909
17,332
25,368
2,265
14,554
14,086
6,580
26,204
15,721
26,694
625,031
73,092
177,202
20,852
17,592
48,388
1,808
163,004
4,433
127,537
23,285
37,894
2,212
5,478
250,608
96,672
3,888
44,824
1,408
5,997
84,256
83,251
1,609
6,432
396,915
139,551
98,538
4,352
6,330
127
120
2,061
663
11,453
6,420
2,239
3,294
54,489
10,710
5,679
425
638
3,204
69,095
6,311
404
1,097
169,480
56,885
20,819
13,806
22,289
10,452
5,933
5,511
46,414
12,090
57,801
171
30,276
18,914
9,101
14,281
2,518
15,606
15,435
4,090
8,527
6,723
16,241
13,222
9,047
8,834
321,511
34,198
63,338
8,328
8,815
35,058
1,784
62,699
8,431
78,168
12,145
10,421
611
537
108,214
53,379
772
42,436
1,161
3,434
50,720
44,738
140
1,964
234,763
65,305
68,555
Average Daily Volume
Total Call
Put
120
170
2
3
19
8
124
96
105
61
611
275
59
54
28
36
506
52
4
35
1,995
770
545
672
499
62
488
78
463
437
478
10
664
130
228
103
49
131
162
25
92
83
91
156
98
141
3,756
426
955
116
105
331
14
896
51
816
141
192
11
24
1,424
595
18
346
10
37
536
508
83
33
2,507
813
663
103
145
1
3
11
6
78
71
94
48
380
232
37
44
25
23
232
27
3
28
1,323
544
463
514
411
21
350
56
279
389
249
8
463
55
192
46
39
69
101
9
58
56
26
104
62
106
2,480
290
703
83
70
192
7
647
18
506
92
150
9
22
994
384
15
178
6
24
334
330
77
26
1,575
554
391
17
25
1
0
8
3
45
25
11
13
231
43
23
10
3
13
274
25
2
7
673
226
83
159
88
41
138
22
184
48
229
3
201
75
36
57
10
62
61
16
34
27
64
52
36
35
1,276
136
251
33
35
139
7
249
33
310
48
41
2
2
429
212
3
168
5
14
201
178
7
8
932
259
272
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
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
BLTI
BMRN
BMET
BPUR
BIO
BSTE
BVF
BJS
BJ
BDK
BBOX
HRB
BBI
RINO
BMC
BA
BCC
BGP
BWA
BORL
BCGI
BSX
BOW
BYD
BP
BDY
BGG
CELL
EAT
BMY
BTY
BRCM
BVSN
BRCD
BRKS
BRO
BF/B
BC
BG
BNI
BR
BOBJ
CWP
CVC
CCMP
CAI
CDN
PPE
CALP
ELY
CPN
CBM
CPB
CLU
CNI
COF
CAH
CECO
CMX
CSL
KMX
CCL
CG
CANI
CAT
CBRL
CDWC
CLS
CELG
CEGE
CTIC
CX
BioLase Technology, Inc.
BioMarin Pharmaceutical Inc.
Biomet, Inc.
Biopure Corporation
Bio-Rad Laboratories, Inc.
Biosite, 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
Bowater Incorporated
Boyd Gaming Corporation
BP P.L.C.
Bradley Pharmaceuticals, Inc.
Briggs & Stratton
Brightpoint, Inc.
Brinker International, Inc.
Bristol-Myers Squibb Company
British Telecommunications PLC ADR
Broadcom, Inc.
BroadVision, Inc.
Brocade Communications
Brooks Automation, Inc.
Brown & Brown, Inc.
Brown-Forman Corporation - CL B
Brunswick Corporation
Bunge Limited
Burlington Northern Santa Fe Corporation
Burlington Resources, Inc.
Business Objects S.A. ADR
Cable & Wireless PLC ADR
Cablevision Systems Corporation
Cabot Microelectronics Corporation
CACI International Inc. Class A
Cadence Design Systems, Inc.
Caesars Entertainment, Inc.
Caliper Technologies Corp.
Callaway Golf Company
Calpine Corporation
Cambrex Corporation
Campbell Soup Company
Canada Life Financial Corporation
Canadian National Railway Company
Capital One Financial Corporation
Cardinal Health, Inc.
Career Education Corporation
Caremark RX, Inc.
Carlisle Companies Incorporated
CarMax, Inc.
Carnival Corporation (Class A)
Carolina Group
Carreker Corporation
Caterpillar, Inc.
CBRL Group, Inc.
CDW Corporation
Celestica Inc.
Celgene Corporation
Cell Genesys, Inc.
Cell Therapeutics, Inc.
Cemex S.A. de C.V.
Total
87,592
44,207
96,684
203,543
12,689
123,154
328,614
84,125
64,648
42,202
27,523
68,191
20,908
24,973
67,037
341,894
31,507
6,955
12,480
33,753
122,314
902,339
50,686
44,784
215,833
71,989
14,869
27,098
2,473
568,438
3,753
766,205
5,868
263,517
41,227
5,309
79
8,352
8,890
4,155
63,647
40,714
10,532
103,723
76,927
26,644
55,780
23,556
2,270
26,465
1,070,893
6,626
4,696
1,505
12,449
472,577
224,022
182,202
95,489
404
52,038
90,944
15,581
17,306
154,576
11,705
87,316
72,266
108,151
23,369
51,815
21,206
Contract Volume
Callff
Put
55,002
30,569
57,978
126,650
7,536
73,995
205,084
47,464
39,172
24,978
11,821
27,424
12,302
16,411
32,748
214,483
23,326
3,944
7,029
26,675
75,371
563,232
15,481
25,675
149,916
43,464
6,421
17,694
2,378
416,526
2,501
496,159
3,874
213,740
24,524
3,794
78
4,911
7,886
3,740
44,279
22,547
7,819
70,691
43,456
18,758
25,534
15,568
2,087
15,187
512,362
3,798
3,682
770
11,345
244,094
109,021
124,728
77,005
276
36,064
55,664
12,689
13,381
93,932
5,994
39,530
51,425
63,130
14,743
30,946
15,998
32,590
13,638
38,706
76,893
5,153
49,159
123,530
36,661
25,476
17,224
15,702
40,767
8,606
8,562
34,289
127,411
8,181
3,011
5,451
7,078
46,943
339,107
35,205
19,109
65,917
28,525
8,448
9,404
95
151,912
1,252
270,046
1,994
49,777
16,703
1,515
1
3,441
1,004
415
19,368
18,167
2,713
33,032
33,471
7,886
30,246
7,988
183
11,278
558,531
2,828
1,014
735
1,104
228,483
115,001
57,474
18,484
128
15,974
35,280
2,892
3,925
60,644
5,711
47,786
20,841
45,021
8,626
20,869
5,208
Average Daily Volume
Total
Call
Put
515
175
384
808
50
489
1,304
334
257
167
109
271
83
99
266
1,357
125
28
50
134
485
3,581
201
178
856
286
59
108
10
2,256
15
3,040
23
1,046
164
21
0
33
35
16
253
162
42
412
305
106
221
93
9
105
4,250
26
19
6
49
1,875
889
723
379
2
207
361
62
69
613
46
346
287
429
93
206
84
324
121
230
503
30
294
814
188
155
99
47
109
49
65
130
851
93
16
28
106
299
2,235
61
102
595
172
25
70
9
1,653
10
1,969
15
848
97
15
0
19
31
15
176
89
31
281
172
74
101
62
8
60
2,033
15
15
3
45
969
433
495
306
1
143
221
50
53
373
24
157
204
251
59
123
63
192
54
154
305
20
195
490
145
101
68
62
162
34
34
136
506
32
12
22
28
186
1,346
140
76
262
113
34
37
0
603
5
1,072
8
198
66
6
0
14
4
2
77
72
11
131
133
31
120
32
1
45
2,216
11
4
3
4
907
456
228
73
1
63
140
11
16
241
23
190
83
179
34
83
21
19
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
20
CD
CNP
CTX
CENT
CTL
CEPH
CRDN
ARB
CEN
CERN
CERS
CHIC
CHRS
CHTR
CHRT
CHKP
CKFR
CAKE
CHK
CVX
CME
CHS
PLCE
CHL
CHU
CYD
CHINA
CHPC
CHIR
CBK
CB
CHT
RIO
CIEN
CI
CIMA
XEC
CBB
CIN
CTAS
CIPH
CC
CRUS
CSCO
CIT
C
CZN
CTXS
CYN
CKR
CLE
CLRS
CLHB
CCU
CNL
CLX
CMS
CNA
CNET
CNF
COH
KO
CCE
KOF
CDE
CTSH
COGN
CSTR
CL
COB
COLM
CMCSA
CMCSK
Stock
Cendant Corporation
CenterPoint Energy, Inc.
CENTEX Corporation
Central Garden & Pet Company
Centurytel Inc.
Cephalon, Inc.
Ceradyne, Inc.
Ceridian Corporation
Ceridian Corporation
Cerner Corporation
Cerus Corp.
Charlotte Russe Holding, Inc.
Charming Shoppes, Inc.
Charter Communications, Inc.
Chartered Semiconductor Mfg Ltd.
Check Point Software Technologies Ltd.
Checkfree Corporation
Cheesecake Factory Incorporated (The)
Chesapeake Energy Corporation
ChevronTexaco Corporation
Chicago Mercantile Exchange
Chico’s FAS, Inc.
Children’s Place
China Telecom Limited ADR
China Unicom Limited
China Yuchai International Limited
Chinadotcom Corporation-CL A
ChipPac, Inc.
Chiron Corporation
Christopher & Banks Corporation
Chubb Corporation (The)
Chunghwa Telecom Co., Ltd. - ADR
CIA Vale Do Rio Doce (CVRD)
Ciena Corporation
CIGNA Corporation
CIMA Labs Inc.
Cimarex Energy Co.
CInc.innati Bell Inc.
Cinergy Corporation
Cintas Corporation
Ciphergen Biosystems, Inc.
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.
Coeur d’ Alene Mines Corp.
Cognizant Technology Solutions Corporation
Cognos Incorporated
Coinstar, Inc.
Colgate-Palmolive Company
Columbia Laboratories, Inc.
Columbia Sportwear Company
Comcast Corp. (Class A)
Comcast Corporation (Special Class A)
Total
Contract Volume
Callff
297,403
13,372
186,720
8,610
12,545
320,300
5,780
70
2,086
53,479
11,653
647
7,735
133,541
461
214,248
87,487
17,338
182,060
316,450
1,442
90,049
5,997
25,193
2,051
55,957
314,042
28,409
90,384
22,040
51,970
98
275
219,200
98,883
24,925
233
275,346
30,345
50,695
447
142,837
52,119
3,559,246
27,524
2,623,857
73,677
212,567
10,580
11,124
19,173
9,024
25,372
252,164
1,987
19,993
40,635
24,526
7,211
3,347
95,307
681,413
31,718
4,807
7,668
121,452
36,093
61,737
91,347
63,460
19,103
157,344
250,608
213,129
7,538
93,495
6,874
6,388
149,806
4,402
70
1,924
28,250
8,881
647
5,936
108,297
183
147,570
52,833
10,868
138,369
212,216
792
63,967
3,842
21,458
1,544
40,872
237,473
16,716
48,406
15,887
32,276
98
235
176,191
57,016
18,994
202
239,596
23,804
39,262
377
115,388
41,454
2,373,836
21,239
1,756,917
49,961
151,018
6,884
9,468
14,175
4,269
18,498
152,568
1,408
13,571
27,208
12,145
4,040
2,533
66,962
486,566
27,309
1,590
6,822
63,798
22,694
36,923
61,591
44,077
7,354
99,000
165,216
Put
84,274
5,834
93,225
1,736
6,157
170,494
1,378
162
25,229
2,772
1,799
25,244
278
66,678
34,654
6,470
43,691
104,234
650
26,082
2,155
3,735
507
15,085
76,569
11,693
41,978
6,153
19,694
40
43,009
41,867
5,931
31
35,750
6,541
11,433
70
27,449
10,665
1,185,410
6,285
866,940
23,716
61,549
3,696
1,656
4,998
4,755
6,874
99,596
579
6,422
13,427
12,381
3,171
814
28,345
194,847
4,409
3,217
846
57,654
13,399
24,814
29,756
19,383
11,749
58,344
85,392
Average Daily Volume
Total
Call
Put
1,180
53
741
34
50
1,271
126
0
8
212
46
3
31
530
2
850
347
69
722
1,256
48
357
24
100
8
767
1,847
113
359
87
206
2
1
870
392
99
1
1,093
120
201
6
567
207
14,124
109
10,412
292
844
42
44
76
36
101
1,001
8
79
161
97
49
13
378
2,704
126
19
187
482
143
245
362
252
76
624
994
846
30
371
27
25
594
96
0
8
112
35
3
24
430
1
586
210
43
549
842
26
254
15
85
6
560
1,397
66
192
63
128
2
1
699
226
75
1
951
94
156
5
458
165
9,420
84
6,972
198
599
27
38
56
17
73
605
6
54
108
48
27
10
266
1,931
108
6
166
253
90
147
244
175
29
393
656
334
23
370
7
24
677
30
1
100
11
7
100
1
265
138
26
173
414
22
104
9
15
2
207
450
46
167
24
78
0
171
166
24
0
142
26
45
1
109
42
4,704
25
3,440
94
244
15
7
20
19
27
395
2
25
53
49
21
3
112
773
17
13
21
229
53
98
118
77
47
232
339
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
CMA
CBH
CBSH
CMRC
VNT
CA
CSC
CMNT
CPWR
CMTL
CMVT
CAG
CPTS
LENS
CCRD
CE
CNQR
CCUR
CNXT
COP
CNO
CNCEQ
CNX
ED
CNST
STZ
CAL
CVG
CAM
COO
CBE
CTB
RKY
CPRT
COCO
CRXA
GLW
COST
CFC
CVD
CVH
COX
CR
CRAY
CREAF
CMOS
CSR
CREE
CCRN
CCI
CCK
CRY
CRYP
CSGS
CSX
CTMI
CBST
CMI
CMLS
CRGN
CURE
CVTX
CVS
CYBX
CYMI
CY
CYTC
DKHR
DHI
DCX
DCN
DHR
Stock
Comerica Incorporated
Commerce Bancorp, Inc.
Commerce Bancshares, Inc.
Commerce One, Inc.
Compania Anonima Nacional Venezuela
Computer Associates International, Inc.
Computer Sciences Corporation
ComputerNetwork Technology Corporation
Compuware Corporation
Comtech Telecommunication Corp.
Comverse Technology, Inc.
ConAgra, Inc.
Conceptus, Inc.
Concord Camera Corp.
Concord Communications Inc.
Concord EFS, Inc.
Concur Technologies, Inc.
Concurrent Computer Corporation
Conexant Systems, Inc.
ConocoPhillips
Conseco, Inc.
Conseco, Inc. (OLD)
Consol Energy Inc.
Consolidated Edison, Inc.
Constar International, Inc.
Constellation Brands, Inc.
Continental Airlines, Inc. (Class B)
Convergys Corp.
Cooper Cameron Corporation
Cooper Companies, Inc. (The)
Cooper Industries, Inc.
Cooper Tire & Rubber Company
Coors (Adolph) Co. (Class B)
Copart Inc.
Corinthian Colleges, Inc.
Corixa Corporation
Corning Incorporated
Costco Wholesale Corp.
Countrywide Financial Corporation
Covance
Coventry Health Care, Inc.
Cox Communications, Inc. (Class A)
Crane Co.
Cray, Inc.
Creative Technology Limited
Credence Systems Corporation
Credit Suisse Group - SPON ADR
Cree Inc.
Cross Country Healthcare, Inc.
Crown Castle International Corp.
Crown Holdings, Inc.
CryoLife, Inc.
CryptoLogic Inc.
CSG Systems International, Inc.
CSX Corporation
CTI Molecular Imaging, Inc.
Cubist Pharmaceuticals, Inc.
Cummins Inc.
Cumulus Media Inc.- Cl A
CuraGen Corporation
Curative Health Services, Inc.
CV Therapeutics, Inc.
CVS Corporation
Cyberonics, Inc.
Cymer, Inc.
Cypress Semiconductor Corporation
CYTYC Corporation
D&K Healthcare Resources, Inc.
D.R. Horton, Inc.
DaimlerChrysler AG
Dana Corporation
Danaher Corporation
Total
Contract Volume
Callff
Put
25,157
32,709
4,539
8,827
6,806
403,412
55,236
2,954
98,075
17,750
90,960
30,092
4,468
25
16,909
1,175,450
560
5,751
62,911
110,191
45,768
93
22,253
23,016
1,691
36,626
347,659
21,431
25,872
41,056
26,727
6,609
2,252
7,424
53,366
30,869
512,215
151,445
504,928
16,157
58,812
128,483
2,875
68,699
3,344
197
924
262,780
4,350
45,686
33,336
29,039
11,354
57,663
12,097
47,331
49,626
212,820
15,343
9,359
20,217
215,140
44,404
66,910
118,421
172,536
46,455
1,603
87,970
116,936
100,653
63,406
18,420
14,545
3,208
7,849
4,752
214,774
31,232
2,359
86,202
14,028
69,339
15,870
2,021
15
14,534
633,810
220
4,590
50,457
76,362
31,679
87
16,866
16,495
1,206
25,235
227,968
14,618
17,786
26,637
20,712
4,999
1,938
6,664
27,824
22,816
397,978
101,268
307,038
10,074
38,178
72,672
2,057
57,636
1,816
186
587
129,516
2,950
32,975
19,811
20,589
7,388
29,747
8,561
33,997
36,247
138,118
10,300
4,696
13,834
152,298
21,619
50,631
55,128
83,465
37,143
1,397
60,054
60,459
66,824
28,697
6,737
18,164
1,331
978
2,054
188,638
24,004
595
11,873
3,722
21,621
14,222
2,447
10
2,375
541,640
340
1,161
12,454
33,829
14,089
6
5,387
6,521
485
11,391
119,691
6,813
8,086
14,419
6,015
1,610
314
760
25,542
8,053
114,237
50,177
197,890
6,083
20,634
55,811
818
11,063
1,528
11
337
133,264
1,400
12,711
13,525
8,450
3,966
27,916
3,536
13,334
13,379
74,702
5,043
4,663
6,383
62,842
22,785
16,279
63,293
89,071
9,312
206
27,916
56,477
33,829
34,709
Average Daily Volume
Total
Call
Put
100
130
18
35
27
1,601
219
12
389
166
361
119
18
0
67
4,664
4
23
250
437
645
0
88
91
7
145
1,380
85
103
163
106
26
9
29
212
122
2,033
601
2,004
64
233
510
11
286
13
1
21
1,043
17
181
132
115
45
229
48
188
197
845
61
37
80
854
176
266
470
685
184
6
349
464
399
252
73
58
13
31
19
852
124
9
342
131
275
63
8
0
58
2,515
2
18
200
303
446
0
67
65
5
100
905
58
71
106
82
20
8
26
110
91
1,579
402
1,218
40
152
288
8
240
7
1
14
514
12
131
79
82
29
118
34
135
144
548
41
19
55
604
86
201
219
331
147
6
238
240
265
114
27
72
5
4
8
749
95
2
47
35
86
56
10
0
9
2,149
3
5
49
134
198
0
21
26
2
45
475
27
32
57
24
6
1
3
101
32
453
199
785
24
82
221
3
46
6
0
8
529
6
50
54
34
16
111
14
53
53
296
20
19
25
249
90
65
251
353
37
1
111
224
134
138
21
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
22
DRI
DVA
DF
DE
DLM
DELL
DPH
DLP
DAL
DNDN
XRAY
DB
DT
DVN
DEO
DO
DIAN
DBD
DIGE
DGIN
DRIV
DDS
DIS
DVSA
DCEL
DCTM
DOL
DG
DLTR
D
DRL
HILL
DCLK
DOV
DOW
DRYR
DRS
DSPG
DD
DUK
DPMI
DRRA
DYN
ET
ELNK
EMN
EK
ETN
EBAY
ELON
DISH
ECLP
ECL
ECLG
EIX
EDO
EDMC
EW
AGE
EP
ELN
ESIO
ERTS
EDS
ELBO
EFII
EELN
EMBT
EMC
EMR
EMMS
ERJ
ELX
Stock
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.
Dendreon Corporation
DENTSPLY International Inc.
Deutsche Bank AG
Deutsche Telekom AG ADR
Devon Energy Corporation
Diageo PLC
Diamond Offshore Drilling, Inc.
DIANON Systems, Inc.
Diebold, Incorporated
Digene Corp.
Digital Insight Corporation
Digital River, Inc.
Dillard Department Stores, Inc. (Class A)
Disney (The Walt) Holding Co.
Diversa Corporation
Dobson Communications Corporation
Documentum, Inc.
Dole Food Company, Inc.
Dollar General Corporation
Dollar Tree Stores, Inc.
Dominion Resources, Inc.
Doral Financial Corp.
Dot Hill Systems Corp.
Doubleclick, Inc.
Dover Corporation
Dow Chemical Company (The)
Dreyer’s Grand Ice Cream, Inc.
DRS Technologies, Inc.
DSP Group
du Pont (E.I.) de Nemours & Company
Duke Energy Company
DuPont Photomasks, Inc.
Dura Automotive Systems, Inc.
Dynegy Inc.
E*Trade Financial Corporation
EarthLink, Inc.
Eastman Chemical Company
Eastman Kodak Company
Eaton Corporation
eBay, Inc.
Echelon Corporation
EchoStar Communications Corporation
Eclipsys Corporation
Ecolab Inc.
eCollege.com
Edison International
EDO Corporation
Education Management Corporation
Edward Lifesciences Corporation
Edwards (A.G.) & Sons, Inc.
El Paso Corporation
Elan Corporation PLC ADR
Electro Scientific Industries, Inc.
Electronic Arts, Inc.
Electronic Data Systems, Inc.
Electronics Boutique Holdings Corp.
Electronics for Imaging, Inc.
E-LOAN, Inc.
Embarcadero Technologies, Inc.
EMC Corporation
Emerson Electric Company
Emmis Communications Corp. Cl A
Empresa Brasileira de Aeronautica S.A.
Emulex Corporation
Total
Contract Volume
Callff
34,296
14,949
46,090
90,652
4,551
1,940,265
81,975
9,263
389,795
3,716
16,882
17,906
28,175
146,602
8,719
26,745
94
13,395
95,637
23,500
84,214
17,364
412,391
4
947
37,300
12,769
33,976
69,165
35,211
72,086
33,122
82,156
2,427
204,586
1,008,659
13,583
12,130
156,432
296,395
446
4,609
190,067
388,416
18,735
66,542
631,766
15,433
1,436,203
25,957
194,280
44,298
2,617
6,145
155,794
1,816
1,640
19,848
37,902
2,006,310
549,256
15,045
440,077
257,042
31,458
2,073
18,019
7,873
752,793
38,011
2,539
22,620
291,911
18,084
10,891
33,550
63,882
2,772
1,348,477
58,649
5,855
166,047
2,996
12,128
10,792
20,007
99,179
2,001
18,688
64
10,561
74,291
18,855
56,079
10,779
288,884
4
915
26,739
2,753
27,435
51,733
17,480
54,426
20,703
64,087
1,384
151,218
618,596
7,914
8,450
104,147
122,599
189
4,028
118,095
299,778
9,124
56,887
335,751
9,338
754,134
20,642
100,172
28,501
1,251
4,531
136,989
1,301
890
6,941
25,226
1,255,134
394,186
2,632
237,679
131,692
14,604
1,454
14,909
7,311
573,081
29,763
1,148
10,912
195,445
Put
16,212
4,058
12,540
26,770
1,779
591,788
23,326
3,408
223,748
720
4,754
7,114
8,168
47,423
6,718
8,057
30
2,834
21,346
4,645
28,135
6,585
123,507
32
10,561
10,016
6,541
17,432
17,731
17,660
12,419
18,069
1,043
53,368
390,063
5,669
3,680
52,285
173,796
257
581
71,972
88,638
9,611
9,655
296,015
6,095
682,069
5,315
94,108
15,797
1,366
1,614
18,805
515
750
12,907
12,676
751,176
155,070
12,413
202,398
125,350
16,854
619
3,110
562
179,712
8,248
1,391
11,708
96,466
Average Daily Volume
Total
Call
Put
136
59
183
360
18
7,699
325
37
1,547
15
67
71
112
582
35
106
0
53
380
93
334
69
1,636
0
43
148
51
135
274
140
286
310
326
10
812
4,003
54
48
621
1,176
2
18
754
1,541
74
264
2,507
61
5,699
103
771
176
10
98
618
7
7
79
150
7,962
2,180
60
1,746
1,020
125
8
142
31
2,987
151
10
90
1,158
72
43
133
254
11
5,351
233
23
659
12
48
43
79
394
8
74
0
42
295
75
223
43
1,146
0
42
106
11
109
205
69
216
193
254
5
600
2,455
31
34
413
487
1
16
469
1,190
36
226
1,332
37
2,993
82
398
113
5
72
544
5
4
28
100
4,981
1,564
10
943
523
58
6
117
29
2,274
118
5
43
776
64
16
50
106
7
2,348
93
14
888
3
19
28
32
188
27
32
0
11
85
18
112
26
490
1
42
40
26
69
70
70
116
72
4
212
1,548
22
15
207
690
1
2
286
352
38
38
1,175
24
2,707
21
373
63
5
26
75
2
3
51
50
2,981
615
49
803
497
67
2
24
2
713
33
6
46
383
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
ECA
ENDP
ENDOE
ENR
EC
EASI
ENRNQ
ESV
ENTG
ETR
EVC
ENMD
ENTU
ENZ
ENZN
EOG
ELAB
EPIQ
EOP
EQR
ERES
ERICY
ESPD
ESPR
ESST
EL
ETH
RE
EVG
EXAR
XLTC
EXEL
EXC
EXPE
EXPD
ESRX
XJT
EXTR
EXLT
XOM
FFIV
FCS
FFH
FALC
FNM
FARO
FAST
AGM
FRE
FD
FDX
FEIC
FNF
FNIS
FITB
FILE
FWHT
FDC
FHCC
FHRX
FE
FISV
FSH
FLML
FBF
FLM
FLEX
FLIR
FLS
FLR
FMC
FTI
FL
Stock
Total
EnCana Corporation
55,818
Endo Pharmaceuticals Holdings, Inc.
