2004
MARKET STATISTICS
MARKET STATISTICS-2004
Table of Contents
CBOE TRADING ACTIVITY-2004
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-2004
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 ................................................. 8-17
CBOE Equity Options Volume .......................................................... 18-40
CBOE Top 100 Equity Options Ranked By Volume ......................... 41-42
INDEX OPTIONS-2004
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Index Options Launch Dates .................................................................... 4 3
Most Active Indexes-2004 ....................................................................... 4 4
Total Index Options .................................................................................. 4 5
Total Index Options Contract Volume By Exchange ................................. 4 6
Total Index FLEX (DIA, NDX, QQQQ, RUT, SPX) ............................. 4 7
SPXTM (S&P 500®) ................................................................................. 4 8
OEX® (S&P 100®) ................................................................................ 4 9
XEO® (S&P 100® European Style) ....................................................... 5 0
DJX (Dow Jones Industrial AverageSM) .................................................... 5 1
NDX (Nasdaq-100 Index®) ................................................................... 5 2
MNX (Mini Nasdaq-100 Index®) .......................................................... 5 3
RUT (Russell 2000® Index) ................................................................... 5 4
QQQQ (Nasdaq 100® Shares) ............................................................... 5 5
DIA (DIAMONDS®) ............................................................................ 5 5
IWM (iShares Russell 2000® Index Fund) ............................................ 5 6
OEF (iShares S&P 100® Fund) .............................................................. 5 6
Other Index Option Products .................................................................. 5 7
Other Index Options Contract Volume Detail .................................... 58-60
INTEREST RATE OPTIONS-2004
FVX Options ............................................................................................ 6 3
TNX Options ........................................................................................... 6 4
TYX Options ............................................................................................ 6 5
HISTORICAL TRADING ACTIVITY
ALL OPTIONS
Total CBOE Options Contract Volume .................................................... 6 6
Total CBOE Options Year-End Open Interest and Dollar Volume .......... 6 6
Total CBOE Options Average Permium
Per Contract, and Average Contracts Per Trade .................................... 6 7
Total CBOE Options Contract Volume-All Options ............................... 6 7
Total Options Contract Volume By Exchange ........................................... 6 8
EQUITY OPTIONS
Equity Options Contract Volume ............................................................. 6 9
Equity Options Open Interest and Dollar Volume ................................... 6 9
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ......................................................... 7 0
Equity Options Contract Volume By Exchange ........................................ 7 0
Equity LEAPS Contract Volume and Open Interest .................................. 7 1
INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Index Contract Volume .................................................................... 7 1
Total Index Option Open Interest and Dollar Volume ............................ 7 1
Total Index Option Average Premium Per Contract
and Average Contracts Per Trade ......................................................... 7 2
Total Index Options Contract Volume By Exchange ................................. 7 2
SPX® (S&P 500®) .................................................................................. 7 2
OEX® (S&P 100®) ................................................................................ 7 3
XEO (S&P 100® European Style) ........................................................... 7 3
DJX (Dow Jones Industrial AverageSM) .................................................... 7 3
NDX (Nasdaq-100 Index®) ................................................................... 7 3
MNX (Mini Nasdaq-100 Index®) .......................................................... 7 3
RUT (Russell 2000® Index) ................................................................... 7 4
QQQQ (Nasdaq 100® Shares) ............................................................... 7 4
DIA (DIAMONDS®) ............................................................................ 7 4
IWM (iShares Russell 2000® Index Fund) ............................................ 7 4
OEF (iShares S&P 100® Fund) .............................................................. 7 4
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume ............................................ 7 5
Total Interest Rate Options Open Interest and Dollar Volume ................. 7 5
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ..................................... 7 5
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Total Interest Rate Options ........................................................................ 6 1
IRX Options ............................................................................................. 6 2
1
CBOE TRADING ACTIVITY-2004
Total CBOE Options Trading Summary
Call
No. of Contracts
Average Daily Volume
Dollar Volume
Open Interest
Transactions
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
23
21
20
21
21
22
21
21
21
22
252
198,190,521
786,470
$90,967,812,749
81,910,271
11,975,097
Put
Total
162,896,253
646,414
$74,829,138,214
72,722,568
6,501,970
Call
Contract Volume
Put
Total
20,215,860
15,855,294
17,616,084
17,820,788
13,893,609
14,327,294
15,327,673
14,011,443
13,963,624
17,944,342
20,034,220
17,180,290
198,190,521
13,886,817
11,679,977
15,337,694
13,857,475
14,013,212
12,218,662
12,903,630
12,883,332
12,495,255
15,412,863
14,732,972
13,474,364
162,896,253
34,102,677
27,535,271
32,953,778
31,678,263
27,906,821
26,545,956
28,231,303
26,894,775
26,458,879
33,357,205
34,767,192
30,654,654
361,086,774
361,086,774
1,432,884
$165,796,950,963
154,632,839
18,477,067
Average Daily
Total
1,705,134
1,449,225
1,432,773
1,508,489
1,395,341
1,264,093
1,344,348
1,222,490
1,259,947
1,588,438
1,655,581
1,393,393
1,432,884
Call
Open Interest
Put
58,487,034
62,831,117
67,769,891
69,950,776
73,205,009
72,074,024
73,377,175
74,923,670
76,106,703
79,319,630
81,876,820
81,910,271
—
49,220,076
53,360,248
57,515,932
60,141,246
63,662,093
62,914,879
63,959,172
65,906,520
66,801,967
70,433,197
71,604,425
72,722,568
—
Total Dollar
Volume
Total
107,707,110 $17,122,016,605
116,191,365 $11,438,181,896
125,285,823 $18,906,719,552
130,092,022 $12,281,281,188
136,867,102 $11,374,476,960
134,988,903 $14,135,565,419
137,336,347 $12,947,842,168
140,830,190 $11,949,295,197
142,908,670 $12,367,955,854
149,752,827 $13,363,990,042
153,481,245 $13,678,928,065
154,632,839 $16,230,698,017
— $165,796,950,963
Total CBOE Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
2
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Average Premium Per Contract
Call
Put
Total
$532
$414
$568
$372
$332
$562
$418
$405
$493
$378
$429
$582
$459
$458
$417
$581
$408
$483
$498
$507
$487
$438
$427
$346
$462
$459
$502
$415
$574
$388
$408
$532
$459
$444
$467
$401
$393
$529
$459
Average Contracts Per Trade
Call
Put
Total
15.7
17.1
17.2
16.7
18.0
17.5
17.3
16.9
16.0
16.1
15.9
15.3
16.6
24.8
24.9
25.9
24.6
28.9
26.7
23.6
24.1
24.4
24.0
23.8
26.0
25.1
18.5
19.7
20.4
19.4
22.2
20.8
19.7
19.8
19.1
19.0
18.5
18.7
19.5
Call
Transactions
Put
Total
1,284,565 560,415 1,844,980
927,952 468,481 1,396,433
1,026,043 592,233 1,618,276
1,068,479 562,836 1,631,315
772,275 485,560 1,257,835
819,902 457,782 1,277,684
885,188 546,987 1,432,175
827,473 533,622 1,361,095
871,809 511,710 1,383,519
1,111,994 643,529 1,755,523
1,256,778 620,273 1,877,051
1,122,639 518,542 1,641,181
11,975,097 6,501,970 18,477,067
Total CBOE Options Contract Volume - All Options
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Total
Volume
Equity
Volume
34,102,677
27,535,271
32,953,778
31,678,263
27,906,821
26,545,956
28,231,303
26,894,775
26,458,879
33,357,205
34,767,192
30,654,654
361,086,774
22,706,417
18,841,016
19,022,826
20,123,578
15,180,078
15,629,598
18,016,522
15,448,420
16,101,826
21,582,823
22,749,670
18,914,089
224,316,863
Index
Volume
Interest Rate
Volume
11,387,950
8,690,629
13,923,653
11,543,918
12,712,238
10,904,437
10,208,946
11,440,363
10,350,923
11,770,545
12,013,461
11,732,240
136,679,303
8,310
3,626
7,299
10,767
14,505
11,921
5,835
5,992
6,130
3,837
4,061
8,325
90,608
Total Options Contract Volume By Exchange
Month
CBOE
AMEX
BOX
PHLX
PCX
ISE
Total
CBOE Share
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
34,102,677
27,535,271
32,953,778
31,678,263
27,906,821
26,545,956
28,231,303
26,894,775
26,458,879
33,357,205
34,767,192
30,654,654
361,086,774
19,783,503
16,524,409
19,073,084
17,828,121
15,837,585
14,793,687
16,316,844
14,728,512
15,148,852
17,680,838
18,125,126
16,851,670
202,692,231
—241,319
924,630
981,958
1,035,869
1,363,634
1,951,925
1,610,220
2,013,517
3,670,928
3,588,243
3,359,028
20,741,271
16,541,290
12,248,782
14,129,254
12,362,865
10,249,308
9,223,681
9,667,092
8,059,915
8,018,668
10,352,834
12,389,934
10,161,220
133,404,843
10,780,663
8,311,682
9,745,320
8,412,189
6,970,516
6,356,235
7,213,932
7,158,556
7,294,890
8,631,452
10,612,612
11,774,411
103,262,458
33,231,115
27,565,518
31,284,996
31,226,459
27,570,944
25,551,413
29,336,365
26,857,219
26,427,904
34,092,251
35,386,484
32,321,851
360,852,519
114,439,248
92,426,981
108,111,062
102,489,855
89,571,043
83,834,606
92,717,461
85,309,197
85,362,710
107,785,508
114,869,591
105,122,834
1,182,040,096
30%
30%
30%
31%
31%
32%
30%
32%
31%
31%
30%
29%
31%
3
EQUITY OPTIONS-2004
Equity Options Contract Volume
During 2004, 224 million equity contracts were traded on the CBOE, representing options on 22.4 billion shares of underlying stock.
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Contract Volume
Put
Call
15,934,929
12,568,815
12,253,347
13,299,917
9,278,884
9,732,662
11,042,006
9,291,237
9,843,228
13,151,056
14,958,535
12,780,537
144,135,153
6,771,488
6,272,201
6,769,479
6,823,661
5,901,194
5,896,936
6,974,516
6,157,183
6,258,598
8,431,767
7,791,135
6,133,552
80,181,710
Average Daily
Volume
Total
22,706,417
18,841,016
19,022,826
20,123,578
15,180,078
15,629,598
18,016,522
15,448,420
16,101,826
21,582,823
22,749,670
18,914,089
224,316,863
1,135,321
991,632
827,079
958,266
759,004
744,267
857,930
702,201
766,754
1,027,753
1,083,318
859,731
890,146
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 2004, open interest in equity options on CBOE was 131,498,380 contracts.
Open Interest
4
Dollar Volume
Month
Call
Put
Total
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
50,720,314
54,735,234
59,311,406
60,648,743
63,801,790
63,017,311
63,517,713
64,768,779
66,708,164
68,865,662
71,616,631
72,327,968
—
38,971,710
42,761,382
46,549,035
48,132,603
51,142,532
51,655,324
52,215,505
53,626,589
54,741,205
57,359,643
58,182,930
59,170,412
—
89,692,024
97,496,616
105,860,441
108,781,346
114,944,322
114,672,635
115,733,218
118,395,368
121,449,369
126,225,305
129,799,561
131,498,380
—
$3,586,438,450
$2,588,977,458
$2,622,555,437
$2,904,029,168
$1,517,742,312
$1,873,904,995
$2,027,355,295
$1,617,679,995
$1,919,033,653
$2,618,432,510
$3,684,638,388
$3,330,534,462
$30,291,322,125
Put
$906,232,356
$919,917,359
$1,087,133,570
$1,122,932,277
$1,233,566,468
$922,299,450
$1,405,599,719
$1,223,730,139
$1,134,145,843
$1,604,007,310
$1,260,010,303
$898,418,865
$13,717,993,658
Total
$4,492,670,806
$3,508,894,817
$3,709,689,007
$4,026,961,445
$2,751,308,780
$2,796,204,445
$3,432,955,015
$2,841,410,135
$3,053,179,496
$4,222,439,820
$4,944,648,691
$4,228,953,328
$44,009,315,783
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
$225
$206
$214
$218
$164
$193
$184
$174
$195
$199
$246
$261
$210
$134
$147
$161
$165
$209
$156
$202
$199
$181
$190
$162
$146
$171
Average Contracts Per Trade
Call
Put
Total
$198
$186
$195
$200
$181
$179
$191
$184
$190
$196
$217
$224
$196
14.5
16.2
15.5
15.5
16.3
15.5
15.9
14.8
14.0
14.4
14.3
13.6
14.9
25.8
25.4
27.6
25.1
31.4
26.5
21.8
22.1
23.7
22.5
21.0
23.9
24.3
16.7
18.4
18.4
17.8
20.1
18.4
17.7
17.0
16.7
16.7
16.1
15.8
17.3
Call
1,099,044
776,504
788,217
858,841
568,858
628,418
695,969
627,425
700,856
913,881
1,043,093
940,929
9,642,033
Transactions
Put
Total
262,029 1,361,073
246,613 1,023,117
245,672 1,033,889
271,445 1,130,286
187,923
756,780
222,221
850,639
319,243 1,015,212
278,817
906,242
264,470
965,326
374,877 1,288,758
370,895 1,413,988
256,882 1,197,811
3,301,088 12,943,122
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 24% of all equity options trading in 2004.
At year-end there were 1,567 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
22,706,417 16,407,138
18,841,016 13,585,022
19,022,826 14,593,713
20,123,578 14,287,660
15,180,078 11,754,524
15,629,598 11,740,990
18,016,522 12,978,067
15,448,420 11,140,014
16,101,826 11,637,085
21,582,823 13,956,584
22,749,670 14,810,201
18,914,089 13,463,730
224,316,863 160,354,728
PHLX
13,813,134
10,070,554
10,817,391
9,453,878
7,477,735
7,246,942
7,319,060
5,922,414
6,505,103
8,722,530
10,957,185
9,098,640
107,404,566
PCX
9,441,419
7,295,812
8,195,934
7,099,897
5,530,132
5,194,882
5,992,556
6,088,794
6,220,439
7,612,779
9,483,733
10,753,027
88,909,404
ISE
BOX
30,688,629
0
25,294,618
241,319
27,914,255
911,536
28,115,623
966,942
23,859,837 1,009,583
22,793,862 1,196,468
26,607,155 1,615,593
23,748,827 1,225,100
22,907,526 1,519,326
29,891,477 2,601,112
31,706,670 2,681,044
29,238,632 2,489,025
322,767,111 16,457,048
Total
CBOE
Market Share
93,056,737
75,328,341
81,455,655
80,047,578
64,811,889
63,802,742
72,528,953
63,573,569
64,891,305
84,367,305
92,388,503
83,957,143
920,209,720
24%
25%
23%
25%
23%
24%
25%
24%
25%
26%
25%
23%
24%
5
Equity LEAPS® (Long-term Equity AnticiPation SecuritiesTM) Contract Volume,
Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
2,047,978
1,730,890
1,883,131
1,997,795
1,266,955
1,023,463
901,454
740,642
942,722
1,133,401
1,367,841
1,490,582
16,526,854
Contract Volume
Put
Total
1,041,558 3,089,536
1,291,414 3,022,304
1,269,001 3,152,132
1,158,487 3,156,282
978,328 2,245,283
814,308 1,837,771
802,761 1,704,215
740,718 1,481,360
750,539 1,693,261
866,909 2,000,310
1,210,849 2,578,690
833,853 2,324,435
11,758,725 28,285,579
Average Daily
Volume
154,477
159,069
137,049
150,299
112,264
87,513
81,153
67,335
80,631
95,253
122,795
105,656
112,244
Open Interest in Contracts
Call
Put
Total
5,073,965
6,440,728
7,935,977
9,441,087
10,593,865
11,597,418
12,674,058
13,986,149
15,506,252
16,811,627
19,106,317
21,129,138
—
5,746,709
7,241,332
8,497,578
9,611,247
10,730,123
11,626,283
12,842,271
14,167,490
15,358,920
16,727,956
18,388,214
20,016,022
—
10,820,674
13,682,060
16,433,555
19,052,334
21,323,988
23,223,701
25,516,329
28,153,639
30,865,172
33,539,583
37,494,531
41,145,160
—
Dollar Volume
Total
$1,160,621,913
$1,023,037,557
$1,218,339,794
$1,199,237,808
$753,760,330
$622,514,976
$608,886,686
$512,424,710
$608,847,913
$672,788,471
$886,072,464
$927,693,313
$10,194,225,935
Equity LEAPS Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
6
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Average Premium Per Contract
Call
Put
Total
$417
$392
$448
$428
$360
$398
$412
$373
$351
$376
$391
$426
$403
$295
$267
$295
$297
$304
$264
$296
$319
$371
$285
$290
$351
$300
$376
$338
$387
$380
$336
$339
$357
$346
$360
$336
$344
$399
$360
Average Contracts Per Trade
Call
Put
Total
20.7
25.1
24.8
24.6
23.3
22.7
23.4
19.7
20.8
18.7
16.7
17.1
21.3
31.1
46.6
39.1
36.7
41.2
45.5
46.8
40.5
31.5
29.7
32.7
23.3
35.8
23.4
31.3
29.1
28.0
28.7
29.2
30.6
26.5
24.5
22.3
21.7
18.9
25.6
Call
98,851
68,984
75,782
81,103
54,383
45,141
38,460
37,567
45,270
60,534
81,810
87,170
775,055
Transactions
Put
Total
33,439 132,290
27,725
96,709
32,488 108,270
31,595 112,698
23,743
78,126
17,900
63,041
17,169
55,629
18,274
55,841
23,801
69,071
29,176
89,710
37,085 118,895
35,751 122,921
328,146 1,103,201
Equity FLEX® (FLexible EXchange) Options Contract Volume, Open Interest and Dollar Volume
Month
Trading
Days
Call
Contract Volume
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
23
21
20
21
21
22
21
21
21
22
252
41,745
25,682
13,458
10,960
24,871
8,625
44,482
44,096
23,715
182,451
202,490
67,419
689,994
91,849 133,594
95,790 121,472
16,315
29,773
43,196
54,156
29,506
54,377
54,207
62,832
41,463
85,945
67,980 112,076
32,418
56,133
235,371 417,822
194,202 396,692
118,560 185,979
1,020,857 1,710,851
Average Daily
Volume
6,680
6,393
1,294
2,579
2,719
2,992
4,093
5,094
2,673
19,896
18,890
8,454
6,789
Open Interest in Contracts
Call
Put
Total
360,466
357,017
379,222
382,873
392,036
341,424
301,795
352,088
396,716
540,464
662,125
474,485
—
466,762
552,282
539,877
546,288
524,397
596,907
598,270
660,281
601,170
785,471
927,192
771,957
—
827,228
909,299
919,099
929,161
916,433
938,331
900,065
1,012,369
997,886
1,325,935
1,589,317
1,246,442
—
Dollar Volume
Total
$57,989,490
$15,666,930
$8,252,470
$13,727,270
$10,582,900
$20,567,235
$39,361,010
$9,591,315
$6,363,245
$34,876,190
$55,247,175
$76,841,310
$349,066,540
Equity FLEX Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
23
21
20
21
21
22
21
21
21
22
252
Average Premium Per Contract
Call
Put
Total
$273
$196
$178
$335
$74
$162
$616
$177
$92
$113
$187
$362
$212
$507
$111
$359
$233
$296
$354
$288
$26
$129
$60
$89
$442
$199
$434
$129
$277
$253
$195
$327
$458
$86
$113
$83
$139
$413
$204
Average Contracts Per Trade
Call
Put
Total
237.2
165.7
217.1
179.7
460.6
196.0
505.5
658.1
551.5
1,861.7
1,033.1
495.7
584.7
395.9
1,741.6
243.5
496.5
327.8
497.3
658.1
871.5
400.2
1,705.6
899.1
806.5
749.0
327.4
578.4
230.8
365.9
377.6
410.7
569.2
772.9
452.7
1,770.4
962.8
657.2
672.8
Call
176
155
62
61
54
44
88
67
43
98
196
136
1,180
Transactions
Put
Total
232
55
67
87
90
109
63
78
81
138
216
147
1,363
408
210
129
148
144
153
151
145
124
236
412
283
2,543
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
A
AA
AAI
AAPL
ABC
ABI
ABS
ABT
ABX
ABXA
ACDO
ACE
ACF
ADBE
ADCT
ADI
ADP
ADPT
ADRX
AEOS
AEP
AES
AET
AGE
AGI
AGIX
AGN
AHC
AIG
AKAM
AL
ALA
ALD
ALL
ALTR
ALVR
AMAT
AMCC
AMD
AMG
AMGN
AMKR
AMLN
AMR
AMSC
AMT
AMTD
AMX
AMZN
AN
ANDW
ANF
ANN
AOC
APA
APC
APCC
APHT
APOL
APPX
ARBA
ARDI
ASA
ASCL
ASD
ASKJ
AT
ATK
ATN
ATVI
AU
AV
Agilent Technologies, Corporation
ALCOA, Inc.
Airtran Holdings, Inc.
Apple Computer, Inc.
AmerisourceBergen Corporation
Applera Corporation-Applied Biosystems Group
Albertson’s, Inc.
Abbott Laboratories
Barrick Gold Corporation
ABX Air
Accredo Health, Incorporated
ACE, Ltd.
AmeriCredit Corporation
Adobe Systems, Inc.
ADC Telecommunications, Inc.
Analog Devices, Inc.
Automatic Data Processing, Inc.
Adaptec, Inc.
Andrx Corp.
American Eagle Outfitters, Inc.
American Electric Power Company, Inc.
AES Corporation
Aetna, Inc.
Edwards (A.G.) & Sons, Inc.
Alliance Gaming Corporation
AtheroGenics, Inc.
Allergan, Inc.
Amerada Hess Corporation
American International Group, Inc.
Akamai Technologies, Inc.
Alcan, Inc.
Alcatel
Alllied Capital Corporation
Allstate Corporation (The)
Altera Corporation
Alvarion Limited
Applied Materials, Inc.
Applied Micro Circuits Corporation
Advanced Micro Devices, Inc.
Affiliated Managers Group, Inc.
Amgen, Inc.
Amkor Technology, Inc.
Amylin Pharmaceuticals, Inc.
AMR Corporation
American Superconductor Corp.
American Tower Corporation - CLA
Ameritrade Holding Corp. - Cl A
America Movil S.A. de C.V.
Amazon.Com, Inc.
AutoNation, Inc.
Andrew Corporation
Abercrombie & Fitch Company
AnnTaylor Stores Corporation
AON Corporation
Apache Corporation
Anadarko Petroleum Corporation
American Power Conversion Corporation
Aphton Corp.
Apollo Group, Inc.
American Pharmaceutical Partners, Inc.
Ariba, Inc.
@Road, Inc.
ASA Limited
Ascential Software Corporation
American Standard Companies, Inc.
Ask Jeeves, Inc.
ALLTEL Corporation
Alliant Techsystems, Inc.
Action Performance Companies, Inc.
Activision, Inc.
AngloGold Ashanti Limited ADS
Avaya, Inc.
Total
11,838
34,165
2,349
43,325
5,818
508
15,370
34,812
18,850
279
1,378
606
3,620
3,531
35,723
11,538
4,855
34
5,160
173
6,020
5,188
13,262
1,568
426
341
2,704
5,967
37,467
14,965
181
3,633
4,821
3,949
3,844
617
59,459
9,207
169,529
424
56,397
12,506
4,594
205,861
3,192
47,160
2,647
20,606
51,870
1,430
1,414
8,926
1,131
2,116
17,002
7,291
3,416
1,852
3,746
2,388
9,534
1,275
1,215
828
2,944
2,391
20,421
323
333
2,015
5,820
4,813
Contract Volume
Callff
Put
8,658
11,191
2,054
25,070
2,720
326
6,862
29,023
14,929
173
720
351
2,930
1,475
32,059
6,431
2,120
10
3,028
83
2,446
3,820
4,309
1,094
322
213
1,124
2,454
20,254
10,173
94
2,398
3,000
3,137
2,359
391
34,404
7,611
60,470
134
36,689
6,704
2,781
72,669
1,136
37,781
2,033
8,397
30,088
623
871
7,063
725
1,134
13,698
6,263
2,537
1,355
1,390
1,601
7,412
774
1,095
661
1,258
1,582
1,650
82
224
2,015
1,272
2,537
3,180
22,974
295
18,255
3,098
182
8,508
5,789
3,921
106
658
255
690
2,056
3,664
5,107
2,735
24
2,132
90
3,574
1,368
8,953
474
104
128
1,580
3,513
17,213
4,792
87
1,235
1,821
812
1,485
226
25,055
1,596
109,059
290
19,708
5,802
1,813
133,192
2,056
9,379
614
12,209
21,782
807
543
1,863
406
982
3,304
1,028
879
497
2,356
787
2,122
501
120
167
1,686
809
18,771
241
109
0
4,548
2,276
Average Daily Volume
Total
Call
Put
47
136
9
172
23
2
61
138
75
1
5
2
14
14
142
46
19
0
20
1
24
21
53
6
2
1
11
24
149
59
1
14
19
16
15
2
236
37
673
2
224
50
18
817
13
187
11
82
206
6
6
35
4
8
67
29
14
7
15
9
38
5
5
3
12
9
81
1
1
8
23
19
34
44
8
99
11
1
27
115
59
1
3
1
12
6
127
26
8
0
12
0
10
15
17
4
1
1
4
10
80
40
0
10
12
12
9
2
137
30
240
1
146
27
11
288
5
150
8
33
119
2
3
28
3
5
54
25
10
5
6
6
29
3
4
3
5
6
7
0
1
8
5
10
13
91
1
72
12
1
34
23
16
0
3
1
3
8
15
20
11
0
8
0
14
5
36
2
0
1
6
14
68
19
0
5
7
3
6
1
99
6
433
1
78
23
7
529
8
37
2
48
86
3
2
7
2
4
13
4
3
2
9
3
8
2
0
1
7
3
74
1
0
0
18
9
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
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
AVID
AVP
AVY
AW
AWE
AXP
AYE
AZN
AZO
BA
BAC
BAX
BBBY
BBI
BBY
BC
BEAS
BEN
BGP
BHI
BIIB
BJS
BK
BKS
BLDP
BLL
BLS
BMC
BMS
BMY
BNI
BORL
BOW
BP
BRCD
BRCM
BSC
BSG
BSTE
BSX
BUD
BVF
BWA
BZH
C
CA
CAG
CAH
CAL
CAM
CAT
CB
CBH
CBRL
CC
CCE
CCI
CCK
CCL
CCU
CD
CDN
CECO
CELG
CEPH
CFC
CHINA
CHIR
CHK
CHKP
CHTR
CIEN
Avid Technology, Inc.
Avon Products, Inc.
Avery Dennison Corporation
Allied Waste Industries, Inc.
AT&T Wireless Services, Inc.
American Express Company
Allegheny Energy, Inc.
AstraZeneca plc ADS
Autozone, Inc.
Boeing Company (The)
Bank of America Corporation
Baxter International, Inc.
Bed Bath & Beyond, Inc.
Blockbuster, Inc. - Cl A
Best Buy Co., Inc.
Brunswick Corporation
BEA Systems, Inc.
Franklin Resources, Inc.
Borders Group, Inc.
Baker Hughes Incorporated
BIOGEN IDEC, Inc.
BJ Services Company
Bank of New York Company, Inc. (The)
Barnes & Noble, Inc.
Ballard Power Systems, Inc.
Ball Corporation
BellSouth Corporation
BMC Software, Inc.
Bemis Company
Bristol-Myers Squibb Company
Burlington Northern Santa Fe Corporation
Borland Software Corporation
Bowater, Incorporated
BP p.l.c.
Brocade Communications
Broadcom, Inc.
Bear Stearns Companies, Inc. (The)
BISYS Group, Inc. (The)
Biosite, Inc.
Boston Scientific Corporation
Anheuser-Busch Companies, Inc.
Biovail Corporation International
BorgWarner, Inc.
Beazer Homes USA, Inc.
Citigroup, Inc.
Computer Associates International, Inc.
ConAgra, Inc.
Cardinal Health, Inc.
Continental Airlines, Inc. (Class B)
Cooper Cameron Corporation
Caterpillar, Inc.
Chubb Corporation (The)
Commerce Bancorp, Inc.
CBRL Group, Inc.
Circuit City Stores, Inc. Circuit City Group
Coca-Cola Enterprises, Inc.
Crown Castle International Corp.
Crown Holdings, Inc.
Carnival Corporation (Class A)
Clear Channel Communications, Inc.
Cendant Corporation
Cadence Design Systems, Inc.
Career Education Corporation
Celgene Corporation
Cephalon, Inc.
Countrywide Financial Corporation
Chinadotcom Corporation - CL A
Chiron Corporation
Chesapeake Energy Corporation
Check Point Software Technologies Ltd.
Charter Communications, Inc.
Ciena Corporation
Total
1
8,806
1,359
2,648
393,745
22,301
8,814
6,343
1,452
26,230
75,755
19,402
1,405
4,979
23,311
2,310
14,853
172
49
585
19,783
2,845
2,655
795
3,619
5,985
61,946
595
5,637
101,037
1,636
1,970
63,655
25,064
7,747
25,803
14,865
159
1,924
17,186
5,948
11,372
698
1,441
212,899
56,517
7,117
21,913
57,593
820
14,597
817
7,110
13,196
2,391
6,064
952
3,097
39,382
6,219
39,554
3,415
59,518
8,685
29,794
67,774
4,685
10,512
35,818
14,820
21,990
21,698
Contract Volume
Callff
Put
1
5,305
521
2,578
320,349
13,079
3,173
2,947
1,128
16,818
34,165
11,634
875
2,387
11,713
208
9,543
87
29
358
14,644
1,312
1,591
282
3,097
1,117
35,554
337
221
68,623
1,098
1,528
5,507
19,682
6,265
18,176
3,248
156
1,344
11,887
3,329
8,131
282
740
115,244
26,760
5,331
8,343
45,904
765
7,264
531
4,129
9,587
1,651
5,575
703
1,030
3,909
3,559
30,818
542
31,526
5,441
9,306
11,788
4,083
6,970
30,677
3,944
14,016
14,863
0
3,501
838
70
73,396
9,222
5,641
3,396
324
9,412
41,590
7,768
530
2,592
11,598
2,102
5,310
85
20
227
5,139
1,533
1,064
513
522
4,868
26,392
258
5,416
32,414
538
442
58,148
5,382
1,482
7,627
11,617
3
580
5,299
2,619
3,241
416
701
97,655
29,757
1,786
13,570
11,689
55
7,333
286
2,981
3,609
740
489
249
2,067
35,473
2,660
8,736
2,873
27,992
3,244
20,488
55,986
602
3,542
5,141
10,876
7,974
6,835
Average Daily Volume
Total
Call
Put
0
35
5
11
1,562
88
35
25
6
104
301
77
6
20
93
9
59
1
0
2
79
11
11
3
14
24
246
2
22
401
6
8
253
99
31
102
59
1
8
68
24
45
3
6
845
224
28
87
229
3
58
3
28
52
9
24
4
12
156
25
157
14
236
34
118
269
19
42
142
59
87
86
0
21
2
10
1,271
52
13
12
4
67
136
46
3
9
46
1
38
0
0
1
58
5
6
1
12
4
141
1
1
272
4
6
22
78
25
72
13
1
5
47
13
32
1
3
457
106
21
33
182
3
29
2
16
38
7
22
3
4
16
14
122
2
125
22
37
47
16
28
122
16
56
59
0
14
3
0
291
37
22
13
1
37
165
31
2
10
46
8
21
0
0
1
20
6
4
2
2
19
105
1
21
129
2
2
231
21
6
30
46
0
2
21
10
13
2
3
388
118
7
54
46
0
29
1
12
14
3
2
1
8
141
11
35
11
111
13
81
222
2
14
20
43
32
27
9
Equity LEAPS Contract Volume Detail
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
10
Standard
Symbol
Stock
CIT
CKFR
CL
CLS
CLX
CMCSA
CMCSK
CME
CMI
CMLS
CMS
CMVT
CMX
CNA
CNET
CNO
CNX
CNXT
COCO
COF
COGN
COH
COMS
COP
COST
COX
CPN
CPRT
CPWR
CRA
CREE
CRUS
CSC
CSCO
CSX
CTB
CTL
CTSH
CTX
CTXS
CVC
CVH
CVS
CVTX
CVX
CY
CZN
CZR
D
DAL
DCLK
DCX
DD
DDS
DE
DELL
DF
DG
DGX
DHI
DHR
DIS
DISH
DNA
DO
DOW
DOX
DPH
DRYR
DT
DTV
DUK
CIT Group, Inc.
Checkfree Corporation
Colgate-Palmolive Company
Celestica, Inc.
Clorox Company (The)
Comcast Corp. (Class A)
Comcast Corporation (Special Class A)
Chicago Mercantile Exchange
Cummins, Inc.
Cumulus Media, Inc. - Cl A
CMS Energy Corporation
Comverse Technology, Inc.
Caremark RX, Inc.
CNA Financial Corporation
CNET Networks, Inc.
Conseco, Inc.
Consol Energy, Inc.
Conexant Systems, Inc.
Corinthian Colleges, Inc.
Capital One Financial Corporation
Cognos, Incorporated
Coach, Inc.
3Com Corporation
ConocoPhillips
Costco Wholesale Corp.
Cox Communications, Inc. (Class A)
Calpine Corporation
Copart, Inc.
Compuware Corporation
Applera Corp - Celera Genomics Group
Cree, Inc.
Cirrus Logic, Inc.
Computer Sciences Corporation
Cisco Systems, Inc.
CSX Corporation
Cooper Tire & Rubber Company
Centurytel, Inc.
Cognizant Technology Solutions Corporation
CENTEX Corporation
Citrix Systems, Inc.
Cablevision Systems Corporation
Coventry Health Care, Inc.
CVS Corporation
CV Therapeutics, Inc.
ChevronTexaco Corporation
Cypress Semiconductor Corporation
Citizens Communications Company
Caesars Entertainment, Inc.
Dominion Resources, Inc.
Delta Air Lines, Inc.
Doubleclick, Inc.
DaimlerChrysler AG
du Pont (E.I.) de Nemours & Company
Dillard Department Stores, Inc. (Class A)
Deere & Company
Dell Computer Corp.
Dean Foods Company
Dollar General Corporation
Quest Diagnostics, Incorporated
D.R. Horton, Inc.
Danaher Corporation
Disney (The Walt) Holding Co.
EchoStar Communications Corporation
Genentech, Inc.
Diamond Offshore Drilling, Inc.
Dow Chemical Company (The)
Amdocs Ltd.
Delphi Corporation
Dreyer’s Grand Ice Cream, Inc.
Deutsche Telekom AG ADR
The DIRECTV Group, Inc.
Duke Energy Company
Total
1,310
1,655
13,633
1,409
1,177
17,399
20,496
3,259
2,275
636
7,897
3,211
1,079
400
1,747
17,091
6,944
3,025
21,193
6,664
134
57
9,999
9,946
7,739
6,044
238,763
532
1,660
2,273
18,374
9,294
1,186
174,915
101
28
6,719
1,579
10,080
2,626
19,284
751
5,550
5,476
24,190
8,532
29,497
8,774
905
273,975
6,375
4,853
24,258
1,228
4,067
65,962
757
1,548
2,372
23,562
2,627
62,708
11,448
15,930
3,485
12,251
10,228
1,842
859
5,227
2,725
13,902
Contract Volume
Callff
1,121
977
7,612
429
787
11,400
18,629
2,560
398
323
5,982
2,300
815
358
1,737
15,038
3,075
2,792
12,063
2,661
128
35
9,453
6,131
3,716
4,977
89,834
502
1,003
2,136
10,897
8,210
769
125,380
80
23
4,412
1,270
6,381
1,965
18,931
27
3,559
3,470
16,055
5,040
17,598
4,233
771
133,284
3,990
1,853
14,097
703
1,591
39,318
186
787
2,138
15,084
170
37,168
4,174
8,015
2,696
6,442
8,447
919
705
2,840
2,330
10,763
Put
189
678
6,021
980
390
5,999
1,867
699
1,877
313
1,915
911
264
42
10
2,053
3,869
233
9,130
4,003
6
22
546
3,815
4,023
1,067
148,929
30
657
137
7,477
1,084
417
49,535
21
5
2,307
309
3,699
661
353
724
1,991
2,006
8,135
3,492
11,899
4,541
134
140,691
2,385
3,000
10,161
525
2,476
26,644
571
761
234
8,478
2,457
25,540
7,274
7,915
789
5,809
1,781
923
154
2,387
395
3,139
Average Daily Volume
Total
Call
Put
5
7
54
6
5
69
81
13
9
3
31
13
4
2
7
68
28
12
84
26
1
0
40
39
31
24
947
2
7
9
73
37
5
694
0
0
27
6
40
10
77
3
22
22
96
34
117
35
4
1,087
25
19
96
5
16
262
3
6
9
94
10
249
45
63
14
49
41
7
3
21
11
55
4
4
30
2
3
45
74
10
2
1
24
9
3
1
7
60
12
11
48
11
1
0
38
24
15
20
356
2
4
8
43
33
3
498
0
0
18
5
25
8
75
0
14
14
64
20
70
17
3
529
16
7
56
3
6
156
1
3
8
60
1
147
17
32
11
26
34
4
3
11
9
43
1
3
24
4
2
24
7
3
7
1
8
4
1
0
0
8
15
1
36
16
0
0
2
15
16
4
591
0
3
1
30
4
2
197
0
0
9
1
15
3
1
3
8
8
32
14
47
18
1
558
9
12
40
2
10
106
2
3
1
34
10
101
29
31
3
23
7
4
1
9
2
12
Equity LEAPS Contract Volume Detail
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
Standard
Symbol
Stock
DVN
DYN
EBAY
ED
EDS
EIX
EK
ELN
ELNK
ELX
EMC
EMN
EMR
ENMD
ENZ
ENZN
EOG
EOP
EP
ERES
ERICY
ERTS
ESRX
ESST
ET
ETR
EXC
F
FAF
FBR
FCS
FCX
FD
FDC
FDG
FDP
FDX
FE
FFIV
FHRX
FIC
FITB
FL
FLEX
FLIR
FNF
FNM
FON
FPL
FRE
FRX
FST
G
GCI
GD
GDT
GE
GENZ
GILD
GIS
GIVN
GLFD
GLW
GM
GMR
GMT
GOOG
GP
GPS
GPT
GRMN
Devon Energy Corporation
12,919
Dynegy, Inc.
21,678
eBay, Inc.
113,020
Consolidated Edison, Inc.
1,103
Electronic Data Systems, Inc.
61,033
Edison International
4,446
Eastman Kodak Company
36,847
Elan Corporation PLC ADR
223,409
EarthLink, Inc.
2,612
Emulex Corporation
17,035
EMC Corporation
49,438
Eastman Chemical Company
2,702
Emerson Electric Company
8,981
EntreMed, Inc.
1,189
Enzo Biochem, Inc.
2,501
Enzon Pharmaceuticals, Inc.
681
EOG Resources, Inc.
8,120
Equity Office Properties Trust
2,544
El Paso Corporation
223,812
eRESEARCH Technology, Inc.
29,197
Ericsson (L.M.) Telephone Co. ADR
9,749
Electronic Arts, Inc.
17,946
Express Scripts, Inc. - Cl A
1,074
ESS Technology, Inc.
1,087
E*Trade Financial Corporation
11,389
Entergy Corporation
1,205
Exelon Corporation
999
Ford Motor Company
200,374
The First American Financial Corporation
78
Friedman, Billings, Ramsey Group, Inc.
1,914
Fairchild Semiconductor Int’l, Inc.
1,130
Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 49,329
Federated Department Stores, Inc.
3,905
First Data Corporation
4,461
Fording Canadian Coal Trust
90
Fresh Del Monte Products, Inc.
1,017
FedEx Corporation
7,525
FirstEnergy Corp.
5,152
F5 Networks, Inc.
65
First Horizon Pharmacuetical Corporation
217
Fair, Isaac, Inc.
114
Fifth Third Bancorp.
2,669
Foot Locker, Inc.
1,750
Flextronics International Ltd.
42,128
FLIR Systems, Inc.
1,487
Fidelity National Financial, Inc.
8,418
Fannie Mae
56,150
Sprint Corporation
144,677
FPL Group, Inc.
1,795
Federal Home Loan Mortgage Corporation (Freddie Mac)36,839
Forest Laboratories, Inc.
11,317
Forest Oil Corporation
782
Gillette Company (The)
17,156
Gannett Company, Inc.
953
General Dynamics Corporation
2,343
Guidant Corporation
15,596
General Electric Company
295,445
Genzyme Corporation
7,766
Gilead Sciences, Inc.
1,351
General Mills, Inc.
8,186
Given Imaging Ltd.
202
Guilford Pharmaceuticals, Inc.
496
Corning Incorporated
56,163
General Motors Corporation
221,559
General Maritime Corporation
131
GATX Corporation
346
Google, Inc.
25,548
Georgia-Pacific Corporation
12,012
Gap, Inc. (The)
14,234
Greenpoint Financial Corporation
109
Garmin Ltd.
431
Total
Contract Volume
Callff
6,804
17,153
61,673
713
14,525
1,257
20,387
145,536
354
9,845
32,362
1,290
5,585
1,018
2,348
456
6,351
1,667
116,829
24,540
4,162
11,565
594
779
7,349
328
706
77,544
58
1,353
423
24,046
3,275
3,364
10
848
4,812
1,375
65
212
100
2,007
1,281
18,869
854
6,543
25,090
141,790
1,070
16,910
7,468
634
10,170
809
1,509
9,575
142,033
4,162
734
3,559
47
486
39,007
99,496
107
243
13,479
2,596
7,740
71
156
Put
6,115
4,525
51,347
390
46,508
3,189
16,460
77,873
2,258
7,190
17,076
1,412
3,396
171
153
225
1,769
877
106,983
4,657
5,587
6,381
480
308
4,040
877
293
122,830
20
561
707
25,283
630
1,097
80
169
2,713
3,777
0
5
14
662
469
23,259
633
1,875
31,060
2,887
725
19,929
3,849
148
6,986
144
834
6,021
153,412
3,604
617
4,627
155
10
17,156
122,063
24
103
12,069
9,416
6,494
38
275
Average Daily Volume
Total
Call
Put
51
86
448
4
242
18
146
887
10
68
196
11
36
5
10
3
32
10
888
116
39
71
4
4
45
5
4
795
0
8
4
196
15
18
3
4
30
20
0
1
0
11
7
167
6
33
223
574
7
146
45
3
68
4
9
62
1,172
31
5
32
1
2
223
879
1
1
290
48
56
0
2
27
68
245
3
58
5
81
578
1
39
128
5
22
4
9
2
25
7
464
97
17
46
2
3
29
1
3
308
0
5
2
95
13
13
0
3
19
5
0
1
0
8
5
75
3
26
100
563
4
67
30
3
40
3
6
38
564
17
3
14
0
2
155
395
1
1
153
10
31
0
1
24
18
204
2
185
13
65
309
9
29
68
6
13
1
1
1
7
3
425
18
22
25
2
1
16
3
1
487
0
2
3
100
3
4
2
1
11
15
0
0
0
3
2
92
3
7
123
11
3
79
15
1
28
1
3
24
609
14
2
18
1
0
68
484
0
0
137
37
26
0
1
11
Equity LEAPS Contract Volume Detail
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
12
Standard
Symbol
Stock
GS
GSF
GSK
GSS
GT
GTK
GTW
GUCG
GYI
HAL
HAR
HAS
HBC
HCA
HCR
HD
HDI
HET
HGSI
HIG
HLSH
HLT
HLTH
HLYW
HMT
HMY
HNT
HNZ
HON
HOT
HPQ
HRB
HSIC
HTCH
IACI
IBM
ICOS
IDCC
IDXX
IGL
IGT
IIJI
IKN
IMCL
IMH
IMMU
INSP
INTC
INTU
INVN
IOM
IP
IPG
IR
IRF
IRM
ISG
ISRG
ISSX
ITT
ITW
IVGN
IVX
JBL
JBLU
JCI
JCP
JDSU
JNJ
JNPR
JOE
JPM
JWN
The Goldman Sachs Group, Inc.
GlobalSanta Fe Corporation
GlaxoSmithKline plc ADR
Golden Star Resources Ltd.
Goodyear Tire & Rubber Company (The)
GTECH Holdings Corporation
Gateway, Inc.
Gucci Group, N.V.
Getty Images, Inc.
Halliburton Company
Harman International Industries, Incorporated
Hasbro, Inc.
HSBC Holdings plc
HCA, Inc.
Manor Care, Inc.
Home Depot, Inc. (The)
Harley-Davidson, Inc.
Harrah’s Entertainment, Inc.
Human Genome Sciences, Inc.
Hartford Financial Services Group, Inc.(The)
HEALTHSOUTH Corporation
Hilton Hotels Corporation
WebMD Corporation
Hollywood Entertainment Corporation
Host Marriott Corporation
Harmony Gold Mining Company Limited
Health Net, Inc.
Heinz (H.J.) Company
Honeywell International, Inc.
Starwood Hotels & Resorts Worldwide, Inc.
Hewlett-Packard Company
Block (H & R), Inc.
Schein (Henry), Inc.
Hutchinson Technology, Inc.
IAC/InterActiveCorp
International Business Machines Corporation
ICOS Corporation
InterDigital Communications Corporation
IDEXX Laboratories, Inc.
IMC Global, Inc.
International Game Technology
Internet Initiative Japan, Inc.
Ikon Office Solutions, Inc.
ImClone Systems, Incorporated
Impac Mortgage Holdings, Inc.
Immunomedics, Inc.
InfoSpace, Inc.
Intel Corporation
Intuit Corporation
InVision Technologies, Inc.
Iomega Corporation
International Paper Company
Interpublic Group of Companies, Inc. (The)
Ingersoll-Rand Company
International Rectifier Corporation
Iron Mountain, Inc.
International Steel Group, Inc.
Intuitive Surgical, Inc.
Internet Security Systems, Inc.
ITT Industries, Inc.
Illinois Tool Works, Inc.
Invitrogen Corporation
IVAX Corporation
Jabil Circuit, Inc.
JetBlue Airways Corporation
Johnson Controls, Inc.
Penney (J.C.) Company, Inc.
JDS Uniphase Corp.
Johnson & Johnson
Juniper Networks, Inc.
The St Joe Company
JPMorgan Chase & Co.
Nordstrom, Inc.
Total
Contract Volume
Callff
31,774
3,608
5,980
2,335
48,831
951
26,751
28,534
231
58,850
48
2,515
2,538
32,734
468
62,615
8,102
1,292
8,780
1,411
1,324
8,326
2,175
2,359
11,834
7,039
137
3,165
9,018
8,248
79,486
21,964
1,619
267
104,394
48,513
10,475
14,519
5
1,288
33,411
695
2,570
15,432
4,333
1,394
1,229
295,891
2,570
2,329
250
13,451
5,693
4,296
5,782
13,495
3,166
247
976
347
958
9,042
6,968
8,834
23,307
5,540
16,319
140,159
54,928
15,911
465
88,193
4,000
19,633
3,170
3,937
2,071
28,906
753
19,530
15,646
200
12,097
18
2,150
1,372
8,085
160
28,882
2,958
824
3,719
1,055
984
5,073
1,358
2,028
1,529
4,140
102
1,377
3,840
2,982
56,119
11,155
763
82
79,134
21,746
6,210
11,948
0
1,038
28,964
337
689
10,856
2,791
743
787
186,972
651
1,471
187
4,967
2,952
3,474
3,530
1,218
2,230
226
818
246
592
1,744
3,135
4,068
13,180
406
13,654
121,108
29,659
8,247
384
58,391
1,352
Put
12,141
438
2,043
264
19,925
198
7,221
12,888
31
46,753
30
365
1,166
24,649
308
33,733
5,144
468
5,061
356
340
3,253
817
331
10,305
2,899
35
1,788
5,178
5,266
23,367
10,809
856
185
25,260
26,767
4,265
2,571
5
250
4,447
358
1,881
4,576
1,542
651
442
108,919
1,919
858
63
8,484
2,741
822
2,252
12,277
936
21
158
101
366
7,298
3,833
4,766
10,127
5,134
2,665
19,051
25,269
7,664
81
29,802
2,648
Average Daily Volume
Total
Call
Put
126
14
24
9
194
4
106
113
1
234
0
10
10
130
2
248
32
5
35
6
5
33
9
9
47
28
1
13
36
33
315
87
6
1
414
193
42
58
0
5
133
3
10
61
17
6
5
1,174
10
9
1
53
23
17
23
54
15
1
4
1
4
36
28
35
92
22
65
556
218
63
2
350
16
78
13
16
8
115
3
78
62
1
48
0
9
5
32
1
115
12
3
15
4
4
20
5
8
6
16
0
5
15
12
223
44
3
0
314
86
25
47
0
4
115
1
3
43
11
3
3
742
3
6
1
20
12
14
14
5
11
1
3
1
2
7
12
16
52
2
54
481
118
33
2
232
5
48
2
8
1
79
1
29
51
0
186
0
1
5
98
1
134
20
2
20
1
1
13
3
1
41
12
0
7
21
21
93
43
3
1
100
106
17
10
0
1
18
1
7
18
6
3
2
432
8
3
0
34
11
3
9
49
4
0
1
0
1
29
15
19
40
20
11
76
100
30
0
118
11
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
K
KBH
KFT
KG
KKD
KLAC
KLIC
KMB
KMG
KMI
KMP
KMRT
KNSY
KO
KR
KRB
KSS
L
LEA
LEH
LEN
LEND
LEXR
LH
LLL
LLTC
LLY
LMT
LNC
LNCR
LOW
LPX
LRCX
LSI
LTD
LTR
LU
LUK
LUV
LVLT
LXK
LYO
MAR
MAS
MAT
MAXM
MAY
MBG
MBI
MCCC
MCD
MCDT
MCDTA
MCIP
MCK
MCO
MDT
MEDI
MEDX
MEL
MENT
MER
MERQ
MET
MFC
MFE
MGG
MGM
MHP
MHS
MIK
MIL
MIMS
MIRKQ
Kellogg Company
KB HOME
Kraft Foods, Inc.
King Pharmaceuticals, Inc.
Krispy Kreme Doughnuts, Inc.
KLA Instruments Corporation
Kulicke and Soffa Industries, Inc.
Kimberly-Clark Corporation
Kerr-McGee Corporation
Kinder Morgan, Inc.
Kinder Morgan Energy Partners
Kmart Holding Corporation
Kensey Nash Corporation
Coca-Cola Company (The)
Kroger Company (The)
MBNA Corporation
Kohl’s Corporation
Liberty Media Corporation Series A
Lear Corporation
Lehman Brothers Holdings, Inc.
Lennar Corporation
Accredited Home Lenders Holding Company
Lexar Media, Inc.
Laboratory Corporation of America Holdings
L-3 Communications Hldgs.
Linear Technology Corporation
Lilly (Eli) and Company
Lockheed Martin Corporation
LInc.oln National Corporation
LInc.are Holdings, Inc.
Lowe’s Companies, Inc.
Louisiana-Pacific Corporation
Lam Research Corporation
LSI Logic Corporation
Limited Brands, Inc.
Loews Corporation
Lucent Technologies, Inc.
Leucadia National Corp.
Southwest Airlines Co.
Level 3 Comunications, Inc.
Lexmark International Group, Inc. (Class A)
Lyondell Chemical Company
Marriott International, Inc.
Masco Corporation
Mattel, Inc.
Maxim Pharmaceuticals, Inc.
May Department Stores Company (The)
Mandalay Resort Group
MBIA, Inc.
Mediacom Communications Corp.
McDonald’s Corporation
McData Corporation (Class B)
McData Corporation (Class A)
MCI, Inc.
McKesson Corporation
Moody’s Corporation
Medtronic, Inc.
MedImmune, Inc.
Medarex, Inc.
Mellon Financial Corporation
Mentor Graphics Corporation
Merrill Lynch & Co., Inc.
Mercury Interactive Corporation
MetLife, Inc.
Manulife Financial Corporation
McAfee, Inc.
MGM Mirage
Metro-Goldwyn-Mayer, Inc.
McGraw-Hill Companies, Inc. (The)
Medco Health Solutions, Inc.
Michaels Stores, Inc.
Millipore Corporation
MIM Corporation
Mirant Corporation
Total
4,888
15,693
9,373
10,612
25,376
11,152
822
5,530
2,224
3,594
2,320
45,346
30
97,387
4,203
17,496
17,720
48,204
8,870
13,234
11,862
558
10,932
2,308
3,096
5,536
45,231
10,092
713
587
8,581
3,916
638
18,880
4,267
96
350,243
1,012
21,724
159,481
912
122,072
2,071
3,284
3,377
22
4,245
16,427
520
228
13,591
1,734
21,183
30,541
1,102
1,164
18,928
2,813
8,005
1,943
855
30,139
6,085
1,043
30
3,309
4,116
10,464
380
1,959
828
3
646
1,550
Contract Volume
Callff
Put
572
6,604
2,922
7,917
17,149
7,017
308
2,339
749
1,737
811
30,467
10
49,296
1,837
13,887
12,986
21,864
5,595
5,825
6,589
289
8,239
1,483
1,366
3,036
25,012
5,692
475
364
4,170
282
310
14,990
3,722
93
324,205
955
13,731
83,362
376
8,953
159
2,034
1,556
1
3,652
4,385
310
97
8,594
1,391
20,781
14,416
849
623
12,184
2,213
6,706
709
553
18,277
3,930
643
20
2,582
275
6,836
312
1,189
535
0
468
775
4,316
9,089
6,451
2,695
8,227
4,135
514
3,191
1,475
1,857
1,509
14,879
20
48,091
2,366
3,609
4,734
26,340
3,275
7,409
5,273
269
2,693
825
1,730
2,500
20,219
4,400
238
223
4,411
3,634
328
3,890
545
3
26,038
57
7,993
76,119
536
113,119
1,912
1,250
1,821
21
593
12,042
210
131
4,997
343
402
16,125
253
541
6,744
600
1,299
1,234
302
11,862
2,155
400
10
727
3,841
3,628
68
770
293
3
178
775
Average Daily Volume
Total
Call
Put
19
62
37
42
101
44
3
22
9
14
9
180
0
386
17
69
70
191
35
53
47
2
43
9
12
22
179
40
3
2
34
16
3
75
17
0
1,390
4
86
633
4
484
8
13
13
0
17
65
2
1
54
7
84
257
4
5
75
11
32
8
3
120
24
4
0
13
16
42
2
8
3
0
3
6
2
26
12
31
68
28
1
9
3
7
3
121
0
196
7
55
52
87
22
23
26
1
33
6
5
12
99
23
2
1
17
1
1
59
15
0
1,287
4
54
331
1
36
1
8
6
0
14
17
1
0
34
6
82
121
3
2
48
9
27
3
2
73
16
3
0
10
1
27
1
5
2
0
2
3
17
36
26
11
33
16
2
13
6
7
6
59
0
191
9
14
19
105
13
29
21
1
11
3
7
10
80
17
1
1
18
14
1
15
2
0
103
0
32
302
2
449
8
5
7
0
2
48
1
1
20
1
2
136
1
2
27
2
5
5
1
47
9
2
0
3
15
14
0
3
1
0
1
3
13
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
14
MLNM
MMC
MMM
MNST
MO
MOBE
MOGN
MON
MOS
MOT
MRK
MRO
MRVL
MSFT
MTG
MU
MVL
MWD
MWV
MXIM
MXT
MYG
MYL
N
NAV
NBR
NCC
NDN
NE
NEM
NEW
NFB
NFI
NFLX
NI
NITE
NKE
NLS
NLY
NOC
NOK
NOVL
NSC
NSM
NT
NTAP
NTES
NTLI
NTY
NUE
NVDA
NVLS
NWAC
NWL
NWRE
NWS
NXTL
NXTP
NYB
OCR
ODP
OMC
OMX
ONNN
ONXX
OPWV
ORB
ORCL
OSIP
OVTI
OXY
PAAS
PAYX
PBI
Millennium Pharmaceuticals, Inc.