2,789
Endocare, Inc.
9
Energizer Holdings, Inc.
23,149
Engelhard Corporation
8,574
Engineered Support Systems, Inc.
41,037
Enron Corporation
656
ENSCO International Incorporated
56,272
Entegris, Inc.
21,773
Entergy Corporation
11,825
Entravision Communications Corporation
2,053
EntreMed, Inc.
11,892
Entrust, Inc.
1,560
Enzo Biochem, Inc.
31,663
Enzon Pharmaceuticals, Inc.
27,108
EOG Resources, Inc.
68,541
Eon Labs, Inc.
1,451
EPIQ Systems, Inc.
12,409
Equity Office Properties Trust
27,926
Equity Residential
12,484
eRESEARCH Technology, Inc.
158,061
Ericsson (L.M.) Telephone Co. ADR
157,175
eSPEED, Inc.
15,063
Esperion Therapeutics, Inc.
34,531
ESS Technology, Inc.
33,490
Estee Lauder Companies, Inc. (The) (Class A)
15,010
Ethan Allen Interiors, Inc.
5,412
Everest Reinsurance Holdings, Inc.
33,060
Evergreen Resources, Inc.
2,699
Exar Corporation
6,758
Excel Technology, Inc.
2,005
Exelixis, Inc.
8,391
Exelon Corporation
63,264
Expedia, Inc.
241,375
Expeditors International of Washington, Inc.
26,146
Express Scripts Inc.-Cl A
109,594
ExpressJet Holdings, Inc.
13,463
Extreme Networks, Inc.
98,333
Exult Inc.
28,714
Exxon Mobil Corporation
1,051,024
F5 Networks, Inc.
21,444
Fairchild Semiconductor Int’l, Inc.
28,114
Fairfax Financial Holdings Limited
2,788
FalconStor Software, Inc.
14,247
Fannie Mae
411,113
FARO Technologies, Inc.
6,269
Fastenal Company
26,019
Federal Agricultural Mortgage Corporation
2,340
Federal Home Loan Mortgage Corporation (Freddie Mac)
504,422
Federated Department Stores, Inc.
71,919
FedEx Corporation
195,089
FEI Company
1,005
Fidelity National Financial, Inc.
31,761
Fidelity National Information Solutions, Inc.
5,105
Fifth Third Bancorp.
67,637
FileNet Corporation
11,288
FindWhat.com
51,378
First Data Corporation
251,244
First Health Group Corporation
35,100
First Horizon Pharmacuetical Corporation
13,098
FirstEnergy Corp.
66,210
FIserv, Inc.
18,469
Fisher Scientific International Inc.
27,598
Flamel Technologies S.A., ADS
91,771
FleetBoston Financial Corp.
193,935
Fleming Companies, Inc.
18,871
Flextronics International Ltd.
334,078
FLIR Systems, Inc.
19,815
Flowserve Corporation
10,018
Fluor Corporation (New)
32,209
FMC Corporation
5,175
FMC Technologies, Inc.
1,344
Foot Locker, Inc.
68,980
Contract Volume
Callff
41,134
1,104
9
15,040
5,140
29,330
608
46,569
17,493
8,955
1,583
9,266
1,390
26,485
16,873
43,696
268
9,569
14,591
11,069
136,091
104,031
11,774
22,588
27,417
10,105
941
14,786
2,013
3,058
1,643
6,436
30,628
110,638
9,404
67,250
10,793
82,763
13,157
820,184
15,399
22,314
1,545
12,077
192,082
5,075
9,829
666
289,504
41,471
88,147
727
17,975
3,000
36,006
7,004
38,368
170,367
18,749
11,074
27,930
14,396
20,058
68,209
164,216
8,495
259,659
12,469
8,171
24,257
4,194
1,149
45,402
Put
14,684
1,685
8,109
3,434
11,707
48
9,703
4,280
2,870
470
2,626
170
5,178
10,235
24,845
1,183
2,840
13,335
1,415
21,970
53,144
3,289
11,943
6,073
4,905
4,471
18,274
686
3,700
362
1,955
32,636
130,737
16,742
42,344
2,670
15,570
15,557
230,840
6,045
5,800
1,243
2,170
219,031
1,194
16,190
1,674
214,918
30,448
106,942
278
13,786
2,105
31,631
4,284
13,010
80,877
16,351
2,024
38,280
4,073
7,540
23,562
29,719
10,376
74,419
7,346
1,847
7,952
981
195
23,578
Average Daily Volume
Total
Call
Put
222
11
0
92
34
163
3
223
86
47
8
47
6
126
108
272
11
49
111
50
722
624
60
254
133
60
21
131
11
27
8
33
251
958
104
435
53
390
114
4,171
85
112
21
57
1,631
285
103
9
2,002
285
774
4
126
20
268
45
340
997
139
52
263
73
110
866
770
75
1,326
79
40
128
21
5
274
163
4
0
60
20
116
2
185
69
36
6
37
6
105
67
173
2
38
58
44
621
413
47
166
109
40
4
59
8
12
7
26
122
439
37
267
43
328
52
3,255
61
89
11
48
762
231
39
3
1,149
165
350
3
71
12
143
28
254
676
74
44
111
57
80
643
652
34
1,030
49
32
96
17
5
180
58
7
32
14
46
0
39
17
11
2
10
1
21
41
99
9
11
53
6
100
211
13
88
24
19
18
73
3
15
1
8
130
519
66
168
11
62
62
916
24
23
9
9
869
54
64
7
853
121
424
1
55
8
126
17
86
321
65
8
152
16
30
222
118
41
295
29
7
32
4
1
94
23
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
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
24
FTS
F
FRX
FST
FO
FDRY
FS
FOX
FPL
FTE
BEN
FMKT
FCX
FMT
FDP
FRNT
FSII
FCN
FCEL
FBN
GME
GCI
GPS
GRMN
GTW
GMT
GMST
GY
GLGC
DNA
GD
GE
GIS
GMH
GM
GNSS
GPRO
GNTA
GENZ
GP
GERN
GYI
GILD
G
GIVN
GLG
GSK
GISX
GLBL
GPN
GSF
GSPN
GFI
GG
GSS
GDW
GR
GT
GRP
GLK
GXP
GBBK
GPT
GW
GPI
TV
GSIC
GTK
GUC
GDT
GLFD
GTM
GYMB
Stock
Total
Footstar, Inc.
42,512
Ford Motor Company
918,124
Forest Laboratories, Inc.
405,503
Forest Oil Corporation
13,183
Fortune Brands, Inc.
9,875
Foundry Networks, Inc.
217,249
Four Seasons Hotels Inc.
37,653
Fox Entertainment Group, Inc.
21,625
FPL Group, Inc.
14,160
France Telecom, ADR
11,624
Franklin Resources, Inc.
16,642
FreeMarkets, Inc.
16,361
Freeport-McMoRan Copper & Gold Co., Inc. (Class B)
150,623
Fremont General Corporation
58,259
Fresh Del Monte Products Inc.
50,261
Frontier Airlines Inc.
23,603
FSI International, Inc.
1,635
FTI Consulting, Inc.
37,406
FuelCell Energy, Inc.
47,264
Furniture Brands International, Inc.
20,717
GameStop Corporation
17,955
Gannett Company, Inc.
18,131
Gap, Inc. (The)
298,774
Garmin Ltd.
116,364
Gateway, Inc.
76,515
GATX Corporation
31,787
Gemstar-TV Guide Int’l, Inc.
58,083
GenCorp Inc.
2,451
Gene Logic Inc.
476
Genentech,Inc.
485,135
General Dynamics Corporation
175,813
General Electric Company
3,384,909
General Mills, Inc.
20,178
General Motors Corp(Hughes Electronics) Class H
200,402
General Motors Corporation
1,390,420
Genesis Microchip Incorporated
157,676
Gen-Probe Incorporated
166,424
Genta Incorporated
335,630
Genzyme Corporation
203,832
Georgia-Pacific Corporation
180,169
Geron Corporation
181,902
Getty Images Inc.
16,319
Gilead Sciences, Inc.
231,227
Gillette Company (The)
97,360
Given Imaging Ltd.
22,473
Glamis Gold Ltd.
65,182
GlaxoSmithKline PLC ADR
94,633
Global Imaging Systems Inc.
2,597
Global Industries Ltd.
4,421
Global Payments Inc.
7,357
GlobalSanta Fe Corporation
165,922
GlobeSpan Virata, Inc.
27,029
Gold Fields Limited
148,009
Goldcorp, Inc.
249,154
Golden Star Resources Ltd.
13,614
Golden West Financial Corporation
12,490
Goodrich Corporation
28,756
Goodyear Tire & Rubber Company (The)
145,896
Grant Prideco, Inc.
1,474
Great Lakes Chemical Corporation
9,483
Great Plains Energy Incorporated
8,165
Greater Bay Bancorp
14,871
Greenpoint Financial Corporation
24,845
Grey Wolf, Inc.
3,963
Group 1 Automotive, Inc.
5,530
Grupo Televisa S.A. ADR
15,103
GSI Commerce Inc.
7,510
GTECH Holdings Corporation
47,183
Gucci Group, N.V.
244,204
Guidant Corporation
140,151
Guilford Pharmaceuticals, Inc.
23,330
GulfTerra Energy Partners, L.P.
21,170
Gymboree Corporation (The)
15,890
Contract Volume
Callff
20,781
462,995
241,192
9,175
5,804
154,712
13,380
11,085
9,115
2,427
8,560
15,049
90,735
37,826
27,107
19,134
1,304
24,030
36,518
14,264
12,324
12,347
205,508
79,748
61,911
21,608
44,435
955
320
255,539
105,918
2,312,926
11,718
129,049
682,291
119,094
123,028
247,325
117,442
138,474
144,930
7,654
147,441
66,428
11,699
48,227
74,994
1,410
3,165
4,261
121,612
22,256
94,162
204,972
12,506
6,107
22,805
76,875
1,275
6,548
6,999
10,175
14,366
3,001
2,682
9,092
6,216
38,491
181,175
105,328
20,196
15,098
8,099
Put
21,731
455,129
164,311
4,008
4,071
62,537
24,273
10,540
5,045
9,197
8,082
1,312
59,888
20,433
23,154
4,469
331
13,376
10,746
6,453
5,631
5,784
93,266
36,616
14,604
10,179
13,648
1,496
156
229,596
69,895
1,071,983
8,460
71,353
708,129
38,582
43,396
88,305
86,390
41,695
36,972
8,665
83,786
30,932
10,774
16,955
19,639
1,187
1,256
3,096
44,310
4,773
53,847
44,182
1,108
6,383
5,951
69,021
199
2,935
1,166
4,696
10,479
962
2,848
6,011
1,294
8,692
63,029
34,823
3,134
6,072
7,791
Average Daily Volume
Total
Call
Put
169
3,643
1,609
52
39
862
149
86
56
46
66
65
598
231
199
94
6
148
188
82
71
72
1,186
462
304
126
230
10
2
1,925
698
13,432
80
795
5,518
626
660
1,332
809
715
722
65
918
386
89
259
376
10
18
29
658
107
587
989
223
50
114
579
6
38
32
59
99
19
22
60
30
187
969
556
93
84
63
82
1,837
957
36
23
614
53
44
36
10
34
60
360
150
108
76
5
95
145
57
49
49
816
316
246
86
176
4
1
1,014
420
9,178
47
512
2,708
473
488
981
466
550
575
30
585
264
46
191
298
6
13
17
483
88
374
813
205
24
90
305
5
26
28
40
57
14
11
36
25
153
719
418
80
60
32
86
1,806
652
16
16
248
96
42
20
36
32
5
238
81
92
18
1
53
43
26
22
23
370
145
58
40
54
6
1
911
277
4,254
34
283
2,810
153
172
350
343
165
147
34
332
123
43
67
78
5
5
12
176
19
214
175
18
25
24
274
1
12
5
19
42
5
11
24
5
34
250
138
12
24
31
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
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
HAE
HAIN
HAL
HC
HDI
HAR
HLIT
HMY
HET
HRS
HIG
HAS
HCA
HDWR
HMA
HNT
HLSH
HL
HNZ
HP
HPC
HRLY
HSY
HPQ
HIB
HLT
HIT
HLR
HEPH
HLYW
HOLX
HD
HON
HPT
HMT
HOTT
ROOM
HI
HOV
HBC
HU
HS
HUG
HGSI
HUM
HBAN
HTCH
HYSL
IBIS
ICOS
IDBE
IDNX
IDXX
IDT.C
IGEN
IKN
ILXO
ITW
ILMN
IGI
IMN
IMAX
IGL
IMCL
BLUD
IMMU
IMH
IMPH
IPXL
IMCO
RX
INFS
IMDC
Stock
Haemonetics Corporation
Hain Food Group, Inc.
Halliburton Company
Hanover Compressor Company
Harley-Davidson, Inc.
Harman International Industries, Incorporated
Harmonic, Inc.
Harmony Gold Mining Company Limited
Harrah’s Entertainment, Inc.
Harris Corporation
Hartford Financial Services Group, Inc.(The)
Hasbro, Inc.
HCA, Inc.
Headwaters Incorporated
Health Management Associates, Inc. (Class A)
Health Net, Inc.
HEALTHSOUTH Corporation
Hecla Mining Company
Heinz (H.J.) Company
Helmerich & Payne, Inc.
Hercules Incorporated
Herley Industries, Inc.
Hershey Foods Corporation
Hewlett-Packard Company
Hibernia Corporation (Class A)
Hilton Hotels Corporation
Hitachi Ltd. ADR
Hollinger International, Inc.
Hollis-Eden Pharmaceuticals, Inc.
Hollywood Entertainment Corporation
Hologic, Inc.
Home Depot, Inc. (The)
Honeywell International Inc.
Hospitality Properties Trust
Host Marriott Corporation
Hot Topic, Inc.
Hotels.com
Household International, Inc.
Hovnanian Enterprises, Inc.
HSBC Holdings PLC
Hudson United Bancorp
Hughes Electronics Corporation
Hughes Supply, Inc.
Human Genome Sciences, Inc.
Humana, Inc.
Huntington Bancshares, Inc.
Hutchinson Technology, Inc.
Hyperion Solutions Corp.
Ibis Technology Corp.
ICOS Corporation
ID Biomedical Corporation
Identix Incorporated
IDEXX Laboratories, Inc.
IDT Corporation
IGEN International, Inc.
Ikon Office Solutions, Inc.
ILEX Oncology, Inc.
Illinois Tool Works, Inc.
Illumina, Inc.
Imagistics International Inc.
Imation Corporation
Imax Corporation
IMC Global, Inc. (New)
ImClone Systems Incorporated
Immucor, Inc.
Immunomedics, Inc.
Impac Mortgage Holdings, Inc.
IMPATH Inc.
Impax Laboratories, Inc.
IMPCO Technologies, Inc.
IMS Health Inc.
In Focus Corp, Inc.
Inamed Corporation
Total
2,028
15,965
507,686
16,208
247,774
5,051
25,486
419,944
48,805
8,525
65,768
79,876
262,055
22,007
63,966
8,728
35,232
137,081
57,521
411
5,037
3,517
8,814
2,089,782
9,979
31,514
11,421
730
22,387
25,658
5,997
1,125,547
260,481
28,298
6,522
39,367
87,308
44,737
114,305
82,357
17,334
1,617
3,200
84,733
70,952
2,443
51,445
40,535
63
266,616
2,207
41,049
2,985
2,426
188,965
17,036
3
30,347
63
2,210
9,281
33,408
6,990
604,855
40,260
22,335
286
7,190
2,941
5,316
386,820
7,970
33,656
Contract Volume
Callff
1,092
10,365
357,980
11,246
115,346
2,339
21,665
305,220
26,670
5,297
48,956
61,803
156,274
17,540
45,388
4,274
31,006
116,566
41,513
256
1,951
2,794
5,517
1,431,260
7,634
21,936
5,898
690
15,767
18,406
3,030
801,251
191,943
21,341
1,618
23,635
41,758
13,097
61,361
28,498
14,492
947
2,054
57,791
58,919
2,267
31,788
15,540
53
176,108
1,772
36,018
572
872
125,276
12,034
3
15,632
53
1,476
6,884
26,130
4,722
442,425
31,706
19,316
261
4,715
2,644
4,468
188,910
6,471
16,530
Put
936
5,600
149,706
4,962
132,428
2,712
3,821
114,724
22,135
3,228
16,812
18,073
105,781
4,467
18,578
4,454
4,226
20,515
16,008
155
3,086
723
3,297
658,522
2,345
9,578
5,523
40
6,620
7,252
2,967
324,296
68,538
6,957
4,904
15,732
45,550
31,640
52,944
53,859
2,842
670
1,146
26,942
12,033
176
19,657
24,995
10
90,508
435
5,031
2,413
1,554
63,689
5,002
14,715
10
734
2,397
7,278
2,268
162,430
8,554
3,019
25
2,475
297
848
197,910
1,499
17,126
Average Daily Volume
Total
Call
Put
8
63
2,015
64
983
20
101
1,666
194
34
261
317
1,040
87
254
35
140
574
228
2
20
14
35
8,293
40
125
45
33
89
102
24
4,466
1,034
112
26
156
346
178
454
327
69
404
13
336
282
10
204
161
0
1,058
21
163
12
10
750
68
0
120
7
9
37
221
175
2,400
160
89
2
29
12
21
1,535
32
134
4
41
1,421
45
458
9
86
1,211
106
21
194
245
620
70
180
17
123
488
165
1
8
11
22
5,680
30
87
23
31
63
73
12
3,180
762
85
6
94
166
52
243
113
58
237
8
229
234
9
126
62
0
699
17
143
2
3
497
48
0
62
6
6
27
173
118
1,756
126
77
2
19
10
18
750
26
66
4
22
594
20
526
11
15
455
88
13
67
72
420
18
74
18
17
86
64
1
12
3
13
2,613
9
38
22
2
26
29
12
1,287
272
28
19
62
181
126
210
214
11
168
5
107
48
1
78
99
0
359
4
20
10
6
253
20
58
1
3
10
48
57
645
34
12
0
10
1
3
785
6
68
25
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
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
26
N
INFA
INSP
ING
IR
ICCI
ISPH
IART
ICST
IDE
IDTI
ISSI
INTC
PUMA
IACI
IDCC
INGR
ITMN
IBM
IFF
IGT
IP
IRF
IIJI
ISSX
IPG
ISIL
IWOV
TRDO
INTU
ISRG
ITG
IFIN
INVN
IVGN
IOM
IPCR
IRM
ISIS
ISLE
ESI
ITT
IVX
XXIA
SYXI
JILL
JDEC
JPM
JCOM
JBL
JKHY
JBX
JNS
JDAS
JDSU
JBLU
JLG
JASA
JHF
JNJ
JCI
JNY
JOYG
JNPR
KSU
KBH
K
KEM
KMG
KEG
KEY
KSE
KMB
KMP
KMI
Stock
Inc.o Limited
Informatica Corporation
InfoSpace, Inc.
ING Groep NV
Ingersoll-Rand Company
Insight Communications Company
Inspire Pharmaceuticals, Inc.
Integra LifeSciences Holdings Corporation
Integrated Circuit Systems, Inc.
Integrated Defense Technology
Integrated Device Technology, Inc.
Integrated Silicon Solution (New)
Intel Corporation
Intellisync Corporation
InterActiveCorp
InterDigital Communications Corporation
Intergraph Corporation
InterMune Inc.
International Business Machines Corporation
International Flavors & Fragrances, Inc.
International Game Technology
International Paper Company
International Rectifier Corporation
Internet Initiative Japan Inc.
Internet Security Systems, Inc.
Interpublic Group of Companies, Inc. (The)
Intersil 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.
Iron Mountain Inc.
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.
JDA Software Group, Inc.
JDS Uniphase Corp.
JetBlue Airways Corporation
JLG Industries, Inc.
Jo-Ann Stores, Inc. Class A
John Hancock Financial Services, Inc.
Johnson & Johnson
Johnson Controls, Inc.
Jones Apparel Group, Inc.
Joy Global, Inc.
Juniper Networks, Inc.
Kansas City Southern Industries, Inc.
KB HOME
Kellogg Company
KEMET Corporation
Kerr-McGee Corporation
Key Energy Group, Inc.
KeyCorp
Keyspan Corp.
Kimberly-Clark Corporation
Kinder Morgan Energy Partners
Kinder Morgan, Inc.
Total
44,424
11,384
24,915
59,331
48,766
13,188
8,255
2,465
39,380
8,753
75,777
4,048
3,162,186
11,496
551,233
227,706
695
58,598
2,335,170
5,328
165,486
216,149
87,646
45,883
65,828
127,453
95,153
777
36,768
225,543
22,085
14,810
31,977
65,288
53,617
27,648
1,971
17,453
44,425
11,083
43,258
17,232
268,233
581
1,305
3,624
52,706
1,615,303
282,124
168,638
6,792
7,543
160,658
18,261
399,442
164,509
5,237
3,321
40,845
841,542
37,705
6,922
6,095
450,113
13,437
137,947
16,241
5,236
28,582
12,752
16,796
1,994
43,311
18,947
45,184
Contract Volume
Callff
36,916
9,330
20,345
28,902
33,270
5,045
3,830
2,135
15,075
7,491
36,556
3,137
2,139,920
10,284
350,249
167,844
608
38,968
1,257,157
2,031
127,759
147,224
58,113
30,906
42,787
68,251
72,994
691
27,648
131,002
15,267
9,551
13,780
44,479
36,093
16,562
1,103
6,002
36,493
9,088
18,158
11,803
223,964
578
938
2,427
23,363
1,025,962
182,734
101,156
3,885
3,029
109,832
10,276
314,102
99,670
3,863
2,056
32,740
544,865
19,457
3,660
4,975
259,128
10,073
88,290
9,971
3,069
15,941
7,229
9,597
1,533
28,490
11,526
23,881
Put
7,508
2,054
4,570
30,429
15,496
8,143
4,425
330
24,305
1,262
39,221
911
1,022,266
1,212
200,984
59,862
87
19,630
1,078,013
3,297
37,727
68,925
29,533
14,977
23,041
59,202
22,159
86
9,120
94,541
6,818
5,259
18,197
20,809
17,524
11,086
868
11,451
7,932
1,995
25,100
5,429
44,269
3
367
1,197
29,343
589,341
99,390
67,482
2,907
4,514
50,826
7,985
85,340
64,839
1,374
1,265
8,105
296,677
18,248
3,262
1,120
190,985
3,364
49,657
6,270
2,167
12,641
5,523
7,199
461
14,821
7,421
21,303
Average Daily Volume
Total
Call
Put
176
45
99
235
194
52
38
10
156
35
301
94
12,548
46
2,187
904
3
233
9,267
21
657
858
348
182
261
506
378
35
146
895
88
59
127
259
213
110
8
69
176
44
172
68
1,064
2
5
14
209
6,410
1,120
669
27
30
638
72
1,585
653
21
13
162
3,339
150
27
24
1,786
53
547
64
21
113
51
67
8
172
75
179
146
37
81
115
132
20
17
8
60
30
145
73
8,492
41
1,390
666
2
155
4,989
8
507
584
231
123
170
271
290
31
110
520
61
38
55
177
143
66
4
24
145
36
72
47
889
2
4
10
93
4,071
725
401
15
12
436
41
1,246
396
15
8
130
2,162
77
15
20
1,028
40
350
40
12
63
29
38
6
113
46
95
30
8
18
121
61
32
20
1
96
5
156
21
4,057
5
798
238
0
78
4,278
13
150
274
117
59
91
235
88
4
36
375
27
21
72
83
70
44
3
45
31
8
100
22
176
0
1
5
116
2,339
394
268
12
18
202
32
339
257
5
5
32
1,177
72
13
4
758
13
197
25
9
50
22
29
2
59
29
85
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
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
888
877
878
KG
KGC
KLAC
KMRT
NITE
KSS
AHO
PHG
KOPN
KOSP
KFT
KKD
KR
KRON
KSWS
KTC
KLIC
KYPH
LLL
LH
LAB
LRCX
LAMR
LNY
LSCC
LZB
LWIN
LF
LEA
LGTO
LM
LEH
TREE
LEN
LVLT
LEXR
LXK
L
LPNT
LGND
LLY
LTD
LNCR
LNC
LLTC
LQMT
LIZ
LMT
LTR
LDG
LPX
LOW
LSI
LTXX
LU
LUMEE
LUX
LYO
MDC
MACR
MVSN
LAVA
MGA
MBG
MANH
HCR
MAN
MANU
MFC
MRO
MAR
MMC
MATK
MSO
MLM
King Pharmaceuticals Inc.