Marsh & McLennan Companies, Inc.
3M Company
Monster Worldwide, Inc.
Altria Group, Inc.
Mobility Electronics, Inc.
MGI PHARMA, Inc.
Monsanto Company/New
Mosaic Company
Motorola, Inc.
Merck & Co., Inc.
Marathon Oil Corporation
Marvell Technology Group Ltd.
Microsoft Corporation
MGIC Investment Corporation
Micron Technology, Inc.
Marvel Enterprises, Inc.
Morgan Stanley
MeadWestvaco Corporation
Maxim Integrated Products, Inc.
Metris Companies, Inc.
Maytag Corporation
Mylan Laboratories, Inc.
Inc.o Limited
Navistar International Corporation
Nabors Industries, Ltd.
National City Corporation
99 Cents Only Stores
Noble Corporation
Newmont Mining Corporation
New Century Financial Corporation
North Fork Bancorporation
Novastar Financial, Inc.
NetFlix, Inc.
NISource, Inc.
Knight Trading Group, Inc.
NIKE, Inc. (Class B)
The Nautilus Group, Inc.
Annaly Mortgage Management, Inc.
Northrop Grumman Corporation
Nokia Corporation ADR
Novell, Inc.
Norfolk Southern Corporation
National Semiconductor Corporation
Nortel Networks Corporation
Network Appliance Corp.
Netease.com, Inc. - ADR
NTL Incorporated
NBTY, Inc.
Nucor Corporation
NVIDIA Corporation
Novellus Systems, Inc.
Northwest Airlines Corp.
Newell Rubbermaid, Inc.
Neoware Systems, Inc.
News Corporation Ltd. (The) ADR
NEXTEL Communications, Inc. (Class A)
Nextel Partners, Inc.
New York Community Bancorp
Omnicare, Inc.
Office Depot, Inc.
Omnicom Group, Inc.
OfficeMax Incorporated
ON Semiconductor Corporation
Onyx Pharmaceuticals, Inc.
Openwave Systems, Inc.
Orbital Sciences Corporation
Oracle Corporation
OSI Pharmaceuticals, Inc.
OmniVision Technologies, Inc.
Occidental Petroleum Corporation
Pan American Silver Corporation
Paychex, Inc.
Pitney Bowes, Inc.
Total
6,511
62,440
10,385
3,009
343,857
2,598
2,602
1,308
290
122,645
218,007
5,760
1,555
632,277
1,147
179,505
2,850
29,497
2,062
6,891
4,395
3,987
7,977
1,640
6,977
8,343
384
2,508
1,786
39,169
16,104
44
29,983
5,108
1,088
1,299
20,059
2,065
2,057
3,329
263,367
14,716
5,004
14,188
476,138
8,939
3,657
11,737
1,765
16,131
5,813
8,301
47,319
3,794
692
2,744
90,260
4,651
3,616
2,178
4,062
2,596
2,741
471
1,020
5,759
274
115,526
4,291
11,815
5,637
609
227
956
Contract Volume
Callff
Put
4,750
32,447
6,063
801
162,856
2,181
2,532
1,163
225
39,866
130,594
3,930
1,063
331,355
200
38,655
2,304
10,316
162
2,906
2,629
2,517
4,540
1,438
5,243
3,033
209
2,106
518
24,444
7,123
18
20,737
2,618
1,005
582
11,278
1,474
1,272
940
164,111
11,476
2,745
10,758
391,026
5,960
2,364
4,230
1,412
12,896
3,379
6,139
7,847
3,332
479
867
53,074
2,076
2,924
2,081
1,249
1,249
1,377
464
631
5,537
238
87,739
2,414
8,524
2,084
559
0
530
1,761
29,993
4,322
2,208
181,001
417
70
145
65
82,779
87,413
1,830
492
300,922
947
140,850
546
19,181
1,900
3,985
1,766
1,470
3,437
202
1,734
5,310
175
402
1,268
14,725
8,981
26
9,246
2,490
83
717
8,781
591
785
2,389
99,256
3,240
2,259
3,430
85,112
2,979
1,293
7,507
353
3,235
2,434
2,162
39,472
462
213
1,877
37,186
2,575
692
97
2,813
1,347
1,364
7
389
222
36
27,787
1,877
3,291
3,553
50
227
426
Average Daily Volume
Total
Call
Put
26
248
41
12
1,365
10
10
5
6
487
865
23
6
2,509
5
712
11
117
8
27
17
16
32
7
28
33
2
10
7
155
64
0
119
20
4
5
80
8
8
13
1,045
58
20
56
1,889
35
15
47
7
64
23
33
188
15
3
11
358
18
14
9
16
10
11
2
4
23
1
458
17
47
22
2
1
4
19
129
24
3
646
9
10
5
5
158
518
16
4
1,315
1
153
9
41
1
12
10
10
18
6
21
12
1
8
2
97
28
0
82
10
4
2
45
6
5
4
651
46
11
43
1,552
24
9
17
6
51
13
24
31
13
2
3
211
8
12
8
5
5
5
2
3
22
1
348
10
34
8
2
0
2
7
119
17
9
718
2
0
1
1
328
347
7
2
1,194
4
559
2
76
8
16
7
6
14
1
7
21
1
2
5
58
36
0
37
10
0
3
35
2
3
9
394
13
9
14
338
12
5
30
1
13
10
9
157
2
1
7
148
10
3
0
11
5
5
0
2
1
0
110
7
13
14
0
1
2
Equity LEAPS Contract Volume Detail
Standard
Symbol
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
PCAR
PCG
PCLN
PCO
PD
PDE
PDG
PEP
PER
PETC
PFE
PG
PGN
PHM
PHS
PHTN
PKI
PLUG
PMCS
PMI
PNC
POT
PPD
PPG
PRU
PRX
PSFT
PTEN
PVN
Q
QCOM
QLGC
QLTI
RAD
RAI
RBK
RCL
RD
RDN
RFMD
RHAT
RIG
RIMM
RMBS
RRI
RSH
RTN
RX
RY
RYL
S
SAFC
SANM
SAP
SBC
SBL
SBUX
SCH
SCHN
SDS
SEBL
SEE
SEIC
SEPR
SFA
SFD
SGP
SGR
SGY
SHPGY
SI
SII
SIRI
Stock
PACCAR, Inc
PG&E Corporation
Priceline.com, Inc.
Premcor, Inc.
Phelps Dodge Corporation
Pride International
Placer Dome, Inc.
PepsiCo, Inc.
Perot Systems Corporation
PETCO Animal Supplies, Inc.
Pfizer, Inc.
Procter & Gamble Company (The)
Progress Energy, Inc.
Pulte Homes, Inc.
PacifiCare Health Systems, Inc.
Photon Dynamics, Inc.
Perkin-Elmer, Inc.
Plug Power, Inc.
PMC-Sierra, Inc.
PMI Group, Inc.
PNC Bank Corporation
Potash Corporation of Saskatchewan, Inc.
Pre-Paid Legal Services, Inc.
PPG Industries, Inc.
Prudential Financial, Inc.
Par Pharmaceutical Companies, Inc.
PeopleSoft, Inc.
Patterson UTI Energy, Inc.
Providian Financial Corp.
Qwest Communications Int’l.
QUALCOMM, Inc.
QLogic Corporation
QLT, Inc.
Rite Aid Corporation
Reynolds American, Inc.
Reebok International Ltd.
Royal Caribbean Cruises Ltd.
Royal Dutch Petroleum Company
Radian Group
RF Micro Devices, Inc.
Red Hat, Inc.
Transocean, Inc.
Research in Motion Limited
Rambus, Inc.
Reliant Energy, Inc.
RadioShack
Raytheon Company
IMS Health, Inc.
Royal Bank of Canada
The Ryland Group, Inc.
Sears, Roebuck and Company
SAFECO Corporation
Sanmina SCI Corporation
SAP AG
SBC Communications, Inc.
Symbol Technologies, Inc.
Starbucks Corporation
Schwab Corporation (The Charles)
Schnitzer Steel Industries, Inc.
SunGard Data Systems, Inc.
Siebel Systems, Inc.
Sealed Air Corporation “New”
SEI Investments Company
Sepracor, Inc.
Scientific-Atlanta, Inc.
Smithfield Foods, Inc.
Schering-Plough Corporation
The Shaw Group, Inc.
Stone Energy Corp.
Shire Pharmaceuticals, Inc.
Siemens AG
Smith International, Inc.
Sirius Satellite Radio
Total
743
7,538
24,744
2,024
13,253
710
42,857
39,161
79
664
407,141
153,582
317
8,403
1,489
623
856
2,954
16,535
3,896
617
314
358
1,130
5,372
1,491
30,876
1,959
66,553
18,904
106,158
3,686
439
47,709
141,980
12,275
17,320
18,515
267
25,260
8,562
30,471
19,848
83,129
12,524
438
3,057
74
1,976
16,668
91,227
1,736
6,340
2,890
80,868
1,814
24,047
20,585
1,690
1,831
18,606
8,949
541
64,031
1,940
4,811
64,919
10,172
543
1,880
504
844
452,297
Contract Volume
Callff
Put
424
6,580
18,564
11
5,294
298
29,769
20,484
59
252
269,450
19,729
207
4,400
1,361
312
475
2,369
14,143
458
378
192
205
539
2,023
1,123
16,456
1,343
33,083
13,305
58,843
2,231
237
28,231
53,086
59
4,265
11,621
145
20,424
4,280
25,614
9,793
73,154
5,079
408
967
54
1,822
8,641
39,675
1,116
4,208
1,787
32,428
1,434
17,447
16,844
796
1,015
13,245
8,044
506
34,995
1,198
2,529
38,974
3,969
43
1,681
269
642
383,432
319
958
6,180
2,013
7,959
412
13,088
18,677
20
412
137,691
133,853
110
4,003
128
311
381
585
2,392
3,438
239
122
153
591
3,349
368
14,420
616
33,470
5,599
47,315
1,455
202
19,478
88,894
12,216
13,055
6,894
122
4,836
4,282
4,857
10,055
9,975
7,445
30
2,090
20
154
8,027
51,552
620
2,132
1,103
48,440
380
6,600
3,741
894
816
5,361
905
35
29,036
742
2,282
25,945
6,203
500
199
235
202
68,865
Average Daily Volume
Total
Call
Put
3
30
98
8
53
3
170
155
0
3
1,616
609
1
33
6
2
3
12
66
15
2
1
1
4
21
6
123
8
264
75
421
15
2
189
563
49
69
73
1
100
34
121
79
330
50
2
12
0
8
66
362
7
25
11
321
7
95
82
7
7
74
36
2
254
8
19
258
40
2
7
2
3
1,795
2
26
74
0
21
1
118
81
0
1
1,069
78
1
17
5
1
2
9
56
2
2
1
1
2
8
4
65
5
131
53
234
9
1
112
211
0
17
46
1
81
17
102
39
290
20
2
4
0
7
34
157
4
17
7
129
6
69
67
3
4
53
32
2
139
5
10
155
16
0
7
1
3
1,522
1
4
25
8
32
2
52
74
0
2
546
531
0
16
1
1
2
2
9
14
1
0
1
2
13
1
57
2
133
22
188
6
1
77
353
48
52
27
0
19
17
19
40
40
30
0
8
0
1
32
205
2
8
4
192
2
26
15
4
3
21
4
0
115
3
9
103
25
2
1
1
1
273
15
Equity LEAPS Contract Volume Detail
Standard
Symbol S t o c k
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
16
SLB
SLE
SLM
SLR
SMG
SNDK
SNE
SNV
SNY
SO
SOTR
SOV
SPG
SRP
STA
STI
STK
STLD
STM
STN
STT
STX
STZ
SUN
SUNW
SWY
SY
SYK
SYMC
SYNC
T
TCO
TE
TECD
TEVA
TEX
TGT
THC
TIF
TJX
TK
TLAB
TLCV
TLWT
TMA
TMX
TOL
TOM
TOY
TRB
TRI
TRMS
TSM
TSN
TTWO
TV
TWX
TXN
TXU
TYC
TZA
UALAQ
UBS
UCL
UIS
UN
UNH
UNM
UNP
UPL
UPS
USB
USG
Schlumberger Limited
Sara Lee Corporation
SLM Corporation
Solectron Corporation
The Scotts Company
SanDisk Corporation
Sony Corporation ADR
Synovous Financial Corp.
Sanofi-Aventis
Southern Company (The)
Southtrust Corp.
Sovereign Bancorp, Inc.
Simon Property Group, Inc.
Sierra Pacific Resources
The St. Paul Travelers Companies, Inc.
SunTrust Banks, Inc.
Storage Technology Corporation
Steel Dynamics, Inc.
STMicroelectronics N.V.
Station Casinos, Inc.
State Street Corporation
Seagate Technology
Constellation Brands, Inc.
Sunoco, Inc.
Sun Microsystems, Inc.
Safeway, Inc.
Sybase, Inc.
Stryker Corporation
Symantec Corporation
Intellisync Corporation
AT&T Corporation
Taubman Centers, Inc.
TECO Energy, Inc.
Tech Data Corporation
Teva Pharmaceutical Industries Limited ADR
Terex Corporation
Target Corporation
Tenet Healthcare Corporation
Tiffany & Co.
TJX Companies, Inc. (The)
Teekay Shipping Corporation
Tellabs, Inc.
TLC Vision Corporation
Telewest Global, Inc.
Thornburg Mortgage, Inc.
Telefonos de Mexico, S.A. de C.V. ADR
Toll Brothers, Inc.
Tommy Hilfiger Corporation
Toys “R” Us, Inc.
Tribune Company
Triad Hospitals
Trimeris, Inc.
Taiwan Semiconductor Manufacturing Company Ltd.
Tyson Foods, Inc. (Class A)
Take-Two Interactive Software
Grupo Televisa S.A. ADR
Time Warner, Inc.
Texas Instruments Incorporated
TXU Company
Tyco International Limited
TV Azteca S.A. de C.V.
UAL Corporation
UBS AG
Unocal Corporation
Unisys Corporation
Unilever N.V.
UnitedHealth Group
Unumprovident Corporation
Union Pacific Corporation
Ultra Petroleum Corp.
United Parcel Service, Inc.
U.S. Bancorp
USG Corporation
Total
20,337
3,585
5,915
28,157
3
28,963
2,253
691
2,183
3,677
343
3,527
1,491
1,445
5,841
3,684
266
2,279
2,135
1,370
607
12,270
900
776
143,584
10,024
6,579
2,602
20,237
827
190,047
323
30,052
555
12,097
34
2,685
45,470
1,794
8,563
3,062
7,731
2,503
480
1,330
9,728
12,474
3,704
41,514
1,542
187
1,544
8,673
14,513
1,846
1,994
110,234
40,377
15,954
66,948
896
24,006
1,369
1,457
2,858
627
22,014
52,969
3,762
6,991
102,508
14,862
4,550
Contract Volume
Callff
Put
12,933
2,862
2,396
18,993
3
20,011
1,968
468
1,996
2,354
141
2,573
493
800
5,068
2,510
188
2,078
1,083
804
438
9,417
620
429
84,598
7,626
5,749
1,223
14,069
744
39,925
150
12,823
305
8,489
14
1,642
10,086
1,263
4,786
399
6,703
2,297
480
807
3,381
3,959
3,218
9,259
874
16
1,077
6,676
9,376
768
515
71,066
23,633
10,443
30,602
576
13,230
685
650
1,575
399
20,381
6,217
1,247
5,459
62,000
8,899
2,735
7,404
723
3,519
9,164
0
8,952
285
223
187
1,323
202
954
998
645
773
1,174
78
201
1,052
566
169
2,853
280
347
58,986
2,398
830
1,379
6,168
83
150,122
173
17,229
250
3,608
20
1,043
35,384
531
3,777
2,663
1,028
206
0
523
6,347
8,515
486
32,255
668
171
467
1,997
5,137
1,078
1,479
39,168
16,744
5,511
36,346
320
10,776
684
807
1,283
228
1,633
46,752
2,515
1,532
40,508
5,963
1,815
Average Daily Volume
Total
Call
Put
81
14
23
112
0
115
9
3
9
15
1
14
6
6
23
15
1
9
8
5
2
49
4
3
570
40
26
10
80
3
754
1
119
2
48
0
11
180
7
34
12
31
10
5
5
39
50
15
165
6
1
6
34
58
7
8
437
160
63
266
4
95
5
6
11
2
87
210
15
28
407
59
18
51
11
10
75
0
79
8
2
9
9
1
10
2
3
20
10
1
8
4
3
2
37
2
2
336
30
23
5
56
3
158
1
51
1
34
0
7
40
5
19
2
27
9
5
3
13
16
13
37
3
0
4
26
37
3
2
282
94
41
121
2
53
3
3
6
2
81
25
5
22
246
35
11
29
3
14
36
0
36
1
1
1
5
1
4
4
3
3
5
0
1
4
2
1
11
1
1
234
10
3
5
24
0
596
1
68
1
14
0
4
140
2
15
11
4
1
0
2
25
34
2
128
3
1
2
8
20
4
6
155
66
22
144
1
43
3
3
5
1
6
186
10
6
161
24
7
Equity LEAPS Contract Volume Detail
Standard
Symbol S t o c k
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
UTSI
UTX
UVN
V
VC
VIAB
VIP
VLO
VOD
VRSN
VRTS
VRTX
VRX
VSH
VTS
VZ
WAG
WAT
WB
WCI
WEN
WFC
WFMI
WFT
WHR
WIN
WLP
WM
WMB
WMI
WMT
WPI
WSM
WWCA
WYE
X
XEL
XL
XLNX
XMSR
XOM
XRX
XTO
YELL
YHOO
YUM
ZION
ZIXI
ZLC
UTStarcom, Inc.
United Technologies Corporation
Univision Communications Inc.
Vivendi SA
Visteon Corp.
Viacom, Inc. (Class B)
VimpelCom
Valero Energy Corporation
Vodafone Group PLC ADR
Verisign, Inc.
VERITAS Software Corporation
Vertex Pharmaceuticals, Inc.
Valeant Pharmaceuticals International
Vishay Intertechnology, Inc.
Veritas DGC, Inc.
Verizon Communications, Inc.
Walgreen Company
Waters Corporation
Wachovia Corporation
WCI Communities, Inc.
Wendy’s International, Inc.
Wells Fargo & Company
Whole Foods Market, Inc.
Weatherford International, Inc.
Whirlpool Corporation
Winn-Dixie Stores, Inc.
WellPoint Health Networks, Inc.
Washington Mutual, Inc.
Williams Companies, Inc. (The)
Waste Management, Inc.
Wal-Mart Stores, Inc.
Watson Pharmaceuticals, Inc.
Williams-Sonoma, Inc.
Western Wireless Corporation (Class A)
Wyeth
United States Seel Corporation
Xcel Energy, Inc.
XL Capital LTD.
Xilinix, Inc.
XM Satellite Radio Holdings, Inc.
Exxon Mobil Corporation
Xerox Corporation
XTO Energy, Inc.
Yellow Roadway Corporation
Yahoo!, Inc.
YUM! Brands, Inc.
Zions Bancorporation
Zix Corporation
Zale Corporation
Total
19,439
8,875
5,748
231
29,381
13,005
5,117
6,815
3,738
18,641
38,163
1,214
1,207
12,151
1,958
87,596
5,765
278
11,465
2,386
2,510
92,631
991
7,511
145
46,979
9,282
60,788
78,299
8,673
184,763
4,759
65
5,050
37,329
25,207
3,643
1,225
12,276
143,995
69,212
17,038
860
1,128
112,292
1,285
2,485
5,411
165
Contract Volume
Callff
Put
16,009
2,882
2,886
164
8,167
8,427
1,473
2,432
2,595
7,766
18,232
1,042
361
5,452
1,861
36,573
2,371
218
7,651
1,357
1,252
23,497
824
2,747
79
16,639
6,994
33,652
48,341
5,673
116,288
4,194
25
1,191
18,541
10,036
605
598
4,489
62,079
54,700
8,809
795
873
60,454
844
262
5,155
70
3,430
5,993
2,862
67
21,214
4,578
3,644
4,383
1,143
10,875
19,931
172
846
6,699
97
51,023
3,394
60
3,814
1,029
1,258
69,134
167
4,764
66
30,340
2,288
27,136
29,958
3,000
68,475
565
40
3,859
18,788
15,171
3,038
627
7,787
81,916
14,512
8,229
65
255
51,838
441
2,223
256
95
Average Daily Volume
Total
Call
Put
77
35
23
1
117
52
20
27
15
74
151
5
5
48
8
348
23
1
45
9
10
368
4
30
1
186
37
241
311
34
733
19
0
20
148
100
14
5
49
571
275
68
3
4
446
5
10
21
1
64
11
11
1
32
33
6
10
10
31
72
4
1
22
7
145
9
1
30
5
5
93
3
11
0
66
28
134
192
23
461
17
0
5
74
40
2
2
18
246
217
35
3
3
240
3
1
20
0
14
24
11
0
84
18
14
17
5
43
79
1
3
27
0
202
13
0
15
4
5
274
1
19
0
120
9
108
119
12
272
2
0
15
75
60
12
2
31
325
58
33
0
1
206
2
9
1
0
17
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
18
ARDI
FLWS
COMS
MMM
KDE
NDN
AAII
AIR
ABAX
ABT
ANF
ABGX
ABY
ABRX
ACCL
ACN
LEND
ACDO
ACE
ATN
ATVI
ACXM
ADPT
ADCT
ADBE
ADLR
ADTN
AAP
ADIC
AEIS
AFCI
AVO
AMD
ANSI
AEG
ARXX
ARO
AES
AET
ATRM
ACS
AMG
AFFX
AFL
AG
AGR/B
AGRA
A
AEM
AAI
AKS
AKAM
APCS
ACV
ABS
AL
ALA
AA
ACL
ALXN
ALGN
ALKS
AYE
ATI
AGN
AC
ADS
AGI
ARLP
LNT
ATK
AW
@Road, Inc.
1-800-FLOWERS.COM, Inc.
3Com Corporation
3M Company
4Kids Entertainment, Inc.
99 Cents Only Stores
aaiPharma Inc.
AAR CORP.
Abaxis, Inc.
Abbott Laboratories
Abercrombie & Fitch Company
Abgenix, Inc.
Abitibi-Price, Inc.
Able Laboratories, Inc.
Accelrys, 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 Digital Information Corp.
Advanced Energy Industries
Advanced Fibre Communications
Advanced Medical Optics, Inc.
Advanced Micro Devices, Inc.
Advanced Neuromodulation Systems, Inc.
Aegon NV ADR
Aeroflex Incorporated
Aeropostale, Inc.
AES Corporation
Aetna, Inc.
Aetrium, Incorporated
Affiliated Computer Services, Inc.
Affiliated Managers Group, Inc.
Affymetrix, Inc.
AFLAC, Incorporated
AGCO Corporation
Agere Systems, Inc. (Class B)
Agere Systems, Inc. (Class A)
Agilent Technologies, Corporation
Agnico-Eagle Mines Ltd.
Airtran Holdings, Inc.
AK Steel Holding Corporation
Akamai Technologies, Inc.
Alamosa Holdings, Inc.
Alberto-Culver Company
Albertson’s, Inc.
Alcan, Inc.
Alcate
l
ALCOA, Inc.
Alcon, Inc.
Alexion Pharmaceuticals, Inc.
Align Technology, Inc.
Alkermes, Inc.
Allegheny Energy, Inc.
Allegheny Technologies, Inc.
Allergan, Inc.
Alliance Capital Management L.P.
Alliance Data Systems Corporation
Alliance Gaming Corporation
Alliance Resources Partners, L.P.
Alliant Energy Corporation
Alliant Techsystems, Inc.
Allied Waste Industries, Inc.