Kinross Gold Corporation
KLA Instruments Corporation
Kmart Holding Corporation
Knight Trading Group, Inc.
Kohl’s Corporation
Koninklijke Ahold NV-SP ADR
Koninklijke Philips Electronics N.V.
Kopin Corp.
Kos Pharmaceuticals, Inc.
Kraft Foods Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
Kronos Incorporated
K-Swiss Inc.
KT Corporation
Kulicke and Soffa Industries, Inc.
Kyphon Inc.
L-3 Communications Hldgs.
Laboratory Corporation of America Holdings
LaBranche & Co, Inc.
Lam Research Corporation
Lamar Advertising Company
Landry’s Seafood Restaurants, Inc.
Lattice Semiconductor
La-Z-Boy
Leap Wireless Intl, Inc.
LeapFrog Enterprises, Inc.
Lear Corporation
Legato Systems, Inc.
Legg Mason, Inc.
Lehman Brothers Holdings, Inc.
LendingTree, Inc.
Lennar Corporation
Level 3 Comunications Inc.
Lexar Media, Inc.
Lexmark International Group, Inc. (Class A)
Liberty Media Corporation Series A
LifePoint Hospitals, Inc.
Ligand Pharmaceuticals Incorporated (Class B)
Lilly (Eli) and Company
Limited Brands, Inc.
LInc.are Holdings, Inc.
LInc.oln National Corporation
Linear Technology Corporation
Liquidmetal Technologies, Inc.
Liz Claiborne, Inc.
Lockheed Martin Corporation
Loews Corporation
Long Drug Stores Corporation
Louisiana-Pacific Corporation
Lowe’s Companies, Inc.
LSI Logic Corporation
LTX Corporation
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.
Manugistics Group, Inc.
Manulife Financial Corporation
Marathon Oil Corporation
Marriott International, Inc.
Marsh & McLennan Companies, Inc.
Martek Biosciences Corporation
Martha Stewart Living - CL A
Martin Marietta Materials, Inc.
Total
71,408
83,332
751,326
30,830
36,330
355,681
59,743
28,479
21,293
90,831
106,183
214,056
28,747
711
18,657
3,690
45,270
2,754
112,957
85,486
54,779
60,447
35,330
7,862
21,265
10,653
10
134,186
25,815
32,683
45,813
287,527
18,283
157,800
265,441
209,110
183,497
378,468
36,435
15,288
369,396
103,968
58,920
23,348
151,287
7,989
9,663
106,451
31,465
3,653
19,378
285,548
245,741
630
817,083
13,972
1,692
148,161
11,491
33,876
18,206
110,427
2,499
53,102
54,947
22,796
17,576
26,539
14,819
53,266
35,328
124,252
18,000
15,037
1,828
Contract Volume
Callff
Put
52,025
72,755
404,411
17,679
30,322
169,470
35,556
18,082
17,342
68,482
54,030
124,062
16,805
413
14,746
2,426
32,100
2,106
86,844
61,725
26,517
44,774
19,075
5,573
13,881
6,810
10
84,788
18,850
25,980
34,537
191,558
11,887
110,754
159,512
159,312
76,072
197,512
19,796
11,050
223,034
47,991
27,888
15,943
106,221
5,982
5,594
68,052
17,367
1,436
13,350
183,955
197,820
600
695,236
325
698
75,129
5,581
22,045
11,565
55,440
1,477
36,788
19,310
17,740
7,329
20,891
11,683
46,359
14,756
81,363
13,333
7,160
495
19,383
10,577
346,915
13,151
6,008
186,211
24,187
10,397
3,951
22,349
52,153
89,994
11,942
298
3,911
1,264
13,170
648
26,113
23,761
28,262
15,673
16,255
2,289
7,384
3,843
49,398
6,965
6,703
11,276
95,969
6,396
47,046
105,929
49,798
107,425
180,956
16,639
4,238
146,362
55,977
31,032
7,405
45,066
2,007
4,069
38,399
14,098
2,217
6,028
101,593
47,921
30
121,847
13,647
994
73,032
5,910
11,831
6,641
54,987
1,022
16,314
35,637
5,056
10,247
5,648
3,136
6,907
20,572
42,889
4,667
7,877
1,333
Average Daily Volume
Total Call
Put
283
370
2,981
225
144
1,411
237
113
84
360
421
849
114
3
74
15
180
74
448
339
217
240
140
31
84
42
0
532
102
130
182
1,141
73
626
1,053
871
728
1,502
145
61
1,466
413
234
93
600
32
38
422
125
51
77
1,133
975
3
3,242
55
7
588
46
134
72
438
10
211
218
90
70
105
59
211
140
493
71
60
7
206
323
1,605
129
120
673
141
72
69
272
214
492
67
2
59
10
127
57
345
245
105
178
76
22
55
27
0
336
75
103
137
760
47
440
633
664
302
784
79
44
885
190
111
63
422
24
22
270
69
20
53
730
785
2
2,759
1
3
298
22
87
46
220
6
146
77
70
29
83
46
184
59
323
53
28
2
77
47
1,377
96
24
739
96
41
16
89
207
357
47
1
16
5
52
18
104
94
112
62
65
9
29
15
196
28
27
45
381
25
187
420
207
426
718
66
17
581
222
123
29
179
8
16
152
56
31
24
403
190
0
484
54
4
290
23
47
26
218
4
65
141
20
41
22
12
27
82
170
19
31
5
27
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
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
52
953
954
28
MVL
MRVL
MAS
MEE
MTRX
MONE
MAT
MVK
MXIM
MXO
MAY
MYG
MBI
KRB
MCDTA
MCDT
MDR
MCD
MHP
MCK
MDU
MWV
MEDX
MHS
MCCC
MRN
MDCO
MRX
MEDI
MDT
MEL
MENT
MRK
MERQ
MDG
MTH
MERX
MER
MESA
MET
MXT
MTON
MGM
MOGN
MTG
MGG
MIK
MCRL
MCHP
MUSE
MU
MSCC
MSFT
MSTR
TUNE
MME
MWY
MCH
MLNM
MLHR
MICC
MIL
MIMS
MND
MSPD
MIRKQ
MTF
MKSI
MINI
MBT
MOBE
MHK
MDCC
MOLX
MOSY
MON
Marvel Enterprises, Inc.
Marvell Technology Group Ltd
Masco Corporation
Massey Energy Company
Matrix Service 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
MDU Resources Group, Inc.
MeadWestvaco Corporation
Medarex, Inc.
Medco Health Solutions, 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.
MetLife, Inc.
Metris Companies, Inc.
Metro One Telecommunications, Inc.
Metro-Goldwyn-Mayer Inc.
MGI Pharmaceuticals, Inc.
MGIC Investment Corporation
MGM Mirage
Michaels Stores, Inc.
Micrel, Inc.
Microchip Technology, Inc.
Micromuse, Inc.
Micron Technology, Inc.
Microsemi Corporation
Microsoft Corporation
MicroStrategy Inc.
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
Mindspeed Technologies, Inc.
Mindspeed Technologies, Inc.
Mirant Corporation
Mitsubishi Tokyo Financial Group, Inc. ADR
MKS Instruments, Inc.
Mobile Mini, Inc.
Mobile Telesystems OJSC
Mobility Electronics, Inc.
Mohawk Industries Inc.
Molecular Devices Corporation
Molex Incorporated
Monolithic System Technology, Inc.
Monsanto Company/New
Total
186,828
218,118
25,147
21,170
1,125
928
67,142
23,129
167,420
249,798
56,233
41,806
22,019
137,625
80,787
57,471
3,166
502,860
23,846
37,147
10,726
8,844
58,234
16,169
3,760
3,244
34,181
44,262
220,812
235,852
33,853
25,433
837,484
194,804
32,902
10,189
10,014
655,633
5,036
36,413
54,541
2,930
24,435
80,846
40,625
44,328
73,378
451
145,624
39,176
905,851
14,397
5,172,562
63,314
1,004
20,666
5,418
11,187
221,762
8,986
23,781
13,228
33,746
6,403
6,403
451,410
18,367
12,590
8,338
1,760
17,053
28,739
5,934
9,035
2,702
84,353
Contract Volume
Callff
Put
139,577
140,945
18,582
18,349
885
928
41,437
17,566
99,224
227,000
38,679
23,290
10,257
96,450
41,418
41,717
2,600
355,904
13,306
25,121
7,158
5,221
46,767
9,945
2,796
1,841
20,183
27,719
166,567
174,542
23,177
17,029
526,962
107,531
23,260
6,724
6,961
410,785
3,947
19,480
36,337
1,624
13,600
42,208
16,418
31,894
37,743
262
99,022
32,464
674,137
10,491
3,580,215
45,243
474
13,328
4,243
8,685
172,793
3,714
14,826
10,208
26,038
5,926
5,926
260,322
13,684
8,765
5,128
909
15,435
17,526
2,263
3,304
2,046
41,788
47,251
77,173
6,565
2,821
240
25,705
5,563
68,196
22,798
17,554
18,516
11,762
41,175
39,369
15,754
566
146,956
10,540
12,026
3,568
3,623
11,467
6,224
964
1,403
13,998
16,543
54,245
61,310
10,676
8,404
310,522
87,273
9,642
3,465
3,053
244,848
1,089
16,933
18,204
1,306
10,835
38,638
24,207
12,434
35,635
189
46,602
6,712
231,714
3,906
1,592,347
18,071
530
7,338
1,175
2,502
48,969
5,272
8,955
3,020
7,708
477
477
191,088
4,683
3,825
3,210
851
1,618
11,213
3,671
5,731
656
42,565
Average Daily Volume
Total
Call
Put
741
866
100
84
125
4
266
92
664
991
223
166
87
546
321
228
13
1,995
95
147
43
35
231
174
15
13
136
176
876
936
134
101
3,323
773
131
40
40
2,602
20
144
216
12
97
321
161
176
291
2
578
155
3,595
57
20,526
251
4
82
22
44
880
36
94
52
134
52
52
1,791
73
50
33
33
234
114
24
36
11
335
554
559
74
73
98
4
164
70
394
901
153
92
41
383
164
166
10
1,412
53
100
28
21
186
107
11
7
80
110
661
693
92
68
2,091
427
92
27
28
1,630
16
77
144
6
54
167
65
127
150
1
393
129
2,675
42
14,207
180
2
53
17
34
686
15
59
41
103
49
49
1,033
54
35
20
17
211
70
9
13
8
166
188
306
26
11
27
102
22
271
90
70
73
47
163
156
63
2
583
42
48
14
14
46
67
4
6
56
66
215
243
42
33
1,232
346
38
14
12
972
4
67
72
5
43
153
96
49
141
1
185
27
920
16
6,319
72
2
29
5
10
194
21
36
12
31
4
4
758
19
15
13
16
22
44
15
23
3
169
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
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
MNST
MCO
MWI
MWD
MOT
MOVI
MNS
FLSH
MNTG
MGAM
MUR
MYK
MYL
MYGN
NBR
NTE
NGEN
NCC
NCF
NDC
NOI
NSM
NAVR
NAV
NTY
NCR
NKTR
NEOL
NTEC
NWRE
NTBK
NTOP
NTES
NFLX
NTGR
NTIQ
NTPA
NSCN
NTAP
NET
NENG
NBIX
NCEN
NYB
NYT
NWL
NEM
NEWP
NWS
NXTL
GAS
NKE
NI
NE
NOK
JWN
NSC
NT
NFB
NTRS
NFLD
NOC
NWAC
NTHWQ
NVS
NFI
NOVL
NVLS
NOVN
NPSP
NTLI
NUE
NVDA
OIIM
OO
OXY
OEI
Monster Worldwide, Inc.
Moody’s Corporation
Moore Wallace (New)
Morgan Stanley
Motorola, Inc.
Movie Gallery, 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.
Nanogen, Inc.
National City Corporation
National Commerce Bancorp
National Data Corporation
National Oilwell, Inc.
National Semiconductor Corporation
Navarre Corporation
Navistar International Corporation
NBTY, Inc.
NCR Corp.
Nektar Therapeutics
NeoPharm, Inc.
Neose Technologies, Inc.
Neoware Systems, Inc.
Net.B@nk, Inc.
Net2Phone, Inc.
Netease.com, Inc. -ADR
NetFlix Inc.
NETGEAR, Inc.
NetIQ Corporation
Netopia, Inc.
NetScreen Technologies, Inc.
Network Appliance Corp.
Network Associates, Inc.
Network Engines, Inc.
Neurocrine Biosciences, Inc.
New Century Financial Corporation
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)
NICOR, Inc.
NIKE, Inc. (Class B)
NISource Inc.
Noble Corporation
Nokia Corporation ADR
Nordstrom, Inc.
Norfolk Southern Corporation
Nortel Networks Corporation
North Fork Bancorporation
Northern Trust Bank Corporation
Northfield Laboratories, Inc.
Northrop Grumman Corporation
Northwest Airlines Corp.
Northwestern Corporation
Novartis AG
Novastar Financial, Inc.
Novell, Inc.
Novellus Systems, Inc.
Noven Pharmacuticals, Inc.
NPS Pharmaceuticals, Inc.
NTL Incorporated
Nucor Corporation
NVIDIA Corporation
O2Micro International Ltd.
Oakley, Inc.
Occidental Petroleum Corporation
Ocean Energy, Inc.(New)
Total
63,473
41,044
945
523,490
397,397
21,503
474
22,810
1,179
35,900
68,978
14,611
66,580
13,041
89,392
130,086
11,515
3,109
24,694
12,373
77,087
181,072
290
76,368
39,894
31,767
44,565
52,098
1,785
126,386
18,224
1,381
490,489
461,149
19,196
74,867
18,254
53,458
150,583
108,855
5,094
46,839
107,531
51,452
3,423
32,304
843,947
11,444
28,103
1,469,207
21,924
54,664
33,659
49,286
1,011,283
40,101
54,047
425,059
14,402
15,836
29,427
162,102
153,475
6,850
29,649
64,384
137,788
532,572
13,421
56,117
121,114
55,640
327,619
5,599
7,260
48,574
28,425
Contract Volume
Callff
Put
30,164
20,757
880
360,228
270,400
14,975
319
18,641
873
24,771
58,475
13,722
52,863
8,380
65,033
101,704
8,900
2,019
19,847
4,242
68,098
115,851
250
29,975
26,548
24,278
29,198
42,526
1,136
106,070
8,562
1,166
283,887
280,835
13,622
23,442
14,599
35,653
89,793
84,992
4,295
29,545
71,442
40,040
2,327
17,020
594,873
5,849
16,961
1,044,494
16,049
33,622
29,088
19,259
734,580
26,277
48,842
363,121
9,227
9,472
25,271
100,238
82,781
5,347
22,795
45,752
125,416
282,438
9,202
33,780
97,224
30,267
223,449
4,033
2,435
42,605
23,958
33,309
20,287
65
163,262
126,997
6,528
155
4,169
306
11,129
10,503
889
13,717
4,661
24,359
28,382
2,615
1,090
4,847
8,131
8,989
65,221
40
46,393
13,346
7,489
15,367
9,572
649
20,316
9,662
215
206,602
180,314
5,574
51,425
3,655
17,805
60,790
23,863
799
17,294
36,089
11,412
1,096
15,284
249,074
5,595
11,142
424,713
5,875
21,042
4,571
30,027
276,703
13,824
5,205
61,938
5,175
6,364
4,156
61,864
70,694
1,503
6,854
18,632
12,372
250,134
4,219
22,337
23,890
25,373
104,170
1,566
4,825
5,969
4,467
Average Daily Volume
Total
Call
Put
252
163
24
2,077
1,577
85
2
91
5
142
274
58
264
52
355
516
1,279
12
98
49
306
719
32
303
158
126
177
207
7
502
72
153
2,885
1,830
221
297
210
212
598
432
150
186
427
204
14
128
3,349
45
112
5,830
87
217
134
196
4,013
159
214
1,687
57
63
117
643
609
27
118
316
547
2,113
53
223
1,132
221
1,300
22
29
193
113
120
82
22
1,429
1,073
59
1
74
3
98
232
54
210
33
258
404
989
8
79
17
270
460
28
119
105
96
116
169
5
421
34
130
1,670
1,114
157
93
168
141
356
337
126
117
284
159
9
68
2,361
23
67
4,145
64
133
115
76
2,915
104
194
1,441
37
38
100
398
328
21
90
224
498
1,121
37
134
909
120
887
16
10
169
95
132
81
2
648
504
26
1
17
1
44
42
4
54
18
97
113
291
4
19
32
36
259
4
184
53
30
61
38
3
81
38
24
1,215
716
64
204
42
71
241
95
24
69
143
45
4
61
988
22
44
1,685
23
84
18
119
1,098
55
21
246
21
25
16
245
281
6
27
91
49
993
17
89
223
101
413
6
19
24
18
29
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
30
ODSY
ODP
OMG
OCR
OMC
OVTI
OKE
ONXX
OTEX
OPWV
OPSW
OPMR
ORCL
OSUR
ORB
ORBZ
OCA
OSIP
OSIS
OSI
OVNT
OSTK
OVER
OI
OHP
OXGN
PFCB
PCAR
PSUN
PHS
PKG
PTV
PLMO
PSRC
PAAS
SPOT
PNRA
PZZA
PH
PRE
PDCO
PTEN
PAYX
PSS
BTU
PECS
PDX
PEET
PEGS
PENN
JCP
PPCO
PSFT
PBY
PAS
PEP
PKI
PRGO
PETC
PTR
PKZ
PBR
PETM
PFE
PCG
PPDI
PRX
PHA
PD
PVH
PHTN
PLAB
PIR
PNCL
PNK
PCLE
PNW
Odyssey Healthcare, Inc.
Office Depot, Inc.
OM Group, Inc.
Omnicare, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc.
ONEOK, Inc.
Onyx Pharmaceuticals
Open Text Corporation
Openwave Systems, Inc.
Opsware, Inc.
Optical Robotics Corp.
Oracle Corporation
Orasure Technologies
Orbital Sciences Corporation
Orbitz, Inc.
Orthodontic Centers of America, Inc.
OSI Pharmaceuticals, Inc.
OSI Systems, Inc.
Outback Steakhouse, Inc.
Overnite Corporation
Overstock.com, Inc.
Overture Services Inc.
Owens-Illinois, Inc.
Oxford Health Plans, Inc.
OXiGENE, Inc.
P.F. Chang’s China Bistro
PACCAR, Inc.
Pacific Sunwear of California, Inc.
PacifiCare Health Systems, Inc.
Packaging Corp of America
Pactiv Corporation
PalmOne, Inc.
PalmSource, Inc.
Pan American Silver Corporation
PanAmSat Corporation
Panera Bread Company, Class A
Papa John’s International, Inc.
Parker-Hannifin Corporation
PartnerRE Ltd.
Patterson Dental Company
Patterson UTI Energy, Inc.
Paychex, Inc.
Payless ShoeSource, 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.
Penwest Pharmaceuticals Co.
PeopleSoft Inc.
Pep Boys—Manny, Moe, & Jack (The)
PepsiAmericas, Inc.
PepsiCo, Inc.
Perkin-Elmer, Inc.
Perrigo Company
PETCO Animal Supplies, Inc.
PetroChina Company Limited
PetroKazakhstan Inc.
Petroleo Brasileiro S.A.-ADR
PETsMART, Inc.
Pfizer Inc.
PG&E Corporation
Pharmaceutical Product Development
Pharmaceutical Resources, Inc.
Pharmacia Corp.
Phelps Dodge Corporation
Phillips-Van Heusen Corporation
Photon Dynamics, Inc.
Photronics, Inc.
Pier 1 Imports, Inc.
Pinnacle Airlines Corp.
Pinnacle Entertainment, Inc.
Pinnacle Systems, Inc.
Pinnacle West Capital Corporation
Total
37,968
27,405
160,655
16,623
66,959
294,985
5,309
44,972
31,302
11,628
9,614
620
1,713,241
36,602
19,558
230
11,831
86,405
34,091
21,467
336
1,498
132,946
59,157
93,907
52,860
56,488
60,582
67,603
195,538
715
8,815
18,473
2,361
14,351
10,956
54,714
6,578
1,925
1,845
50,437
49,142
68,478
16,867
3,528
16,422
15,424
8,217
8,325
52,563
229,365
6,535
539,724
1,420
757
396,942
19,911
6,760
15,147
87,986
19,377
34,870
82,586
1,276,727
104,094
24,999
75,493
41,544
81,587
916
24,785
15,471
2,001
957
10
2,907
2,224
Contract Volume
Callff
Put
11,926
17,442
122,091
13,262
36,345
185,587
3,455
28,112
22,092
9,580
7,706
383
1,296,311
33,359
18,096
87
8,547
56,452
28,343
10,949
198
1,111
99,628
49,074
65,954
41,205
24,163
31,202
52,418
148,538
593
4,355
11,250
1,604
12,133
8,275
27,899
2,576
410
1,528
24,073
30,220
59,812
6,993
2,793
11,061
6,879
5,035
6,891
40,324
131,852
820
384,739
1,045
515
292,381
12,995
5,028
8,349
71,012
13,566
25,093
55,199
892,204
93,738
15,907
55,703
27,028
50,776
576
14,335
6,074
1,353
549
10
1,986
1,668
26,042
9,963
38,564
3,361
30,614
109,398
1,854
16,860
9,210
2,048
1,908
237
416,930
3,243
1,462
143
3,284
29,953
5,748
10,518
138
387
33,318
10,083
27,953
11,655
32,325
29,380
15,185
47,000
122
4,460
7,223
757
2,218
2,681
26,815
4,002
1,515
317
26,364
18,922
8,666
9,874
735
5,361
8,545
3,182
1,434
12,239
97,513
5,715
154,985
375
242
104,561
6,916
1,732
6,798
16,974
5,811
9,777
27,387
384,523
10,356
9,092
19,790
14,516
30,811
340
10,450
9,397
648
408
921
556
Average Daily Volume
Total
Call
Put
151
109
638
66
266
1,171
24
178
124
46
153
2
6,799
145
78
58
47
343
135
85
9
166
528
235
373
372
224
240
268
776
3
35
73
62
96
43
217
26
8
7
200
195
272
67
14
65
61
33
33
209
910
62
2,142
6
3
1,575
79
27
60
349
77
138
328
5,066
413
99
300
165
324
4
98
61
8
50
0
12
9
47
69
484
53
144
736
16
112
88
38
122
2
5,144
132
72
22
34
224
112
43
6
123
395
195
262
290
96
124
208
589
2
17
45
42
81
33
111
10
2
6
96
120
237
28
11
44
27
20
27
160
523
8
1,527
4
2
1,160
52
20
33
282
54
100
219
3,540
372
63
221
107
201
2
57
24
5
29
0
8
7
103
40
153
13
121
434
8
67
37
8
30
1
1,654
13
6
36
13
119
23
42
4
43
132
40
111
82
128
117
60
187
0
18
29
20
15
11
106
16
6
1
105
75
34
39
3
21
34
13
6
49
387
54
615
1
1
415
27
7
27
67
23
39
109
1,526
41
36
79
58
122
1
41
37
3
21
4
2
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
PBI
PIXR
PXLW
PDG
PTP
PLXS
PLUG
PCL
PLXT
PMCS
PNC
PNM
PPP
PII
RL
PLCM
PLMD
BPOP
PKX
PPS
POT
PCH
POWI
PWER
PWAV
PPG
PRCS
PX
PCP
PCO
PPD
PRST
PR
PCLN
PDE
PMSI
PRTL
PFG
PG
PGNX
PGN
PL
PDLI
PVN
PRV
PRU
PTEK
PEG
PHM
XING
QLGC
QLTI
QCOM
QTWW
DGX
QSFT
STR
ZQK
QTRN
Q
RHD
RJR
RACN
RDN
RSH
RDWR
RRA
RMBS
GOLD
RATL
RTN
RDA
RNWK
RHAT
RRGB
RBK
RGC
Total
Pitney Bowes, Inc.
14,673
Pixar, Inc.
84,937
Pixelworks, Inc.
65,646
Placer Dome, Inc.
224,193
Platinum Underwriters Holdings Ltd.
1,188
Plexus Corporation Inc.
2,199
Plug Power, Inc.
33,003
Plum Creek Timber Company, LP
15,477
PLX Technology, I Inc.
175
PMC-Sierra Inc.
302,324
PNC Bank Corporation
42,365
PNM Resources, Inc.
3,044
Pogo Producing Company
1,712
Polaris Industries, Inc.
23,823
Polo Ralph Lauren Corp.
7,649
Polycom, Inc.
44,467
Polymedica Corp.
30,568
Popular Inc.
4,670
POSCO
11,848
Post Properties, Inc.
9,737
Potash Corporation of Saskatchewan Inc.
16,987
Potlatch Corporation
438
Power Integrations, Inc.
28,574
Power-One, Inc.
3,736
Powerwave Technologies, Inc.
67,321
PPG Industries, Inc.
22,259
PRAECIS Pharmaceuticals Incorporated
23
Praxair, Inc.
5,325
Precision Castparts Corp.
1,189
Premcor Inc.
12,421
Pre-Paid Legal Services, Inc.
126,307
Presstek, Inc.
2,318
Price Communications Corp.
735
Priceline.com Inc.
184,907
Pride International
12,862
Prime Medical Services, Inc.
37
Primus Telecommunications Group, Inc.
9,797
Principal Financial Group, Inc.
2,767
Procter & Gamble Company (The)
420,380
Progenics harmaceuticals, Inc.
11,220
Progress Energy, Inc.
17,113
Protective Life Corporation
3,614
Protein Design Labs, Inc.
74,069
Providian Financial Corp. (New)
235,713
ProvInc.e Healthcare Company
24,726
Prudential Financial, Inc.
100,709
PTEK Holdings, Inc.
52,416
Public Service Enterprise Group Incorporated
9,232
Pulte Homes, Inc.
60,846
Qiao Xing Universal Telephone, Inc.
54,079
QLogic Corporation
279,844
QLT Inc.
1,072
QUALCOMM, Inc.
1,413,888
Quantum Fuel Systems Technologies Worldwide, Inc.
2,256
Quest Diagnostics Incorporated
73,799
Quest Software, Inc.
18,410
Questar Corporation
7,184
Quiksilver Inc.
17,353
Quintiles Transnational Corporation
26,845
Qwest Communications Int’l.
124,246
R.H. Donnelly Co.
4,513
R.J. Reynolds Tobacco Company
507,657
Racing Champions Ertl Corporation
2,606
Radian Group
38,419
RadioShack
32,555
RADWARE Ltd.
3,071
RailAmerica, Inc.
850
Rambus, Inc.
541,815
Randgold Resources Limited
20,509
Rational Software Corporation
4,819
Raytheon Company
104,121
Reader’s Digest Association, Inc. (Class A)
4,969
RealNetworks Inc.
71,216
Red Hat, Inc.
113,886
Red Robin Gourmet Burgers, Inc.
280
Reebok International Ltd.
29,008
Regal Entertainment Group, Class A
16,017
Contract Volume
Callff
Put
9,908
48,029
37,907
182,603
422
1,620
25,327
11,900
103
175,618
31,426
2,278
1,383
10,833
4,903
33,907
20,611
3,788
3,743
6,293
8,459
121
13,150
2,442
47,110
16,182
18
3,816
914
8,235
60,658
2,082
20
123,154
7,455
27
7,069
1,813
269,274
8,622
12,185
2,571
55,691
174,999
7,020
64,083
47,810
6,935
28,229
46,192
148,381
800
929,713
1,782
38,597
14,742
6,495
16,260
20,057
91,924
2,200
199,277
1,873
27,888
16,255
1,644
758
431,987
16,150
4,171
73,475
2,289
60,547
91,004
79
19,489
5,664
4,765
36,908
27,739
41,590
766
579
7,676
3,577
72
126,706
10,939
766
329
12,990
2,746
10,560
9,957
882
8,105
3,444
8,528
317
15,424
1,294
20,211
6,077
5
1,509
275
4,186
65,649
236
715
61,753
5,407
10
2,728
954
151,106
2,598
4,928
1,043
18,378
60,714
17,706
36,626
4,606
2,297
32,617
7,887
131,463
272
484,175
474
35,202
3,668
689
1,093
6,788
32,322
2,313
308,380
733
10,531
16,300
1,427
92
109,828
4,359
648
30,646
2,680
10,669
22,882
201
9,519
10,353
Average Daily Volume
Total
Call
Put
58
337
261
890
5
9
131
61
1
1,200
168
12
7
95
30
176
121
19
47
39
67
2
113
15
267
88
0
21
14
49
501
9
3
734
51
0
228
11
1,668
45
68
14
294
935
98
400
208
37
241
426
1,110
4
5,611
36
293
73
29
69
107
493
18
2,015
10
152
129
67
3
2,150
236
19
413
20
283
452
31
115
64
39
191
150
725
2
6
101
47
0
697
125
9
5
43
19
135
82
15
15
25
34
0
52
10
187
64
0
15
11
33
241
8
0
489
30
0
164
7
1,069
34
48
10
221
694
28
254
190
28
112
364
589
3
3,689
28
153
59
26
65
80
365
9
791
7
111
65
36
3
1,714
186
17
292
9
240
361
9
77
22
19
146
110
165
3
2
30
14
0
503
43
3
1
52
11
42
40
4
32
14
34
1
61
5
80
24
0
6
3
17
261
1
3
245
21
0
63
4
600
10
20
4
73
241
70
145
18
9
129
62
522
1
1,921
8
140
15
3
4
27
128
9
1,224
3
42
65
31
0
436
50
3
122
11
42
91
22
38
41
31
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
32
RTIX
REGN
RRI
REMC
REM
RCII
RGEN
RSG
RIMM
RMD
RSTO
RETK
RFMD
RNA
RHT
RAD
ROAD
ROK
COL
ROST
RDC
ROXI
RY
RCL
RD
RGLD
RPM
RSAS
RI
SONE
TSG
SAFC
SFNT
SWY
SLXP
SNDK
SANM
SAP
SLE
SBC
HSIC
SGP
SLB
SCHN
SCH
SCLN
SGMS
SFA
SCIO
SEAC
STX
SEE
S
SEIC
SCSS
SEM
SRE
SMTC
SXT
SEPR
SRNA
SRA
SHRP
SC
SHW
SHPGY
SKO
SHFL
SCRI
SEBL
SIE
SRP
SWIR
SIAL
SIMGE
SLAB
SSTI
Regeneration Technologies, Inc.
Regeneron Pharmaceuticals, Inc.
Reliant Resources, Inc.
REMEC, Inc.
Remington Oil & Gas Corporation
Rent-A-Center, Inc.
Repligen Corporation
Republic Services Inc.-CL A
Research in Motion
ResMed Inc.
Restoration Hardware, Inc.
Retek Inc.
RF Micro Devices, Inc.
Ribapharm Inc.
Right Management Consultants, Inc.
Rite Aid Corporation
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.
S1 Corporation
Sabre Holdings Corp.
SAFECO Corporation
SafeNet, Inc.
Safeway, Inc.
Salix Pharmaceuticals, Ltd.
SanDisk Corporation
Sanmina SCI Corporation
SAP AG
Sara Lee Corporation
SBC Communications, Inc.
Schein (Henry), Inc.
Schering-Plough Corporation
Schlumberger Limited
Schnitzer Steel Industries, Inc.
Schwab Corporation (The Charles)
SciClone Pharmaceuticals, Inc.
Scientific Games Corporation
Scientific-Atlanta, Inc.
Scios Inc.
SeaChange International, Inc.
Seagate Technology
Sealed Air Corporation “New”
Sears, Roebuck and Company
SEI Investments Company
Select Comfort Corporation
Select Medical Corporation
Sempra Energy
Semtech Corporation
Sensient Technologies Corporation
Sepracor, Inc.
SERENA Software, Inc.
Serono SA
Sharper Image Corp.
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
Sierra Wireless, Inc.
Sigma-Aldrich Corporation
Silicon Image, Inc.
Silicon Laboratories, Inc.
Silicon Storage Technology, Inc.
Total
11,933
94,015
98,633
36
11,744
19,960
12,410
24,210
146,865
15,084
2,564
10,981
318,002
8,722
15,728
156,115
11,190
28,216
10,352
29,798
31,828
53,021
8,490
52,730
263,767
134,555
13,337
866
20,243
3,061
12,473
26,207
33,596
121,189
112
317,653
152,320
99,393
28,671
333,697
31,694
456,277
286,870
30,966
226,664
10,677
21,414
87,543
70,384
17,292
218,607
44,068
723,020
8,788
24,002
27,060
3,702
15,950
13,830
348,316
21,703
8,472
36,304
17,450
3,602
68,501
3,065
25,158
67,004
420,504
37,862
18,028
8,738
37,327
17,246
78,524
60,743
Contract Volume
Callff
Put
9,974
63,934
76,223
33
9,850
10,344
9,040
22,863
76,121
7,863
2,239
7,778
264,761
8,557
11,992
134,087
6,767
24,979
6,174
18,466
23,643
36,396
5,546
22,698
170,869
95,516
10,327
695
10,983
1,583
7,643
19,127
22,738
68,602
95
195,543
129,238
54,506
17,145
230,481
25,027
282,080
207,898
18,991
151,482
8,306
18,808
62,727
35,494
14,435
136,207
24,053
431,581
5,956
19,469
20,731
2,341
12,030
2,701
240,578
13,309
6,893
23,725
13,695
1,356
50,551
1,886
11,209
51,743
287,309
28,742
9,362
6,613
25,035
15,582
44,288
42,509
1,959
30,081
22,410
3
1,894
9,616
3,370
1,347
70,744
7,221
325
3,203
53,241
165
3,736
22,028
4,423
3,237
4,178
11,332
8,185
16,625
2,944
30,032
92,898
39,039
3,010
171
9,260
1,478
4,830
7,080
10,858
52,587
17
122,110
23,082
44,887
11,526
103,216
6,667
174,197
78,972
11,975
75,182
2,371
2,606
24,816
34,890
2,857
82,400
20,015
291,439
2,832
4,533
6,329
1,361
3,920
11,129
107,738
8,394
1,579
12,579
3,755
2,246
17,950
1,179
13,949
15,261
133,195
9,120
8,666
2,125
12,292
1,664
34,236
18,234
Average Daily Volume
Total
Call
Put
47
373
391
0
47
79
98
96
583
60
10
44
1,262
35
62
620
44
112
41
118
126
210
34
209
1,047
534
53
3
80
12
49
104
153
481
0
1,261
604
394
114
1,324
126
1,811
1,138
508
899
71
85
347
279
69
911
175
2,869
35
95
107
15
63
55
1,382
86
34
144
69
14
272
12
100
266
1,669
150
72
168
148
68
312
241
40
254
302
0
39
41
72
91
302
31
9
31
1,051
34
48
532
27
99
25
73
94
144
22
90
678
379
41
3
44
6
30
76
104
272
0
776
513
216
68
915
99
1,119
825
311
601
55
75
249
141
57
568
95
1,713
24
77
82
9
48
11
955
53
27
94
54
5
201
7
44
205
1,140
114
37
127
99
62
176
169
8
119
89
0
8
38
27
5
281
29
1
13
211
1
15
87
18
13
17
45
32
66
12
119
369
155
12
1
37
6
19
28
50
209
0
485
92
178
46
410
26
691
313
196
298
16
10
98
138
11
343
79
1,157
11
18
25
5
16
44
428
33
6
50
15
9
71
5
55
61
529
36
34
41
49
7
136
72
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
SIVB
SPG
SINA
SIRI
SKM
SKX
SKIL
SWKS
SLM
SII
SFD
SSCC
SOHU
SLR
SOI
SAH
SONO
SONS
SNE
SO
SUG
SOTR
LUV
SOV
SBSA
FON
PCS
SPW
STJ
SPC
STGS
SPF
SPLS
SBUX
HOT
STT
STN
STEL
SRCL
STE
SWC
STM
STK
SSYS
SYK
SLF
SUNW
SU
SDS
SUN
SRZ
STI
SCON
SUPG
SVU
SPRT
SUREE
SRDX
SWFT
SY
SCMR
SLVN
SYMC
SBL
SNPS
SYNO
SNV
SYY
TROW
TSM
TTWO
TALK
TALX
TNOX
TGT
TARO
TCO
Silicon Valley Bancshares
Simon Property Group, Inc.
SINA Corporation
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
Sohu.com Inc.
Solectron Corporation
Solutia Inc.
Sonic Automotive, Inc.
SonoSite, Inc.
Sonus Networks, Inc.
Sony Corporation ADR
Southern Company (The)
Southern Union Company
Southtrust Corp.
Southwest Airlines Co.
Sovereign Bancorp, Inc.
Spanish Broadcasting System, Inc.
Sprint Corporation
Sprint Corporation PCS Group
SPX Corporation
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
Stillwater Mining Company
STMicroelectronics N.V.
Storage Technology Corporation
Stratasys, Inc.
Stryker Corporation
Sun Life Financial Services of Canada, Inc.
Sun Microsystems, Inc.
Suncor Energy, Inc.
SunGard Data Systems Inc.
Sunoco, Inc.
Sunrise Senior Living, Inc.
SunTrust Banks, Inc.
Superconductor Technologies, Inc.
SuperGen, Inc.
SUPERVALU, Inc.
SupportSoft, Inc.
SureBeam Corporation
SurModics, Inc.
Swift Transporation Co., Inc.
Sybase, Inc.
Sycamore Networks, Inc.
Sylvan Learning Systems, Inc.
Symantec Corporation
Symbol Technologies, Inc.
Synopsys, Inc.
Synovis Life Technologies, Inc.
Synovous Financial Corp.
Sysco Corporation
T. Rowe Price Group, Inc.
Taiwan Semiconductor Manufacturing Company Ltd.
Take-Two Interactive Software
Talk America Holdings Inc.
TALX Corporation
Tanox, Inc.
Target Corporation
Taro Pharmaceutical Industries Ltd.
Taubman Centers, Inc.
Total
15,771
9,061
671,915
347,643
3,591
12,503
454
94,878
98,879
47,097
16,063
7,082
523,247
94,285
1,154
8,298
5,659
170,427
74,918
73,871
761
3,255
100,370
43,731
4,703
105,688
123,789
76,000
99,798
17,596
9,929
32,569
23,992
337,126
64,644
39,641
20,937
4,386
51,674
17,758
31,052
55,473
49,039
203
50,890
6,866
626,438
65,716
3,999
7,917
32,681
44,472
1,922
31,858
12,344
3,430
33,090
12,566
5,835
13,056
63,169
10,491
190,485
26,982
97,248
17,797
24,554
96,801
30,122
239,494
144,902
23,276
20,955
12,520
179,460
30,485
54,566
Contract Volume
Callff
Put
4,778
7,007
446,900
322,035
2,279
8,789
400
73,365
55,040
35,090
7,879
5,403
330,698
66,609
725
5,616
3,798
139,506
56,049
56,385
761
2,758
80,553
36,833
2,954
51,777
97,363
55,253
61,845
12,387
9,005
17,182
14,595
237,348
38,296
30,540
12,861
3,680
20,935
11,031
16,839
28,407
42,926
83
17,607
6,502
445,330
53,987
2,971
4,653
18,409
28,608
1,576
25,956
8,538
3,058
27,815
4,032
4,561
8,253
57,911
7,465
105,401
17,137
60,161
11,977
19,655
58,718
19,520
180,848
81,949
18,540
15,460
5,488
112,308
21,145
40,773
10,993
2,054
225,015
25,608
1,312
3,714
54
21,513
43,839
12,007
8,184
1,679
192,549
27,676
429
2,682
1,861
30,921
18,869
17,486
497
19,817
6,898
1,749
53,911
26,426
20,747
37,953
5,209
924
15,387
9,397
99,778
26,348
9,101
8,076
706
30,739
6,727
14,213
27,066
6,113
120
33,283
364
181,108
11,729
1,028
3,264
14,272
15,864
346
5,902
3,806
372
5,275
8,534
1,274
4,803
5,258
3,026
85,084
9,845
37,087
5,820
4,899
38,083
10,602
58,646
62,953
4,736
5,495
7,032
67,152
9,340
13,793
Average Daily Volume
Total
Call
Put
63
36
2,800
1,380
14
50
2
377
392
187
64
28
2,217
374
5
33
22
676
297
293
9
13
398
174
19
419
491
302
396
70
39
129
95
1,338
257
157
83
17
205
70
123
220
195
41
202
27
2,486
261
16
31
130
176
84
126
49
54
131
50
23
52
251
42
756
107
386
178
97
384
120
950
575
92
83
50
712
121
333
19
28
1,862
1,278
9
35
2
291
218
139
31
21
1,401
264
3
22
15
554
222
224
9
11
320
146
12
205
386
219
245
49
36
68
58
942
152
121
51
15
83
44
67
113
170
17
70
26
1,767
214
12
18
73
114
69
103
34
49
110
16
18
33
230
30
418
68
239
120
78
233
77
718
325
74
61
22
446
84
249
44
8
938
102
5
15
0
85
174
48
32
7
816
110
2
11
7
123
75
69
2
79
27
7
214
105
82
151
21
4
61
37
396
105
36
32
3
122
27
56
107
24
24
132
1
719
47
4
13
57
63
15
23
15
6
21
34
5
19
21
12
338
39
147
58
19
151
42
233
250
19
22
28
266
37
84
33
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
34
TCB
TECD
TECH
TE
TK
TEK
TDY
TEF
TMX
TNE
TDS
TTEC
TLAB
THC
TER
TERN
TSO
TEVA
TXN
BCO
SSP
FINL
GS
SJM
MEDC
NLS
NMGA
PBG
PGR
REY
RYL
SMG
SGR
TSA
GRTS
TTN
THER
TOC
THOR
THQI
TDW
TIF
TWX
TKR
TIVO
TJX
TOL
TOM
TOO
TR
TD
TOT
TWR
TM
TOY
TSCO
TRAD
TKTX
TMTA
RIG
TAPA
TAPB
TRR
TRI
TRB
TRMS
TQNT
TRZ
TTMI
TZA
TVX
TWTR
TXU
TYC
TSN
TCF Financial Corporation
Tech Data Corporation
Techne Corporation
TECO Energy, Inc.
Teekay Shipping Corporation
Tektronix Inc.
Teledyne Technologies, Inc.
Telefonica de Espana, S.A. ADR
Telefonos de Mexico, S.A. de C.V. ADR
TeleNorte Leste Participacoes SA ADS
Telephone & Data Systems, Inc.
TeleTech Holdings, Inc.
Tellabs, Inc.
Tenet Healthcare Corporation
Teradyne, Inc.
Terayon Communication Systems, Inc.
Tesoro Petroleum Corporation
Teva Pharmaceutical Industries Ltd. ADR
Texas Instruments Incorporated
The Brink’s Company
The E.W. Scripps Company
The Finish Line - CL A
The Goldman Sachs Group, Inc.
The J.M. Smucker Company
The Med-Design Corporation
The Nautilus Group, Inc.
The Neiman Marcus Group, Inc. Class A
The Pepsi Bottling Group, Inc.
The Progressive Corporation
The Reynolds and Reynolds Company
The Ryland Group, Inc.
The Scotts Company
The Shaw Group, Inc.
The Sports Authority, Inc.
The Gart Sports Company (ADJ)
The Titan Corporation
Therasense, Inc.
Thomson Corporation
Thoratec Corporation
THQ Inc.
Tidewater, Inc.
Tiffany & Co.
Time Warner, Inc.
Timken Company (The)
TiVo, Inc.
TJX Companies, Inc. (The)
Toll Brothers, Inc.
Tommy Hilfiger Corporation
TOO, Inc.
Tootsie Roll Industries, Inc.
Toronto Dominion Bank
Total S.A. (ADR)
Tower Automotive, Inc.
Toyota Motor Corporation ADR
Toys “R” Us, Inc.
Tractor Supply Company
Tradestation Group, Inc.
Transkaryotic Therapies, Inc.
Transmeta Corporation (New)
Transocean Inc.
Travelers Property Casualty Corp. Class A
Travelers Property Casualty Corporation Class B
TRC Companies, Inc.
Triad Hospitals
Tribune Company
Trimeris Inc.
Triquint Semiconductor, Inc.
Trizec Properties, Inc. (New)
TTM Technologies, Inc.
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)
Total
2,437
28,561
9,459
128,363
5,924
10,325
841
3,085
257,590
2,515
2,278
9,411
56,980
215,865
68,637
28,013
17,860
180,166
1,132,988
10,784
3,274
37,229
574,348
3,949
15,067
121,744
446
15,164
31,401
1,141
65,885
16,596
62,234
8,980
437
24,007
30,349
2,465
66,021
45,380
36,292
29,150
4,237,362
783
139,202
78,654
101,700
46,801
30,090
5,740
26,245
27,144
5,210
21,045
97,567
41,816
6,060
28,014
5,875
226,409
58,795
13,619
1,073
59,870
30,924
43,873
69,085
8,772
616
106,528
1,159
9,969
60,269
1,420,709
31,793
Contract Volume
Callff
Put
1,640
14,078
7,756
45,420
3,189
8,724
518
2,752
128,352
1,805
1,224
8,268
37,425
133,979
40,137
23,831
15,126
114,423
716,108
8,326
1,367
31,694
317,202
2,619
8,054
77,170
185
11,986
19,320
748
32,627
9,222
31,321
7,632
223
18,032
23,473
968
51,486
34,890
30,243
16,707
2,911,290
608
106,548
54,058
55,364
33,377
16,890
4,964
24,275
16,361
3,767
14,385
49,560
28,997
5,099
22,239
4,731
186,852
48,258
9,936
928
35,102
15,211
30,782
56,106
5,578
569
75,722
864
7,498
25,094
874,817
19,492
797
14,483
1,703
82,943
2,735
1,601
323
333
129,238
710
1,054
1,143
19,555
81,886
28,500
4,182
2,734
65,743
416,880
2,458
1,907
5,535
257,146
1,330
7,013
44,574
261
3,178
12,081
393
33,258
7,374
30,913
1,348
214
5,975
6,876
1,497
14,535
10,490
6,049
12,443
1,326,072
175
32,654
24,596
46,336
13,424
13,200
776
1,970
10,783
1,443
6,660
48,007
12,819
961
5,775
1,144
39,557
10,537
3,683
145
24,768
15,713
13,091
12,979
3,194
47
30,806
295
2,471
35,175
545,892
12,301
Average Daily Volume
Total
Call
Put
10
113
38
509
24
41
3
12
1,022
10
9
37
226
857
272
262
71
715
4,496
43
13
148
2,279
16
60
483
2
60
125
5
261
66
247
36
2
95
120
10
262
180
144
116
16,815
3
552
312
404
186
119
23
104
108
21
84
387
166
57
111
137
898
233
54
4
238
123
174
274
35
12
423
5
40
239
5,638
126
7
56
31
180
13
35
2
11
509
7
5
33
149
532
159
223
60
454
2,842
33
5
126
1,259
10
32
306
1
48
77
3
129
37
124
30
1
72
93
4
204
138
120
66
11,553
2
423
215
220
132
67
20
96
65
15
57
197
115
48
88
110
741
192
39
4
139
60
122
223
22
11
300
3
30
100
3,471
77
3
57
7
329
11
6
1
1
513
3
4
5
78
325
113
39
11
261
1,654
10
8
22
1,020
5
28
177
1
13
48
2
132
29
23
5
1
24
27
6
58
42
24
49
5,262
1
130
98
184
53
52
3
8
43
6
26
191
51
9
23
27
157
42
15
1
98
62
52
52
13
1
122
1
10
140
2,166
49
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
USB
UAL
UBS
UCI
ULTE
UPL
UTEK
UBB
UN
UNP
UIS
UNT
UDI
UIC
UMC
UNFI
UNTD
UPS
URI
X
USTR
UTX
UTHR
UNH
UHS
UOPX
UVN
UCL
UNA
UNM
URBN
UAIR
USON
USNA
USU
USG
UST
UTSI
VFC
LNUX
VRX
VLO
VCLK
VRC
VAR
VARI
VSEA
VXGN
VGR
VECO
VNX
VRNT
VRSN
VRST
VTS
VRTS
VRTY
VZ
VRTX
VIA
VIAB
VICR
VISG
VIP
VSH
VC
EYE
VWKS
VTSS
V
VVUS
VOD
BER
WB
U.S. Bancorp
UAL Corporation
UBS AG
UICI
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 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.
UnitedHealth Group
Universal Health Services, Inc.
University of Phoenix Online
Univision Communications Inc.
Unocal Corporation
UNOVA, Inc.
Unumprovident Corporation
Urban Outfitters, Inc.
US Airways Group, Inc. (New)
US Oncology, Inc.
USANA Health Sciences, Inc.
USEC, Inc.
USG Corporation
UST Inc.
UTStarcom, Inc.
V.F. Corporation
VA Software Corporation
Valeant Pharmaceuticals International
Valero Energy Corporation
ValueClick, Inc.
Varco International, Inc.
Varian Associates, Inc.
Varian Inc.
Varian Semiconductor Equipment Associates, Inc.
VaxGen, Inc.
Vector Group Ltd.
Veeco Instruments Inc.
Veridan Corporation
Verint Systems, Inc.
Verisign Inc.
Verisity Ltd.
Veritas DGC, Inc.
VERITAS Software Corporation
Verity, Inc.
Verizon Communications, Inc.
Vertex Pharmaceuticals, Inc.
Viacom, Inc. Class A
Viacom, Inc. Class B
Vicor Corporation
Viisage Technology, Inc.
VimpelCom
Vishay Intertechnology, Inc.
Visteon Corp.