Total
33,772
7,450
53,779
386,772
9,425
42,801
116,660
589
4,709
320,289
162,114
89,673
8,930
19,701
1,014
58,392
102,662
21,180
102,624
44,628
37,133
16,300
161
90,088
96,766
43,975
93,109
20,222
12,768
24,998
156,597
47,996
1,455,586
20,234
4,520
33,943
65,429
69,553
223,646
1,329
128,041
1,754
67,689
31,411
47,909
199
5,439
245,606
100,922
63,995
162,812
213,358
19,661
11,522
83,259
60,162
61,056
481,522
81,161
16,810
26,662
22,331
32,742
14,454
44,846
37,271
19,447
163,396
552
1,558
22,724
26,100
Contract Volume
Callff
Put
29,464
5,826
45,010
237,082
6,784
26,280
68,036
269
3,280
244,407
95,264
61,741
7,305
12,794
611
39,482
57,814
10,422
62,188
15,040
26,600
8,825
86
77,320
60,248
30,459
53,056
12,765
9,699
16,211
88,140
33,716
923,320
11,369
2,715
26,021
49,542
53,150
156,684
1,078
54,776
1,113
41,036
11,567
36,592
149
4,988
185,422
63,694
48,591
141,972
157,368
17,000
7,711
44,568
38,717
27,270
298,015
46,458
12,636
18,098
18,389
18,182
9,683
26,218
29,202
12,673
95,212
416
1,326
13,809
14,135
4,308
1,624
8,769
149,690
2,641
16,521
48,624
320
1,429
75,882
66,850
27,932
1,625
6,907
403
18,910
44,848
10,758
40,436
29,588
10,533
7,475
75
12,768
36,518
13,516
40,053
7,457
3,069
8,787
68,457
14,280
532,266
8,865
1,805
7,922
15,887
16,403
66,962
251
73,265
641
26,653
19,844
11,317
50
451
60,184
37,228
15,404
20,840
55,990
2,661
3,811
38,691
21,445
33,786
183,507
34,703
4,174
8,564
3,942
14,560
4,771
18,628
8,069
6,774
68,184
136
232
8,915
11,965
Average Daily Volume
Total
Call
Put
134
30
213
1,535
37
170
463
9
19
1,271
643
356
35
78
5
232
407
84
407
177
147
65
1
357
384
175
369
80
51
99
621
190
5,776
80
18
135
260
276
887
10
508
7
269
125
190
1
22
975
400
254
646
847
126
56
330
239
242
1,911
322
67
106
89
130
69
178
148
77
648
17
6
90
104
117
23
179
941
27
104
270
4
13
970
378
245
29
51
3
157
229
41
247
60
106
35
0
307
239
121
211
51
38
64
350
134
3,664
45
11
103
197
211
622
8
217
4
163
46
145
1
20
736
253
193
563
624
109
38
177
154
108
1,183
184
50
72
73
72
46
104
116
50
378
13
5
55
56
17
6
35
594
10
66
193
5
6
301
265
111
6
27
2
75
178
43
160
117
42
30
0
51
145
54
159
30
12
35
272
57
2,112
35
7
31
63
65
266
2
291
3
106
79
45
0
2
239
148
61
83
222
17
19
154
85
134
728
138
17
34
16
58
23
74
32
27
271
4
1
35
47
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol S t o c k
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
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
ALD
ALTH
ALOY
ALL
AT
ALO
ALTR
ATRS
MO
ALVR
AMZN
ABK
AEN
DOX
AMED
AHC
AMX
AWA
ACAS
AEOS
AEP
AXP
AMHC
AHM
AIG
APPX
APCC
ASD
AMSC
AMT
ACF
AGP
ABC
ASCA
AMTD
AMH
AMGN
AMKR
AHS
AMR
AMLN
APC
ADI
ANEN
ANDW
ADRX
ANPI
AU
BUD
NLY
ANN
ANSS
ANT
AGEN
AOC
APA
AIV
SIL
APHT
APOG
APOL
AAPL
APPB
CRA
ABI
AFCO
AMAT
AMCC
AHG
WTR
AQNT
ACI
ADM
Alllied Capital Corporation
Allos Therapeutics, Inc.
Alloy, Inc.
Allstate Corporation (The)
ALLTEL Corporation
Alpharma, Inc. (Class A)
Altera Corporation
Altiris, Inc.
Altria Group, Inc.
Alvarion Limited
Amazon.Com, Inc.
AMBAC, Inc.
AMC Entertainment, Inc.
Amdocs Ltd.
Amedisys, Inc.
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 Healthways, Inc.
American Home Mortgage Investment Corp.
American International Group, Inc.
American Pharmaceutical Partners, Inc.
American Power Conversion Corporation
American Standard Companies, Inc.
American Superconductor Corp.
American Tower Corporation - CLA
AmeriCredit Corporation
AMERIGROUP Corporation
AmerisourceBergen Corporation
Ameristar Casinos, Inc.
Ameritrade Holding Corp. - Cl A
AmerUs Group Co.
Amgen, Inc.
Amkor Technology, Inc.
AMN Healthcare Services, Inc.
AMR Corporation
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
Analog Devices, Inc.
Anaren, Inc.
Andrew Corporation
Andrx Corp.
Angiotech Pharmaceuticals, Inc.
AngloGold Ashanti Limited ADS
Anheuser-Busch Companies, Inc.
Annaly Mortgage Management, Inc.
AnnTaylor Stores Corporation
ANSYS, Inc.
Anteon International Corporation
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
Total
585,940
33,073
13,322
605,133
47,375
20,833
228,396
22,825
1,726,909
88,959
1,227,412
1,810
198
77,495
13,296
68,871
118,854
41,210
50,103
30,977
50,343
162,431
24,602
52,864
798,929
303,494
69,956
40,815
49,888
135,617
118,981
35,170
328,272
7,812
107,907
5,977
751,352
94,562
357
1,070,447
43,798
217,530
192,161
4,290
41,986
113,304
64,310
77,873
95,633
39,413
27,575
4,308
17,981
100,127
34,620
274,559
43,175
69,593
37,714
3,399
416,173
1,098,975
19,373
20,449
14,911
18,437
1,328,801
175,017
17,378
12,624
42,190
81,051
59,201
Contract Volume
Callff
Put
280,636
22,836
9,482
535,177
21,577
10,718
117,837
8,615
971,002
71,092
695,421
1,396
138
55,323
8,885
37,138
68,506
25,578
34,030
21,669
32,933
92,288
16,804
23,670
475,695
164,996
49,774
22,765
36,809
90,388
85,275
20,720
152,808
5,313
79,309
2,771
494,978
68,832
47
625,215
31,058
153,074
112,258
2,934
31,742
82,524
46,132
48,684
53,797
20,512
16,619
2,601
10,120
81,484
22,140
190,786
26,035
49,508
22,741
1,976
180,531
712,939
12,962
17,053
9,882
11,533
852,130
121,956
9,960
6,528
30,992
38,420
48,658
305,304
10,237
3,840
69,956
25,798
10,115
110,559
14,210
755,907
17,867
531,991
414
60
22,172
4,411
31,733
50,348
15,632
16,073
9,308
17,410
70,143
7,798
29,194
323,234
138,498
20,182
18,050
13,079
45,229
33,706
14,450
175,464
2,499
28,598
3,206
256,374
25,730
310
445,232
12,740
64,456
79,903
1,356
10,244
30,780
18,178
29,189
41,836
18,901
10,956
1,707
7,861
18,643
12,480
83,773
17,140
20,085
14,973
1,423
235,642
386,036
6,411
3,396
5,029
6,904
476,671
53,061
7,418
6,096
11,198
42,631
10,543
Average Daily Volume
Total
Call
Put
2,325
162
53
2,401
188
83
906
91
6,853
353
4,871
7
1
308
83
273
472
164
199
123
200
645
98
278
3,170
1,204
278
162
198
538
472
140
1,303
31
428
24
2,982
375
1
4,248
174
863
763
17
167
450
255
309
379
156
109
17
71
397
137
1,090
171
276
150
13
1,651
4,361
77
81
59
73
5,273
695
69
50
167
322
235
1,114
112
38
2,124
86
43
468
34
3,853
282
2,760
6
1
220
55
147
272
102
135
86
131
366
67
125
1,888
655
198
90
146
359
338
82
606
21
315
11
1,964
273
0
2,481
123
607
445
12
126
327
183
193
213
81
66
10
40
323
88
757
103
196
90
8
716
2,829
51
68
39
46
3,381
484
40
26
123
152
193
1,212
50
15
278
102
40
439
56
3,000
71
2,111
2
0
88
27
126
200
62
64
37
69
278
31
154
1,283
550
80
72
52
179
134
57
696
10
113
13
1,017
102
1
1,767
51
256
317
5
41
122
72
116
166
75
43
7
31
74
50
332
68
80
59
6
935
1,532
25
13
20
27
1,892
211
29
24
44
169
42
19
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
20
ASN
AGY
ARIA
ARBA
AH
ARTX
ARRS
AJG
ASA
ASCL
ASTSF
ASIA
ASKJ
ASML
ASMI
ASPT
ASBC
AIZ
AF
AZN
ASYTE
T
AWE
AGIX
ATHR
ATYT
ATML
ATRX
AUO
ADBL
AUDC
ADAT
ADSK
ADP
AN
AZO
AVNX
AV
AVE
AVY
AVII
AVCI
AVID
AVT
AVCT
AVP
AVX
AXA
ACLS
AXS
AZR
BHI
BLL
BLDP
BAC
BK
BCR
BKS
BRL
ABX
BAX
BAY
BBT
BEAV
BEAS
BSC
BZH
BEBE
BDX
BBBY
BLS
BLC
Stock
Archstone-Smith Trust
Argosy Gaming Company
ARIAD Pharmaceuticals, Inc.
Ariba, Inc.
Armor Holdings, Inc.
Arotech Corporation
Arris Group, Inc.
Arthur J. Gallagher & Co.
ASA Limited
Ascential Software Corporation
ASE Test Limited
Asiainfo Holdings, Inc.
Ask Jeeves, Inc.
ASM Holding N.V.
ASM International N.V.
Aspect Communications Corporation
Associated Banc-Corp
Assurant, Inc.
Astoria Financial Corporation
AstraZeneca plc ADS
Asyst Technologies, Inc.
AT&T Corporation
AT&T Wireless Services, Inc.
AtheroGenics, Inc.
Atheros Communications
ATI Technologies, Inc.
Atmel Corporation
Atrix Laboratories, Inc.
AU Optronics Corp.
Audible, Inc.
AudioCodes Ltd.
Authentidate Holding Corp.
Autodesk, Inc.
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
Avanex Corporation
Avaya, Inc.
Aventis ADS
Avery Dennison Corporation
AVI Biopharma, Inc.
Avici Systems, Inc.
Avid Technology, Inc.
Avnet, Inc.
Avocent Corp.
Avon Products, Inc.
AVX Corporation
Axa-Spons ADR
Axcelis Technologies, Inc.
Axis Capital Holdings Limited
Aztar Corporation
Baker Hughes Incorporated
Ball Corporation
Ballard Power Systems, Inc.
Bank of America Corporation
Bank of New York Company, Inc. (The)
Bard (C.R.), Inc.
Barnes & Noble, Inc.
Barr Laboratories, Inc.
Barrick Gold Corporation
Baxter International, Inc.
Bayer AG
BB&T Corporation
BE Aerospace, Inc.
BEA Systems, Inc.
Bear Stearns Companies, Inc. (The)
Beazer Homes USA, Inc.
Bebe Stores, Inc.
Becton Dickinson & Company
Bed Bath & Beyond, Inc.
BellSouth Corporation
Belo Corporation
Total
Contract Volume
Callff
Put
5,991
24,597
64,535
72,188
10,837
12,460
21,521
729
25,167
23,427
2,461
21,150
378,219
150,498
15,366
23,334
7,055
6,691
34,288
186,568
10,666
669,439
1,723,239
270,645
1,164
173,569
92,633
21,562
177,513
2,525
24,540
128,661
129,204
148,370
87,594
106,803
26,569
246,889
53,226
7,341
14,572
23,072
74,564
15,455
24,083
170,961
6,303
1,674
54,479
558
36,183
70,513
25,863
31,303
1,205,577
89,447
33,982
28,288
60,106
274,368
239,841
13,266
78,199
18,183
366,590
209,148
200,300
7,830
11,993
142,191
158,230
474
2,952
18,432
49,711
59,131
8,182
11,660
15,218
483
18,106
13,662
2,319
16,905
225,513
111,376
5,918
19,520
5,945
5,062
23,882
72,145
7,550
302,412
1,231,019
192,796
1,019
132,186
67,416
15,829
92,287
2,018
19,308
91,677
82,715
110,338
57,833
47,151
24,547
161,756
38,523
4,467
10,499
11,895
35,428
10,868
12,872
74,073
3,084
1,004
36,931
268
11,157
50,632
14,964
25,892
803,739
57,202
21,796
20,444
34,989
176,299
168,677
9,098
52,915
15,917
231,640
111,857
95,045
5,403
6,636
95,381
97,194
474
3,039
6,165
14,824
13,057
2,655
800
6,303
246
7,061
9,765
142
4,245
152,706
39,122
9,448
3,814
1,110
1,629
10,406
114,423
3,116
367,027
492,220
77,849
145
41,383
25,217
5,733
85,226
507
5,232
36,984
46,489
38,032
29,761
59,652
2,022
85,133
14,703
2,874
4,073
11,177
39,136
4,587
11,211
96,888
3,219
670
17,548
290
25,026
19,881
10,899
5,411
401,838
32,245
12,186
7,844
25,117
98,069
71,164
4,168
25,284
2,266
134,950
97,291
105,255
2,427
5,357
46,810
61,036
0
Average Daily Volume
Total
Call
Put
24
98
256
286
43
70
85
3
100
93
17
84
1,501
597
61
93
28
32
136
740
42
2,657
6,838
1,074
26
689
368
86
1,050
115
105
511
513
589
348
424
105
980
211
29
58
102
296
61
96
678
25
7
216
9
144
280
103
124
4,784
355
135
112
239
1,089
952
53
310
72
1,455
830
795
74
48
564
628
6
12
73
197
235
32
66
60
2
72
54
16
67
895
442
23
77
24
24
95
286
30
1,200
4,885
765
23
525
268
63
546
92
83
364
328
438
229
187
97
642
153
18
42
53
141
43
51
294
12
4
147
4
44
201
59
103
3,189
227
86
81
139
700
669
36
210
63
919
444
377
51
26
378
386
6
12
24
59
52
11
5
25
1
28
39
1
17
606
155
37
15
4
8
41
454
12
1,456
1,953
309
3
164
100
23
504
23
22
147
184
151
118
237
8
338
58
11
16
49
155
18
44
384
13
3
70
4
99
79
43
21
1,595
128
48
31
100
389
282
17
100
9
536
386
418
23
21
186
242
0
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
BGO
BMS
BBY
BEV
BHP
BIVN
BIIB
BLTI
BMRN
BMET
BIO
BRLI
BPA
BSTE
BVF
BIOV
BSG
BJS
BJ
BDK
BBOX
HRB
BBI
BBI/B
BCSI
BMC
BA
BGP
BWA
BORL
BCGI
BSX
BOW
BYD
BP
BDY
BGG
CELL
EAT
BMY
BAB
BTY
BRCM
BVSN
BRCD
BRKS
BRO
BC
BBW
BMHC
BG
BNI
BR
BOBJ
CHRW
CAB
CWP
CVC
CCMP
CACH
CAI
CDN
CZR
CAMP
CAMD
ELY
CALM
CPN
CBM
CCJ
CNI
CNQ
Stock
Bema Gold Corporation
Bemis Company
Best Buy Co., Inc.
Beverly Enterprises, Inc.
BHP Billiton Limited
Bioenvision, Inc.
BIOGEN IDEC, Inc.
BioLase Technology, Inc.
BioMarin Pharmaceutical, Inc.
Biomet, Inc.
Bio-Rad Laboratories, Inc.
Bio-Reference Laboratories, Inc.
BioSante Pharmaceuticals, Inc.
Biosite, Inc.
Biovail Corporation International
BioVeris Corporation
BISYS Group, Inc. (The)
BJ Services Company
BJ’s Wholesale Club, Inc.
Black & Decker Corporation (The)
Black Box Corporation
Block (H & R), Inc.
Blockbuster Inc.- Cl A
Blockbuster, Inc. - Cl B
Blue Coat Systems, Inc.
BMC Software, Inc.
Boeing Company (The)
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 Airways PLC ADR
British Telecommunications PLC ADR
Broadcom, Inc.
BroadVision, Inc.
Brocade Communications
Brooks Automation, Inc.
Brown & Brown, Inc.
Brunswick Corporation
Build-A-Bear-Workshop
Building Materials Holding Corporation
Bunge Limited
Burlington Northern Santa Fe Corporation
Burlington Resources, Inc.
Business Objects S.A. ADR
C H Robinson Worldwide, Inc.
Cabela’s Incorporated - Cl A
Cable & Wireless PLC ADR
Cablevision Systems Corporation
Cabot Microelectronics Corporation
Cache, Inc.
CACI International Inc. (Class A)
Cadence Design Systems, Inc.
Caesars Entertainment, Inc.
CalAmp Corp.
California Micro Devices Corporation
Callaway Golf Company
Cal-Maine Foods, Inc.
Calpine Corporation
Cambrex Corporation
Cameco Corporation
Canadian National Railway Company
Canadian Natural Resources Ltd.
Total
Contract Volume
Callff
Put
118,502
19,943
631,849
104
23,554
3,270
339,379
178,016
16,189
101,334
5,958
7,114
8,119
81,509
253,928
25,236
4,188
106,607
64,272
74,875
23,156
122,292
164,286
6,813
31,596
90,420
273,687
4,783
24,394
22,987
34,550
844,496
107,803
34,361
282,032
229,068
28,106
34,523
19,684
620,873
3,701
2,441
1,553,145
17,405
269,463
33,542
1,709
34,087
1,139
1,875
33,636
16,611
86,133
59,039
2,378
4,361
5,315
86,121
72,530
2,142
48,247
35,918
179,630
33,731
36,852
1,112
143,058
980,977
4,615
1,653
16,984
11,147
106,313
9,545
365,984
104
19,960
2,325
209,562
113,588
10,790
53,062
3,670
5,697
5,940
53,347
155,167
20,694
1,986
63,811
40,517
40,174
14,509
56,877
101,656
6,773
21,419
62,640
160,190
3,301
14,643
20,469
23,528
579,480
27,224
26,050
192,869
156,446
15,276
24,015
11,317
411,768
1,574
1,469
985,140
15,135
202,165
24,103
1,030
18,697
700
1,346
18,611
12,361
51,322
20,570
1,474
3,345
2,639
63,613
34,849
1,417
28,954
15,447
149,366
26,618
27,094
831
80,286
537,865
3,384
1,215
13,456
9,372
12,189
10,398
265,865
0
3,594
945
129,817
64,428
5,399
48,272
2,288
1,417
2,179
28,162
98,761
4,542
2,202
42,796
23,755
34,701
8,647
65,415
62,630
40
10,177
27,780
113,497
1,482
9,751
2,518
11,022
265,016
80,579
8,311
89,163
72,622
12,830
10,508
8,367
209,105
2,127
972
568,005
2,270
67,298
9,439
679
15,390
439
529
15,025
4,250
34,811
38,469
904
1,016
2,676
22,508
37,681
725
19,293
20,471
30,264
7,113
9,758
281
62,772
443,112
1,231
438
3,528
1,775
Average Daily Volume
Total
Call
Put
470
79
2,507
0
121
273
1,347
706
64
402
24
33
135
323
1,008
114
17
423
255
297
92
485
652
126
153
359
1,086
19
97
91
137
3,351
428
136
1,119
909
112
137
78
2,464
15
10
6,163
69
1,069
133
38
135
38
29
133
66
342
234
9
174
21
342
288
17
191
143
713
135
175
4
980
3,893
18
41
67
147
422
38
1,452
0
103
194
832
451
43
211
15
26
99
212
616
94
8
253
161
159
58
226
403
125
103
249
636
13
58
81
93
2,300
108
103
765
621
61
95
45
1,634
6
6
3,909
60
802
96
23
74
23
21
74
49
204
82
6
134
10
252
138
11
115
61
593
107
129
3
550
2,134
13
30
53
123
48
41
1,055
0
19
79
515
256
21
192
9
7
36
112
392
21
9
170
94
138
34
260
249
1
49
110
450
6
39
10
44
1,052
320
33
354
288
51
42
33
830
8
4
2,254
9
267
37
15
61
15
8
60
17
138
153
4
41
11
89
150
6
77
81
120
29
46
1
430
1,758
5
11
14
23
21
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
22
CLZR
COF
DFIB
CAH
CECO
CMX
KMX
CCL
CG
CRS
CANI
CACS
CAT
CBRL
CDWC
CLS
CELG
CEGE
CTIC
CX
CD
CNP
CTX
CENT
CENX
CTL
CEPH
CPHD
CRDN
CERN
CHB
CHRS
CHTR
CHKP
CKFR
CAKE
LNG
CHK
CVX
CME
CHS
PLCE
LFC
CN
SNP
CHA
CHL
CHU
CYD
CHINA
IMOS
CHIR
CHRD
CBK
CB
CHT
RIO
CIEN
CI
CBB
CIN
CTAS
CIPH
CC
CRUS
CSCO
CIT
C
CZN
CTXS
CYN
CKR
CLE
Stock
Candela Corp.
Capital One Financial Corporation
Cardiac Science, Inc.
Cardinal Health, Inc.
Career Education Corporation
Caremark RX, Inc.
CarMax, Inc.
Carnival Corporation (Class A)
Carolina Group
Carpenter Technology Corporation
Carreker Corporation
Carrier Access Corporation
Caterpillar, Inc.
CBRL Group, Inc.
CDW Corporation
Celestica, Inc.
Celgene Corporation
Cell Genesys, Inc.
Cell Therapeutics, Inc.
Cemex S.A. de C.V.
Cendant Corporation
CenterPoint Energy, Inc.
CENTEX Corporation
Central Garden & Pet Company
Century Aluminum Company
Centurytel, Inc.
Cephalon, Inc.
Cepheid, Inc.
Ceradyne, Inc.
Cerner Corporation
Champion Enterprises, Inc.
Charming Shoppes, Inc.
Charter Communications, Inc.
Check Point Software Technologies Ltd.
Checkfree Corporation
Cheesecake Factory Incorporated (The)
Cheniere Energy, Inc.
Chesapeake Energy Corporation
ChevronTexaco Corporation
Chicago Mercantile Exchange
Chico’s FAS, Inc.
Children’s Place
China Life Insurance Co., Ltd.
China Netcom Group Corporation Limited
China Petroleum and Chemical Corporation
China Telecom Corporation Limited
China Telecom Limited ADR
China Unicom Limited
China Yuchai International Limited
Chinadotcom Corporation - CL A
ChipMOS TECHNOLOGIES (Bermuda) LTD.
Chiron Corporation
Chordiant Software, Inc.
Christopher & Banks Corporation
Chubb Corporation (The)
Chunghwa Telecom Co., Ltd. - ADR
CIA Vale Do Rio Doce (CVRD)
Ciena Corporation
CIGNA Corporation
CIncinnati 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.
Total
Contract Volume
Callff
12,677
225,467
22,553
312,311
611,229
153,525
132,963
158,326
13,509
9,192
13,512
12,248
286,215
21,691
59,796
40,057
302,883
35,547
97,090
43,371
340,010
73,772
295,175
3,508
6,059
38,577
149,510
23,329
97,013
63,050
5,223
4,616
240,909
242,362
71,573
30,236
58,907
311,543
644,816
206,966
171,454
11,840
36,969
1,582
31,186
11,399
20,654
5,078
83,670
245,449
28,910
129,634
19,702
20,981
55,815
935
61,574
202,625
109,235
46,052
21,802
28,501
1,057
159,969
56,870
3,534,888
22,683
3,115,844
180,661
212,523
6,857
38,577
53,442
9,916
108,860
20,599
164,530
337,558
111,209
34,139
48,510
10,923
8,043
10,866
7,485
162,862
16,133
24,864
26,311
193,830
23,651
54,229
24,572
233,727
40,306
172,281
1,895
4,116
16,902
55,985
16,704
71,423
30,595
4,195
3,928
166,005
154,404
44,706
21,147
42,751
240,373
439,498
123,875
110,386
8,231
17,977
1,298
16,702
7,286
11,299
4,094
60,011
205,707
24,399
76,718
5,119
13,634
37,093
312
38,205
155,828
54,032
27,908
17,331
20,316
639
119,926
43,016
2,476,517
15,260
1,733,963
139,836
148,926
4,435
29,594
40,009
Put
2,761
116,607
1,954
147,781
273,671
42,316
98,824
109,816
2,586
1,149
2,646
4,763
123,353
5,558
34,932
13,746
109,053
11,896
42,861
18,799
106,283
33,466
122,894
1,613
1,943
21,675
93,525
6,625
25,590
32,455
1,028
688
74,904
87,958
26,867
9,089
16,156
71,170
205,318
83,091
61,068
3,609
18,992
284
14,484
4,113
9,355
984
23,659
39,742
4,511
52,916
14,583
7,347
18,722
623
23,369
46,797
55,203
18,144
4,471
8,185
418
40,043
13,854
1,058,371
7,423
1,381,881
40,825
63,597
2,422
8,983
13,433
Average Daily Volume
Total
Call
Put
50
895
100
1,239
2,426
609
528
628
54
141
54
51
1,136
86
237
159
1,202
141
385
172
1,349
293
1,171
14
35
153
593
97
385
250
27
18
956
962
284
120
556
1,236
2,559
821
680
47
147
61
124
45
82
20
332
974
128
514
117
83
221
4
244
804
433
183
87
113
4
635
226
14,027
90
12,364
717
843
27
153
212
39
432
91
653
1,340
441
135
193
43
124
43
31
646
64
99
104
769
94
215
98
927
160
684
8
24
67
222
70
283
121
22
16
659
613
177
84
403
954
1,744
492
438
33
71
50
66
29
45
16
238
816
108
304
30
54
147
1
152
618
214
111
69
81
3
476
171
9,827
61
6,881
555
591
18
117
159
11
463
9
586
1,086
168
392
436
10
18
11
20
489
22
139
55
433
47
170
75
422
133
488
6
11
86
371
28
102
129
5
3
297
349
107
36
152
282
815
330
242
14
75
11
57
16
37
4
94
158
20
210
86
29
74
2
93
186
219
72
18
32
2
159
55
4,200
29
5,484
162
252
10
36
53
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
CLRS
CLHB
CCU
CLF
CLX
CMS
CNA
CNET
CNF
COH
KO
CCE
CDE
COGT
CTSH
COGN
CSTR
CWTR
CL
CNB
CBRX
COLM
CMCSA
CMCSK
CMA
CBH
SID
VNT
CA
CSC
CPWR
CRK
CMTL
CMVT
CAG
CPTS
CCRD
CNQR
CNXT
CNCT
COP
CNO
CNX
ED
CNST
STZ
CAL
CVG
CAM
COO
CBE
CTB
CPRT
CGTK
COCO
CRXA
GLW
COST
CFC
CVD
CVH
COX
TEU
CR
CRAY
CREAF
CMOS
CSR
CREE
CCI
CCK
CRY
Stock
Clarus Corporation
Clean Harbors, Inc.
Clear Channel Communications, Inc.
Cleveland-Cliffs, Inc.
Clorox Company (The)
CMS Energy Corporation
CNA Financial Corporation
CNET Networks, Inc.
CNF, Inc.
Coach, Inc.
Coca-Cola Company (The)
Coca-Cola Enterprises, Inc.
Coeur d’ Alene Mines Corp.
Cogent, Inc.
Cognizant Technology Solutions Corporation
Cognos Incorporated
Coinstar, Inc.
Coldwater Creek Inc.
Colgate-Palmolive Company
Colonial BancGroup, Inc.
Columbia Laboratories, Inc.
Columbia Sportwear Company
Comcast Corp. (Class A)
Comcast Corporation (Special Class A)
Comerica Incorporated
Commerce Bancorp, Inc.
Companhia Siderurgica Nacional ADR
Compania Anonima Nacional Venezuela
Computer Associates International, Inc.
Computer Sciences Corporation
Compuware Corporation
Comstock Resources, Inc.
Comtech Telecommunication Corp.
Comverse Technology, Inc.
ConAgra, Inc.
Conceptus, Inc.
Concord Communications, Inc.
Concur Technologies, Inc.
Conexant Systems, Inc.
Connetics Corporation
ConocoPhillips
Conseco, Inc.
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
Copart, Inc.
Corgentech, Inc.
Corinthian Colleges, Inc.
Corixa Corporation
Corning Incorporated
Costco Wholesale Corp.
Countrywide Financial Corporation
Covance
Coventry Health Care, Inc.
Cox Communications, Inc. (Class A)
CP Ships Limited
Crane Co.
Cray, Inc.