VISX, Incorporated
VitalWorks Inc.
Vitesse Semiconductor Corporation
Vivendi SA
VIVUS, Inc.
Vodafone Group PLC ADR
W.R. Berkley Corporation
Wachovia Corporation
Total
201,125
309,453
35,804
27,132
6,266
31,527
26,478
13,430
20,074
32,472
23,382
5,972
1,934
3,630
21,387
4,525
139,286
1,652,254
12,742
93,771
6,738
203,954
21,112
230,005
43,101
4,329
25,640
22,693
4,618
16,729
30,678
1,147
14,188
1,693
2,506
919,439
25,785
211,922
2,936
8,026
148,202
142,236
20,257
12,627
33,746
9,134
19,730
161,456
17,383
21,707
14,952
5,596
116,918
3,894
11,547
268,712
18,030
669,939
26,014
33,619
424,673
2,185
15,690
45,114
56,354
47,360
65,524
3,534
105,750
64,538
7,905
135,756
18,696
448,084
Contract Volume
Callff
Put
170,770
102,239
26,486
22,120
4,409
28,579
16,626
8,540
10,229
15,936
18,481
4,499
1,714
2,292
18,004
2,582
82,177
1,354,438
9,890
44,872
3,684
121,505
12,202
140,846
23,483
2,700
15,085
14,517
3,193
10,664
19,754
696
8,980
733
2,300
577,399
20,841
161,179
958
6,436
126,560
99,720
16,161
3,659
15,564
3,929
9,872
115,968
10,951
16,122
10,717
3,982
86,642
2,609
6,947
177,661
12,498
422,005
14,238
23,071
235,938
1,548
14,454
34,560
32,237
34,318
53,484
2,918
89,072
53,555
6,979
106,263
14,722
375,704
30,355
207,214
9,318
5,012
1,857
2,948
9,852
4,890
9,845
16,536
4,901
1,473
220
1,338
3,383
1,943
57,109
297,816
2,852
48,899
3,054
82,449
8,910
89,159
19,618
1,629
10,555
8,176
1,425
6,065
10,924
451
5,208
960
206
342,040
4,944
50,743
1,978
1,590
21,642
42,516
4,096
8,968
18,182
5,205
9,858
45,488
6,432
5,585
4,235
1,614
30,276
1,285
4,600
91,051
5,532
247,934
11,776
10,548
188,735
637
1,236
10,554
24,117
13,042
12,040
616
16,678
10,983
926
29,493
3,974
72,380
Average Daily Volume
Total
Call
Put
798
1,228
142
108
25
125
105
53
80
129
93
24
8
14
85
18
553
6,557
51
372
27
809
84
913
171
17
102
90
115
66
122
27
56
7
10
3,649
102
841
12
32
588
564
136
50
134
36
78
641
69
86
59
45
464
15
46
1,066
72
2,658
103
133
1,685
9
62
179
224
188
260
14
420
256
31
539
74
1,778
678
406
105
88
17
113
66
34
41
63
73
18
7
9
71
10
326
5,375
39
178
15
482
48
559
93
11
60
58
80
42
78
16
36
3
9
2,291
83
640
4
26
502
396
108
15
62
16
39
460
43
64
43
32
344
10
28
705
50
1,675
57
92
936
6
57
137
128
136
212
12
353
213
28
422
58
1,491
120
822
37
20
7
12
39
19
39
66
19
6
1
5
13
8
227
1,182
11
194
12
327
35
354
78
6
42
32
36
24
43
10
21
4
1
1,357
20
201
8
6
86
169
27
36
72
21
39
181
26
22
17
13
120
5
18
361
22
984
47
42
749
3
5
42
96
52
48
2
66
44
4
117
16
287
35
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
36
WDR
WAG
WMT
WM
WCN
WMI
WGRD
WAT
WPI
WAVX
WCI
WFT
WEBX
HLTH
WEBM
WBSN
WTW
WC
WLP
WFC
WEN
WSTC
WDC
WWCA
WON
WY
WHR
WFMI
OATS
WMB
WSM
WSH
WIND
WIN
WGO
WFII
WOR
WMGI
WYE
XEL
XRX
XLNX
XL
XMSR
XOMA
XTO
YHOO
YELL
YRK
YUM
ZLC
ZBRA
ZMH
ZION
ZIXI
ZRAN
Waddell & Reed Financial, Inc.
Walgreen Company
Wal-Mart Stores, Inc.
Washington Mutual, Inc.
Waste Connections, Inc.
Waste Management, Inc.
WatchGuard Technologies, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
Wave Systems Corporation
WCI Communities, Inc. (New)
Weatherford International, Inc.
WebEx Communications, Inc.
WebMD Corporation
WebMethods,Inc.
Websense, Inc.
Weight Watchers International, Inc.
WellChoice, Inc.
WellPoint Health Networks Inc.
Wells Fargo & Company
Wendy’s International, Inc.
West Corporation
Western Digital Corporation
Western Wireless Corporation (Class A)
Westwood One, Inc.
Weyerhaeuser Company
Whirlpool Corporation
Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Williams Companies, Inc. (The)
Williams-Sonoma, Inc.
Willis Group Holdings Limited
Wind River Systems, Inc.
Winn-Dixie Stores, Inc.
Winnebago Industries, Inc.
Wireless Facilities, Inc.
Worthington Industries, Inc.
Wright Medical Group, Inc.
Wyeth
Xcel Energy, Inc.
Xerox Corporation
Xilinix, Inc.
XL Capital LTD
XM Satellite Radio Holdings, Inc.
XOMA Ltd.
XTO Energy Inc.
Yahoo! Inc.
Yellow Roadway Corporation
York International Corporation
YUM! Brands, Inc.
Zale Corporation
Zebra Technologies, Inc.
Zimmer Holdings, Inc.
Zions Bancorporation
Zix Corporation
Zoran Corp.
Total
6,061
106,151
1,391,781
278,400
21,306
112,234
2,561
3,290
61,678
14,551
673
44,138
93,918
80,830
6,725
7,737
23,217
11,035
74,502
555,032
18,681
1,672
334,622
30,531
438
46,652
45,971
59,158
16,718
559,127
37,360
30,315
1,180
39,064
36,408
824
6,284
9,483
292,354
50,845
314,624
438,796
10,021
1,496,986
100,742
2,947
1,093,992
57,680
11,312
34,771
29,782
44,504
75,496
6,967
46,394
60,504
Contract Volume
Callff
Put
2,743
56,808
948,323
214,697
13,956
79,717
1,882
1,947
42,370
9,096
647
30,248
61,310
61,522
5,257
6,374
12,514
5,290
40,163
244,064
10,248
904
245,536
24,126
331
30,487
22,863
33,496
11,234
361,073
24,073
19,416
729
23,066
21,972
715
4,230
7,837
182,540
41,886
193,511
240,658
5,194
1,173,061
60,738
1,809
618,556
33,849
9,714
21,749
18,521
25,725
57,367
5,587
38,898
38,750
3,318
49,343
443,458
63,703
7,350
32,517
679
1,343
19,308
5,455
26
13,890
32,608
19,308
1,468
1,363
10,703
5,745
34,339
310,968
8,433
768
89,086
6,405
107
16,165
23,108
25,662
5,484
198,054
13,287
10,899
451
15,998
14,436
109
2,054
1,646
109,814
8,959
121,113
198,138
4,827
323,925
40,004
1,138
475,436
23,831
1,598
13,022
11,261
18,779
18,129
1,380
7,496
21,754
Average Daily Volume
Total
Call
Put
40
421
5,523
1,105
85
445
10
13
245
58
20
175
373
321
27
31
92
46
296
2,203
74
7
1,328
121
2
185
182
235
66
2,219
148
120
5
155
144
3
25
38
1,160
202
1,249
1,741
40
5,940
400
12
4,341
229
45
138
118
177
300
28
184
240
18
225
3,763
852
55
316
7
8
168
36
20
120
243
244
21
25
50
22
159
969
41
4
974
96
1
121
91
133
45
1,433
96
77
3
92
87
3
17
31
724
166
768
955
21
4,655
241
7
2,455
134
39
86
73
102
228
22
154
154
22
196
1,760
253
29
129
3
5
77
22
1
55
129
77
6
5
42
24
136
1,234
33
3
354
25
0
64
92
102
22
786
53
43
2
63
57
0
8
7
436
36
481
786
19
1,285
159
5
1,887
95
6
52
45
75
72
5
30
86
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
73
MSFT
TWX
CSCO
GE
INTC
C
IBM
HPQ
EP
DELL
ORCL
UPS
JPM
MO
XMSR
NXTL
EBAY
TYC
QCOM
WMT
GM
PFE
AMZN
AMAT
CE
TXN
HD
YHOO
CPN
XOM
NOK
DRYR
BAC
AMD
USG
F
MU
BSX
AMGN
NEM
JNJ
MRK
LU
BRCM
AIG
EMC
KLAC
AMR
MMM
S
KO
SINA
VZ
MER
EK
BBY
SUNW
IMCL
GS
BMY
WMB
WFC
IACI
ELN
RMBS
PSFT
NVLS
MWD
SOHU
GLW
HAL
RJR
CFC
Microsoft Corporation
Time Warner, Inc.
Cisco Systems, Inc.
General Electric Company
Intel Corporation
Citigroup, Inc.
International Business Machines Corporation
Hewlett-Packard Company
El Paso Corporation
Dell Computer Corp.
Oracle Corporation
United Parcel Service, Inc.
J.P. Morgan Chase & Co.
Altria Group, Inc.
XM Satellite Radio Holdings, Inc.
NEXTEL Communications, Inc. (Class A)
eBay, Inc.
Tyco International Limited
QUALCOMM, Inc.
Wal-Mart Stores, Inc.
General Motors Corporation
Pfizer Inc.
Amazon.Com Inc.
Applied Materials, Inc.
Concord EFS, Inc.
Texas Instruments Incorporated
Home Depot, Inc. (The)
Yahoo! Inc.
Calpine Corporation
Exxon Mobil Corporation
Nokia Corporation ADR
Dreyer’s Grand Ice Cream, Inc.
Bank of America Corporation
Advanced Micro Devices, Inc.
USG Corporation
Ford Motor Company
Micron Technology, Inc.
Boston Scientific Corporation
Amgen, Inc.
Newmont Mining Corporation
Johnson & Johnson
Merck & Co., Inc.
Lucent Technologies, Inc.
Broadcom, Inc.
American International Group, Inc.
EMC Corporation
KLA Instruments Corporation
AMR Corporation
3M Company
Sears, Roebuck and Company
Coca-Cola Company (The)
SINA Corporation
Verizon Communications, Inc.
Merrill Lynch & Co., Inc.
Eastman Kodak Company
Best Buy Co., Inc.
Sun Microsystems, Inc.
ImClone Systems Incorporated
The Goldman Sachs Group, Inc.
Bristol-Myers Squibb Company
Williams Companies, Inc. (The)
Wells Fargo & Company
InterActiveCorp
Elan Corporation PLC ADR
Rambus, Inc.
PeopleSoft Inc.
Novellus Systems, Inc.
Morgan Stanley
Sohu.com Inc.
Corning Incorporated
Halliburton Company
R.J. Reynolds Tobacco Company
Countrywide Financial Corporation
Total
5,172,562
4,237,362
3,559,246
3,384,909
3,162,186
2,623,857
2,335,170
2,089,782
2,006,310
1,940,265
1,713,241
1,652,254
1,615,303
1,590,355
1,496,986
1,469,207
1,436,203
1,420,709
1,413,888
1,391,781
1,390,420
1,276,727
1,239,078
1,221,864
1,175,450
1,132,988
1,125,547
1,093,992
1,070,893
1,051,024
1,011,283
1,008,659
946,542
944,455
919,439
918,124
905,851
902,339
864,526
843,947
841,542
837,484
817,083
766,205
763,657
752,793
751,326
745,767
723,702
723,020
681,413
671,915
669,939
655,633
631,766
631,678
626,438
604,855
574,348
568,438
559,127
555,032
551,233
549,256
541,815
539,724
532,572
523,490
523,247
512,215
507,686
507,657
504,928
Contract Volume
Callff
Put
3,580,215
2,911,290
2,373,836
2,312,926
2,139,920
1,756,917
1,257,157
1,431,260
1,255,134
1,348,477
1,296,311
1,354,438
1,025,962
888,340
1,173,061
1,044,494
754,134
874,817
929,713
948,323
682,291
892,204
539,603
734,265
633,810
716,108
801,251
618,556
512,362
820,184
734,580
618,596
625,031
624,860
577,399
462,995
674,137
563,232
600,525
594,873
544,865
526,962
695,236
496,159
469,087
573,081
404,411
438,651
398,902
431,581
486,566
446,900
422,005
410,785
335,751
396,915
445,330
442,425
317,202
416,526
361,073
244,064
350,249
394,186
431,987
384,739
282,438
360,228
330,698
397,978
357,980
199,277
307,038
1,592,347
1,326,072
1,185,410
1,071,983
1,022,266
866,940
1,078,013
658,522
751,176
591,788
416,930
297,816
589,341
702,015
323,925
424,713
682,069
545,892
484,175
443,458
708,129
384,523
699,475
487,599
541,640
416,880
324,296
475,436
558,531
230,840
276,703
390,063
321,511
319,595
342,040
455,129
231,714
339,107
264,001
249,074
296,677
310,522
121,847
270,046
294,570
179,712
346,915
307,116
324,800
291,439
194,847
225,015
247,934
244,848
296,015
234,763
181,108
162,430
257,146
151,912
198,054
310,968
200,984
155,070
109,828
154,985
250,134
163,262
192,549
114,237
149,706
308,380
197,890
Average Daily Volume
Total Call
Put
20,526
16,815
14,124
13,432
12,548
10,412
9,267
8,293
7,962
7,699
6,799
6,557
6,410
6,311
5,940
5,830
5,699
5,638
5,611
5,523
5,518
5,066
4,917
4,849
4,664
4,496
4,466
4,341
4,250
4,171
4,013
4,003
3,756
3,748
3,649
3,643
3,595
3,581
3,431
3,349
3,339
3,323
3,242
3,040
3,030
2,987
2,981
2,959
2,872
2,869
2,704
2,800
2,658
2,602
2,507
2,507
2,486
2,400
2,279
2,256
2,219
2,203
2,187
2,180
2,150
2,142
2,113
2,077
2,217
2,033
2,015
2,015
2,004
14,207
11,553
9,420
9,178
8,492
6,972
4,989
5,680
4,981
5,351
5,144
5,375
4,071
3,525
4,655
4,145
2,993
3,471
3,689
3,763
2,708
3,540
2,141
2,914
2,515
2,842
3,180
2,455
2,033
3,255
2,915
2,455
2,480
2,480
2,291
1,837
2,675
2,235
2,383
2,361
2,162
2,091
2,759
1,969
1,861
2,274
1,605
1,741
1,583
1,713
1,931
1,862
1,675
1,630
1,332
1,575
1,767
1,756
1,259
1,653
1,433
969
1,390
1,564
1,714
1,527
1,121
1,429
1,401
1,579
1,421
791
1,218
6,319
5,262
4,704
4,254
4,057
3,440
4,278
2,613
2,981
2,348
1,654
1,182
2,339
2,786
1,285
1,685
2,707
2,166
1,921
1,760
2,810
1,526
2,776
1,935
2,149
1,654
1,287
1,887
2,216
916
1,098
1,548
1,276
1,268
1,357
1,806
920
1,346
1,048
988
1,177
1,232
484
1,072
1,169
713
1,377
1,219
1,289
1,157
773
938
984
972
1,175
932
719
645
1,020
603
786
1,234
798
615
436
615
993
648
816
453
594
1,224
785
37
CBOE Top 100 Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
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
FRE
MCD
T
NTES
DNA
COF
NFLX
SGP
MIRKQ
JNPR
WB
ACF
ERTS
XLNX
NT
VIAB
SEBL
PG
HMY
DIS
FNM
FRX
CA
JDSU
MOT
PEP
DAL
Federal Home Loan Mortgage Corporation (Freddie Mac)
McDonald’s Corporation
AT&T Corporation
Netease.com, Inc. -ADR
Genentech, Inc.
Capital One Financial Corporation
NetFlix Inc.
Schering-Plough Corporation
Mirant Corporation
Juniper Networks, Inc.
Wachovia Corporation
AmeriCredit Corporation
Electronic Arts, Inc.
Xilinix, Inc.
Nortel Networks Corporation
Viacom, Inc. Class B
Siebel Systems, Inc.
Procter & Gamble Company (The)
Harmony Gold Mining Company Limited
Disney (The Walt) Holding Co.
Fannie Mae
Forest Laboratories, Inc.
Computer Associates International, Inc.
JDS Uniphase Corp.
Motorola, Inc.
PepsiCo, Inc.
Delta Air Lines, Inc.
Total
504,422
502,860
502,751
490,489
485,135
472,577
461,149
456,277
451,410
450,113
448,084
441,288
440,077
438,796
425,059
424,673
420,504
420,380
419,944
412,391
411,113
405,503
403,412
399,442
397,397
396,942
389,795
Contract Volume
Callff
Put
289,504
355,904
333,271
283,887
255,539
244,094
280,835
282,080
260,322
259,128
375,704
338,384
237,679
240,658
363,121
235,938
287,309
269,274
305,220
288,884
192,082
241,192
214,774
314,102
270,400
292,381
166,047
214,918
146,956
169,480
206,602
229,596
228,483
180,314
174,197
191,088
190,985
72,380
102,904
202,398
198,138
61,938
188,735
133,195
151,106
114,724
123,507
219,031
164,311
188,638
85,340
126,997
104,561
223,748
Average Daily Volume
Total
Call
Put
2,002
1,995
1,995
2,885
1,925
1,875
1,830
1,811
1,791
1,786
1,778
1,751
1,746
1,741
1,687
1,685
1,669
1,668
1,666
1,636
1,631
1,609
1,601
1,585
1,577
1,575
1,547
1,149
1,412
1,323
1,670
1,014
969
1,114
1,119
1,033
1,028
1,491
1,343
943
955
1,441
936
1,140
1,069
1,211
1,146
762
957
852
1,246
1,073
1,160
659
853
583
673
1,215
911
907
716
691
758
758
287
408
803
786
246
749
529
600
455
490
869
652
749
339
504
415
888
INDEX OPTIONS-2003
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.
SPX TM(Standard & Poor’s 500 Index Options): July 1, 1983 (American-style), April 2, 1986 (European-style).
SPL (Standard & Poor’s Long-Dated Options): October 19, 1987.
SPX (Reduced-Value) LEAPS: January 21, 1991.
S&P SmallCap 600 Index Options (SML): June 5, 1995.
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.
Russell 1000® Index: October 27, 2003
Russell 1000® Growth Index: October 27, 2003
Russell 1000® Value Index: October 27, 2003
Russell 2000® Index: November 11, 1992
Russell 2000® Growth Index: October 28, 2003
Russell 2000® Value Index: October 28, 2003
Russell 3000® Index: October 29, 2003
Russell 3000® Growth Index: October 29, 2003
Russell 3000® Value Index: October 29, 2003
Russell Midcap® Index: October 30, 2003
Russell Midcap® Growth Index: October 30, 2003
Russell Midcap® Value Index: October 30, 2003
Chicago Board Options Exchange Indexes
CBOE Mexico Index Options (MEX): 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 Composite (GTC): September 28, 1996.
GSTI Hardware (GHA): September 28, 1996.
GSTI Internet (GIN): September 28, 1996.
GSTI Multimedia Networking (GIP): September 28, 1996.
GSTI Semiconductor (GSM): September 28, 1996.
GSTI Services (GSV): September 28, 1996.
GSTI Software (GSO): September 28, 1996.
Morgan Stanley Indexes
Morgan Stanley Biotech Index (MVB): October 22, 2001.
Morgan Stanley Retail Index (MVR): October 22, 2001.
Morgan Stanley Oil Services Index (MGO): October 22, 2001.
FLEX Options
CBOE trades options on Equity and Index FLexible Exchange Options®. FLEX® Options allow users to custom-tailor most contract terms, such as
expiration date, exercise style, exercise price, type, size, settlement and position limits. Visit www.cboe.com for a list of equities that are FLEX eligible.
Index FLEX options are available on 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—2003
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 European-style exercise (they generally may be exercised only on the last business day before the expiration
date). The exercise-settlement value, SET, is calculated using the first (opening) reported sales price in the primary market of each component stock on the
last business day before the expiration date. 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 near-term months plus 1 month from the March cycle. OEX options are Americanstyle 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 - 2003
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
21
21
21
21
22
21
21
23
19
22
252
4,029,741
3,752,293
5,111,228
4,314,077
3,509,775
4,001,054
3,750,325
3,359,845
3,910,277
3,958,211
3,275,549
3,983,791
46,956,166
4,518,451
5,005,878
5,526,553
4,879,769
5,026,755
5,617,665
5,359,606
4,948,659
5,780,992
6,088,382
4,729,597
6,383,619
63,865,926
8,548,192
8,758,171
10,637,781
9,193,846
8,536,530
9,618,719
9,109,931
8,308,504
9,691,269
10,046,593
8,005,146
10,367,410
110,822,092
407,057
460,956
506,561
437,802
406,501
458,034
414,088
395,643
461,489
436,808
421,323
471,246
439,770
Index 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
4,992,348
7,318,438
7,432,980
7,650,098
7,879,651
7,197,660
7,560,115
8,464,673
8,116,389
8,861,122
9,006,064
7,782,313
—
5,611,540
7,292,105
7,327,636
8,129,999
9,595,047
8,722,594
9,710,206
11,127,925
10,742,771
11,433,183
11,683,492
9,861,472
—
10,603,888
14,610,543
14,760,616
15,780,097
17,474,698
15,920,254
17,270,321
19,592,598
18,859,160
20,294,305
20,689,556
17,643,785
—
Call
$5,164,934,223
$3,564,327,238
$4,685,367,220
$5,508,753,006
$3,875,002,082
$5,127,115,491
$4,469,326,063
$4,054,306,291
$5,938,848,287
$4,902,701,265
$3,423,296,157
$9,356,295,403
$60,070,272,728
Dollar Volume
Put
$5,424,100,383
$6,111,131,870
$5,139,437,895
$3,988,608,101
$3,721,222,458
$3,886,074,983
$3,644,278,703
$4,994,334,557
$5,404,669,753
$4,378,312,780
$3,228,703,796
$4,228,823,461
$54,149,698,739
Total
$10,589,034,606
$9,675,459,108
$9,824,805,115
$9,497,361,107
$7,596,224,541
$9,013,190,474
$8,113,604,765
$9,048,640,848
$11,343,518,040
$9,281,014,045
$6,651,999,953
$13,585,118,864
$114,219,971,467
41
Total Index 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
$1,282
$950
$917
$1,277
$1,104
$1,281
$1,192
$1,207
$1,519
$1,239
$1,045
$2,349
$1,279
$1,200
$1,221
$930
$817
$740
$692
$680
$1,009
$935
$719
$683
$662
$848
$1,239
$1,105
$924
$1,033
$890
$937
$891
$1,089
$1,170
$924
$831
$1,310
$1,031
Average Contracts Per Trade
Call
Put
Total
20.2
22.7
20.5
20.4
19.7
19.9
19.4
19.9
20.1
20.6
20.7
22.6
20.5
22.2
22.7
20.5
22.4
22.8
23.3
22.5
23.8
24.3
25.3
27.1
28.1
23.6
21.2
22.7
20.5
21.4
21.4
21.7
21.2
22.1
22.4
23.2
24.1
25.7
22.2
Call
199,725
165,642
248,998
211,161
177,807
201,530
192,968
168,844
194,250
191,856
158,045
176,123
2,286,950
Transactions
Put
203,917
220,961
270,153
217,512
220,824
241,316
237,728
207,877
237,712
240,778
174,787
226,922
2,700,487
Total
403,641
386,603
519,151
428,673
398,631
442,846
430,696
376,721
431,962
432,634
332,832
403,045
4,987,436
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
8,548,192
8,758,171
10,637,781
9,193,846
8,536,530
9,618,719
9,109,931
8,308,504
9,691,269
10,046,593
8,005,146
10,367,410
110,822,092
2,305,699
2,283,378
4,178,588
2,925,522
3,188,404
4,135,818
3,181,369
2,852,967
3,842,018
3,433,040
2,759,325
2,804,026
37,890,154
1,408,270
1,811,487
2,030,329
1,602,743
1,842,527
1,645,799
1,877,334
1,909,417
2,276,213
2,705,016
1,875,000
2,382,080
23,366,215
1,290,461
994,419
1,178,830
1,211,860
1,234,157
1,194,357
1,581,212
1,122,860
1,122,730
1,232,274
1,368,474
1,508,326
15,039,960
ISE
960,043
1,034,508
1,572,101
1,370,626
1,277,397
1,742,861
1,851,373
1,491,830
1,682,064
2,085,249
1,807,124
2,274,821
19,149,997
Total
14,512,665
14,881,963
19,597,629
16,304,597
16,079,015
18,337,554
17,601,219
15,685,578
18,614,294
19,502,172
15,815,069
19,336,663
206,268,418
CBOE Share
58.9%
58.9%
54.3%
56.4%
53.1%
52.5%
51.8%
53.0%
52.1%
51.5%
50.6%
53.6%
53.7%
Total Index FLEX (MNX, NDX, QQQ, RUT, SPX) Contract Volume
Trading
Month
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
21
21
21
21
22
21
21
23
19
22
252
Contract Volume
Call
Put
4,327
2,130
9,777
60,866
572
12,055
1,950
1,744
9,300
3,276
1,543
9,946
117,486
49,458
1,360
17,055
92,635
505
11,439
7,821
100
8,742
4,181
1,407
13,144
207,847
Average Daily
Total
Volume
53,785
3,490
26,832
153,501
1,077
23,494
9,771
1,844
18,042
7,457
2,950
23,090
325,333
2,561
184
1,278
7,310
51
1,119
444
88
859
324
155
1,050
1,291
Total Index FLEX (MNX, NDX, QQQ, RUT, SPX)
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
165,215
165,109
163,543
162,709
161,397
165,405
164,963
163,588
164,758
164,639
164,589
180,077
—
257,086
224,262
232,731
264,709
264,629
270,842
274,893
273,443
272,843
249,443
249,305
268,418
—
Call
422,301
389,371
396,274
427,418
426,026
436,247
439,856
437,031
437,601
414,082
413,894
448,495
—
$67,650,986
$25,416,620
$210,694,725
$199,437,392
$3,864,816
$288,489,406
$4,008,000
$32,888,257
$277,535,014
$40,861,968
$21,042,745
$305,869,096
$1,477,759,025
Dollar Volume
Put
$335,658,414
$38,698,900
$40,090,186
$103,449,561
$12,019,500
$64,029,061
$19,970,650
$2,050,000
$35,327,598
$35,217,546
$18,357,101
$33,442,724
$738,311,241
Total
$403,309,400
$64,115,520
$250,784,911
$302,886,953
$15,884,316
$352,518,467
$23,978,650
$34,938,257
$312,862,612
$76,079,514
$39,399,846
$339,311,820
$2,216,070,266
Total Index FLEX (MNX, NDX, QQQ, RUT, SPX) 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
$15,635
$11,933
$21,550
$3,277
$6,757
$23,931
$2,055
$18,858
$29,842
$12,473
$13,638
$30,753
$12,578
$6,787
$28,455
$2,351
$1,117
$23,801
$5,597
$2,553
$20,500
$4,041
$8,423
$13,047
$2,544
$3,552
$7,499
$18,371
$9,346
$1,973
$14,749
$15,005
$2,454
$18,947
$17,341
$10,202
$13,356
$14,695
$6,812
Average Contracts Per Trade
Call
Put
Total
541
178
47
7,608
114
502
217
194
465
172
96
474
327
4,122
124
35
305
101
602
869
100
486
209
88
77
194
2,689
152
39
492
108
546
543
184
475
191
92
120
228
Call
Transactions
Put
8
12
208
8
5
24
9
9
20
19
16
21
359
12
11
485
304
5
19
9
1
18
20
16
171
1,071
Total
20
23
693
312
10
43
18
10
38
39
32
192
1,430
43
OEX® (S&P 100®) Contract Volume (includes LEAPS and FLEX)
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
21
21
21
21
22
21
21
23
19
22
252
Call
Contract Volume
Put
499,224
512,278
686,778
570,277
467,169
574,316
662,095
505,891
632,730
600,720
590,728
692,173
6,994,379
Average Daily
Volume
Total
555,024
639,715
689,128
560,406
614,340
708,391
586,307
504,786
658,952
643,432
554,368
634,764
7,349,613
1,054,248
1,151,993
1,375,906
1,130,683
1,081,509
1,282,707
1,248,402
1,010,677
1,291,682
1,244,152
1,145,096
1,326,937
14,343,992
50,202
60,631
65,519
53,842
51,500
61,081
56,746
48,127
61,509
54,094
60,268
60,315
56,921
OEX® (S&P 100®) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
130,389
107,562
115,985
97,530
88,394
112,641
105,946
95,453
114,798
115,422
102,714
104,013
—
121,183
130,711
131,724
138,693
141,823
132,392
133,629
138,392
137,495
163,190
145,130
150,475
—
Dollar Volume
Put
Call
251,572
238,273
247,709
236,223
230,217
245,033
239,575
233,845
252,293
278,612
247,844
254,488
—
$288,896,556
$258,576,950
$404,427,113
$313,331,147
$279,441,720
$443,261,802
$359,011,671
$261,738,823
$393,601,218
$362,904,148
$322,579,273
$463,383,864
$4,151,154,284
$334,173,990
$486,784,021
$414,586,783
$267,614,216
$255,542,782
$298,712,472
$273,133,298
$253,096,815
$290,248,789
$271,835,775
$206,422,753
$206,387,636
$3,558,539,330
Total
$623,070,545
$745,360,971
$819,013,896
$580,945,363
$534,984,502
$741,974,274
$632,144,969
$514,835,637
$683,850,007
$634,739,924
$529,002,026
$669,771,500
$7,709,693,614
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
$579
$505
$589
$549
$598
$772
$542
$517
$622
$604
$546
$669
$593
$602
$761
$602
$478
$416
$422
$466
$501
$440
$422
$372
$325
$484
$591
$647
$595
$514
$495
$578
$506
$509
$529
$510
$462
$505
$537
Average Contracts Per Trade
Call
Put
Total
13.4
15.4
14.5
13.2
12.3
14.0
14.4
13.4
15.0
14.5
15.3
17.9
14.4
13.1
14.7
13.1
13.0
12.6
14.2
12.7
12.7
13.3
14.0
14.7
15.5
13.6
13.2
15.0
13.8
13.1
12.5
14.1
13.5
13.0
14.1
14.2
15.0
16.6
14.0
Call
37,356
33,210
47,225
43,145
37,922
41,079
45,953
37,857
42,163
41,300
38,729
38,693
484,632
Transactions
Put
42,324
43,497
52,600
43,156
48,902
49,720
46,206
39,771
49,621
46,084
37,816
41,066
540,764
Total
79,679
76,707
99,826
86,301
86,824
90,799
92,159
77,629
91,784
87,384
76,545
79,759
1,025,395
XEO® (S&P 100® European Style) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
21
21
21
21
22
21
21
23
19
22
252
83,060
82,876
94,991
79,242
88,692
104,370
81,379
71,754
76,681
80,501
50,346
68,658
962,550
Contract Volume
Put
87,658
89,893
67,125
70,190
72,933
89,021
93,651
76,301
84,459
99,955
61,798
77,821
970,805
Average Daily
Volume
Total
170,718
172,769
162,116
149,432
161,625
193,391
175,030
148,055
161,140
180,456
112,144
146,479
1,933,355
8,129
9,093
7,720
7,116
7,696
9,209
7,956
7,050
7,673
7,846
5,902
6,658
7,672
XEO® (S&P 100® European Style) Open Interest and Dollar Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
51,591
54,273
40,567
48,514
49,542
54,962
48,588
46,910
44,372
44,698
31,588
26,639
—
47,698
46,119
41,671
45,948
65,520
65,594
76,829
74,848
62,085
76,593
70,744
51,747
—
99,289
100,392
82,238
94,462
115,062
120,556
125,417
121,758
106,457
121,291
102,332
78,386
—
Call
Dollar Volume
Put
$48,066,094
$41,832,410
$55,937,924
$43,538,468
$53,051,990
$80,553,623
$44,126,614
$37,124,217
$47,700,812
$48,631,887
$27,492,477
$45,963,956
$574,020,473
$52,777,940
$68,403,079
$40,383,119
$33,518,274
$30,337,438
$37,538,143
$43,627,667
$38,256,885
$37,201,682
$42,228,775
$23,010,912
$25,302,778
$472,586,692
Total
$100,844,035
$110,235,489
$96,321,043
$77,056,742
$83,389,428
$118,091,766
$87,754,281
$75,381,103
$84,902,494
$90,860,661
$50,503,389
$71,266,734
$1,046,607,165
XEO® (S&P 100® European Style) Average Premium Per Contract, Average Contracts
Per Trade and Transactions (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$579
$505
$589
$549
$598
$772
$542
$517
$622
$604
$546
$669
$596
$602
$761
$602
$478
$416
$422
$466
$501
$440
$422
$372
$325
$487
$591
$638
$594
$516
$516
$611
$501
$509
$527
$504
$450
$487
$541
Average Contracts Per Trade
Call
Put
Total
13.4
15.4
14.5
13.2
12.3
14.0
14.4
13.4
15.0
14.5
15.3
17.9
14.2
13.1
14.7
13.1
13.0
12.6
14.2
12.7
12.7
13.3
14.0
14.7
15.5
13.6
13.2
15.0
13.9
13.1
12.4
14.1
13.4
13.0
14.0
14.2
14.9
16.5
13.9
Call
Transactions
Put
Total
6,215
5,373
6,532
5,995
7,199
7,465
5,648
5,370
5,110
5,534
3,301
3,838
67,580
6,684
6,112
5,124
5,405
5,806
6,248
7,381
6,012
6,360
7,159
4,215
5,035
71,540
12,900
11,485
11,655
11,400
13,005
13,713
13,029
11,381
11,470
12,693
7,516
8,873
139,121
45
SPXTM (S&P 500®) Contract Volume (includes LEAPS and FLEX)
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
21
21
21
21
22
21
21
23
19
22
252
Call
1,349,486
1,211,968
1,614,910
1,464,328
1,138,809
1,237,310
1,180,134
1,063,623
1,268,202
1,342,106
1,138,527
1,449,469
15,458,872
Contract Volume
Put
Total
Average Daily
Volume
1,674,294
1,505,821
1,750,063
1,715,360
1,685,394
1,679,991
1,520,490
1,757,837
1,882,835
2,009,566
1,802,364
2,311,833
21,295,848
3,023,780
2,717,789
3,364,973
3,179,688
2,824,203
2,917,301
2,700,624
2,821,460
3,151,037
3,351,672
2,940,891
3,761,302
36,754,720
143,990
143,042
160,237
151,414
134,486
138,919
122,756
134,355
150,049
145,725
154,784
170,968
145,852
SPXTM (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
1,886,086
2,070,756
1,849,138
2,058,286
2,181,766
1,828,194
1,991,234
2,161,498
2,000,564
2,117,656
2,232,587
1,595,279
—
1,948,797
2,068,466
1,912,688
2,158,413
2,515,689
2,098,634
2,329,023
2,597,926
2,417,705
2,642,282
2,802,467
2,244,306
—
Total
Call
Dollar Volume
Put
3,834,883
4,139,222
3,761,826
4,216,699
4,697,455
3,926,828
4,320,257
4,759,424
4,418,269
4,759,938
5,035,054
3,839,585
—
$4,228,745,241
$2,759,673,665
$3,567,826,205
$4,574,389,442
$3,043,350,421
$3,850,271,046
$3,403,681,195
$3,205,494,077
$4,867,065,329
$3,809,481,918
$2,518,729,050
$8,126,199,536
$47,954,907,125
$4,240,737,540
$4,266,156,635
$3,872,240,895
$3,066,874,726
$2,885,687,680
$2,698,020,826
$2,543,609,360
$4,135,784,375
$3,460,563,605
$3,295,490,374
$2,454,590,716
$3,261,871,818
$40,181,628,550
Total
$8,469,482,781
$7,025,830,300
$7,440,067,100
$7,641,264,168
$5,929,038,101
$6,548,291,872
$5,947,290,555
$7,341,278,452
$8,327,628,934
$7,104,972,292
$4,973,319,766
$11,388,071,354
$88,136,535,675
SPXTM (S&P 500®) Average Premium Per Contract, Average Contracts Per Trade
and Transactions (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
46
Average Premium Per Contract
Call
Put
Total
$3,134
$2,277
$2,209
$3,124
$2,672
$3,112
$2,884
$3,014
$3,838
$2,838
$2,212
$5,606
$3,102
$2,533
$2,833
$2,213
$1,788
$1,712
$1,606
$1,673
$2,353
$1,838
$1,640
$1,362
$1,411
$1,887
$2,801
$2,585
$2,211
$2,403
$2,099
$2,245
$2,202
$2,602
$2,643
$2,120
$1,691
$3,028
$2,398
Average Contracts Per Trade
Call
Put
Total
43.3
41.6
39.0
42.2
37.8
37.5
37.3
38.1
39.3
41.8
38.9
43.8
40.1
35.3
33.6
29.3
37.0
34.7
36.5
35.1
41.9
40.5
44.0
47.5
52.6
38.6
38.5
36.8
33.3
39.3
35.9
36.9
36.0
40.4
40.0
43.1
43.8
48.8
39.2
Call
Transactions
Put
31,158
29,130
41,375
34,680
30,127
33,004
31,644
27,883
32,265
32,126
29,231
33,121
385,744
47,391
44,782
59,648
46,322
48,563
46,071
43,272
41,920
46,522
45,668
37,953
43,923
552,035
Total
78,549
73,912
101,023
81,002
78,690
79,075
74,916
69,803
78,787
77,794
67,184
77,044
937,779
DJX (Dow Jones Industrial AverageSM) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Contract Volume
Put
Call
398,278
415,734
510,736
426,669
419,903
421,090
367,381
356,802
353,937
348,579
272,831
303,666
4,595,606
544,893
509,182
680,343
544,839
572,993
460,925
445,082
356,676
393,714
454,821
288,627
346,007
5,598,102
Average Daily
Volume
Total
943,171
924,916
1,191,079
971,508
992,896
882,015
812,463
713,478
747,651
803,400
561,458
649,673
10,193,708
44,913
48,680
56,718
46,262
47,281
42,001
36,930
33,975
35,602
34,930
29,550
29,531
40,451
DJX (Dow Jones Industrial AverageSM) 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
365,332
451,226
374,273
347,872
404,227
412,586
448,290
463,052
387,848
414,554
428,483
285,466
—
574,179
645,428
568,682
632,125
716,012
574,376
644,219
658,432
544,101
636,427
624,502
318,440
—
939,511
1,096,654
942,955
979,997
1,120,239
986,962
1,092,509
1,121,484
931,949
1,050,981
1,052,985
603,906
—
Call
Dollar Volume
Put
$105,567,935
$83,704,825
$116,039,160
$99,041,800
$99,379,955
$162,899,015
$104,041,680
$98,913,885
$85,825,280
$114,118,685
$46,484,580
$101,040,915
$1,217,057,715
$150,183,940
$153,276,830
$188,939,460
$105,749,780
$89,113,890
$75,147,010
$76,701,695
$53,688,810
$70,833,090
$79,450,035
$42,672,340
$54,062,532
$1,139,819,412
Total
$255,751,875
$236,981,655
$304,978,620
$204,791,580
$188,493,845
$238,046,025
$180,743,375
$152,602,695
$156,658,370
$193,568,720
$89,156,920
$155,103,447
$2,356,877,127
DJX (Dow Jones Industrial AverageSM) 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
$265
$201
$227
$232
$237
$387
$283
$277
$242
$327
$170
$333
$265
28.4
37.3
25.1
26.8
35.5
35.7
31.7
44.3
39.7
40.8
31.0
36.5
33.0
$276
$301
$278
$194
$156
$163
$172
$151
$180
$175
$148
$156
$204
$271
$256
$256
$211
$190
$270
$222
$214
$210
$241
$159
$239
$231
20.6
18.2
15.3
18.3
25.3
22.8
23.6
24.6
28.8
36.7
37.7
35.5
22.6
23.3
23.6
18.4
21.2
28.8
27.6
26.7
31.6
33.1
38.4
34.1
36.0
26.3
Call
14,032
11,131
20,350
15,928
11,826
11,785
11,606
8,048
8,907
8,539
8,807
8,312
139,271
Transactions
Put
26,438
28,020
44,351
29,808
22,649
20,183
18,833
14,498
13,660
12,386
7,657
9,741
248,224
Total
40,470
39,151
64,701
45,736
34,475
31,968
30,439
22,546
22,567
20,925
16,464
18,053
387,495
47
NDX (Nasdaq-100 Index®) Contract Volume (includes FLEX)
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
21
21
21
21
22
21
21
23
19
22
252
39,317
44,140
46,208
47,382
37,940
47,834
58,050
45,745
52,271
46,888
49,213
64,220
579,208
Contract Volume
Put
51,274
51,844
45,146
55,686
59,450
97,344
102,498
68,127
127,835
120,431
107,660
156,184
1,043,479
Average Daily
Vo l u m e
Total
90,591
95,984
91,354
103,068
97,390
145,178
160,548
113,872
180,106
167,319
156,873
220,404
1,622,687
4,314
5,052
4,350
4,908
4,638
6,913
7,298
5,422
8,576
7,275
8,256
10,018
6,439
NDX (Nasdaq-100 Index®) Open Interest and Dollar Volume
(includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
39,955
46,220
39,011
46,937
44,413
37,999
39,845
50,944
41,124
47,808
48,464
50,159
—
Open Interest in Contracts
Put
Total
48,727
52,426
49,135
56,275
63,531
69,812
93,440
91,118
99,566
126,718
124,440
130,059
—
88,682
98,646
88,146
103,212
107,944
107,811
133,285
142,062
140,690
174,526
172,904
180,218
—
Call
Dollar Volume
Put
Total
$130,613,070
$128,101,300
$118,629,445
$116,048,345
$71,911,520
$154,841,300
$187,060,430
$113,028,880
$121,893,320
$117,586,885
$112,926,030
$136,354,260
$1,508,994,785
$172,899,934
$122,878,765
$96,215,810
$138,778,976
$126,001,195
$302,720,955
$230,646,355
$113,839,325
$1,048,709,140
$143,939,785
$133,589,150
$136,617,265
$2,766,836,655
$303,513,004
$250,980,065
$214,845,255
$254,827,321
$197,912,715
$457,562,255
$417,706,785
$226,868,205
$1,170,602,460
$261,526,670
$246,515,180
$272,971,525
$4,275,831,440
NDX (Nasdaq-100 Index®) 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
48
Average Premium Per Contract
Call
Put
Total
$3,322
$2,902
$2,567
$2,449
$1,895
$3,237
$3,222
$2,471
$2,332
$2,508
$2,295
$2,123
$2,605
$3,372
$2,370
$2,131
$2,492
$2,119
$3,110
$2,250
$1,671
$8,204
$1,195
$1,241
$875
$2,652
$3,350
$2,615
$2,352
$2,472
$2,032
$3,152
$2,602
$1,992
$6,500
$1,563
$1,571
$1,239
$2,635
Average Contracts Per Trade
Call
Put
Total
7.1
11.1
9.4
10.0
8.1
8.3
8.5
8.4
8.2
7.1
8.4
7.7
8.4
8.9
10.3
8.0
9.8
9.5
13.3
12.0
10.6
15.9
15.1
14.6
17.7
12.6
8.1
10.7
8.6
9.9
8.9
11.1
10.5
9.6
12.5
11.5
11.9
12.8
10.7
Call
Transactions
Put
Total
5,499
3,968
4,927
4,759
4,709
5,769
6,791
5,463
6,401
6,561
5,878
8,358
69,083
5,739
5,020
5,653
5,666
6,269
7,307
8,542
6,427
8,043
7,989
7,359
8,804
82,818
11,238
8,988
10,580
10,425
10,978
13,076
15,333
11,890
14,444
14,550
13,237
17,162
151,901
MNX (Mini Nasdaq-100 Index®) Contract Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
21
21
21
21
22
21
21
23
19
22
252
176,020
173,366
196,223
153,709
106,967
155,457
151,874
126,766
115,302
175,929
103,149
164,122
1,798,884
Contract Volume
Put
141,127
140,135
152,117
141,285
112,098
202,378
195,183
155,143
214,146
218,704
274,698
288,303
2,235,317
Total
Average Daily
Volume
317,147
313,501
348,340
294,994
219,065
357,835
347,057
281,909
329,448
394,633
377,847
452,425
4,034,201
15,102
16,500
16,588
14,047
10,432
17,040
15,775
13,424
15,688
17,158
19,887
20,565
16,009
MNX (Mini Nasdaq-100 Index®) Open Interest and Dollar Volume (includes FLEX)
Open Interest in Contracts
Put
Total
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
516,069
544,681
493,328
506,798
529,707
382,855
475,606
552,868
431,820
533,911
538,994
429,636
—
323,995
374,385
340,230
414,086
480,124
424,545
559,606
637,401
606,349
696,551
778,601
695,818
—
Call
840,064
919,066
833,558
920,884
1,009,831
807,400
1,035,212
1,190,269
1,038,169
1,230,462
1,317,595
1,125,454
—
$99,017,280
$79,744,445
$98,659,115
$75,053,070
$53,832,025
$85,629,835
$94,784,735
$72,279,550
$69,317,570
$99,186,910
$54,488,420
$91,350,280
$973,343,235
Dollar Volume
Put