Creative Technology Limited
Credence Systems Corporation
Credit Suisse Group - SPON ADR
Cree, Inc.
Crown Castle International Corp.
Crown Holdings, Inc.
CryoLife, Inc.
Total
Contract Volume
Callff
Put
20,584
15,375
134,379
68,632
65,356
22,194
17,185
70,192
1,311
115,333
663,617
68,073
275,903
31,216
111,490
36,054
26,721
2,027
169,992
13,942
16,649
6,752
244,213
318,609
30,305
110,524
3,927
6,017
488,622
56,591
42,840
7,771
30,693
90,685
35,126
9,100
8,291
3,482
154,043
17,267
206,008
210,533
129,479
15,105
385
22,614
297,739
31,752
23,372
40,355
8,026
1,214
39,187
20,908
198,221
6,400
636,030
142,264
1,021,994
9,642
143,878
208,323
1,759
5,414
73,244
33,125
12,073
30,168
300,927
45,441
41,665
3,666
12,252
10,530
87,087
38,100
40,585
15,978
12,699
48,955
1,120
76,534
438,869
46,565
224,081
21,206
69,461
23,309
14,885
920
104,058
5,713
12,396
3,209
151,003
216,319
20,674
55,615
3,435
4,442
285,467
34,745
34,509
4,452
22,534
65,528
26,277
2,782
4,839
2,457
120,742
4,846
126,165
144,860
67,930
9,251
325
13,241
206,361
11,577
19,365
27,594
5,346
808
30,146
10,873
132,862
4,834
417,837
94,012
454,146
7,057
76,910
93,090
618
2,356
58,881
25,193
9,271
23,846
185,288
30,614
34,252
2,078
8,332
4,845
47,292
30,532
24,771
6,216
4,486
21,237
191
38,799
224,748
21,508
51,822
10,010
42,029
12,745
11,836
1,107
65,934
8,229
4,253
3,543
93,210
102,290
9,631
54,909
492
1,575
203,155
21,846
8,331
3,319
8,159
25,157
8,849
6,318
3,452
1,025
33,301
12,421
79,843
65,673
61,549
5,854
60
9,373
91,378
20,175
4,007
12,761
2,680
406
9,041
10,035
65,359
1,566
218,193
48,252
567,848
2,585
66,968
115,233
1,141
3,058
14,363
7,932
2,802
6,322
115,639
14,827
7,413
1,588
Average Daily Volume
Total
Call
Put
82
61
533
293
259
88
68
279
5
458
2,633
270
1,095
495
442
143
106
31
675
55
66
27
969
1,264
120
439
41
24
1,939
225
170
53
122
360
139
36
33
14
611
69
817
835
514
60
2
90
1,182
126
93
160
32
5
156
183
787
25
2,524
565
4,056
38
571
827
7
21
291
131
48
120
1,194
180
165
15
49
42
346
163
161
63
50
194
4
304
1,742
185
889
337
276
92
59
14
413
23
49
13
599
858
82
221
36
18
1,133
138
137
30
89
260
104
11
19
10
479
19
501
575
270
37
1
53
819
46
77
110
21
3
120
95
527
19
1,658
373
1,802
28
305
369
2
9
234
100
37
95
735
121
136
8
33
19
188
130
98
25
18
84
1
154
892
85
206
159
167
51
47
17
262
33
17
14
370
406
38
218
5
6
806
87
33
23
32
100
35
25
14
4
132
49
317
261
244
23
0
37
363
80
16
51
11
2
36
88
259
6
866
191
2,253
10
266
457
5
12
57
31
11
25
459
59
29
6
23
CBOE Equity Options Volume (Includes LEAPS)
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
24
Standard
Symbol
Stock
CRYP
CSGS
CSX
CTMI
CBST
CMI
CMLS
CURE
CVTX
CVS
CYBX
CYMI
CYPB
CY
CYTC
DHI
DADE
DCX
DCN
DHR
DRI
DVA
DF
DECK
DCGN
DE
DELL
DPH
DLP
DAL
DPTR
DNR
DNDN
XRAY
DT
DVN
DEX
DHB
DO
DKS
DBD
DIGE
DOC
DGIN
DRIV
DTAS
DDS
DSCO
DIS
DITC
DJO
DCEL
RDY
DG
DLTR
D
DPZ
RRD
DRL
HILL
DCLK
DOW
DWA
DRYR
DRS
DSPG
DD
DUK
DPMI
DRRA
DYAX
DY
DYN
CryptoLogic, Inc.
CSG Systems International, Inc.
CSX Corporation
CTI Molecular Imaging, Inc.
Cubist Pharmaceuticals, Inc.
Cummins, Inc.
Cumulus Media Inc. - Cl A
Curative Health Services, Inc.
CV Therapeutics, Inc.
CVS Corporation
Cyberonics, Inc.
Cymer, Inc.
Cypress Bioscience, Inc.
Cypress Semiconductor Corporation
CYTYC Corporation
D.R. Horton, Inc.
Dade Behring Holdings, Inc.
DaimlerChrysler AG
Dana Corporation
Danaher Corporation
Darden Restaurants, Inc.
DaVita, Inc.
Dean Foods Company
Deckers Outdoor Corporation
deCODE Genetics, Inc.
Deere & Company
Dell Computer Corp.
Delphi Corporation
Delta & Pine Land Co.
Delta Air Lines, Inc.
Delta Petroleum Corporation
Denbury Resources, Inc.
Dendreon Corporation
DENTSPLY International, Inc.
Deutsche Telekom AG ADR
Devon Energy Corporation
Dex Media, Inc.
DHB Industries, Inc.
Diamond Offshore Drilling, Inc.
Dick’s Sporting Goods, Inc.
Diebold, Incorporated
Digene Corp.
Digital Angel Corporation
Digital Insight Corporation
Digital River, Inc.
Digitas, Inc.
Dillard Department Stores, Inc. (Class A)
Discovery Laboratories, Inc.
Disney (The Walt) Holding Co.
Ditech Communications Corporation
DJ Orthopedics, Inc.
Dobson Communications Corporation
Doctor Reddy’s Laboratories Limited
Dollar General Corporation
Dollar Tree Stores, Inc.
Dominion Resources, Inc.
Domino’s Pizza, Inc.
Donnelley (R.R.) & Sons Company
Doral Financial Corp.
Dot Hill Systems Corp.
Doubleclick, Inc.
Dow Chemical Company (The)
DreamWorks Animation SKG, Inc. - Cl A
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.
Dyax Corporation
Dycom Industries, Inc.
Dynegy, Inc.
Total
15,219
47,498
13,457
15,799
32,385
129,994
13,131
13,682
87,070
71,646
419,543
55,367
7,152
176,916
49,636
141,250
962
64,092
37,943
50,291
37,879
30,927
40,648
7,183
1,974
157,842
1,881,179
24,262
9,119
1,483,758
11,287
6,891
113,437
16,233
25,897
273,743
3,679
158,559
48,287
24,409
28,229
79,864
636
22,474
117,958
4,776
72,964
8,430
834,492
69,431
1,926
23,800
8,724
94,903
121,206
23,691
1,924
21,362
120,326
133,676
74,198
221,564
23,596
1,076
25,158
13,212
232,783
129,942
12,159
6,763
2,660
5,232
168,290
Contract Volume
Callff
13,986
35,681
8,659
8,672
19,004
68,280
10,336
8,343
61,123
50,138
254,961
29,300
5,756
129,969
34,361
88,767
744
30,170
22,600
21,523
19,857
27,402
22,812
4,618
1,510
106,091
1,063,515
14,959
5,267
893,001
9,406
2,714
89,860
12,162
17,730
155,693
2,855
132,436
37,676
17,160
17,000
48,889
546
17,599
75,936
4,257
46,570
6,911
575,268
52,768
1,444
16,913
7,502
75,647
70,994
14,086
1,632
14,652
82,656
106,564
52,149
148,604
19,093
705
18,447
7,753
153,461
88,688
7,982
5,641
2,211
3,721
127,537
Put
1,233
11,817
4,798
7,127
13,381
61,714
2,795
5,339
25,947
21,508
164,582
26,067
1,396
46,947
15,275
52,483
218
33,922
15,343
28,768
18,022
3,525
17,836
2,565
464
51,751
817,664
9,303
3,852
590,757
1,881
4,177
23,577
4,071
8,167
118,050
824
26,123
10,611
7,249
11,229
30,975
90
4,875
42,022
519
26,394
1,519
259,224
16,663
482
6,887
1,222
19,256
50,212
9,605
292
6,710
37,670
27,112
22,049
72,960
4,503
371
6,711
5,459
79,322
41,254
4,177
1,122
449
1,511
40,753
Average Daily Volume
Total
Call
Put
60
188
53
63
129
516
52
54
346
284
1,665
220
49
702
197
561
5
254
151
200
150
123
161
211
8
626
7,465
96
36
5,888
77
66
450
64
103
1,086
39
949
192
97
112
317
106
89
468
23
290
73
3,311
7,715
17
94
47
377
481
94
17
85
477
530
294
879
605
4
100
52
924
516
48
27
14
21
668
56
142
34
34
75
271
41
33
243
199
1,012
116
39
516
136
352
4
120
90
85
79
109
91
136
6
421
4,220
59
21
3,544
64
26
357
48
70
618
30
793
150
68
67
194
91
70
301
20
185
60
2,283
5,863
12
67
41
300
282
56
14
58
328
423
207
590
490
3
73
31
609
352
32
22
11
15
506
5
47
19
28
53
245
11
21
103
85
653
103
10
186
61
208
1
135
61
114
72
14
71
75
2
205
3,245
37
15
2,344
13
40
94
16
32
468
9
156
42
29
45
123
15
19
167
2
105
13
1,029
1,851
4
27
7
76
199
38
3
27
149
108
87
290
115
1
27
22
315
164
17
4
2
6
162
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
ET
ELNK
EMN
EK
ETN
EBAY
ELON
DISH
ECIL
ECLP
ECLG
EIX
EEEE
EDMC
EW
AGE
EAGL
EP
ELN
ESIO
ERTS
EDS
ELBO
EMBT
EMC
EMR
ERJ
ELX
ECA
ENCY
ENDP
ENR
ENER
ERF
EC
EASI
ESV
ENTG
ETR
EPD
EVC
ENMD
ENZ
ENZN
EOG
ELAB
EPIQ
EPIX
EOP
ERES
ERICY
ESPD
ESST
EL
ETH
RE
EXAR
EXEL
EXC
EXPD
ESRX
XJT
EXTR
EXLT
XOM
EYET
FFIV
FIC
FCS
FFH
FALC
FDO
FNM
Stock
E*Trade Financial Corporation
EarthLink, Inc.
Eastman Chemical Company
Eastman Kodak Company
Eaton Corporation
eBay, Inc.
Echelon Corporation
EchoStar Communications Corporation
ECI Telecom Limited
Eclipsys Corporation
eCollege.com
Edison International
Educate, Inc.
Education Management Corporation
Edward Lifesciences Corporation
Edwards (A.G.) & Sons, Inc.
EGL, Inc.
El Paso Corporation
Elan Corporation PLC ADR
Electro Scientific Industries, Inc.
Electronic Arts, Inc.
Electronic Data Systems, Inc.
Electronics Boutique Holdings Corp.
Embarcadero Technologies, Inc.
EMC Corporation
Emerson Electric Company
Empresa Brasileira de Aeronautica S.A.
Emulex Corporation
EnCana Corporation
Encysive Pharmaceuticals, Inc.
Endo Pharmaceuticals Holdings, Inc.
Energizer Holdings, Inc.
Energy Conversion Devices, Inc.
Enerplus Resources Fund
Engelhard Corporation
Engineered Support Systems, Inc.
ENSCO International Incorporated
Entegris, Inc.
Entergy Corporation
Enterprise Products Partners L.P.
Entravision Communications Corporation
EntreMed, Inc.
Enzo Biochem, Inc.
Enzon Pharmaceuticals, Inc.
EOG Resources, Inc.
Eon Labs, Inc.
EPIQ Systems, Inc.
EPIX Pharmaceuticals, Inc.
Equity Office Properties Trust
eRESEARCH Technology, Inc.
Ericsson (L.M.) Telephone Co. ADR
eSPEED, Inc.
ESS Technology, Inc.
Estee Lauder Companies, Inc. (The) (Class A)
Ethan Allen Interiors, Inc.
Everest Reinsurance Holdings, Inc.
Exar Corporation
Exelixis, Inc.
Exelon Corporation
Expeditors International of Washington, Inc.
Express Scripts Inc. - Cl A
ExpressJet Holdings, Inc.
Extreme Networks, Inc.
Exult, Inc.
Exxon Mobil Corporation
Eyetech Pharmaceuticals, Inc.
F5 Networks, Inc.
Fair, Isaac, Inc.
Fairchild Semiconductor Int’l, Inc.
Fairfax Financial Holdings Limited
FalconStor Software, Inc.
Family Dollar Stores, Inc.
Fannie Mae
Total
Contract Volume
Callff
Put
452,720
36,060
52,222
284,371
57,152
1,837,682
17,235
150,732
233
37,696
26,677
36,393
686
11,818
22,278
40,249
12
1,567,038
1,648,942
4,766
450,138
293,660
20,789
5,776
884,569
71,303
20,466
275,004
140,638
3,326
60,443
18,882
4,873
48,752
11,312
49,848
68,595
12,927
11,830
1,375
3,998
10,933
29,902
34,388
86,832
46,476
7,254
1,366
27,132
266,633
295,854
15,875
39,867
19,602
10,552
18,300
2,117
15,363
34,006
25,705
105,377
9,963
92,457
41,598
1,042,650
200,146
39,564
12,596
60,757
1,408
32,368
24,006
695,331
299,352
20,502
36,563
178,167
37,383
907,512
14,346
82,971
231
27,678
17,780
30,249
303
7,830
8,525
32,352
7
977,858
1,289,886
3,400
239,742
152,114
12,630
2,814
669,628
56,913
11,165
179,489
122,468
2,888
41,771
13,683
3,623
41,760
3,591
36,146
53,439
10,618
7,987
933
3,024
8,160
26,912
21,839
63,307
25,350
5,756
453
15,973
203,359
155,909
11,651
26,143
13,349
1,807
8,729
1,379
14,671
19,796
13,560
42,771
6,412
74,830
18,767
816,133
121,608
28,513
7,075
32,966
1,308
27,683
6,255
292,864
153,368
15,558
15,659
106,204
19,769
930,170
2,889
67,761
2
10,018
8,897
6,144
383
3,988
13,753
7,897
5
589,180
359,056
1,366
210,396
141,546
8,159
2,962
214,941
14,390
9,301
95,515
18,170
438
18,672
5,199
1,250
6,992
7,721
13,702
15,156
2,309
3,843
442
974
2,773
2,990
12,549
23,525
21,126
1,498
913
11,159
63,274
139,945
4,224
13,724
6,253
8,745
9,571
738
692
14,210
12,145
62,606
3,551
17,627
22,831
226,517
78,538
11,051
5,521
27,791
100
4,685
17,751
402,467
Average Daily Volume
Total
Call
Put
1,797
143
207
1,128
227
7,292
68
598
19
150
106
144
15
47
88
160
1
6,218
6,543
19
1,786
1,165
82
23
3,510
283
81
1,091
558
15
240
75
19
193
45
198
272
51
47
5
16
43
119
136
345
184
29
9
108
1,058
1,174
63
158
78
42
73
8
61
135
102
418
40
367
165
4,138
1,243
157
50
241
6
128
95
2,759
1,188
81
145
707
148
3,601
57
329
19
110
71
120
7
31
34
128
1
3,880
5,119
13
951
604
50
11
2,657
226
44
712
486
13
166
54
14
166
14
143
212
42
32
4
12
32
107
87
251
101
23
3
63
807
619
46
104
53
7
35
5
58
79
54
170
25
297
74
3,239
755
113
28
131
5
110
25
1,162
609
62
62
421
78
3,691
11
269
0
40
35
24
9
16
55
31
0
2,338
1,425
5
835
562
32
12
853
57
37
379
72
2
74
21
5
28
31
54
60
9
15
2
4
11
12
50
93
84
6
6
44
251
555
17
54
25
35
38
3
3
56
48
248
14
70
91
899
488
44
22
110
0
19
70
1,597
25
CBOE Equity Options Volume (Includes LEAPS)
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
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
26
Standard
Symbol
Stock
FARO
FAST
FRE
FD
FDX
FNF
FITB
FILE
FWHT
FDC
FHCC
FHRX
FMD
FE
FISV
FSH
FLML
FLE
FLEX
FLIR
FRK
FLS
FLR
FLYI
FL
FMTI
F
FDG
FRX
FST
FO
FCL
FDRY
FS
FOX
FPL
BEN
FCX
FSL
FSL.B
FMT
FDP
FBR
FRNT
FTO
FRO
FCN
FCEL
FBN
FXEN
GME
GME/B
GCI
GPS
GRMN
GTW
GMT
GMST
GY
DNA
GD
GE
GGP
GMR
GIS
GM
GNSS
GPRO
GNTA
GNW
GENZ
GGC
GP
GGB
GERN
FARO Technologies, Inc.
Fastenal Company
Federal Home Loan Mortgage Corporation (Freddie Mac)
Federated Department Stores, Inc.
FedEx Corporation
Fidelity National Financial, Inc.
Fifth Third Bancorp.
FileNet Corporation
FindWhat.com
First Data Corporation
First Health Group Corporation
First Horizon Pharmacuetical Corporation
First Marblehead Corporation
FirstEnergy Corp.
FIserv, Inc.
Fisher Scientific International, Inc.
Flamel Technologies S.A., ADS
Fleetwood Enterprises, Inc.
Flextronics International Ltd.
FLIR Systems, Inc.
Florida Rock Industries, Inc.
Flowserve Corporation
Fluor Corporation
FLYi, Inc.
Foot Locker, Inc.
Forbes Medi-Tech, Inc.
Ford Motor Company
Fording Canadian Coal Trust
Forest Laboratories, Inc.
Forest Oil Corporation
Fortune Brands, Inc.
Foundation Coal Holdings, Inc.
Foundry Networks, Inc.
Four Seasons Hotels, Inc.
Fox Entertainment Group, Inc.
FPL Group, Inc.
Franklin Resources, Inc.
Freeport-McMoRan Copper & Gold Co., Inc. (Class B)
Freescale Semiconductor, Inc.
Freescale Semiconductor, Inc. - Cl B
Fremont General Corporation
Fresh Del Monte Products, Inc.
Friedman, Billings, Ramsey Group, Inc.
Frontier Airlines, Inc.
Frontier Oil Corporation
Frontline Limited
FTI Consulting, Inc.
FuelCell Energy, Inc.
Furniture Brands International, Inc.
FX Energy, Inc.
GameStop Corporation
GameStop Corporation
Gannett Company, Inc.
Gap, Inc. (The)
Garmin Ltd.
Gateway, Inc.
GATX Corporation
Gemstar-TV Guide Int’l, Inc.
GenCorp, Inc.
Genentech, Inc.
General Dynamics Corporation
General Electric Company
General Growth Properties, Inc.
General Maritime Corporation
General Mills, Inc.
General Motors Corporation
Genesis Microchip Incorporated
Gen-Probe, Incorporated
Genta, Incorporated
Genworth Financial, Inc.
Genzyme Corporation
Georgia Gulf Corporation
Georgia-Pacific Corporation
Gerdau S.A.
Geron Corporation
Total
59,631
66,668
404,352
73,570
267,436
52,885
49,974
30,964
74,902
156,899
38,308
24,332
3,793
37,479
29,800
63,647
100,875
15
379,650
42,220
1,266
8,619
23,117
24,583
49,432
32,926
1,036,002
3,437
314,544
31,361
19,774
308
317,474
22,448
31,546
15,430
21,554
350,442
13,111
667
104,406
19,005
48,065
29,215
6,512
108,213
22,791
80,294
15,192
19,085
24,481
402
32,617
260,438
177,319
173,335
9,074
95,534
4,573
707,034
59,622
3,355,165
15,238
53,623
56,441
1,082,765
101,333
132,848
1,178,978
12,795
164,786
226
89,782
32
104,974
Contract Volume
Callff
46,302
41,515
209,762
35,199
145,314
37,097
30,214
15,073
53,994
107,205
19,446
15,804
2,217
21,377
21,148
43,447
77,975
15
258,723
28,511
998
5,878
14,246
19,027
31,242
27,995
495,047
2,391
178,342
10,904
13,143
265
225,578
6,191
21,588
9,467
12,115
230,488
10,582
602
71,862
10,519
37,305
21,168
6,198
75,489
10,465
56,055
10,162
16,893
10,760
347
9,842
139,431
105,694
133,447
3,211
82,117
3,728
443,290
33,123
2,090,265
9,802
36,213
25,383
525,732
68,662
96,882
660,248
10,071
88,965
183
53,758
20
78,091
Put
13,329
25,153
194,590
38,371
122,122
15,788
19,760
15,891
20,908
49,694
18,862
8,528
1,576
16,102
8,652
20,200
22,900
0
120,927
13,709
268
2,741
8,871
5,556
18,190
4,931
540,955
1,046
136,202
20,457
6,631
43
91,896
16,257
9,958
5,963
9,439
119,954
2,529
65
32,544
8,486
10,760
8,047
314
32,724
12,326
24,239
5,030
2,192
13,721
55
22,775
121,007
71,625
39,888
5,863
13,417
845
263,744
26,499
1,264,900
5,436
17,410
31,058
557,033
32,671
35,966
518,730
2,724
75,821
43
36,024
12
26,883
Average Daily Volume
Total
Call
Put
237
265
1,605
292
1,061
210
198
123
297
623
152
97
112
149
118
253
400
0
1,507
168
51
34
92
98
196
173
4,111
104
1,248
124
78
51
1,260
89
125
61
86
1,391
117
33
414
75
191
116
26
576
90
319
60
203
97
12
129
1,033
704
688
36
379
18
2,806
237
13,314
60
391
224
4,297
402
527
4,678
88
654
1
356
5
417
184
165
832
140
577
147
120
60
214
425
77
63
65
85
84
172
309
0
1,027
113
40
23
57
76
124
147
1,964
72
708
43
52
44
895
25
86
38
48
915
94
30
285
42
148
84
25
402
42
222
40
180
43
11
39
553
419
530
13
326
15
1,759
131
8,295
39
264
101
2,086
272
384
2,620
69
353
1
213
3
310
53
100
772
152
485
63
78
63
83
197
75
34
46
64
34
80
91
0
480
54
11
11
35
22
72
26
2,147
32
540
81
26
7
365
65
40
24
37
476
23
3
129
34
43
32
1
174
49
96
20
23
54
2
90
480
284
158
23
53
3
1,047
105
5,019
22
127
123
2,210
130
143
2,058
19
301
0
143
2
107
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
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
729
730
GYI
GILD
G
GIVN
GLG
GSK
GLBC
GLBL
GPN
GSF
GFI
GG
GSS
GDW
GR
GT
GOOG
GRIC
GRP
GLK
GXP
GBBK
GPT
GW
GPI
TV
GSIC
GTK
GUCG
GDT
GLFD
GYMB
HAIN
HAL
HC
HDI
HAR
HLIT
HMY
HET
TINY
HRS
HIG
HNR
HAS
HCA
HDWR
HMA
HNT
HLSH
HL
HNZ
HRLY
HSY
HEW
HPQ
HIBB
HIB
HLT
HIT
HLR
HEPH
HOC
HLYW
HOLX
HD
HON
HSP
HPT
HMT
HOTT
THX
HOV
HBC
HU
Getty Images, Inc.
Gilead Sciences, Inc.
Gillette Company (The)
Given Imaging Ltd.
Glamis Gold Ltd.
GlaxoSmithKline plc ADR
Global Crossing Ltd.
Global Industries Ltd.
Global Payments Inc.
GlobalSanta Fe Corporation
Gold Fields Limited
Goldcorp, Inc.
Golden Star Resources Ltd.
Golden West Financial Corporation
Goodrich Corporation
Goodyear Tire & Rubber Company (The)
Google, Inc.
GoRemote Internet Communications, Inc.
Grant Prideco, Inc.
Great Lakes Chemical Corporation
Great Plains Energy, Incorporated
Greater Bay Bancorp
Greenpoint Financial Corporation
Grey Wolf, Inc.
Group 1 Automotive, Inc.
Grupo Televisa S.A. ADR
GSI Commerce, Inc.
GTECH Holdings Corporation
Gucci Group, N.V.
Guidant Corporation
Guilford Pharmaceuticals, Inc.
Gymboree Corporation (The)
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 & Harris Group, Inc.
Harris Corporation
Hartford Financial Services Group, Inc. (The)
Harvest Natural Resources, Inc.
Hasbro, Inc.
HCA, Inc.
Headwaters, Incorporated
Health Management Associates, Inc. (Class A)
Health Net, Inc.
HEALTHSOUTH Corporation
Hecla Mining Company
Heinz (H.J.) Company
Herley Industries, Inc.
Hershey Foods Corporation
Hewitt Associates, Inc.
Hewlett-Packard Company
Hibbett Sporting Goods, Inc.
Hibernia Corporation (Class A)
Hilton Hotels Corporation
Hitachi Ltd. ADR
Hollinger International, Inc.
Hollis-Eden Pharmaceuticals, Inc.
Holly Corporation
Hollywood Entertainment Corporation
Hologic, Inc.
Home Depot, Inc. (The)
Honeywell International, Inc.
Hospira, Inc.
Hospitality Properties Trust
Host Marriott Corporation
Hot Topic, Inc.
Houston Exploration Company
Hovnanian Enterprises, Inc.