$83,947,730
$60,057,670
$82,448,840
$57,610,110
$39,049,745
$89,707,110
$99,724,615
$55,032,550
$112,527,450
$102,684,120
$85,183,615
$95,123,535
$963,097,090
Total
$182,965,010
$139,802,115
$181,107,955
$132,663,180
$92,881,770
$175,336,945
$194,509,350
$127,312,100
$181,845,020
$201,871,030
$139,672,035
$186,473,815
$1,936,440,325
MNX (Mini Nasdaq-100 Index®) 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
$563
$460
$503
$488
$503
$551
$624
$570
$601
$564
$528
$557
$541
$595
$429
$542
$408
$348
$443
$511
$355
$525
$470
$310
$330
$431
$577
$446
$520
$450
$424
$490
$560
$452
$552
$512
$370
$412
$480
Average Contracts Per Trade
Call
Put
Total
88.7
94.9
85.0
86.2
78.5
91.4
66.6
91.2
75.0
75.0
77.4
90.4
83.0
80.6
91.4
81.4
89.5
89.2
124.9
93.0
65.9
115.9
91.1
142.4
132.1
99.7
84.9
93.3
83.4
87.7
83.6
107.8
79.3
75.3
97.3
83.2
115.9
113.2
91.5
Call
1,984
1,827
2,309
1,784
1,362
1,700
2,281
1,390
1,538
2,345
1,332
1,815
21,667
Transactions
Put
1,750
1,533
1,868
1,579
1,257
1,620
2,098
2,353
1,847
2,400
1,929
2,183
22,417
Total
3,734
3,360
4,177
3,363
2,619
3,320
4,379
3,743
3,385
4,745
3,261
3,998
44,084
49
RUT (Russell 2000® Index) Contract Volume (includes LEAPS and FLEX)
Month
Trading
Days
Call
Contract Volume
Put
Total
Average Daily
Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
21
21
21
21
22
21
21
23
19
22
252
8,732
27,042
9,958
22,833
16,626
16,651
14,232
18,968
15,292
25,572
26,954
34,990
237,850
19,287
30,141
13,585
32,832
28,062
25,432
18,727
26,961
33,614
54,065
34,829
57,405
374,940
28,019
57,183
23,543
55,665
44,688
42,083
32,959
45,929
48,906
79,637
61,783
92,395
612,790
1,334
3,010
1,121
2,651
2,128
2,004
1,498
2,187
2,329
3,462
3,252
4,200
2,432
RUT (Russell 2000® Index) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Open Interest in Contracts
Put
Total
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
42,776
50,006
45,256
49,482
51,699
45,510
47,843
50,388
47,004
51,954
53,497
39,697
—
86,751
62,265
57,869
73,988
79,374
76,960
81,582
90,317
90,400
82,936
90,019
77,902
—
Dollar Volume
Put
Call
129,527
112,271
103,125
123,470
131,073
122,470
129,425
140,705
137,404
134,890
143,516
117,599
—
$5,048,980
$23,930,160
$7,320,955
$24,204,455
$31,500,645
$26,101,805
$23,044,155
$39,910,570
$42,651,395
$38,573,405
$59,907,395
$94,531,385
$416,725,305
$54,379,465
$60,365,420
$13,235,665
$28,588,545
$17,858,555
$22,676,985
$20,320,955
$29,259,420
$40,641,155
$62,431,510
$34,999,535
$63,754,605
$448,511,815
Total
$59,428,445
$84,295,580
$20,556,620
$52,793,000
$49,359,200
$48,778,790
$43,365,110
$69,169,990
$83,292,550
$101,004,915
$94,906,930
$158,285,990
$865,237,120
RUT (Russell 2000® Index) 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
$578
$885
$735
$1,060
$1,895
$1,568
$1,619
$2,104
$2,789
$1,508
$2,223
$2,702
$1,752
$2,819
$2,003
$974
$871
$636
$892
$1,085
$1,085
$1,209
$1,155
$1,005
$1,111
$1,196
$2,121
$1,474
$873
$948
$1,105
$1,159
$1,316
$1,506
$1,703
$1,268
$1,536
$1,713
$1,412
Average Contracts Per Trade
Call
Put
Total
16.2
64.8
19.3
44.3
28.2
19.0
18.9
23.6
13.4
21.1
25.5
20.5
23.5
66.7
62.3
35.5
70.3
54.5
36.5
32.0
36.7
23.8
32.7
27.5
31.9
36.4
33.8
63.5
26.2
56.7
40.4
26.7
24.6
29.8
19.2
27.8
26.6
26.4
30.0
Call
540
417
515
515
590
878
755
805
1,138
1,210
1,056
1,703
10,122
Transactions
Put
289
484
383
467
515
697
586
734
1,414
1,651
1,268
1,800
10,288
Total
829
901
898
982
1,105
1,575
1,341
1,539
2,552
2,861
2,324
3,503
20,410
QQQ (Nasdaq 100® Shares) Contract Volume (includes LEAPS and FLEX)
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
21
21
21
21
22
21
21
23
19
22
252
1,105,609
908,313
1,298,901
1,042,049
752,929
965,408
808,813
710,065
816,794
807,882
596,536
669,452
10,482,751
Contract Volume
Put
970,199
1,631,059
1,514,936
1,270,720
1,240,600
1,758,296
1,837,475
1,318,922
1,680,237
1,793,815
1,092,659
1,490,275
17,599,193
Average Daily
Volume
Total
2,075,808
2,539,372
2,813,837
2,312,769
1,993,529
2,723,704
2,646,288
2,028,987
2,497,031
2,601,697
1,689,195
2,159,727
28,081,944
98,848
133,651
133,992
110,132
94,930
129,700
120,286
96,618
118,906
113,117
88,905
98,169
111,436
QQQ (Nasdaq 100® Shares) 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
1,500,080
3,424,768
3,827,728
3,835,113
3,829,025
3,646,465
3,655,943
4,217,385
4,200,503
4,499,989
4,622,432
4,351,603
—
1,985,675
3,329,508
3,567,144
3,831,392
4,619,945
4,381,636
4,875,300
5,750,027
5,654,457
5,712,989
5,888,733
4,913,851
—
Dollar Volume
Put
Call
3,485,755
6,754,276
7,394,872
7,666,505
8,448,970
8,028,101
8,531,243
9,967,412
9,854,960
10,212,978
10,511,165
9,265,454
—
$193,547,181
$132,609,806
$209,359,520
$175,867,097
$145,450,029
$213,504,287
$164,991,050
$136,683,692
$180,450,699
$184,529,928
$158,126,794
$161,330,441
$2,056,450,525
$221,904,833
$711,980,818
$305,533,942
$209,034,254
$181,039,197
$267,222,986
$273,075,942
$206,892,199
$241,606,514
$271,567,950
$168,115,026
$226,755,394
$3,284,729,054
Total
$415,452,015
$844,590,625
$514,893,462
$384,901,351
$326,489,226
$480,727,273
$438,066,992
$343,575,891
$422,057,213
$456,097,878
$326,241,820
$388,085,835
$5,341,179,579
QQQ (Nasdaq 100® Shares) 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
$175
$146
$161
$169
$193
$221
$204
$192
$221
$228
$265
$241
$196
$229
$437
$202
$165
$146
$152
$149
$157
$144
$151
$154
$152
$187
$200
$333
$183
$166
$164
$176
$166
$169
$169
$175
$193
$180
$190
Average Contracts Per Trade
Call
Put
Total
14.4
16.0
15.5
14.8
14.7
14.4
14.0
14.3
14.5
14.2
15.0
15.0
14.7
19.7
22.3
21.3
20.7
21.6
21.3
21.6
20.8
21.7
21.2
21.0
22.0
21.3
16.4
19.6
18.2
17.6
18.3
18.2
18.5
17.9
18.6
18.4
18.4
19.2
18.3
Call
77,039
56,787
83,691
70,191
51,357
66,828
57,809
49,795
56,511
56,768
39,739
44,495
711,010
Transactions
Put
49,160
73,034
71,169
61,413
57,380
82,423
84,996
63,434
77,503
84,752
52,081
67,757
825,103
Total
126,199
129,821
154,859
131,604
108,737
149,251
142,805
113,229
134,015
141,520
91,820
112,252
1,536,112
51
DIA (DIAMONDS®) Contract Volume
Month
Trading
Days
Call
Contract Volume
Put
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
21
19
21
21
21
21
22
21
21
23
19
22
252
228,474
292,065
520,395
382,069
370,711
334,167
263,139
255,277
376,738
344,742
316,209
336,930
4,020,916
401,112
361,643
539,423
402,327
497,058
412,608
374,363
461,072
458,496
439,794
290,046
711,864
5,349,806
Average Daily
Volume
Total
629,586
653,708
1,059,818
784,396
867,769
746,775
637,502
716,349
835,234
784,536
606,255
1,048,794
9,370,722
29,980
34,406
50,468
37,352
41,322
35,561
28,977
34,112
39,773
34,110
31,908
47,672
37,185
DIA (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
133,511
225,178
290,232
279,312
329,407
285,394
338,974
312,879
312,326
343,874
313,906
246,619
—
253,146
338,956
365,820
415,269
488,812
367,521
409,588
428,067
358,707
380,454
353,589
483,790
—
386,657
564,134
656,052
694,581
818,219
652,915
748,562
740,946
671,033
724,328
667,495
730,409
—
Call
Dollar Volume
Put
$39,996,508
$42,640,239
$83,878,331
$64,481,964
$71,613,560
$73,902,523
$53,678,143
$49,139,449
$83,231,066
$78,743,203
$83,819,108
$81,196,360
$806,320,453
$91,742,716
$157,862,394
$108,791,418
$66,183,049
$72,535,048
$62,707,497
$55,635,875
$72,325,884
$65,928,569
$66,580,977
$44,626,083
$108,314,909
$973,234,420
Total
$131,739,224
$200,502,633
$192,669,749
$130,665,013
$144,148,608
$136,610,021
$109,314,018
$121,465,333
$149,159,635
$145,324,180
$128,445,191
$189,511,269
$1,779,554,872
DIA (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
$175
$146
$161
$169
$193
$221
$204
$192
$221
$228
$265
$241
$201
$229
$437
$202
$165
$146
$152
$149
$157
$144
$151
$154
$152
$182
$209
$307
$182
$167
$166
$183
$171
$170
$179
$185
$212
$181
$190
Average Contracts Per Trade
Call
Put
Total
14
16
16
15
14.7
14.4
14.0
14.3
14.5
14.2
15.0
15.0
14.8
20
22
21
21
21.6
21.3
21.6
20.8
21.7
21.2
21.0
22.0
21.3
17
19
18
17
18.0
17.6
17.6
17.9
17.7
17.4
17.4
19.2
17.9
Call
Transactions
Put
Total
15,920
18,260
33,530
25,736
25,286
23,132
18,808
17,902
26,065
24,224
21,065
22,394
272,321
20,324
16,193
25,341
19,444
22,990
19,342
17,317
22,175
21,149
20,779
13,825
32,366
251,245
36,244
34,453
58,871
45,180
48,276
42,473
36,124
40,077
47,214
45,003
34,889
54,760
523,566
OEF (iShares S&P 100® Fund) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Call
Contract Volume
Put
7119
4958
6254
7,904
7,285
15,752
9,271
9,981
10,238
13,448
7,382
6,116
105,708
Average Daily
Volume
Total
4566
1484
7587
5,985
7,890
12,229
5,129
5,747
2,951
5,625
2,305
3,955
65,453
11,685
6,442
13,841
13,889
15,175
27,981
14,400
15,728
13,189
19,073
9,687
10,071
171,161
556
339
659
661
723
1,332
655
749
628
829
510
458
679
OEF (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
15,293
10,964
10,197
13,527
14,917
18,763
15,880
17,374
15,133
19,520
17,972
20,446
—
8,391
4,011
15,692
25,178
31,392
35,829
31,566
34,795
23,833
28,056
26,685
24,891
—
Dollar Volume
Put
Call
23,684
14,975
25,889
38,705
46,309
54,592
47,446
52,169
38,966
47,576
44,657
45,337
—
$1,246,247
$723,847
$1,008,033
$1,333,962
$1,407,309
$3,483,625
$1,891,206
$1,921,289
$2,261,836
$3,071,684
$1,956,784
$1,473,888
$21,779,709
$1,044,340
$647,787
$1,530,154
$984,536
$1,151,378
$1,858,544
$762,245
$901,501
$424,333
$851,576
$354,644
$601,780
$11,112,819
Total
$2,290,587
$1,371,634
$2,538,187
$2,318,498
$2,558,686
$5,342,169
$2,653,451
$2,822,790
$2,686,170
$3,923,260
$2,311,428
$2,075,667
$32,892,528
OEF (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
$175
$146
$161
$169
$193
$221
$204
$192
$221
$228
$265
$241
$206
$229
$437
$202
$165
$146
$152
$149
$157
$144
$151
$154
$152
$170
$196
$213
$183
$167
$169
$191
$184
$179
$204
$206
$239
$206
$192
Average Contracts Per Trade
Call
Put
Total
14.4
16.0
15.5
14.8
14.7
14.4
14.0
14.3
14.5
14.2
15.0
15.0
14.6
19.7
22.3
21.3
20.7
21.6
21.3
21.6
20.8
21.7
21.2
21.0
22.0
21.2
16.1
17.1
18.2
16.9
17.6
16.8
16.0
16.1
15.6
15.8
16.1
17.2
16.6
Call
Transactions
Put
496
310
403
532
497
1,090
663
700
708
945
492
406
7,243
231
66
356
289
365
573
237
276
136
266
110
180
3,087
Total
727
376
759
822
862
1,664
900
976
844
1,211
602
586
10,330
53
Other Index Options Products Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
21
21
21
21
22
21
21
23
19
22
252
134,422
79,553
125,874
117,615
102,744
128,699
153,957
194,973
192,092
171,844
123,674
193,995
1,719,442
Contract Volume
Put
69,017
44,961
67,100
80,139
135,937
171,050
180,701
217,087
243,753
248,174
220,243
305,208
1,983,370
Total
Average Daily
Volume
203,439
124,514
192,974
197,754
238,681
299,749
334,658
412,060
435,845
420,018
343,917
499,203
3,702,812
9,688
6,553
9,189
9,417
11,366
14,274
15,212
19,622
20,755
18,262
18,101
22,691
14,694
Includes AGG, BBH, BDH, DGT, DJR, DTX, DUX, ECM, EFA, EOR, EYR, GHA, GIN, GIP, GOX, GSM, GSO, GSV, GTC, HHH, IAH, IBB, IDU, IEF, IGM,
IGN, IGV, IGW, INX, IWB, IWD, IWF, IWM, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, LQD, MEX, MGO, MUT, MVB, MVR, NYA, OIH,
OIX, ONEQ, PPH, RKH, RLG, RLV, RTH, RUI, RUJ, RUO, SHY, SMH, SML, SWH, TBH, TLT, TTH, TXX, UTH, WMH, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY
Other Index Option Products Open Interest and Dollar Volume
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
311,266
332,804
347,265
366,727
356,554
372,291
391,966
495,922
520,897
671,736
615,427
632,756
—
Open Interest in Contracts
Put
Total
212,998
239,830
276,981
338,632
392,825
495,295
475,424
626,602
748,073
886,987
778,582
770,193
—
524,264
572,634
624,246
705,359
749,379
867,586
867,390
1,122,524
1,268,954
1,558,263
1,391,927
1,399,696
—
Call
Dollar Volume
Put
Total
$24,189,131
$12,789,592
$22,281,420
$21,463,257
$24,062,909
$32,666,630
$33,015,184
$38,071,859
$44,849,762
$45,872,611
$36,786,246
$53,470,519
$389,519,119
$20,307,955
$22,718,450
$15,531,809
$13,671,635
$22,905,550
$29,762,455
$27,040,696
$35,256,793
$35,985,426
$41,251,904
$35,139,022
$50,031,209
$349,602,902
$44,497,086
$35,508,042
$37,813,229
$35,134,891
$46,968,459
$62,429,084
$60,055,880
$73,328,652
$80,835,187
$87,124,515
$71,925,269
$103,501,728
$739,122,021
Includes AGG, BBH, BDH, DGT, DJR, DTX, DUX, ECM, EFA, EOR, EYR, GHA, GIN, GIP, GOX, GSM, GSO, GSV, GTC, HHH, IAH, IBB, IDU, IEF, IGM,
IGN, IGV, IGW, INX, IWB, IWD, IWF, IWM, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, LQD, MEX, MGO, MUT, MVB, MVR, NYA, OIH,
OIX, ONEQ, PPH, RKH, RLG, RLV, RTH, RUI, RUJ, RUO, SHY, SMH, SML, SWH, TBH, TLT, TTH, TXX, UTH, WMH, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY
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
Average Contracts Per Trade
Call
Put
Total
$180
$161
$177
$182
$234
$254
$214
$195
$233
$267
$297
$276
$227
14.2
15.2
15.5
14.9
14.8
14.6
14.0
14.3
14.3
14.0
14.7
14.9
14.5
$294
$505
$231
$171
$169
$174
$150
$162
$148
$166
$160
$164
$176
$219
$285
$196
$178
$197
$208
$179
$178
$185
$207
$209
$207
$200
19.2
20.3
18.3
20.2
22.2
24.0
21.9
21.1
21.3
21.3
20.8
21.7
21.3
15.6
16.7
16.4
16.7
18.3
18.8
17.4
17.2
17.5
17.5
18.1
18.5
17.5
Call
Transactions
Put
9,486
5,229
8,142
7,896
6,933
8,800
11,011
13,631
13,443
12,304
8,415
12,988
118,277
3,586
2,219
3,660
3,962
6,127
7,132
8,260
10,276
11,457
11,645
10,575
14,067
92,966
Total
13,072
7,448
11,801
11,858
13,060
15,933
19,271
23,907
24,900
23,949
18,990
27,055
211,243
Includes AGG, BBH, BDH, DGT, DJR, DTX, DUX, ECM, EFA, EOR, EYR, GHA, GIN, GIP, GOX, GSM, GSO, GSV, GTC, HHH, IAH, IBB, IDU, IEF, IGM,
IGN, IGV, IGW, INX, IWB, IWD, IWF, IWM, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, LQD, MEX, MGO, MUT, MVB, MVR, NYA, OIH,
OIX, ONEQ, PPH, RKH, RLG, RLV, RTH, RUI, RUJ, RUO, SHY, SMH, SML, SWH, TBH, TLT, TTH, TXX, UTH, WMH, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY
54
Other Index Options Contract Volume Detail
HOLDRsSM
Month
BBH
Jan
15,634
Feb
12,021
Mar
16,455
Apr
17,437
May
21,664
Jun
32,386
Jul
17,323
Aug
19,685
Sep
22,771
Oct
16,543
Nov
13,256
Dec
12,505
Total 217,680
BDH
HHH
62
36
321
65
90
5
260
52
82
166
256
111
1,506
590
491
819
7,868
3,375
1,545
1,747
892
2,260
4,109
2,292
2,423
28,411
IAH
38
10
200
22
13
568
916
770
71
92
537
1,124
4,361
OIH
2,631
4,163
2,408
2,032
652
1,382
6,837
3,775
3,455
5,976
5,690
4,201
43,202
SMH SWH TBH
Month RTH
Jan
1,894
92,114
139 12,869
Feb
548
58,765
190
1,095
Mar
4,666
112,995
502
2,601
Apr
3,627
111,243
484
6,670
May
1,656
81,148
611 29,261
Jun
699
105,128 3,418
2,890
Jul
551
98,802
147 44,261
Aug
942
148,080
784 39,068
Sep
2,713
176,635 9,786 65,835
Oct
4,398
126,467 3,323 11,289
Nov
3,304
110,055
467
1,487
Dec
5,644
109,452
228 25,145
Total 30,642 1,330,884 20,079 242,471
PPH
725
375
960
926
298
1,272
558
1,029
1,490
1,471
3,221
2,711
15,036
RKH
1,452
902
459
421
2,398
672
414
8,201
4,844
1,249
442
107
21,561
TTH
UTH
WMH
228
148
164
1,536
148
146
75
131
681
1,490
631
556
5,934
930
260
259
293
559
495
726
363
199
205
314
312
4,915
113
75
350
620
44
330
187
364
561
794
245
1,569
5,252
EXCHANGE TRADED FUNDS
Month
DGT
E FA
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
2,447
1,177
972
598
94
630
258
371
72
150
702
130
7,601
1,421
1,184
3,668
2,475
2,349
2,258
1,767
1,769
5,021
2,441
1,606
5,640
31,599
IBB
IDU
5,549
2,111
1,075
2,559
6,204
8,267
3,585
2,570
3,772
1,945
3,129
2,425
43,191
3,284
1,145
848
1,385
1,729
644
2,029
748
1,234
484
205
677
14,412
IGM
IGN
IGV
IGW
IWB
IWD
1,149
1,387
95
316
1,059
219
3,155
900
2,091
764
1,878
4,321
17,334
314
111
502
623
983
712
536
341
841
991
940
787
7,681
607
150
2,110
1,272
2,030
411
423
833
1,154
166
905
212
10,273
1,602
1,252
1,292
719
822
1,566
1,873
2,592
1,418
2,108
1,330
1,478
18,052
169
293
132
150
300
166
30
140
32
100
13
1,544
3,069
883
251
887
860
265
306
244
272
265
432
161
538
5,364
Month
IWF
IWM
IWN
IWO
IWP
IWR
IWS
IWV
IWW
IWZ
IYE
IYH
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
2,245
274
1,018
153
1,217
268
586
867
213
386
652
413
8,292
38,783
5,511
11,412
9,778
31,457
41,552
21,997
13,030
59,040
132,656
123,112
194,146
682,474
495
570
977
1,575
2,339
3,631
3,743
2,418
5,589
7,266
5,337
10,189
44,129
1,080
644
850
542
2,430
926
2,666
6,279
6,215
7,360
4,261
13,619
46,872
66
427
28
39
150
49
85
176
116
276
178
69
1,659
142
127
27
46
23
114
72
129
62
282
94
148
1,266
1,312
227
145
36
95
31
71
228
177
138
123
81
2,664
617
2,492
276
175
577
1,097
1,146
1,528
712
1,779
2,420
542
13,361
29
3
0
106
1
4
11
17
96
12
20
47
346
26
22
10
204
0
52
2
17
25
96
64
22
540
1,423
710
347
183
1,245
1,280
72
813
748
662
257
1,026
8,766
683
204
324
586
312
459
430
254
292
448
781
376
5,149
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
321
1,710
1,056
1,132
471
778
664
640
570
665
1,183
2,612
11,802
INX
67
827
745
420
642
497
600
333
1,155
1,573
486
530
7,875
MEX
10
87
16
210
20
185
104
299
298
190
84
158
1,661
OIX
140
496
607
250
25
26
84
43
147
61
80
3,610
5,569
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
DJR
10
0
0
0
0
0
0
0
0
0
0
0
10
STANDARD & POORS
TXX
78
69
235
164
127
152
199
265
448
290
205
359
2,591
DOW JONES
Month SML
Jan
407
Feb
564
Mar
620
Apr
546
May
466
Jun
491
Jul
410
Aug
275
Sep
831
Oct
3,405
Nov 2,532
Dec
2,008
Total 12,555
DTX
239
678
1,413
407
391
392
284
713
1,723
499
335
707
7,781
GOLDMAN SACHS
Month GHA
GIN
Jan
2
73
Feb
0
227
Mar
10
1,815
Apr
55
1,795
May
90
5,124
Jun
220
5,811
Jul
200
1,482
Aug
85
4,840
Sep
213
1,160
Oct
197
1,195
Nov
158
1,325
Dec
270
1,242
Total 1,500
26,089
56
GIP
144
22
250
158
2,578
648
101
94
158
163
108
66
4,490
GSM
793
371
513
183
135
209
135
503
126
292
113
636
4,009
DUX
379
650
148
11
198
106
215
337
16
53
8
51
2,172
ECM
40
50
20
2
12
417
1
10
29
212
95
258
1,146
MUT
153
5
1,724
546
39
219
646
20
95
40
44
405
3,936
MORGAN STANLEY
GSO
156
96
584
80
97
612
573
717
281
163
318
870
4,547
GSV
---10
--20
-16
77
96
-219
GTC
1,823
1,413
621
1,038
3,422
8,358
105
951
1,523
263
13
936
20,466
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
MGO
200
324
23
390
858
483
329
4
0
266
3
1
2,881
MVB
0
238
190
170
320
1,359
335
1,024
661
1,356
687
1,022
7,362
MVR
154
106
711
235
250
12,847
6,330
5,788
31
11,646
2,690
4,680
45,468
SELECT SECTOR SPDR
Month XLB
Jan
—Feb
20
Mar
120
Apr
274
May
63
Jun
360
Jul
6,037
Aug
1,176
Sep
938
Oct
879
Nov
228
Dec
3,061
Total 13,156
XLE
142
9,989
275
422
70
4,387
5,943
4,403
226
133
4,090
6,018
36,098
XLF
4,262
2,634
6,206
6,294
4,004
2,687
32,041
68,970
10,613
6,346
18,029
11,047
173,133
XLI
——186
9
143
92
156
779
727
1,712
760
13,917
18,481
XLK
6
800
340
1,278
468
402
527
1,503
613
3,360
181
505
9,983
XLP
30
253
285
100
405
260
266
97
107
40
34
46
1,923
XLU
—268
2,193
1,051
1,402
789
673
387
362
383
220
286
8,014
XLV
10
515
134
930
104
825
222
292
627
1,463
21
4,141
9,284
XLY
—2,751
1,352
925
201
318
210
1,105
911
2,024
1,164
5,745
16,706
LEHMAN TREASURY BOND FUNDS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
AGG
—————————353
234
180
767
IEF
———9
1,115
15,449
17,539
11,268
3,789
3,400
3,492
3,280
59,341
SHY
TLT
——————40
8
121 16,955
150 22,574
783 38,551
587 42,819
493 24,939
325 36,856
184 11,079
60 20,065
2,743 213,846
RUSSELL GROWTH AND VALUE INDEXES
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
RLG
—————————200
680
645
1,525
RLV
——————————750
205
955
RUI
—————————200
552
1,519
2,271
RUJ
——————————281
56
337
RUO
———————————53
53
OTHER
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
NYA
55
0
0
0
0
0
0
0
0
0
0
0
55
EOR
————150
65
12
32
103
110
20
4
496
EYR
————1
11
25
14
51
234
170
79
585
LQD ONEQ
————428
—988
—616
—1,992
—1,271
—1,259
—1,297
—880
—820
—904
2,448
10,455
2,448
57
INTEREST RATE OPTIONS-2003
In 2003, 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. FVX, TNX and TYX are based on 10 times the yield-to-maturity on the most recently auctioned 5-year Treasury
note, 10-year Treasury note and 30-year Treasury bond, respectively.