HSBC Holdings plc
Hudson United Bancorp
Total
2,121
235,423
113,724
120,148
99,939
72,596
190,499
6,141
11,705
155,260
206,098
264,206
75,771
42,063
11,839
299,801
1,230,912
920
15,378
11,143
9,415
14,830
57,120
10,888
2,351
8,217
8,308
51,169
36,912
452,158
9,237
14,429
13,439
629,871
12,854
239,160
68,118
65,733
386,770
65,326
35,922
14,336
82,321
7,291
27,070
289,501
63,456
60,971
32,377
2,097
180,399
33,830
146
16,405
133
1,964,922
3,558
11,461
59,616
11,191
60,430
48,274
606
42,053
1,034
893,583
203,906
17,155
18,241
14,246
39,535
8,337
157,971
63,683
18,153
Contract Volume
Callff
Put
1,323
161,284
67,222
66,917
61,369
55,302
109,363
4,810
7,623
113,276
137,600
210,196
68,187
17,541
8,307
207,531
701,206
814
13,330
4,215
7,393
11,003
44,307
10,100
765
3,941
6,186
37,489
20,725
307,202
7,440
8,190
9,516
441,420
10,267
119,231
33,151
52,682
272,076
43,279
28,362
10,157
54,260
4,950
17,773
151,467
48,025
28,896
9,962
1,755
142,600
20,830
114
10,719
66
1,294,112
2,006
9,093
44,277
6,849
37,559
38,029
510
24,841
744
596,760
141,130
13,306
13,007
3,140
19,983
6,941
104,765
27,713
10,002
798
74,139
46,502
53,231
38,570
17,294
81,136
1,331
4,082
41,984
68,498
54,010
7,584
24,522
3,532
92,270
529,706
106
2,048
6,928
2,022
3,827
12,813
788
1,586
4,276
2,122
13,680
16,187
144,956
1,797
6,239
3,923
188,451
2,587
119,929
34,967
13,051
114,694
22,047
7,560
4,179
28,061
2,341
9,297
138,034
15,431
32,075
22,415
342
37,799
13,000
32
5,686
67
670,810
1,552
2,368
15,339
4,342
22,871
10,245
96
17,212
290
296,823
62,776
3,849
5,234
11,106
19,552
1,396
53,206
35,970
8,151
Average Daily Volume
Total
Call
Put
8
934
451
477
397
288
836
24
46
616
818
1,048
301
167
47
1,190
13,988
4
61
44
37
59
227
43
9
33
33
203
146
1,794
37
57
53
2,499
51
949
270
261
1,535
259
159
57
327
50
107
1,149
252
242
128
8
716
134
1
65
1
7,797
28
45
237
44
240
192
13
167
4
3,546
809
102
72
57
157
65
627
253
72
5
640
267
266
244
219
480
19
30
450
546
834
271
70
33
824
7,968
4
53
17
29
44
176
40
3
16
25
149
82
1,219
30
33
38
1,752
41
473
132
209
1,080
172
125
40
215
34
71
601
191
115
40
7
566
83
0
43
0
5,135
16
36
176
27
149
151
11
99
3
2,368
560
79
52
12
79
54
416
110
40
3
294
185
211
153
69
356
5
16
167
272
214
30
97
14
366
6,019
1
8
27
8
15
51
3
6
17
8
54
64
575
7
25
16
748
10
476
139
52
455
87
33
17
111
16
37
548
61
127
89
1
150
52
0
23
0
2,662
12
9
61
17
91
41
2
68
1
1,178
249
23
21
44
78
11
211
143
32
27
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
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
804
805
806
28
HGSI
HUM
HBAN
HTCH
HTX
HYSL
IACI
IAG
IBIS
IBN
ICOS
IDBE
IDNX
IDXX
IFLO
IKN
ITW
ILMN
IGI
IMN
IMAX
IGL
IMCL
IMMR
IMM
BLUD
IMMU
IMH
IPXL
RX
INFS
IMDC
N
INCY
ICBC
IDEV
INFA
INSP
INFY
ING
IR
IM
INVX
IO
ICCI
ISPH
ICST
IDTI
ISSI
INTC
SYNC
ICPT
IDCC
INGR
ITMN
IBM
IFF
IGT
IP
IRF
ISG
IIJI
ISSX
IOC
IPG
ISIL
INTV
IWOV
TRDO
INGN
INTU
ISRG
ITG
IFIN
INVN
IVGN
Human Genome Sciences, Inc.
Humana, Inc.
Huntington Bancshares, Inc.
Hutchinson Technology, Inc.
Hutchison Telecommunicatons International Ltd.
Hyperion Solutions Corp.
IAC/InterActiveCorp
IAMGOLD Corporation
Ibis Technology Corp.
ICICI Bank Limited
ICOS Corporation
ID Biomedical Corporation
Identix Incorporated
IDEXX Laboratories, Inc.
I-Flow Corporation
Ikon Office Solutions, Inc.
Illinois Tool Works, Inc.
Illumina, Inc.
Imagistics International, Inc.
Imation Corporation
Imax Corporation
IMC Global, Inc.
ImClone Systems Incorporated
Immersion Corporation
Immtech International, Inc.
Immucor, Inc.
Immunomedics, Inc.
Impac Mortgage Holdings, Inc.
Impax Laboratories, Inc.
IMS Health, Inc.
In Focus Corp, Inc.
Inamed Corporation
Inc.o Limited
Incyte Corporation
Independence Community Bank Corp.
Indevus Pharmaceuticals, Inc.
Informatica Corporation
InfoSpace, Inc.
Infosys Technologies Limited
ING Groep NV
Ingersoll-Rand Company
Ingram Micro, Inc.
Innovex, Inc.
InPut/Output, Inc.
Insight Communications Company
Inspire Pharmaceuticals, Inc.
Integrated Circuit Systems, Inc.
Integrated Device Technology, Inc.
Integrated Silicon Solution
Intel Corporation
Intellisync Corporation
InterCept, Inc.
InterDigital Communications Corporation
Intergraph Corporation
InterMune, Inc.
International Business Machines Corporation
International Flavors & Fragrances, Inc.
International Game Technology
International Paper Company
International Rectifier Corporation
International Steel Group, Inc.
Internet Initiative Japan, Inc.
Internet Security Systems, Inc.
InterOil Corporation
Interpublic Group of Companies, Inc. (The)
Intersil Corporation
Intervoice, Inc.
Interwoven, Inc.
Intrado, Inc.
Introgen Therapeutics, Inc.
Intuit Corporation
Intuitive Surgical, Inc.
Investment Technology Group
Investors Financial Services Corp.
InVision Technologies, Inc.
Invitrogen Corporation
Total
39,721
72,379
2,447
22,563
390
27,535
481,938
9,900
21,022
5,723
143,548
102,198
88,052
9,835
17,122
20,818
62,457
5,251
1,786
7,591
50,669
89,731
863,740
9,796
49,467
21,443
19,777
87,938
63,636
15,216
25,719
30,281
132,424
2,135
15
59,250
18,952
213,921
30,423
22,962
113,881
6,595
2,048
4,782
4,103
1,937
12,289
38,462
42,611
4,386,691
19,080
17,866
191,115
9,200
16,215
1,486,740
5,726
406,631
166,102
106,779
106,746
23,082
40,240
5,511
37,054
43,913
10,685
14,196
29,121
34,486
127,076
42,416
8,422
81,500
71,532
48,535
Contract Volume
Callff
Put
21,485
51,701
2,108
11,648
376
17,006
308,098
6,948
7,906
3,971
87,819
83,326
76,792
5,751
15,246
14,891
34,334
4,369
1,189
4,282
39,333
74,578
567,039
8,190
39,770
13,274
16,474
69,231
44,036
7,849
21,125
16,773
97,560
513
5
50,438
15,045
147,103
22,019
13,945
83,487
4,454
1,030
4,002
3,666
1,033
6,223
27,920
30,297
2,844,587
15,633
12,458
136,931
6,428
10,085
878,063
3,113
290,838
103,640
70,410
73,749
16,645
25,771
3,485
24,374
31,419
7,800
12,102
21,030
22,923
66,084
31,537
5,750
47,621
50,607
25,364
18,236
20,678
339
10,915
14
10,529
173,840
2,952
13,116
1,752
55,729
18,872
11,260
4,084
1,876
5,927
28,123
882
597
3,309
11,336
15,153
296,701
1,606
9,697
8,169
3,303
18,707
19,600
7,367
4,594
13,508
34,864
1,622
10
8,812
3,907
66,818
8,404
9,017
30,394
2,141
1,018
780
437
904
6,066
10,542
12,314
1,542,104
3,447
5,408
54,184
2,772
6,130
608,677
2,613
115,793
62,462
36,369
32,997
6,437
14,469
2,026
12,680
12,494
2,885
2,094
8,091
11,563
60,992
10,879
2,672
33,879
20,925
23,171
Average Daily Volume
Total
Call
Put
158
287
10
90
8
109
1,912
39
83
52
570
406
349
39
100
83
248
21
7
30
201
356
3,428
50
217
85
78
349
253
60
102
120
525
8
0
353
75
849
225
91
452
26
8
33
16
8
49
153
169
17,408
76
71
758
37
64
5,900
23
1,614
659
424
508
92
160
149
147
174
55
56
116
137
504
168
33
323
284
193
85
205
8
46
8
67
1,223
28
31
36
348
331
305
23
89
59
136
17
5
17
156
296
2,250
42
174
53
65
275
175
31
84
67
387
2
0
300
60
584
163
55
331
18
4
28
15
4
25
111
120
11,288
62
49
543
26
40
3,484
12
1,154
411
279
351
66
102
94
97
125
40
48
83
91
262
125
23
189
201
101
72
82
1
43
0
42
690
12
52
16
221
75
45
16
11
24
112
4
2
13
45
60
1,177
8
43
32
13
74
78
29
18
54
138
6
0
52
16
265
62
36
121
8
4
5
2
4
24
42
49
6,119
14
21
215
11
24
2,415
10
459
248
144
157
26
57
55
50
50
15
8
32
46
242
43
11
134
83
92
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
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
876
877
878
879
880
881
IOM
IPAS
IRM
ISIS
ISLE
ESI
ITT
HUGO
IVX
SYXI
JILL
JCOM
JBL
JBX
JTX
JNS
JDAS
JDSU
JBLU
JHF
JNJ
JCI
JOSB
JOYG
JPM
JNPR
JUPM
KSU
KBH
KCS
K
KEM
KNSY
KMG
KERX
KEY
KFX
KMB
KMP
KMI
KCI
KG
KGC
KLAC
KMRT
NITE
VLCCF
KSS
KOMG
AHO
PHG
KOPN
KFY
KOSP
KFT
KKD
KR
KSWS
KLIC
KVHI
KYPH
LLL
LH
LAB
LACO
LRCX
LAMR
LNY
LVS
LCRD
LSCP
LSCC
LAUR
LZB
LCAV
Iomega Corporation
iPass, Inc.
Iron Mountain, Inc.
Isis Pharmaceuticals, Inc.
Isle of Capri Casinos, Inc.
ITT Educational Services, Inc.
ITT Industries, Inc.
Ivanhoe Mines Ltd.
IVAX Corporation
IXYS Corporation
J. Jill Group, Inc.
j2 Global Communications, Inc.
Jabil Circuit, Inc.
Jack in the Box, Inc.
Jackson Hewitt Tax Service, Inc.
Janus Capital Group, Inc.
JDA Software Group, Inc.
JDS Uniphase Corp.
JetBlue Airways Corporation
John Hancock Financial Services, Inc.
Johnson & Johnson
Johnson Controls, Inc.
Jos. A. Bank Clothiers, Inc.
Joy Global, Inc.
JPMorgan Chase & Co.
Juniper Networks, Inc.
Jupitermedia Corporation
Kansas City Southern Industries, Inc.
KB HOME3
KCS Energy, Inc.
Kellogg Company
KEMET Corporation
Kensey Nash Corporation
Kerr-McGee Corporation
Keryx Biopharmaceuticals, Inc.
KeyCorp
KFx, Inc.
Kimberly-Clark Corporation
Kinder Morgan Energy Partners
Kinder Morgan, Inc.
Kinetic Concepts, Inc.
King Pharmaceuticals, Inc.
Kinross Gold Corporation
KLA Instruments Corporation
Kmart Holding Corporation
Knight Trading Group, Inc.
Knightsbridge Tankers Ltd.
Kohl’s Corporation
Komag, Incorporated
Koninklijke Ahold NV-SP ADR
Koninklijke Philips Electronics N.V.
Kopin Corp.
Korn/Ferry International
Kos Pharmaceuticals, Inc.
Kraft Foods, Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
K-Swiss, Inc.
Kulicke and Soffa Industries, Inc.
KVH Industries, Inc.
Kyphon, Inc.
L-3 Communications Hldgs.
Laboratory Corporation of America Holdings
LaBranche & Co, Inc.
Lakes Entertainment, Inc.
Lam Research Corporation
Lamar Advertising Company
Landry’s Seafood Restaurants, Inc.
Las Vegas Sands Corp.
LaserCard Corporation
Laserscope
Lattice Semiconductor
Laureate Education, Inc.
La-Z-Boy
LCA-Vision, Inc.
Total
9,703
42,238
30,641
55,794
20,375
168,860
28,569
42,034
400,114
5,505
567
176,660
106,688
886
1,582
126,128
8,517
781,611
396,691
4,569
585,990
23,297
18,103
21,247
1,536,763
531,491
7,943
18,116
14,092
30,211
21,822
16,283
3,962
95,756
68,844
27,297
87,864
37,905
36,529
66,880
6,582
140,942
134,808
699,076
853,482
32,384
67,780
312,423
11,841
10,032
49,724
15,220
2,832
84,179
98,746
521,643
84,619
25,974
43,322
15,615
67,661
87,439
66,290
44,572
7,294
67,305
34,369
15,003
2,857
10,309
24,074
15,824
1,804
13,473
15,752
Contract Volume
Callff
Put
8,187
32,606
6,441
42,815
14,956
108,966
20,897
31,004
314,546
4,548
481
121,128
57,997
441
1,167
112,590
4,244
582,619
240,483
2,805
376,354
11,574
11,052
18,634
989,624
343,046
6,813
15,991
205,103
26,453
9,780
14,908
2,404
65,571
53,988
19,336
73,679
19,060
23,357
34,117
4,118
105,326
102,404
367,306
516,220
24,453
48,667
194,729
7,348
6,997
37,297
13,018
2,300
57,177
34,028
215,205
63,317
17,289
25,800
9,701
43,803
54,567
43,142
24,273
5,457
32,302
22,198
4,671
2,033
8,794
13,713
12,727
1,444
5,710
11,362
1,516
9,632
24,200
12,979
5,419
59,894
7,672
11,030
85,568
957
86
55,532
48,691
445
415
13,538
4,273
198,992
156,208
1,764
209,636
11,723
7,051
2,613
547,139
188,445
1,130
2,125
108,989
3,758
12,042
1,375
1,558
30,185
14,856
7,961
14,185
18,845
13,172
32,763
2,464
35,616
32,404
331,770
337,262
7,931
19,113
117,694
4,493
3,035
12,427
2,202
532
27,002
64,718
306,438
21,302
8,685
17,522
5,914
23,858
32,872
23,148
20,299
1,837
35,003
12,171
10,332
824
1,515
10,361
3,097
360
7,763
4,390
Average Daily Volume
Total
Call
Put
39
187
122
221
81
670
113
169
1,588
22
2
701
423
4
12
501
34
3,102
1,574
18
2,325
92
141
84
6,098
2,109
58
72
1,246
134
87
65
47
380
305
108
514
150
145
265
51
559
535
2,774
3,387
129
464
1,240
56
40
197
60
37
334
392
2,070
336
103
172
62
268
347
263
177
57
267
136
60
476
41
103
63
7
53
75
32
144
26
170
59
432
83
125
1,248
18
2
481
230
2
9
447
17
2,312
954
11
1,493
46
86
74
3,927
1,361
50
63
814
117
39
59
29
260
239
77
431
76
93
135
32
418
406
1,458
2,048
97
333
773
35
28
148
52
30
227
135
854
251
69
102
38
174
217
171
96
43
128
88
19
339
35
59
51
6
23
54
6
43
96
52
22
238
30
44
340
4
0
220
193
2
3
54
17
790
620
7
832
47
55
10
2,171
748
8
8
432
17
48
5
19
120
66
32
83
75
52
130
19
141
129
1,317
1,338
31
131
467
21
12
49
9
7
107
257
1,216
85
34
70
23
95
130
92
81
14
139
48
41
137
6
44
12
1
31
21
29
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
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
952
953
954
955
956
30
LF
LEA
LM
LEH
LEN
LVLT
LEXR
LXK
LPL
L
LBTYA
LIFC
LPNT
LGND
LLY
LTD
LNCR
LNC
LLTC
LGF
LFUS
LIZ
LMT
LTR
LSS
LDG
LPX
LOW
LSI
LZ
LU
LUX
LYO
MDC
MACE
MACR
MVSN
MGLN
LAVA
MHR
MBG
MANH
MTEX
HCR
MAN
MANT
MANU
MFC
MRO
MAR
MMC
MATK
MSO
MVL
MRVL
MAS
MEE
MTRX
MTXX
MC
MAT
MVK
MXIM
MAXM
MXO
MAY
MYG
MBI
KRB
MFE
MCDTA
MCDT
MDR
MCD
MHP
LeapFrog Enterprises, Inc.
Lear Corporation
Legg Mason, Inc.
Lehman Brothers Holdings, Inc.
Lennar Corporation
Level 3 Comunications, Inc.
Lexar Media, Inc.
Lexmark International Group, Inc. (Class A)
LG.Phillips LCD Co., Ltd. ADR
Liberty Media Corporation Series A
Liberty Media International, Inc. - Cl A
LifeCell Corporation
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
Lions Gate Entertainment Corp.
Littelfuse, Inc.
Liz Claiborne, Inc.
Lockheed Martin Corporation
Loews Corporation
Lone Star Technologies, Inc.
Long Drug Stores Corporation
Louisiana-Pacific Corporation
Lowe’s Companies, Inc.
LSI Logic Corporation
Lubrizol Corporation
Lucent Technologies, Inc.
Luxottica Group SPA
Lyondell Chemical Company
M.D.C. Holdings, Inc.
Mace Security International, Inc.
Macromedia, Inc.
Macrovision Corp.
Magellan Health Services, Inc.
Magma Design Automation, Inc.
Magnum Hunter Resources, Inc.
Mandalay Resort Group
Manhattan Associates, Inc.
Mannatech, Incorporated
Manor Care, Inc.
Manpower, Inc.
ManTech International Corporation
Manugistics Group, Inc.
Manulife Financial Corporation
Marathon Oil Corporation
Marriott International, Inc.
Marsh & McLennan Companies, Inc.
Martek Biosciences Corporation
Martha Stewart Living - CL A
Marvel Enterprises, Inc.
Marvell Technology Group Ltd
Masco Corporation
Massey Energy Company
Matrix Service Company
Matrixx Initiatives, Inc.
Matsushita Electic Industrial Co., Ltd.
Mattel, Inc.
Maverick Tube Corporation
Maxim Integrated Products, Inc.
Maxim Pharmaceuticals, Inc.
Maxtor Corporation
May Department Stores Company
Maytag Corporation
MBIA, Inc.
MBNA Corporation
McAfee, Inc.
McData Corporation (Class A)
McData Corporation (Class B)
McDermott International, Inc.
McDonald’s Corporation
McGraw-Hill Companies, Inc. (The)
Total
190,692
22,657
33,677
297,465
444,163
337,777
388,892
150,351
13,672
405,018
2,073
7,168
32,623
69,952
1,090,916
71,673
106,452
20,385
242,535
47,246
577
15,343
168,712
12,693
974
18,070
73,342
279,425
177,508
1,088
1,628,124
15
288,709
52,963
59,168
54,320
29,144
27
155,468
53,087
107,229
21,928
3,264
13,550
164
6,636
28,510
6,611
120,019
36,042
388,465
61,358
471,062
173,747
545,253
23,032
152,393
30,634
14,659
2,177
68,354
33,716
244,971
292,386
160,874
96,563
54,291
22,922
152,574
157,048
66,810
21,541
48,258
381,349
17,423
Contract Volume
Callff
Put
104,239
13,980
23,539
170,491
371,670
203,991
297,469
61,884
8,264
257,210
1,456
6,551
13,798
55,676
480,983
48,862
42,909
14,312
134,911
44,472
268
12,781
96,248
8,183
831
7,344
60,555
172,460
142,382
1,039
1,433,962
15
103,707
29,715
45,210
40,480
19,744
27
116,706
51,167
47,343
13,236
2,525
11,295
94
4,112
22,846
4,568
93,379
16,276
196,186
38,974
260,229
135,526
273,291
14,636
59,730
23,828
10,899
1,738
32,912
18,787
134,755
183,087
114,462
58,450
26,422
7,780
115,494
115,428
57,757
17,139
42,732
285,671
9,061
86,453
8,677
10,138
126,974
72,493
133,786
91,423
88,467
5,408
147,808
617
617
18,825
14,276
609,933
22,811
63,543
6,073
107,624
2,774
309
2,562
72,464
4,510
143
10,726
12,787
106,965
35,126
49
194,162
0
185,002
23,248
13,958
13,840
9,400
0
38,762
1,920
59,886
8,692
739
2,255
70
2,524
5,664
2,043
26,640
19,766
192,279
22,384
210,833
38,221
271,962
8,396
92,663
6,806
3,760
439
35,442
14,929
110,216
109,299
46,412
38,113
27,869
15,142
37,080
41,620
9,053
4,402
5,526
95,678
8,362
Average Daily Volume
Total
Call
Put
757
90
134
1,180
1,763
1,340
1,543
597
144
1,607
14
49
129
278
4,329
284
422
81
962
324
17
61
669
50
4
72
291
1,109
704
18
6,461
0
1,146
210
334
216
116
2
617
211
426
87
76
54
1
26
113
26
476
143
1,542
243
1,869
689
2,164
91
605
122
58
18
271
134
972
1,874
638
383
215
91
605
623
265
85
192
1,513
69
414
55
93
677
1,475
809
1,180
246
87
1,021
10
45
55
221
1,909
194
170
57
535
305
8
51
382
32
3
29
240
684
565
17
5,690
0
412
118
255
161
78
2
463
203
188
53
59
45
0
16
91
18
371
65
779
155
1,033
538
1,084
58
237
95
43
14
131
75
535
1,174
454
232
105
31
458
458
229
68
170
1,134
36
343
34
40
504
288
531
363
351
57
587
4
4
75
57
2,420
91
252
24
427
19
9
10
288
18
1
43
51
424
139
1
770
0
734
92
79
55
37
0
154
8
238
34
17
9
0
10
22
8
106
78
763
89
837
152
1,079
33
368
27
15
4
141
59
437
701
184
151
111
60
147
165
36
17
22
380
33
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
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
1032
MCIP
MCK
MDU
MWV
MEDX
MHS
MCCC
MDCO
MRX
MEDI
MDT
MEL
WFR
MENT
MRK
MERQ
MDG
MTH
MERX
MER
MESA
MTLM
MET
MXT
MGM
MTLG
MOGN
MTG
MGG
MIK
MCRL
MCHP
MUSE
MU
MSCC
MSFT
MSTR
TUNE
MME
MWY
MLNM
MLHR
MICC
MIL
MIMS
MSPD
MIRKQ
MTF
MT
MKSI
MINI
MBT
MOBE
MHK
MDCC
MOSY
MON
MNST
MCO
MWD
MOS
MOT
MOVI
MPS
FLSH
MGAM
MUR
MYK
MYL
MYGN
NABI
NBR
NLC
NTE
NGEN
NANO
MCI, Inc.
McKesson Corporation
MDU Resources Group, Inc.
MeadWestvaco Corporation
Medarex, Inc.
Medco Health Solutions, Inc.
Mediacom Communications Corp.
Medicines Company (The)
Medicis Pharmaceutical Corporation
MedImmune, Inc.
Medtronic, Inc.
Mellon Financial Corporation
MEMC Electronic Materials, Inc.
Mentor Graphics Corporation
Merck & Co., Inc.
Mercury Interactive Corporation
Meridian Gold, Inc.
Meritage Corporation
Merix Corporation
Merrill Lynch & Co., Inc.
Mesa Air Group, Inc.
Metal Management, Inc.
MetLife, Inc.
Metris Companies, Inc.
Metro-Goldwyn-Mayer, Inc.
Metrologic Instruments, Inc.
MGI PHARMA, 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 Pharmaceuticals, Inc.
Miller (Herman), Inc.
Millicom International Cellular S.A.
Millipore Corporation
MIM Corporation
Mindspeed Technologies, Inc.
Mirant Corporation
Mitsubishi Tokyo Financial Group, Inc. ADR
Mittal Steel Company N.V.
MKS Instruments, Inc.
Mobile Mini, Inc.
Mobile Telesystems OJSC
Mobility Electronics, Inc.
Mohawk Industries, Inc.
Molecular Devices Corporation
Monolithic System Technology, Inc.
Monsanto Company/New
Monster Worldwide, Inc.
Moody’s Corporation
Morgan Stanley
Mosaic Company
Motorola, Inc.
Movie Gallery, Inc.
MPS Group, Inc.
M-Systems Flash Disk Pioneers Ltd.
Multimedia Games, Inc.
Murphy Oil Corporation
Mykrolis Corporation
Mylan Laboratories, Inc.
Myriad Genetics, Inc.
Nabi Biophamaceuticals
Nabors Industries, Ltd.
Nalco Holding Company
Nam Tai Electronics, Inc.
Nanogen, Inc.
Nanometrics Incorporated
Total
201,126
84,995
7,045
10,735
112,287
92,486
876
23,953
35,674
251,609
430,401
37,985
8,362
32,895
1,415,553
135,128
70,022
28,949
39,658
477,709
9,888
32,415
39,117
56,857
122,302
3,585
73,759
60,226
134,473
37,790
3,021
78,352
13,060
772,282
14,944
5,785,839
59,951
90
1,151
123,270
128,916
18,557
216,006
1,325
35,428
16,070
1,893
26,693
92,820
16,690
2,380
77,181
35,525
45,184
8,319
47,748
43,418
106,970
22,645
423,493
7,194
821,288
10,823
396
120,940
68,708
78,000
640
252,339
18,954
8,813
127,071
20
282,554
169,035
59,797
Contract Volume
Callff
Put
125,709
48,128
6,274
5,844
88,735
46,069
698
12,216
20,056
166,869
291,422
25,243
7,665
21,051
854,863
63,359
49,901
11,781
27,444
301,580
7,866
22,426
19,205
40,979
78,492
2,954
51,677
32,538
96,827
23,428
1,493
45,661
11,060
439,660
11,283
3,883,722
36,678
55
726
82,603
99,259
15,108
159,750
318
29,956
13,256
837
21,309
65,412
10,917
1,399
48,388
32,288
31,541
5,045
40,755
30,281
59,176
8,087
276,359
4,940
484,323
5,269
281
98,339
42,092
46,023
432
150,536
13,825
7,612
89,643
0
218,494
131,846
28,920
75,417
36,867
771
4,891
23,552
46,417
178
11,737
15,618
84,740
138,979
12,742
697
11,844
560,690
71,769
20,121
17,168
12,214
176,129
2,022
9,989
19,912
15,878
43,810
631
22,082
27,688
37,646
14,362
1,528
32,691
2,000
332,622
3,661
1,902,117
23,273
35
425
40,667
29,657
3,449
56,256
1,007
5,472
2,814
1,056
5,384
27,408
5,773
981
28,793
3,237
13,643
3,274
6,993
13,137
47,794
14,558
147,134
2,254
336,965
5,554
115
22,601
26,616
31,977
208
101,803
5,129
1,201
37,428
20
64,060
37,189
30,877
Average Daily Volume
Total
Call
Put
1,690
337
28
43
446
367
3
95
142
998
1,708
151
33
131
5,617
536
278
115
157
1,896
39
154
155
226
485
25
293
239
534
150
12
311
52
3,065
59
22,960
238
8
5
489
512
74
857
5
141
64
8
106
1,031
66
9
306
141
179
33
189
172
424
90
1,681
150
3,259
43
5
480
273
310
3
1,001
75
35
504
1
1,121
671
247
1,056
191
25
23
352
183
3
48
80
662
1,156
100
30
84
3,392
251
198
47
109
1,197
31
107
76
163
311
20
205
129
384
93
6
181
44
1,745
45
15,412
146
5
3
328
394
60
634
1
119
53
3
85
727
43
6
192
128
125
20
162
120
235
32
1,097
103
1,922
21
4
390
167
183
2
597
55
30
356
0
867
523
120
634
146
3
19
93
184
1
47
62
336
552
51
3
47
2,225
285
80
68
48
699
8
48
79
63
174
4
88
110
149
57
6
130
8
1,320
15
7,548
92
3
2
161
118
14
223
4
22
11
4
21
305
23
4
114
13
54
13
28
52
190
58
584
47
1,337
22
1
90
106
127
1
404
20
5
149
1
254
148
128
31
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
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
32
NANX
ROXI
NARA
NSTK
NCC
NCF
NDC
NOI
NSM
NAVR
NAV
NVT
NTY
NCR
NP
NCRX
NKTR
NEOL
NWRE
NTBK
NTOP
NTES
NFLX
NTGR
NTIQ
NTPAE
NSCN
NTAP
NENG
NBIX
NEW
NYB
NWL
NFX
NEM
NEWP
NWSA
NWS
NXTL
NXTP
GAS
NIHD
NKE
NINE
NTT
NI
NTMD
NMSS
NBL
NE
NOK
NAT
JWN
NSC
NT
PAL
NFB
NTRS
NFLD
NOC
NWAC
NVS
NFI
NVTL
NOVL
NVLS
NOVN
NPSP
NRG
NTLI
NUE
NVDA
OIIM
OO
OXY
ODSY
Nanophase Technologies Corp.
Napster, Inc.
Nara Bancorp, Inc.
Nastech Pharmaceutical Company, Inc.
National City Corporation
National Commerce Financial Corporation
National Data Corporation
National Oilwell, Inc.
National Semiconductor Corporation
Navarre Corporation
Navistar International Corporation
NAVTEQ Corporation
NBTY, Inc.
NCR Corporation
Neenah Paper, Inc.
NeighborCare, Inc.
Nektar Therapeutics
NeoPharm, 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 Engines, Inc.
Neurocrine Biosciences, Inc.
New Century Financial Corporation
New York Community Bancorp
Newell Rubbermaid, Inc.
Newfield Exploration Company
Newmont Mining Corporation
Newport Corp.
News Corp. (Class A)
News Corporation Ltd. (The) ADR
NEXTEL Communications, Inc. (Class A)
Nextel Partners, Inc.
NICOR, Inc.
NII Holdings, Inc.
NIKE, Inc. (Class B)
Ninetowns Digital World Trade Holdings Limited
Nippon Telegraph and Telephone Corporation
NISource, Inc.
NitroMed, Inc.
NMS Communications Corporation
Noble Affiliates, Inc.
Noble Corporation
Nokia Corporation ADR
Nordic American Tanker Shipping Limited
Nordstrom, Inc.
Norfolk Southern Corporation
Nortel Networks Corporation
North American Palladium Ltd.
North Fork Bancorporation
Northern Trust Bank Corporation
Northfield Laboratories, Inc.
Northrop Grumman Corporation
Northwest Airlines Corp.
Novartis AG
Novastar Financial, Inc.
Novatel Wireless, Inc.
Novell, Inc.
Novellus Systems, Inc.
Noven Pharmacuticals, Inc.
NPS Pharmaceuticals, Inc.
NRG Energy, Inc.
NTL Incorporated
Nucor Corporation
NVIDIA Corporation
O2Micro International Ltd.
Oakley, Inc.
Occidental Petroleum Corporation
Odyssey Healthcare, Inc.
Total
14,728
50,750
196
11,533
30,984
69,554
11,575
64,423
428,929
70,040
55,340
9,332
71,054
25,988
885
308,362
119,929
57,526
29,819
5,148
27,918
525,695
1,085,371
67,352
14,494
58,964
25,875
196,003
27,950
96,739
499,966
616,930
76,452
9,148
1,080,303
18,898
49,498
28,410
1,056,676
37,608
10,692
35,903
109,108
316
1,686
9,720
126,739
3,543
705
67,630
1,712,680
21,876
85,444
64,959
2,088,843
21,364
43,614
15,621
220,684
83,080
210,031
49,560
608,291
77,453
115,983
448,728
17,594
139,088
7,561
203,237
225,510
212,754
14,042
10,042
106,732
63,996
Contract Volume
Callff
Put
11,898
47,577
186
9,874
21,252
59,852
5,341
53,614
257,669
54,237
33,994
4,063
45,936
19,075
668
230,042
99,668
44,032
21,620
2,128
23,009
316,402
621,770
48,138
9,201
48,887
15,570
116,006
20,510
67,836
299,036
334,516
46,210
5,067
748,870
15,674
38,887
17,215
744,834
32,413
7,778
24,067
71,181
235
1,041
4,986
94,568
1,840
525
43,871
1,163,152
15,927
47,815
52,838
1,611,424
16,886
24,392
6,913
173,280
55,147
87,855
34,920
323,416
56,545
76,204
300,904
12,069
80,885
6,559
115,334
137,609
139,551
7,202
4,959
71,763
22,842
2,830
3,173
10
1,659
9,732
9,702
6,234
10,809
171,260
15,803
21,346
5,269
25,118
6,913
217
78,320
20,261
13,494
8,199
3,020
4,909
209,293
463,601
19,214
5,293
10,077
10,305
79,997
7,440
28,903
200,930
282,414
30,242
4,081
331,433
3,224
10,611
11,195
311,842
5,195
2,914
11,836
37,927
81
645
4,734
32,171
1,703
180
23,759
549,528
5,949
37,629
12,121
477,419
4,478
19,222
8,708
47,404
27,933
122,176
14,640
284,875
20,908
39,779
147,824
5,525
58,203
1,002
87,903
87,901
73,203
6,840
5,083
34,969
41,154
Average Daily Volume
Total
Call
Put
58
201
4
63
123
276
46
256
1,702
278
220
98
282
103
40
1,274
476
228
118
20
111
2,086
4,307
267
58
234
103
778
111
384
1,984
2,448
303
38
4,287
75
196
113
4,193
149
42
159
433
53
10
39
1,219
21
3
268
6,796
212
339
258
8,289
85
173
62
876
330
833
197
2,414
456
460
1,781
70
552
52
806
895
844
56
40
424
254
47
189
4
54
84
238
21
213
1,022
215
135
43
182
76
30
951
396
175
86
8
91
1,256
2,467
191
37
194
62
460
81
269
1,187
1,327
183
21
2,972
62
154
68
2,956
129
31
106
282
39
6
20
909
11
2
174
4,616
155
190
210
6,395
67
97
27
688
219
349
139
1,283
333
302
1,194
48
321
45
458
546
554
29
20
285
91
11
13
0
9
39
39
25
43
680
63
85
55
100
27
10
324
80
54
33
12
19
831
1,840
76
21
40
41
317
30
115
797
1,121
120
17
1,315
13
42
44
1,237
21
12
52
151
14
4
19
309
10
1
94
2,181
58
149
48
1,895
18
76
35
188
111
485
58
1,130
123
158
587
22
231
7
349
349
290
27
20
139
163
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
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
ODP
OMX
ZEUS
OMM
OMNI
OCR
OMCL
OMC
OVTI
ONNN
ONXX
OTEX
OPWV
OPSW
ORCL
OSUR
ORB
ORBZ
OS
OCA
OSCI
OSK
OSIP
OSIS
OSI
OVNT
OSG
OSTK
OI
OXGN
PFCB
PCAR
PACR
PSUN
PHS
PTV
PLMO
PSRC
PMTI
PAAS
PNRA
PZZA
PRX
PH
POG
PDCO
PTEN
PXR
PAYX
MALL
BTU
PECS
PDX
PEET
PEGS
PGH
PENN
JCP
PNR
PPCO
PSFT
PBY
PEP
PKI
PER
PRGO
PETC
PETS
PCZ
PTR
PTF
PKZ
PBR
PBR/A
PETD
PQUE
Office Depot, Inc.
OfficeMax Incorporated
Olympic Steel, Inc.
OMI Corporation
OMNI Energy Services Corp.
Omnicare, Inc.
Omnicell, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc.
ON Semiconductor Corporation
Onyx Pharmaceuticals, Inc.
Open Text Corporation
Openwave Systems, Inc.
Opsware, Inc.
Oracle Corporation
Orasure Technologies
Orbital Sciences Corporation
Orbitz, Inc.
Oregon Steel Mills, Inc.
Orthodontic Centers of America, Inc.
Oscient Pharmaceuticals Corporation
Oshkosh Truck Corporation
OSI Pharmaceuticals, Inc.
OSI Systems, Inc.
Outback Steakhouse, Inc.
Overnite Corporation
Overseas Shipholding Group, Inc.
Overstock.com, Inc.
Owens-Illinois, Inc.
OXiGENE, Inc.
P.F. Chang’s China Bistro
PACCAR, Inc.
Pacer International, Inc.
Pacific Sunwear of California, Inc.
PacifiCare Health Systems, Inc.
Pactiv Corporation
PalmOne, Inc.
PalmSource, Inc.
Palomar Medical Technologies, Inc.
Pan American Silver Corporation
Panera Bread Company (Class A)
Papa John’s International, Inc.
Par Pharmaceutical Companies, Inc.
Parker-Hannifin Corporation
Patina Oil & Gas Corporation
Patterson Companies, Inc.
Patterson UTI Energy, Inc.
Paxar Corporation
Paychex, Inc.
PC Mall, Inc.
Peabody Energy Corporation
PEC Solutions, Inc.
Pediatrix Medical Group, Inc.
Peet’s Coffee & Tea, Inc.
Pegasus Systems, Inc.
Pengrowth Energy Trust
Penn National Gaming, Inc.
Penney (J.C.) Company, Inc.
Pentair, Inc.
Penwest Pharmaceuticals Co.
PeopleSoft, Inc.
Pep Boys—Manny, Moe, & Jack (The)
PepsiCo, Inc.
Perkin-Elmer, Inc.
Perot Systems Corporation
Perrigo Company
PETCO Animal Supplies, Inc.
PetMed Express, Inc.
Petro-Canada
PetroChina Company Limited
PetroFund Energy Trust
PetroKazakhstan, Inc.
Petroleo Brasileiro S.A.-ADR
Petroleo Brasileiro S.A.
Petroleum Development Corporation
PetroQuest Energy, Inc.
Total
27,533
248,270
11,792
119,073
6,280
74,662
7,957
54,516
526,032
36,248
255,422
45,543
80,226
33,818
1,331,252
48,024
12,703
30,337
9,852
58,004
14,172
95
591,169
40,214
21,631
6,064
19,377
260,345
30,684
20,041
47,956
102,928
1,273
59,540
165,666
7,480
294,069
31,079
4,428
153,968
56,213
9,254
110,922
4,689
14,771
53,477
58,137
1,158
63,256
900
85,336
8,648
12,975
16,063
2,151
11,342
37,719
352,038
1,706
22,671
1,145,640
18,674
334,171
25,334
3,317
7,903
24,817
7,295
1,591
180,892
10
257,187
104,229
520
39,808
286
Contract Volume
Callff
Put
9,043
182,042
8,891
89,985
5,201
48,431
5,114
25,821
340,816
29,325
178,014
24,531
61,744
28,126
1,025,963
40,318
10,709
20,078
8,589
35,674
11,966
70
389,707
34,018
11,397
3,096
11,232
154,370
24,760
14,914
18,076
67,728
1,167
38,450
133,874
4,742
177,446
22,472
2,922
115,419
26,153
2,836
78,030
1,769
12,381
24,260
45,993
1,081
52,850
454
57,385
5,677
6,868
6,335
1,164
7,087
29,662
229,992
120
11,034
695,308
14,476
224,866
19,175
2,968
5,447
8,232
6,454
1,332
111,306
0
200,568
74,535
405
25,821
215
18,490
66,228
2,901
29,088
1,079
26,231
2,843
28,695
185,216
6,923
77,408
21,012
18,482
5,692
305,289
7,706
1,994
10,259
1,263
22,330
2,206
25
201,462
6,196
10,234
2,968
8,145
105,975
5,924
5,127
29,880
35,200
106
21,090
31,792
2,738
116,623
8,607
1,506
38,549
30,060
6,418
32,892
2,920
2,390
29,217
12,144
77
10,406
446
27,951
2,971
6,107
9,728
987
4,255
8,057
122,046
1,586
11,637
450,332
4,198
109,305
6,159
349
2,456
16,585
841
259
69,586
10
56,619
29,694
115
13,987
71
Average Daily Volume
Total
Call
Put
109
985
147
575
34
296
41
216
2,087
144
1,014
181
318
134
5,283
191
50
120
41
230
63
0
2,346
160
86
24
90
1,033
122
80
190
408
10
236
657
30
1,167
123
65
611
223
37
440
19
59
212
231
18
251
36
339
34
51
64
9
47
150
1,397
7
90
4,546
74
1,326
101
16
31
98
57
27
718
2
1,021
414
4
183
3
36
722
111
435
28
192
26
102
1,352
116
706
97
245
112
4,071
160
42
80
35
142
53
0
1,546
135
45
12
52
613
98
59
72
269
9
153
531
19
704
89
43
458
104
11
310
7
49
96
183
17
210
18
228
23
27
25
5
30
118
913
0
44
2,759
57
892
76
14
22
33
50
22
442
0
796
296
3
119
2
73
263
36
141
6
104
15
114
735
27
307
83
73
23
1,211
31
8
41
5
89
10
0
799
25
41
12
38
421
24
20
119
140
1
84
126
11
463
34
22
153
119
25
131
12
9
116
48
1
41
18
111
12
24
39
4
18
32
484
6
46
1,787
17
434
24
2
10
66
7
4
276
2
225
118
1
64
1
33
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
34
PETM
PFE
PCG
PPDI
PHRM
PD
PHTN
PLAB
PIR
PPC
PNCL
PXD
PJC
PBI
PIXR
PXLW
PDG
PXP
PLUG
PCL
PMCS
PMI
PNC
PII
RL
PLCM
PLMD
BPOP
PLAY
PKX
POSS
PPS
POT
POWI
PWER
PWAV
POZN
PPG
PCP
PCO
PTEK
PPD
PCLN
PDE
PWI
PRTL
PG
PGNX
PGN
PL
PDLI
PVX
PVN
PRV
PRU
PSSI
PHM
XING
QLGC
QLTI
QCOM
QTWW
DGX
QSFT
STR
KWK
QDEL
ZQK
Q
RHD
RDN
RSH
RDWR
Total
PETsMART, Inc.
142,932
Pfizer, Inc.
2,493,447
PG&E Corporation
64,962
Pharmaceutical Product Development
14,991
Pharmion Corp.
31,180
Phelps Dodge Corporation
373,307
Photon Dynamics, Inc.
43,370
Photronics, Inc.
12,650
Pier 1 Imports, Inc.
5,631
Pilgrim’s Pride Corporation
14,311
Pinnacle Airlines Corp.
7,100
Pioneer Natural Resources Company
9,156
Piper Jaffray Companies, Inc.
22,547
Pitney Bowes, Inc.
13,548
Pixar, Inc.
120,728
Pixelworks, Inc.
73,996
Placer Dome, Inc.
311,876
Plains Exploration & Production Company
13,105
Plug Power, Inc.
48,935
Plum Creek Timber Company, LP
16,747
PMC-Sierra, Inc.
353,403
PMI Group, Inc.
15,781
PNC Bank Corporation
17,373
Polaris Industries, Inc.
27,057
Polo Ralph Lauren Corp.
6,979
Polycom, Inc.
40,919
Polymedica Corp.
19,534
Popular, Inc.
4,701
PortalPlayer, Inc.
4,623
POSCO
94,812
Possis Medical, Inc.
11,553
Post Properties, Inc.
14,755
Potash Corporation of Saskatchewan, Inc.
37,656
Power Integrations, Inc.
16,495
Power-One, Inc.
11,403
Powerwave Technologies, Inc.
116,323
POZEN, Inc.
1,314
PPG Industries, Inc.
22,753
Precision Castparts Corp.
2,383
Premcor, Inc.
19,683
Premiere Global Services, Inc.
36,228
Pre-Paid Legal Services, Inc.
88,069
Priceline.com, Inc.
336,672
Pride International
18,977
PrimeWest Energy Trust
1,475
Primus Telecommunications Group, Inc.
35,104
Procter & Gamble Company (The)
482,211
Progenics harmaceuticals, Inc.
19,656
Progress Energy, Inc.
6,702
Protective Life Corporation
3,577
Protein Design Labs, Inc.
60,040
Provident Energy Trust
5,281
Providian Financial Corp.
302,492
Province Healthcare Company
1,824
Prudential Financial, Inc.
92,113
PSS World Medical
5,156
Pulte Homes, Inc.
154,831
Qiao Xing Universal Telephone, Inc.
132,867
QLogic Corporation
200,259
QLT, Inc.
77,449
QUALCOMM, Inc.
1,619,158
Quantum Fuel Systems Technologies Worldwide, Inc.
15,063
Quest Diagnostics, Incorporated
70,934
Quest Software, Inc.
14,454
Questar Corporation
20,659
Quicksilver Resources, Inc.
8,714
Quidel Corporation
21,265
Quiksilver, Inc.
17,345
Qwest Communications Int’l.
82,975
R.H. Donnelly Co.
7,541
Radian Group
52,928
RadioShack
32,277
RADWARE Ltd.
33,045
Contract Volume
Callff
Put
113,793
1,563,069
52,657
8,665
20,363
199,792
27,477
5,926
3,242
9,987
5,352
5,953
6,694
11,045
74,348
50,539
229,061
10,753
39,447
13,253
255,326
8,992
11,552
10,159
4,817
33,551
11,226
2,762
3,608
44,895
7,302
12,973
18,941
6,117
7,332
91,974
1,236
15,812
970
9,564
33,072
44,038
227,424
12,585
1,191
26,028
238,945
16,045
4,552
2,457
43,502
4,504
183,683
1,052
63,193
1,137
90,248
108,289
112,394
46,640
1,022,202
11,853
50,143
10,091
18,287
5,045
12,390
14,363
54,304
4,850
36,374
22,622
20,428
29,139
930,378
12,305
6,326
10,817
173,515
15,893
6,724
2,389
4,324
1,748
3,203
15,853
2,503
46,380
23,457
82,815
2,352
9,488
3,494
98,077
6,789
5,821
16,898
2,162
7,368
8,308
1,939
1,015
49,917
4,251
1,782
18,715
10,378
4,071
24,349
78
6,941
1,413
10,119
3,156
44,031
109,248
6,392
284
9,076
243,266
3,611
2,150
1,120
16,538
777
118,809
772
28,920
4,019
64,583
24,578
87,865
30,809
596,956
3,210
20,791
4,363
2,372
3,669
8,875
2,982
28,671
2,691
16,554
9,655
12,617
Average Daily Volume
Total
Call
Put
567
9,895
258
59
187
1,481
172
50
22
68
28
36
91
54
479
294
1,238
68
194
66
1,402
63
69
107
28
162
78
19
210
376
46
59
149
65
45
462
9
90
9
78
144
349
1,336
75
37
139
1,914
78
27
14
238
155
1,200
7
366
20
614
527
795
307
6,425
60
281
57
82
35
87
69
329
30
210
128
131
452
6,203
209
34
122
793
109
24
13
48
21
24
27
44
295
201
909
55
157
53
1,013
36
46
40
19
133
45
11
164
178
29
51
75
24
29
365
8
63
4
38
131
175
902
50
30
103
948
64
18
10
173
132
729
4
251
5
358
430
446
185
4,056
47
199
40
73
20
51
57
215
19
144
90
81
116
3,692
49
25
65
689
63
27
9
21
7
13
64
10
184
93
329
12
38
14
389
27
23
67
9
29
33
8
46
198
17
7
74
41
16
97
1
28
6
40
13
175
434
25
7
36
965
14
9
4
66
23
471
3
115
16
256
98
349
122
2,369
13
83
17
9
15
36
12
114
11
66
38
50
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
RAE
RMBS
GOLD
RRC
ROV
RTN
RDA
RNWK
RHAT
RRGB
RBAK
RBK
RGC
RTIX
REGN
RRI
RCII
RGEN
RSG
RIMM
RMD
RECN
RETK
RAI
RFMD
RIGL
RIGS
RHT
RAD
ROK
RSTI
ROST
RDC
RY
RCL
RD
RGLD
RPM
RSAS
RI
RYAAY
TSG
SAFC
SFNT
SWY
CRM
SFP
SAFM
SNDK
SANM
SNY
SAP
SAPE
SLE
SBAC
SBC
SSFT
HSIC
SGP
SLB
SCHN
SCH
SCLN
SGMS
SFA
SEAC
STX
SEE
S
SCUR
SEIC
SCSS
SEM
RAE Systems, Inc.
Rambus, Inc.
Randgold Resources Limited
Range Resources Corporation
Rayovac Corporation
Raytheon Company
Reader’s Digest Association, Inc. (Class A)
RealNetworks, Inc.
Red Hat, Inc.
Red Robin Gourmet Burgers, Inc.
Redback Networks, Inc.
Reebok International Ltd.
Regal Entertainment Group (Class A)
Regeneration Technologies, Inc.
Regeneron Pharmaceuticals, Inc.
Reliant Energy, Inc.
Rent-A-Center, Inc.
Repligen Corporation
Republic Services Inc. - CL A
Research in Motion Limited
ResMed, Inc.
Resources Connection, Inc.
Retek, Inc.
Reynolds American, Inc.
RF Micro Devices, Inc.
Rigel Pharmaceuticals, Inc.
Riggs National Corporation
Right Management Consultants, Inc.
Rite Aid Corporation
Rockwell Automation, Inc.
Rofin-Sinar Technologies, Inc.
Ross Stores, Inc.
Rowan Companies, 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.
Ryanair Holdings plc.
Sabre Holdings Corp.
SAFECO Corporation
SafeNet, Inc.
Safeway, Inc.
Salesforce.com
Salton, Inc.
Sanderson Farms, Inc.
SanDisk Corporation
Sanmina SCI Corporation
Sanofi-Aventis
SAP AG
Sapient Corporation
Sara Lee Corporation
SBA Communications Corporation
SBC Communications, Inc.
ScanSoft, 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.
SeaChange International, Inc.
Seagate Technology
Sealed Air Corporation
Sears, Roebuck and Company
Secure Computing Corp.
SEI Investments Company
Select Comfort Corporation
Select Medical Corporation
Total
20,266
969,257
55,752
11,402
5,847
69,732
3,134
51,306
303,573
7,061
18,270
62,375
757
9,722
20,721
48,362
11,362
14,332
13,597
1,322,688
23,254
6,441
18,810
1,122,828
342,712
8,737
19,237
664
147,929
31,969
6,017
31,041
85,133
25,619
52,339
232,035
55,560
1,888
12,660
4,123
6,578
877
32,577
28,563
113,005
20,015
26,063
15,190
875,034
143,147
33,623
95,660
2,107
34,529
5,477
391,399
5,762
41,798
489,078
358,004
144,550
221,454
64,467
52,229
71,680
61,090
289,087
34,315
601,115
11,402
9,327
41,968
43,809
Contract Volume
Callff
Put
17,448
744,818
46,643
9,604
2,724
44,182
2,170
43,875
179,630
4,110
12,703
38,181
702
8,916
13,018
32,832
4,901
8,244
12,111
692,074
6,566
3,543
10,916
507,156
275,082
6,858
13,777
400
113,350
22,932
4,296
17,929
65,381
11,839
26,350
136,007
38,228
1,425
8,268
3,253
4,070
426
24,036
19,050
71,845
11,824
14,884
9,618
471,077
104,579
24,525
40,101
1,756
26,934
5,292
220,122
4,948
25,260
326,526
241,091
92,511
167,559
23,145
44,793
52,686
33,463
192,457
24,880
295,281
9,265
6,367
30,641
29,950
2,818
224,439
9,109
1,798
3,123
25,550
964
7,431
123,943
2,951
5,567
24,194
55
806
7,703
15,530
6,461
6,088
1,486
630,614
16,688
2,898
7,894
615,672
67,630
1,879
5,460
264
34,579
9,037
1,721
13,112
19,752
13,780
25,989
96,028
17,332
463
4,392
870
2,508
451
8,541
9,513
41,160
8,191
11,179
5,572
403,957
38,568
9,098
55,559
351
7,595
185
171,277
814
16,538
162,552
116,913
52,039
53,895
41,322
7,436
18,994
27,627
96,630
9,435
305,834
2,137
2,960
11,327
13,859
Average Daily Volume
Total
Call
Put
119
3,846
221
89
23
277
12
204
1,205
28
79
248
3
39
82
192
45
57
54
5,249
92
50
75
4,456
1,360
104
76
3
587
127
55
123
338
102
208
921
220
7
50
16
30
3
129
113
448
176
103
102
3,472
568
144
380
9
137
91
1,553
23
166
1,941
1,421
574
879
256
207
284
242
1,147
136
2,385
45
37
167
174
102
2,956
185
75
11
175
9
174
713
16
55
152
3
35
52
130
19
33
48
2,746
26
28
43
2,013
1,092
82
55
2
450
91
39
71
259
47
105
540
152
6
33
13
19
2
95
76
285
104
59
65
1,869
415
105
159
7
107
88
874
20
100
1,296
957
367
665
92
178
209
133
764
99
1,172
37
25
122
119
16
891
36
14
12
101
4
29
492
12
24
96
0
3
31
62
26
24
6
2,502
66
23
31
2,443
268
22
22
1
137
36
16
52
78
55
103
381
69
2
17
3
12
2
34
38
163
72
44
37
1,603
153
39
220
1
30
3
680
3
66
645
464
207
214
164
30
75
110
383
37
1,214
8
12
45
55
35
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
36
SMI
SRE
SMTC
SXT
SEPR
SRNA
SRA
SFCC
SNDA
SHRP
SC
SFL
SHPGY
SHOP
SHFL
SCRI
SEBL
SI
SIE
SRP
SWIR
SIFY
SIGM
SIAL
SGTL
SGI
SIMG
SLAB
SSTI
SIVB
SPIL
SSRI
SPG
SINA
SIRF
SIRI
PKS
SKM
SKX
SKIL
SWKS
SLM
SII
SFD
SSCC
SOHU
SLR
SAH
SNIC
SONO
SONS
SNE
SO
PCU
SUG
SOTR
LUV
SWN
SOV
SBSA
SLNK
SKE
FON
PCS
SPW
STJ
STMP
SPF
SPLS
STSI
SBUX
HOT
STT
Total
Semiconductor Manufacturing International Corporation 20,819
Sempra Energy
3,619
Semtech Corporation
24,248
Sensient Technologies Corporation
6,926
Sepracor, Inc.
685,873
SERENA Software, Inc.
5,965
Serono SA
31,114
SFBC International, Inc.
602
Shanda Interactive Entertainment Ltd.
86,096
Sharper Image Corp.
46,335
Shell Transport & Trading Company, PLC ADR
19,963
Ship Finance International Limited
23,238
Shire Pharmaceuticals, Inc.
37,954
Shopping.com Ltd.
16,587
Shuffle Master, Inc.
39,408
SICOR, Inc.
872
Siebel Systems, Inc.
300,929
Siemens AG
4,031
Sierra Health Services, Inc.
23,667
Sierra Pacific Resources
35,523
Sierra Wireless, Inc.
154,742
Sify Limited
4,182
Sigma Designs, Inc.
22,915
Sigma-Aldrich Corporation
26,569
Sigmatel Incorporated
13,537
Silicon Graphics, Inc.
9,496
Silicon Image, Inc.
107,728
Silicon Laboratories, Inc.
138,842
Silicon Storage Technology, Inc.
89,626
Silicon Valley Bancshares
7,830
Siliconware Precision Industries Company
796
Silver Standard Resources, Inc.