Total Interest Rate Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Call
1,710
881
5,749
1,482
8,448
7,554
9,959
11,614
3,839
2,662
2,979
3,654
60,531
Contract Volume
Put
2,775
1,474
2,756
975
3,057
3,426
3,200
2,364
3,431
1,695
1,258
3,496
29,907
Total
4,485
2,355
8,505
2,457
11,505
10,980
13,159
13,978
7,270
4,357
4,237
7,150
90,438
Average Daily
Volume
214
124
405
117
548
523
598
666
346
189
223
325
359
Total Interest Rate Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
5,249
5,225
4,852
4,091
10,068
7,864
6,374
10,425
10,289
10,475
10,848
5,612
—
Open Interest in Contracts
Put
Total
6,222
11,471
5,905
11,130
4,867
9,719
5,423
9,514
6,393
16,461
5,119
12,983
6,289
12,663
6,453
16,878
3,946
14,235
4,845
15,320
4,621
15,469
4,608
10,220
—
—
Call
$321,835
$191,350
$1,421,825
$337,590
$1,652,335
$1,454,365
$3,948,820
$5,119,860
$1,033,950
$576,520
$503,225
$983,940
$17,545,615
Dollar Volume
Put
$628,340
$827,190
$1,409,415
$112,850
$925,115
$975,525
$559,335
$433,145
$604,030
$436,970
$291,570
$526,475
$7,729,960
Total
$950,175
$1,018,540
$2,831,240
$450,440
$2,577,450
$2,429,890
$4,508,155
$5,553,005
$1,637,980
$1,013,490
$794,795
$1,510,415
$25,275,575
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
58
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
$188
$217
$247
$228
$196
$193
$397
$441
$269
$217
$169
$269
$290
8.7
5.6
8.7
7.9
11.7
10.6
10.0
8.5
7.0
8.1
8.3
8.7
9.1
$226
$561
$511
$116
$303
$285
$175
$183
$176
$258
$232
$151
$258
$212
$433
$333
$183
$224
$221
$343
$397
$225
$233
$188
$211
$279
14.8
11.6
10.3
11.7
11.6
15.4
9.4
9.0
10.1
9.2
7.8
14.2
11.1
11.7
8.3
9.2
9.1
11.7
11.7
9.9
8.6
8.2
8.5
8.1
10.8
9.7
Call
Transactions
Put
196
157
658
188
722
716
992
1,363
546
329
359
418
6,644
188
127
268
83
263
223
342
262
339
185
162
246
2,688
Total
384
284
926
271
985
939
1,334
1,625
885
514
521
664
9,332
IRX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
Contract Volume
Put
21
19
21
21
21
21
22
21
21
23
19
22
252
95
11
32
17
5
20
10
96
99
80
86
40
591
4
60
139
32
0
2
0
81
0
140
41
35
534
Total
Average Daily
Volume
99
71
171
49
5
22
10
177
99
220
127
75
1,125
5
4
8
2
0
1
0
8
5
10
7
3
4
IRX Options Open Interest and Dollar Volume
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
158
161
86
96
91
111
121
197
242
304
327
198
—
Open Interest in Contracts
Put
Total
19
79
150
182
97
14
14
95
90
139
140
95
—
Call
177
240
236
278
188
125
135
292
332
443
467
293
—
$5,910
$1,190
$3,585
$420
$250
$2,600
$950
$10,895
$10,010
$7,690
$20,405
$11,675
$75,580
Dollar Volume
Put
Total
$4,170
$169,800
$237,480
$8,260
$0
$1,080
$0
$64,925
$0
$76,000
$11,740
$7,150
$580,605
$10,080
$170,990
$241,065
$8,680
$250
$3,680
$950
$75,820
$10,010
$83,690
$32,145
$18,825
$656,185
IRX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Call
$62
$108
$112
$25
$50
$130
$95
$113
$101
$96
$237
$292
$128
6.8
2.2
4.0
5.7
2.5
10.0
5.0
3.7
3.8
4.2
7.2
3.1
4.5
14
5
8
3
2
2
2
26
26
19
12
13
132
$1,043
$2,830
$1,708
$258
$0
$540
$0
$802
$0
$543
$286
$204
$1,087
$102
$2,408
$1,410
$177
$50
$167
$95
$428
$101
$380
$253
$251
$583
1.3
30.0
12.6
10.7
0.0
1.0
0.0
9.0
0.0
9.3
5.1
8.8
9.4
5.8
10.1
9.0
8.2
2.5
5.5
5.0
5.1
3.8
6.5
6.4
4.4
6.0
Transactions
Put
3
2
11
3
0
2
0
9
0
15
8
4
57
Total
17
7
19
6
2
4
2
35
26
34
20
17
189
59
FVX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
21
19
21
21
21
21
22
21
21
23
19
22
252
Contract Volume
Put
Total
178
53
364
383
159
836
366
985
141
137
112
85
3,799
39
30
130
33
103
74
30
81
151
94
52
615
1,432
Average Daily
Volume
217
83
494
416
262
910
396
1,066
292
231
164
700
5,231
10
4
24
20
12
43
18
51
14
10
9
32
21
FVX Options Open Interest and Dollar Volume
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
380
243
352
534
535
942
953
352
278
334
383
306
—
Open Interest in Contracts
Put
Total
113
99
109
130
203
103
43
74
119
139
53
641
—
Call
493
342
461
664
738
1,045
996
426
397
473
436
947
—
$22,245
$5,770
$88,410
$53,415
$26,735
$142,235
$123,030
$708,395
$42,895
$19,015
$18,745
$23,460
$1,274,350
Dollar Volume
Put
Total
$4,520
$18,100
$433,520
$3,775
$15,640
$8,295
$3,650
$11,800
$23,090
$14,040
$4,660
$40,090
$581,180
$26,765
$23,870
$521,930
$57,190
$42,375
$150,530
$126,680
$720,195
$65,985
$33,055
$23,405
$63,550
$1,855,530
FVX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
60
Average Premium Per Contract
Call
Put
Total
$125
$109
$243
$139
$168
$170
$336
$719
$304
$139
$167
$276
$335
$116
$603
$3,335
$114
$152
$112
$122
$146
$153
$149
$90
$65
$406
$123
$288
$1,057
$137
$162
$165
$320
$676
$226
$143
$143
$91
$355
Average Contracts Per Trade
Call
Put
Total
9.9
4.4
8.1
9.6
5.9
8.3
5.5
7.7
3.9
7.2
7.0
4.7
7.2
3.9
5.0
18.6
4.7
4.5
4.1
10.0
8.1
8.4
7.8
4.3
26.7
9.6
7.8
4.6
9.5
8.9
5.2
7.6
5.7
7.7
5.4
7.5
5.9
17.1
7.7
Call
Transactions
Put
Total
18
12
45
40
27
101
66
128
36
19
16
18
526
10
6
7
7
23
18
3
10
18
12
12
23
149
28
18
52
47
50
119
69
138
54
31
28
41
675
TNX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Call
971
490
4,589
663
2,352
2,544
4,634
3,059
1,727
1,411
1,457
1,652
25,549
Contract Volume
Put
Total
591
1,562
954
1,444
1,763
6,352
553
1,216
1,475
3,827
1,175
3,719
1,152
5,786
795
3,854
1,085
2,812
504
1,915
380
1,837
2,110
3,762
12,537
38,086
Average Daily
Volume
74
76
302
58
182
177
263
184
134
83
97
171
151
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
Put
Total
2,252
2,108
3,000
2,080
3,703
3,313
3,072
2,116
2,255
2,300
2,619
2,649
—
2,024
1,767
1,657
1,916
2,477
1,258
1,485
1,505
1,031
1,292
1,461
2,044
—
4,276
3,875
4,657
3,996
6,180
4,571
4,557
3,621
3,286
3,592
4,080
4,693
—
Dollar Volume
Call
$209,100
$105,045
$1,162,015
$193,835
$531,855
$590,980
$1,888,695
$1,717,185
$573,200
$386,405
$340,480
$627,180
$8,325,975
Put
$160,185
$529,615
$554,875
$70,710
$350,755
$522,255
$198,165
$166,835
$195,285
$75,065
$49,800
$301,005
$3,174,550
Total
$369,285
$634,660
$1,716,890
$264,545
$882,610
$1,113,235
$2,086,860
$1,884,020
$768,485
$461,470
$390,280
$928,185
$11,500,525
TNX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$215
$271
$236
$214
$555
$440
$253
$315
$270
$292
$128
$218
$226
$238
$231
$232
$444
$299
$408
$172
$361
$561
$210
$489
$332
$180
$273
$274
$149
$241
$234
$131
$212
$380
$143
$247
$326
$253
$302
Average Contracts Per Trade
Call
Put
Total
7.9
9.5
8.4
6.5
12.4
9.5
10.1
8.4
9.6
7.6
12.6
9.3
9.0
10.4
9.5
9.3
10.0
9.5
9.6
7.8
9.2
9.0
6.2
8.2
7.2
6.7
7.0
8.9
6.4
8.0
8.9
6.7
8.4
7.7
15.5
10.7
8.9
9.2
9.0
Call
123
75
455
87
260
273
484
341
239
159
163
215
2,874
Transactions
Put
62
77
209
44
142
118
147
129
162
79
57
136
1,362
Total
185
152
664
131
402
391
631
470
401
238
220
351
4,236
61
TYX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
21
19
21
21
21
21
22
21
21
23
19
22
252
Call
466
327
764
419
5,932
4,154
4,949
7,474
1,872
1,034
1,324
1,877
30,592
Contract Volume
Put
Total
2,141
2,607
430
757
724
1,488
357
776
1,479
7,411
2,175
6,329
2,018
6,967
1,407
8,881
2,195
4,067
957
1,991
785
2,109
736
2,613
15,404
45,996
Average Daily
Volume
124
40
71
37
353
301
317
423
194
87
111
119
183
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
2,459
4,066
6,525
2,713
3,960
6,673
1,414
2,951
4,365
1,381
3,195
4,576
5,739
3,616
9,355
3,498
3,744
7,242
2,228
4,747
6,975
7,760
4,779
12,539
7,514
2,706
10,220
7,537
3,275
10,812
7,519
2,967
10,486
2,459
1,828
4,287
—
—
—
Call
$84,580
$79,345
$167,815
$89,920
$1,093,495
$718,550
$1,936,145
$2,683,385
$407,845
$163,410
$123,595
$321,625
$7,869,710
Dollar Volume
Put
$459,465
$109,675
$183,540
$30,105
$558,720
$443,895
$357,520
$189,585
$385,655
$271,865
$225,370
$178,230
$3,393,625
Total
$544,045
$189,020
$351,355
$120,025
$1,652,215
$1,162,445
$2,293,665
$2,872,970
$793,500
$435,275
$348,965
$499,855
$11,263,335
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
$182
$243
$220
$215
$184
$173
$391
$359
$218
$158
$93
$171
$257
11.4
5.0
5.1
7.2
13.7
12.2
11.2
8.6
7.6
7.8
7.9
10.9
9.8
62
$215
$255
$254
$84
$378
$204
$177
$135
$176
$284
$287
$242
$220
$209
$250
$236
$155
$223
$184
$329
$323
$195
$219
$165
$191
$245
18.9
10.2
17.7
12.3
15.1
25.6
10.5
12.3
13.8
12.1
9.2
8.9
13.8
16.9
7.1
7.8
8.9
14.0
14.9
11.0
9.0
10.1
9.4
8.3
10.2
10.9
Call
Transactions
Put
41
65
150
58
433
340
440
868
245
132
168
172
3,112
113
42
41
29
98
85
192
114
159
79
85
83
1,120
Total
154
107
191
87
531
425
632
982
404
211
253
255
4,232
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
2003
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
283,946,495
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
Contract Volume
Call
160,336,098
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
Put
Average Daily
Volume
123,610,397
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
—
—
—
—
1,126,772
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
2003
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
126,320,572
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
Open Interest
Call
68,527,351
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
57,793,221
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
$148,353,167
$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
Put
$83,446,496
$64,906,670
$63,760,762
$88,109,978
$83,694,213
$111,358,216
$174,504,703
$149,928,663
$162,688,061
$81,205,039
$104,655,792
$70,468,571
$94,343,229
$51,596,651
$68,617,768
$34,938,504
$58,040,292
$24,459,504
$35,881,208
$31,284,290
$28,424,080
$17,500,423
$26,972,202
$17,526,875
$33,414,169
$17,301,803
$29,736,100
$25,626,774
$33,014,811
$14,297,475
$25,515,571
$14,193,006
$50,403,786
$26,507,068
$39,952,000
$15,950,000
$29,645,000
$8,785,000
$24,586,000
$9,781,000
$33,397,000
$6,047,000
$25,164,139
$7,101,625
$17,013,970
$5,419,666
$25,245,995
$2,647,040
$12,131,512
$1,726,890
$12,695,972
$1,7075,000
$7,507,300
$489,370
$9,039,566
—
$6,443,327
—
$1,657,652
—
$449,615
—
63
Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade
Year
2003
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
$522
$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
$520
$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
—
—
—
—
$525
$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
—
—
—
—
Average Contracts Per Trade
Total
Call
Put
18.3
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
16.0
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
—
—
—
—
22.4
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
2003
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
Total
Volume
283,946,495
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
173,033,965
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
110,822,092
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
90,438
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
—
—
—
—
—
—
—
—
—
—
—
—
Total Options Contract Volume By Exchange
Ye a r
2003
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
CBOE
283,946,495
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
180,074,903
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
—
—
112,705,597
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
—
—
86,152,637
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
244,979,023
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
907,858,655
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
65
HISTORICAL TRADING ACTIVITY-EQUITY OPTIONS
Equity Options Contract Volume
Year
Trading
Days
2003
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
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
173,033,965
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
113,319,401
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
59,714,564
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
—
—
—
—
686,643
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
Year
2003
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
66
Days
Open Interest
Total
252 108,666,567
252 81,343,419
248 84,375,076
252 49,944,375
252 43,836,224
252 16,553,566
253 12,419,614
254
9,121,888
252
7,350,437
252
6,028,581
253
5,642,471
254
3,781,653
253
2,783,155
253
2,459,695
252
2,944,944
253
2,706,148
253
3,027,620
253
3,773,319
252
4,101,981
253
3,532,286
253
6,840,625
253
5,610,671
253
4,772,604
253
3,257,364
253
2,258,529
252
2,165,894
252
1,960,636
253
1,519,852
253
1,190,085
253
543,703
173
242,825
Call
60,739,426
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
—
—
—
—
Dollar Volume (thousands)
Put
47,927,141
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
Call
Put
$34,107,920
$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
$23,358,678
$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
—
—
—
—
$10,749,241
$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
—
—
—
—
Equity Options Average Premium Per Contract and Average Contracts Per Trade
Year
2003
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
$197
$206
$180
$224
$189
$278
$394
$513
$327
$693
$603
$880
$627
$706
$443
$414
$448
$344
$360
$389
$293
$339
$376
$250
$288
$314
$225
$247
$250
$239
$258
$274
$219
$251
$255
$243
$253
$271
$210
$257
$258
$254
$315
$319
$303
$243
$255
$203
$352
$364
$313
$302
$329
$210
$275
$305
$177
$318
$346
$240
$499
$597
$231
$426
$501
$278
$390
$417
$323
$527
$588
$265
$392
$403
$329
$420
$419
$429
$322
$318
$389
$420
$420
—
$446
$446
—
$294
$294
—
$402
$402
—
Average Contracts Per Trade
Total
Call
Put
16.4
14.7
21.2
15.7
14.6
18.0
13.8
7.2
28.2
11.4
10.4
14.2
102
9.5
12.1
10.7
9.8
12.9
10.4
9.7
12.4
10.4
9.9
11.6
11.1
10.6
12.5
12.2
11.9
12.9
10.4
10.2
11.0
9.1
9.1
9.3
9.2
9.0
9.7
9.5
9.7
9.3
10.2
10.0
10.8
8.8
8.8
9.1
8.6
8.6
8.6
8.5
8.5
8.4
8.7
8.7
8.8
8.4
8.3
8.6
7.7
7.8
7.5
7.4
7.5
7.2
7.2
7.3
7.0
6.1
6.0
6.5
6.0
5.8
7.2
5.3
5.3
5.7
5.1
5.1
5.3
4.1
4.1
—
3.5
3.5
—
3.4
3.4
—
2.6
2.6
—
Equity Options Contract Volume By Exchange
Cleared Equity Options Volume
Ye a r
CBOE
AMEX
PHLX
PCX
ISE
MSE*
NYSE**
Total
CBOE %
Share of
Total
Vo l u m e
2003 173,033,965 142,184,749 89,060,733 71,112,677 225,829,026
701,221,150
24.7
2002 173,189,719 145,258,377 78,435,997 71,433,006 140,343,022
608,660,121
28.5
2001 232,851,089 167,713,954 92,955,040 95,646,008
59,201,203
648,367,294
36.0
2000 278,920,392 192,032,222 72,135,321 108,533,862
7,565,684
659,187,481
42.3
1999 198,086,825 126,821,276 44,086,183 75,770,940
444,765,224
46.1
1998 138,507,143 94,332,281 37,871,930 58,930,521
329,641,875
42.0
1997 116,031,496 83,926,288 25,021,282 46,606,429
1,413,206 272,998,701
42.5
1996 88,456,579 57,082,441 16,325,194 33,839,202
3,414,471 199,117,887
44.4
1995 77,040,466 48,886,858 14,739,706 30,852,968
2,860,273 174,380,271
44.2
1994 68,974,809 44,810,966 13,016,116 20,861,609
2,269,165 149,932,665
46.0
1993 58,710,818 43,390,722 11,411,065 16,203,312
2,010,184 131,726,101
44.6
1992 44,918,235
36,067,822 10,408,628 12,996,923
2,042,844 106,484,452
42.2
1991 45,255,301 32,829,447 11,803,703 13,781,027
1,901,208 104,850,686
43.2
1990 48,486,402 34,197,819 12,443,833 13,750,956
2,546,734 111,425,744
43.5
1989 61,902,931
41,579,453 16,768,793 17,865,387
3,723,184 141,839,748
43.6
1988 49,393,231 37,470,045 13,092,707 13,068,755
1,902,900 114,927,638
43.0
1987 73,315,232 52,770,659 18,088,192 18,951,794
1,305,974 164,431,851
44.6
1986 64,744,167 47,140,205 15,054,738 13,941,683
1,050,152 141,930,945
45.6
1985 57,523,599 36,099,739 12,068,358 12,700,805
163,593 118,556,094
48.5
1984 58,674,901 33,076,866 15,982,001 11,191,471
118,925,239
49.3
1983 71,695,563
36,199,701 16,607,806 11,155,906
135,658,976
52.8
1982 75,721,605 38,766,996 13,466,652
9,309,563
137,264,816
55.2
1981 57,584,175 34,859,475 10,009,565
6,952,567
109,405,782
52.6
1980 52,916,921 29,048,323 7,758,101
5,486,590
1,518,611
96,728,546
54.7
1979 35,379,600 17,467,018 4,952,737
3,856,344
2,609,164
64,264,863
55.1
1978 34,277,350
14,380,959 3,270,378
3,289,968
2,012,363
57,231,018
59.9
1977
24,838,632
10,077,578
2,195,307
1,925,031
600,780
39,637,328
62.7
1976
21,498,027
9,035,767
1,274,702
550,194
15,237
32,373,927
66.4
1975
14,431,023
3,530,564
140,982
18,102,569
79.7
1974
5,682,907
5,682,907
100.0
1973
1,119,177
1,119,177
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.
67
Equity LEAPS Contract Volume and Open Interest
Ye a r
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
Trading
Days
252
252
248
252
252
252
253
254
252
252
253
254
253
Total Contract Volume
Total
Call
Put
23,177,623 13,389,335 9,788,288
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
91,975
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
35,790,932 18,535,560 17,255,372
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
Year
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Days
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
110,822,092
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
46,956,166
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
63,865,926
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
439,770
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
Open Interest in Contracts
Call
Put
Ye a r
Total
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
17,643,785
12,119,702
4,155,498
3,317,081
3,706,451
3,232,699
3,273,034
2,467,906
2,708,600
2,844,191
2,185,174
1,887,202
1,774,620
1,289,914
7,782,313
6,513,285
1,905,223
1,575,805
1,459,002
1,308,280
1,296,473
841,547
1,003,661
1,273,899
889,577
809,961
719,990
569,727
9,861,472
5,606,417
2,250,275
1,741,276
2,247,449
1,924,419
1,976,561
1,626,359
1,704,939
1,570,292
1,295,597
1,077,241
1,054,630
720,187
Total
$114,219,971,467
$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
*Includes LEAPS for 1990-1998. After 1998, data includes LEAPS and FLEX.
68
Dollar Volume
Call
$60,070,272,728
$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
Put
$54,149,698,739
$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
Total Index Option Average Premium Per Contract and Average Contracts Per Trade
Year
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Average Premium Per Contract
Total
Call
Put
$1,031
$1,279
$848
$1,199
$1,022
$1,346
$1,986
$1,894
$2,052
$2,766
$2,936
$2,633
$2,131
$2,758
$1,679
$1,724
$2,156
$1,403
$1,465
$1,998
$1,040
$861
$1,207
$593
$595
$903
$346
$437
$470
$410
$377
$447
$316
$434
$513
$362
$514
$648
$380
$530
$528
$531
$425
$549
$304
$441
$477
$401
$466
$506
$420
$308
$355
$248
$238
$277
$207
$239
$266
$204
$318
$363
$277
Average Contracts Per Trade
Total
Call
Put
22.2
20.5
23.6
20.3
19.5
21.0
24.7
24.1
25.2
22.7
22.1
23.1
21.1
21.3
21.0
22.1
21.5
22.6
22.0
20.6
23.4
23.5
22.8
24.1
26.1
26.3
25.9
27.3
27.7
27.0
22.1
21.7
22.4
19.7
19.6
19.8
18.3
18.4
18.2
18.3
19.0
17.6
17.2
17.4
17.0
15.7
16.5
14.9
16.9
16.8
17.0
18.2
18.2
18.2
18.6
18.4
18.8
17.7
17.1
18.0
12.6
10.2
10.9
Total Index Options Contract Volume by Exchange
Year
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
CBOE
110,822,092
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
AMEX
PHLX
PCX
ISE
37,890,154
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
23,366,215
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
15,039,960
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
—
19,149,997
12,060,836
6,152,766
__
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
NYSE
NASD
__
__
__
__
__
__
8,054
24,519
25,425
31,535
42,781
134,197
158,761
271,077
592,760
724,889
2,193,121
3,773,630
4,263,262
4,093,816
656,480
__
__
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
45,239
107,453
—
—
Total
206,268,418
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
53.7
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
OEX® (S&P100®) Contract Volume and Open Interest
Ye a r
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Trading
Days
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
14,343,992
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
6,994,379
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
7,349,613
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
56,921
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
254,488
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
69
SPXTM (S&P 500®) Contract Volume and Open Interest
Year
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Trading
Days
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
127
Total
36,754,720
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
15,458,872
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
SM
Put
21,295,848
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
145,852
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
3,839,585
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
DJX (Dow Jones Industrial Average ) Contract Volume and Open Interest
Year
Trading
Days
2003
2002
2001
2000
1999
1998
1997
252
252
248
248
252
252
252
61
Total
10,193,708
12,114,841
8,958,075
8,958,075
3,763,077
3,319,804
4,281,731
2,029,938
Contract Volume
Call
4,595,606
4,141,448
2,666,528
2,666,528
1,635,695
1,015,438
1,399,234
902,050
Put
5,598,102
7,973,393
6,291,547
6,291,547
2,127,382
2,304,366
2,882,497
1,127,888
Average Daily
Volume
40,451
48,075
36,121
36,121
14,933
13,174
16,991
33,278
Open
Interest
603,906
822,035
562,428
562,428
223,569
437,654
343,556
464,792
NDX (Nasdaq-100 Index®) Contract Volume and Open Interest
Ye a r
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
Trading
Days
252
252
248
252
252
252
253
254
252
227
Total
1,622,687
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
579,208
523,282
684,259
940,780
568,392
774,814
1,090,248
1,495,178
881,058
558,245
®
Put
1,043,479
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
6,439
4,750
6,467
9,181
5,442
6,203
8,148
12,662
8,263
5,986
Open
Interest
180,218
70,931
35,665
68,220
86,442
20,375
31,158
36,859
83,364
39,369
MNX (Mini Nasdaq-100 Index ) Contract Volume and Open Interest
Year
2003
2002
2001
2000
Trading
Days
252
252
248
93
Total
4,034,201
4,993,791
6,325,335
1,468,469
Contract Volume
Call
1,798,884
2,506,047
3,084,290
756,636
Put
2,235,317
2,487,744
3,241,045
711,740
Average Daily
Volume
16,009
19,817
25,505
15,790
Open
Interest
1,125,454
694,679
589,386
268,086
RUT (Russell 2000® Index) Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
Open
Interest
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
252
252
248
252
252
252
253
254
252
252
253
35
612,790
386,262
325,157
835,614
821,565
876,158
616,882
388,399
317,099
651,009
494,980
40,086
237,850
156,940
142,733
197,567
414,385
383,124
349,415
179,145
103,557
192,777
233,801
19,869
374,940
229,322
182,424
638,047
407,180
493,034
267,467
209,254
213,542
458,232
261,179
20,217
2,432
1,533
1,311
3,316
3,260
3,477
2,438
1,529
1,258
2,583
1,956
1,145
117,599
95,467
91,373
64,663
33,322
57,215
34,035
55,901
24,754
46,817
76,896
21,499
70
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
2003
2002
2001
252
252
227
28,081,944
24,052,423
20,314,749
10,482,751
12,856,006
11,575,444
17,599,193
11,196,417
8,739,305
111,436
95,446
89,492
9,265,454
6,173,550
3,752,838
DIA (DIAMONDS) Options Contract Volume and Open Interest
Ye a r
Trading
Days
Total
2003
2002
252
157
9,370,722
4,500,093
Contract Volume
Call
4,020,916
1,598,219
Put
Average Daily
Vo l u m e
Open
Interest
5,349,806
2,901,874
37,185
28,663
730,409
274,702
OEF (iShares S&P 100® Fund) Contract Volume and Open Interest
Ye a r
Trading
Days
2003
2002
2001
252
252
227
Total
171,161
117,376
189,976
Contract Volume
Call
Put
Average Daily
Vo l u m e
Open
Interest
105,708
89,415
163,917
65,453
27,961
26,059
679
466
837
45,337
14,754
6,535
XEO (S&P 100® European Style) Contract Volume and Open Interest
Ye a r
Trading
Days
2003
2002
2001
252
252
123
Total
1,933,355
1,708,074
473,625
Contract Volume
Call
962,550
797,153
187,189
Put
Average Daily
Vo l u m e
Open
Interest
970,805
910,921
286,436
7,672
6,778
3,851
78,386
72,902
62,997
71
HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume
Year
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Trading
Days
252
252
248
252
251
251
250
252
250
250
251
251
251
251
131
Total
90,438
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
Contract Volume
Call
60,531
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
Average Daily
Volume
359
172
160
167
170
306
302
374
260
866
257
228
199
246
555
Put
29,907
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
Total Interest Rate Options Open Interest and Dollar Volume
Year
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Total
10,220
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
Open Interest in Contracts
Call
5,612
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
Put
4,608
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
Total
$25,275,575
$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
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Year
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
72
Average Premium Per Contract
Total
Call
Put
$279
$225
$258
$314
$189
$185
$211
$216
$169
$183
$174
$124
$147
$174
$167
$290
$237
$221
$196
$204
$132
$179
$216
$146
$220
$164
$111
$115
$183
$143
$258
$211
$285
$387
$177
$257
$244
$216
$204
$147
$184
$140
$184
$167
$193
Average Contracts Per Trade
Total
Call
Put
9.7
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
9.1
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
11.1
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
Dollar Volume
Call
$17,545,615
$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
$7,729,960
$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
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