2,922
Simon Property Group, Inc.
26,164
SINA Corporation
807,071
SiRF Technology Holdings, Inc.
12,543
Sirius Satellite Radio
1,959,002
Six Flags, Inc.
30,836
Sk Telecom Co., Ltd. ADS
15,304
Skechers U.S.A., Inc.
9,277
SkillSoft plc.
11,412
Skyworks Solutions, Inc.
121,987
SLM Corporation
71,908
Smith International, Inc.
51,697
Smithfield Foods, Inc.
26,134
Smurfit Stone Container Corporation
24,175
Sohu.com, Inc.
496,592
Solectron Corporation
129,979
Sonic Automotive, Inc.
10,998
Sonic Solutions
11,338
SonoSite, Inc.
5,981
Sonus Networks, Inc.
411,892
Sony Corporation ADR
39,267
Southern Company (The)
52,664
Southern Peru Copper Corporation
21,097
Southern Union Company
9,842
Southtrust Corp.
4,088
Southwest Airlines Co.
118,974
Southwestern Energy Company
27,358
Sovereign Bancorp, Inc.
100,686
Spanish Broadcasting System, Inc.
605
SpectraLink Corporation
10,313
Spinnaker Exploration Company
6,138
Sprint Corporation
516,748
Sprint Corporation PCS Group
95,772
SPX Corporation
87,555
St. Jude Medical, Inc.
143,988
Stamps.com, Inc.
8,863
Standard Pacific Corp.
72,759
Staples, Inc.
45,637
Star Scientific, Inc.
24,711
Starbucks Corporation
424,860
Starwood Hotels & Resorts Worldwide, Inc.
64,523
State Street Corporation
31,436
Contract Volume
Callff
Put
7,588
1,857
12,482
4,928
431,021
2,747
6,642
529
64,161
27,708
12,840
18,559
29,220
13,284
24,700
698
235,336
2,715
16,788
29,419
107,771
3,704
18,947
18,425
7,243
8,927
85,940
76,448
62,849
4,786
634
2,413
13,553
554,962
3,675
1,556,408
14,819
7,594
7,134
9,806
88,614
41,198
27,029
13,050
21,667
346,351
103,058
6,484
7,256
3,481
321,649
23,247
39,208
13,788
8,104
2,558
88,321
19,499
71,425
465
7,621
3,792
405,049
77,868
50,508
93,943
6,952
42,145
28,089
21,744
289,117
29,840
19,319
13,231
1,762
11,766
1,998
254,852
3,218
24,472
73
21,935
18,627
7,123
4,679
8,734
3,303
14,708
174
65,593
1,316
6,879
6,104
46,971
478
3,968
8,144
6,294
569
21,788
62,394
26,777
3,044
162
509
12,611
252,109
8,868
402,594
16,017
7,710
2,143
1,606
33,373
30,710
24,668
13,084
2,508
150,241
26,921
4,514
4,082
2,500
90,243
16,020
13,456
7,309
1,738
1,530
30,653
7,859
29,261
140
2,692
2,346
111,699
17,904
37,047
50,045
1,911
30,614
17,548
2,967
135,743
34,683
12,117
Average Daily Volume
Total
Call
Put
107
14
96
27
2,722
24
123
5
906
184
79
175
151
405
156
3
1,194
20
94
141
614
29
94
105
82
44
427
551
356
31
5
31
104
3,203
209
7,774
122
61
37
45
484
285
205
104
96
1,971
516
44
45
24
1,634
156
209
192
39
16
472
228
400
2
41
24
2,051
380
347
571
112
289
181
412
1,686
256
125
39
7
50
20
1,710
11
26
5
675
110
51
140
116
324
98
3
934
13
67
117
428
25
78
73
44
41
341
303
249
19
4
26
54
2,202
61
6,176
59
30
28
39
352
163
107
52
86
1,374
409
26
29
14
1,276
92
156
125
32
10
350
162
283
2
30
15
1,607
309
200
373
88
167
111
362
1,147
118
77
68
7
47
8
1,011
13
97
1
231
74
28
35
35
81
58
1
260
6
27
24
186
3
16
32
38
3
86
248
106
12
1
5
50
1,000
148
1,598
64
31
9
6
132
122
98
52
10
596
107
18
16
10
358
64
53
66
7
6
122
65
116
1
11
9
443
71
147
199
24
121
70
49
539
138
48
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
STN
STLD
STTX
STEL
SJH
SRCL
STE
SWC
STM
SOSA
SGY
STK
SSYS
STRA
SYK
SUNW
SU
SDS
SUN
SRZ
STI
SCON
SUPG
SPN
SVU
SPRT
SUREE
SRDX
SWFT
SY
SCMR
SYMC
SBL
SYNA
SNPS
SYNO
SNV
SYY
TROW
TSM
TTWO
TLB
TLM
TALK
TALX
TNOX
TGT
TARO
TASR
TCO
TECD
TECH
TE
TK
TKLC
TEK
TMX
TIWI
TTEC
TLWT
TELK
TLAB
WRLS
TPX
TS
THC
TER
TEX
TRA
TSO
TSRA
TEVA
TXN
Total
Station Casinos, Inc.
27,556
Steel Dynamics, Inc.
40,676
Steel Technologies, Inc.
2,236
Stellent, Inc.
6,359
Stelmar Shipping Ltd.
864
Stericycle, Inc.
25,126
STERIS Corporation
9,734
Stillwater Mining Company
73,595
STMicroelectronics N.V.
55,348
Stolt Offshore S.A.
392
Stone Energy Corp.
13,119
Storage Technology Corporation
41,723
Stratasys, Inc.
53,987
Strayer Education, Inc.
14,558
Stryker Corporation
69,487
Sun Microsystems, Inc.
676,652
Suncor Energy, Inc.
249,357
SunGard Data Systems, Inc.
32,723
Sunoco, Inc.
56,867
Sunrise Senior Living, Inc.
16,665
SunTrust Banks, Inc.
61,398
Superconductor Technologies, Inc.
14,059
SuperGen, Inc.
190,867
Superior Energy Services, Inc.
1,162
SUPERVALU, Inc.
13,739
SupportSoft, Inc.
14,623
SureBeam Corporation
40
SurModics, Inc.
74,044
Swift Transporation Co., Inc.
48,895
Sybase, Inc.
25,881
Sycamore Networks, Inc.
56,579
Symantec Corporation
428,560
Symbol Technologies, Inc.
33,301
Synaptics Incorporated
1,158
Synopsys, Inc.
70,270
Synovis Life Technologies, Inc.
18,250
Synovous Financial Corp.
17,122
Sysco Corporation
67,268
T. Rowe Price Group, Inc.
28,447
Taiwan Semiconductor Manufacturing Company Ltd. 255,927
Take-Two Interactive Software
172,533
Talbots, Inc. (The)
195
Talisman Energy, Inc.
7,852
Talk America Holdings, Inc.
46,853
TALX Corporation
9,606
Tanox, Inc.
8,808
Target Corporation
226,090
Taro Pharmaceutical Industries Ltd.
106,834
TASER International, Inc.
2,310,926
Taubman Centers, Inc.
4,023
Tech Data Corporation
38,539
Techne Corporation
8,581
TECO Energy, Inc.
109,999
Teekay Shipping Corporation
147,597
Tekelec
5,466
Tektronix, Inc.
19,764
Telefonos de Mexico, S.A. de C.V. ADR
265,945
Telesystem International Wireless, Inc.
2,589
TeleTech Holdings, Inc.
9,493
Telewest Global, Inc.
13,014
Telik, Inc.
42,002
Tellabs, Inc.
101,042
Telular Corporation
6,790
Tempur-Pedic International, Inc.
145
Tenaris S.A.
906
Tenet Healthcare Corporation
310,555
Teradyne, Inc.
89,237
Terex Corporation
17,385
Terra Industries, Inc.
1,699
Tesoro Corporation
54,704
Tessera Technologies, Inc.
19,023
Teva Pharmaceutical Industries Limited ADR
211,193
Texas Instruments Incorporated
1,431,121
Contract Volume
Callff
Put
19,549
25,431
1,642
4,397
752
13,581
7,880
59,686
32,423
372
10,245
21,779
40,602
6,535
37,407
489,475
192,492
24,558
23,554
12,528
38,123
11,295
147,566
1,032
9,487
12,073
20
42,732
30,126
19,143
47,620
263,648
26,942
1,050
37,975
12,937
13,659
46,195
22,240
191,179
95,935
50
3,577
30,885
5,548
5,317
151,304
65,664
1,359,735
2,042
19,499
5,685
55,615
110,022
2,839
12,955
131,430
1,899
7,893
11,006
30,664
66,189
5,239
105
778
121,820
60,452
10,297
1,552
28,302
13,042
128,856
879,961
8,007
15,245
594
1,962
112
11,545
1,854
13,909
22,925
20
2,874
19,944
13,385
8,023
32,080
187,177
56,865
8,165
33,313
4,137
23,275
2,764
43,301
130
4,252
2,550
20
31,312
18,769
6,738
8,959
164,912
6,359
108
32,295
5,313
3,463
21,073
6,207
64,748
76,598
145
4,275
15,968
4,058
3,491
74,786
41,170
951,191
1,981
19,040
2,896
54,384
37,575
2,627
6,809
134,515
690
1,600
2,008
11,338
34,853
1,551
40
128
188,735
28,785
7,088
147
26,402
5,981
82,337
551,160
Average Daily Volume
Total
Call
Put
109
161
17
25
35
100
39
292
220
9
52
166
214
58
276
2,685
990
130
226
66
244
56
757
18
55
58
0
294
194
103
225
1,701
132
5
279
72
68
267
113
1,016
685
1
31
186
38
35
897
424
11,671
16
153
34
437
586
22
78
1,055
17
38
125
167
401
47
24
27
1,232
354
69
26
217
135
838
5,679
78
101
12
17
30
54
31
237
129
8
41
86
161
26
148
1,942
764
97
93
50
151
45
586
16
38
48
0
170
120
76
189
1,046
107
4
151
51
54
183
88
759
381
0
14
123
22
21
600
261
6,867
8
77
23
221
437
11
51
522
12
31
106
122
263
36
18
23
483
240
41
24
112
92
511
3,492
32
60
4
8
4
46
7
55
91
0
11
79
53
32
127
743
226
32
132
16
92
11
172
2
17
10
0
124
74
27
36
654
25
0
128
21
14
84
25
257
304
1
17
63
16
14
297
163
4,804
8
76
11
216
149
10
27
534
4
6
19
45
138
11
7
4
749
114
28
2
105
42
327
2,187
37
CBOE Equity Options Volume (Includes LEAPS)
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
1502
1503
1504
1505
1506
1507
1508
1509
1510
1511
1512
1513
1514
1515
1516
1517
1518
1519
1520
1521
1522
1523
1524
1525
1526
1527
1528
1529
1530
1531
1532
1533
1534
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
38
Standard
Symbol
Stock
BCO
DTV
FINL
FAF
GS
SJM
MEDC
TMR
MLS
NLS
PBG
PGR
RYL
SMG
SGR
TSA
JOE
STA
TTN
TWTI
THO
THOR
TMA
THQI
TIBX
TDW
TIF
TWX
TIVO
TJX
TLCV
THE
TOL
TOMO
TOM
TOO
TOPT
TD
TOT
TWR
TM
TOY
TSCO
TRAD
TKTX
TMTA
RIG
TRI
TRB
TRID
TRMS
TRPH
TQNT
TRZ
TNP
TTMI
TLRK
TZA
TWTR
TXU
TYC
TSN
USB
UALAQ
UPCS
UBS
UCI
ULTEE
UPL
UTEK
UBB
UN
UNP
UIS
UNT
The Brink’s Company
The DIRECTV Group, Inc.
The Finish Line - CL A
The First American Financial Corporation
The Goldman Sachs Group, Inc.
The J.M. Smucker Company
The Med-Design Corporation
The Meridian Resource Corporation
The Mills Corporation
The Nautilus Group, Inc.
The Pepsi Bottling Group, Inc.
The Progressive Corporation
The Ryland Group, Inc.
The Scotts Company
The Shaw Group, Inc.
The Sports Authority, Inc.
The St Joe Company
The St. Paul Travelers Companies, Inc.
The Titan Corporation
Third Wave Technologies, Inc.
Thor Industries, Inc.
Thoratec Corporation
Thornburg Mortgage, Inc.
THQ, Inc.
TIBCO Software
Tidewater, Inc.
Tiffany & Co.
Time Warner, Inc.
TiVo, Inc.
TJX Companies, Inc. (The)
TLC Vision Corporation
Todco
Toll Brothers, Inc.
Tom Online, Inc.
Tommy Hilfiger Corporation
TOO, Inc.
TOP Tankers, 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
Transocean, Inc.
Triad Hospitals
Tribune Company
Trident Microsystems, Inc.
Trimeris, Inc.
Tripath Technology, Inc.
Triquint Semiconductor, Inc.
Trizec Properties, Inc.
Tsakos Energy Navigation Ltd.
TTM Technologies, Inc.
Tularik, Inc.
TV Azteca S.A. de C.V.
Tweeter Home Entertainment Group, Inc.
TXU Company
Tyco International Limited
Tyson Foods, Inc. (Class A)
U.S. Bancorp
UAL Corporation
UbiquiTel, Inc.
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
Total
20,054
66,910
17,154
13,798
906,634
6,193
4,574
13,413
2,455
48,834
8,843
26,132
132,188
15,669
68,081
33,526
5,963
200,440
137,172
873
21,471
32,181
10,821
19,491
28,856
35,282
56,625
1,815,832
287,151
53,519
68,477
5,592
352,908
41,122
32,353
18,983
32,667
24,324
23,161
45,272
52,745
271,421
28,529
6,228
23,891
25,026
268,096
55,354
25,016
10,187
19,043
6,990
42,311
13,330
8,080
8,197
54
63,392
5,323
135,802
760,316
109,558
179,583
17,134
40
22,027
28,233
20,224
186,657
38,798
7,052
12,949
31,514
23,734
14,031
Contract Volume
Callff
16,090
48,316
10,127
10,376
578,211
2,956
650
12,360
1,797
32,142
3,569
14,704
64,229
6,427
33,400
21,162
4,565
149,348
81,936
850
9,457
24,408
6,670
13,095
24,477
23,957
34,556
1,299,174
230,190
39,486
61,107
5,165
264,284
25,369
26,580
11,643
25,101
12,023
13,629
23,521
34,260
150,177
16,964
5,097
13,048
19,559
203,622
31,598
9,600
8,396
11,071
5,745
34,643
10,812
6,707
4,985
30
25,510
3,641
98,594
597,409
63,102
139,679
2,154
40
13,649
21,817
13,355
142,219
21,787
5,052
6,588
17,570
13,498
12,650
Put
3,964
18,594
7,027
3,422
328,423
3,237
3,924
1,053
658
16,692
5,274
11,428
67,959
9,242
34,681
12,364
1,398
51,092
55,236
23
12,014
7,773
4,151
6,396
4,379
11,325
22,069
516,658
56,961
14,033
7,370
427
88,624
15,753
5,773
7,340
7,566
12,301
9,532
21,751
18,485
121,244
11,565
1,131
10,843
5,467
64,474
23,756
15,416
1,791
7,972
1,245
7,668
2,518
1,373
3,212
24
37,882
1,682
37,208
162,907
46,456
39,904
14,980
0
8,378
6,416
6,869
44,438
17,011
2,000
6,361
13,944
10,236
1,381
Average Daily Volume
Total
Call
Put
80
266
68
55
3,598
25
18
87
32
194
35
104
525
62
270
133
24
795
544
16
85
128
43
77
115
140
225
7,206
1,139
212
272
93
1,400
211
128
75
605
97
92
180
209
1,077
113
25
95
99
1,064
220
99
40
76
28
168
53
49
33
0
252
21
539
3,017
435
713
68
7
87
112
80
741
154
28
51
125
94
56
64
192
40
41
2,294
12
3
80
24
128
14
58
255
26
133
84
18
593
325
16
38
97
26
52
97
95
137
5,155
913
157
242
86
1,049
130
105
46
465
48
54
93
136
596
67
20
52
78
808
125
38
33
44
23
137
43
40
20
0
101
14
391
2,371
250
554
9
7
54
87
53
564
86
20
26
70
54
50
16
74
28
14
1,303
13
16
7
9
66
21
45
270
37
138
49
6
203
219
0
48
31
16
25
17
45
88
2,050
226
56
29
7
352
81
23
29
140
49
38
86
73
481
46
4
43
22
256
94
61
7
32
5
30
10
8
13
0
150
7
148
646
184
158
59
0
33
25
27
176
68
8
25
55
41
5
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
1577
1578
1579
1580
1581
1582
1583
1584
1585
1586
1587
1588
1589
1590
1591
1592
1593
1594
1595
1596
1597
1598
1599
1600
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
UIC
UMC
UNTD
UPS
URI
X
USTR
UTX
UTHR
UCOMA
UNH
UHS
UVN
UCL
UNA
UNM
URBN
ULGX
UAIRQ
USON
USNA
USG
UST
UTSI
VRX
VLO
VCLK
VRC
VAR
VARI
VSEA
VASC
VXGN
WOOF
VGR
VECO
VRNT
VRSN
VTS
VRTS
VRTY
VZ
VRTX
VIA
VIAB
MICU
VISG
VIP
VSH
VSTA
VC
EYE
VTSS
V
VVUS
VOD
BER
GRA
WB
WDR
WAG
WMT
WLT
WM
WCN
WMI
WAT
WPI
WAVX
WCI
WFT
WEBX
HLTH
WBSN
Stock
United Industrial Corporation
United Microelectronics Corporation
United Online, Inc.
United Parcel Service, Inc.
United Rentals, Inc.
United States Seel Corporation
United Stationers, Inc.
United Technologies Corporation
United Therapeutics Corp.
Unitedglobalcom, Inc.
UnitedHealth Group
Universal Health Services, Inc.
Univision Communications, Inc.
Unocal Corporation
UNOVA, Inc.
Unumprovident Corporation
Urban Outfitters, Inc.
Urologix, Inc.
US Airways Group, Inc.
US Oncology, Inc.
USANA Health Sciences, Inc.
USG Corporation
UST, Inc.
UTStarcom, Inc.
Valeant Pharmaceuticals International
Valero Energy Corporation
ValueClick, Inc.
Varco International, Inc.
Varian Associates, Inc.
Varian, Inc.
Varian Semiconductor Equipment Associates, Inc.
Vascular Solutions, Inc.
VaxGen, Inc.
VCA Antech, Inc.
Vector Group Ltd.
Veeco Instruments, Inc.
Verint Systems, Inc.
Verisign, Inc.
Veritas DGC, Inc.
VERITAS Software Corporation
Verity, Inc.
Verizon Communications, Inc.
Vertex Pharmaceuticals, Inc.
Viacom, Inc. (Class A)
Viacom, Inc. (Class B)
Vicuron Pharmaceuticals, Inc.
Viisage Technology, Inc.
VimpelCom
Vishay Intertechnology, Inc.
VistaCare, Inc.
Visteon Corp.
VISX, Incorporated
Vitesse Semiconductor Corporation
Vivendi SA
VIVUS, Inc.
Vodafone Group PLC ADR
W.R. Berkley Corporation
W.R. Grace & Co.
Wachovia Corporation
Waddell & Reed Financial, Inc.
Walgreen Company
Wal-Mart Stores, Inc.
Walter Industries, Inc.
Washington Mutual, Inc.
Waste Connections, Inc.
Waste Management, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
Wave Systems Corporation
WCI Communities, Inc.
Weatherford International, Inc.
WebEx Communications, Inc.
WebMD Corporation
Websense, Inc.
Total
Contract Volume
Callff
Put
19,438
8,717
86,147
998,148
15,694
421,974
5,987
169,961
151,203
18,730
243,677
29,893
38,302
83,929
28,390
260,245
98,767
3,157
29,236
21,071
15,822
418,846
8,647
461,347
67,474
194,821
31,891
24,914
77,360
9,880
25,681
5,116
56,487
15,827
14,167
47,150
7,368
187,943
21,415
407,788
11,659
966,902
16,916
57,011
925,610
10,397
95,927
194,264
204,000
9,811
100,355
41,980
120,569
15,918
14,974
90,153
18,244
391,444
475,962
3,944
100,987
1,508,062
4,529
494,964
27,082
91,193
4,327
63,880
2,399
13,434
74,671
94,605
39,548
2,592
17,290
6,234
59,733
689,960
8,794
243,249
3,134
95,998
90,360
10,036
158,039
12,850
25,264
72,351
22,437
117,715
60,287
2,673
18,220
11,832
10,845
273,467
6,790
336,326
35,442
94,454
24,939
20,359
53,779
4,938
16,461
4,286
48,264
11,342
6,996
31,998
5,106
129,568
15,002
277,796
5,753
723,178
12,164
33,342
539,613
6,439
75,108
119,635
159,819
3,562
26,827
31,850
94,688
11,142
13,853
58,928
14,792
308,375
371,504
1,869
62,233
930,245
3,173
340,479
10,992
79,322
1,879
43,528
1,990
8,485
51,353
64,915
28,202
1,930
2,148
2,483
26,414
308,188
6,900
178,725
2,853
73,963
60,843
8,694
85,638
17,043
13,038
11,578
5,953
142,530
38,480
484
11,016
9,239
4,977
145,379
1,857
125,021
32,032
100,367
6,952
4,555
23,581
4,942
9,220
830
8,223
4,485
7,171
15,152
2,262
58,375
6,413
129,992
5,906
243,724
4,752
23,669
385,997
3,958
20,819
74,629
44,181
6,249
73,528
10,130
25,881
4,776
1,121
31,225
3,452
83,069
104,458
2,075
38,754
577,817
1,356
154,485
16,090
11,871
2,448
20,352
409
4,949
23,318
29,690
11,346
662
Average Daily Volume
Total
Call
Put
77
35
342
3,961
62
1,675
24
674
600
74
967
119
152
333
113
1,033
392
29
116
84
63
1,662
34
1,831
268
773
127
99
307
39
102
30
224
93
56
187
29
746
85
1,618
46
3,837
67
226
3,673
62
381
771
810
67
398
167
478
63
59
358
72
3,058
1,889
16
401
5,984
181
1,964
107
362
17
253
10
53
296
375
157
10
69
25
237
2,738
35
965
12
381
359
40
627
51
100
287
89
467
239
24
72
47
43
1,085
27
1,335
141
375
99
81
213
20
65
25
192
66
28
127
20
514
60
1,102
23
2,870
48
132
2,141
38
298
475
634
24
106
126
376
44
55
234
59
2,409
1,474
7
247
3,691
127
1,351
44
315
7
173
8
34
204
258
112
8
9
10
105
1,223
27
709
11
294
241
35
340
68
52
46
24
566
153
4
44
37
20
577
7
496
127
398
28
18
94
20
37
5
33
26
28
60
9
232
25
516
23
967
19
94
1,532
24
83
296
175
43
292
40
103
19
4
124
14
649
415
8
154
2,293
54
613
64
47
10
81
2
20
93
118
45
3
39
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1626
1627
1628
1629
1630
1631
1632
1633
1634
1635
1636
1637
1638
1639
1640
1641
1642
1643
1644
1645
1646
1647
1648
1649
1650
1651
1652
1653
1654
1655
1656
1657
1658
1659
1660
1661
1662
1663
1664
1665
1666
1667
1668
1669
1670
1671
40
WZEN
WTW
WLP
ATH
WFC
WEN
WERN
WDC
WGR
WWCA
WY
WHR
WFMI
OATS
WMB
WSM
WSH
GB
WIND
WIN
WGO
WIT
WFIIE
WITS
WOR
WMGI
WYE
WYNN
XEL
XRX
XLNX
XL
XMSR
XOMA
XTO
YHOO
YELL
YRK
YUM
ZLC
ZBRA
ZHNE
ZMH
ZION
ZIXI
ZRAN
Webzen, Inc.
Weight Watchers International, Inc.
WellPoint Health Networks, Inc.
Wellpoint, Inc.
Wells Fargo & Company
Wendy’s International, Inc.
Werner Enterprises, Inc.
Western Digital Corporation
Western Gas Resources, Inc.
Western Wireless Corporation (Class A)
Weyerhaeuser Company
Whirlpool Corporation
Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Williams Companies, Inc. (The)
Williams-Sonoma, Inc.
Willis Group Holdings Limited
Wilson Greatbatch Technologies, Inc.
Wind River Systems, Inc.
Winn-Dixie Stores, Inc.
Winnebago Industries, Inc.
Wipro Limited
Wireless Facilities, Inc.
Witness Systems, Inc.
Worthington Industries, Inc.
Wright Medical Group, Inc.
Wyeth
Wynn Resorts, Limited
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.
Zhone Technologies, Inc.
Zimmer Holdings, Inc.
Zions Bancorporation
Zix Corporation
Zoran Corp.
Total
7,457
55,902
123,469
181,217
417,659
23,817
348
274,351
530
82,530
66,179
73,790
73,974
19,318
535,586
49,406
36,448
3,593
9,935
332,157
70,359
3,478
30,505
2,666
21,307
4,545
381,358
80,850
11,580
267,003
432,839
28,714
1,294,154
28,917
44,616
1,852,471
63,613
14,473
36,346
6,118
73,533
4,985
100,898
10,453
196,281
62,817
Contract Volume
Callff
Put
4,418
26,684
60,936
120,100
136,725
11,962
270
228,099
275
53,385
38,958
20,221
33,588
11,805
398,405
28,674
28,322
1,430
7,196
135,284
38,713
2,835
22,663
1,762
15,937
3,465
202,012
60,829
6,895
170,029
239,071
12,664
927,491
19,752
22,168
1,037,827
46,004
8,018
21,062
1,649
48,493
4,426
62,980
3,831
148,376
40,386
3,039
29,218
62,533
61,117
280,934
11,855
78
46,252
255
29,145
27,221
53,569
40,386
7,513
137,181
20,732
8,126
2,163
2,739
196,873
31,646
643
7,842
904
5,370
1,080
179,346
20,021
4,685
96,974
193,768
16,050
366,663
9,165
22,448
814,644
17,609
6,455
15,284
4,469
25,040
559
37,918
6,622
47,905
22,431
Average Daily Volume
Total
Call
Put
72
222
490
719
1,657
95
1
1,089
2
328
263
293
294
77
2,125
196
145
14
39
1,318
279
139
121
41
85
18
1,513
321
46
1,060
1,718
114
5,136
115
177
7,351
252
57
144
24
292
21
400
41
779
249
42
106
242
477
543
47
1
905
1
212
155
80
133
47
1,581
114
112
6
29
537
154
113
90
27
63
14
802
241
27
675
949
50
3,681
78
88
4,118
183
32
84
7
192
19
250
15
589
160
29
116
248
243
1,115
47
0
184
1
116
108
213
160
30
544
82
32
9
11
781
126
26
31
14
21
4
712
79
19
385
769
64
1,455
36
89
3,233
70
26
61
18
99
2
150
26
190
89
CBOE Top 100 Equity Options Ranked By Volume (Includes LEAPS)
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
MSFT
INTC
CSCO
GE
C
PFE
TASR
NT
HPQ
SIRI
DELL
YHOO
EBAY
TWX
MO
AWE
NOK
ELN
LU
QCOM
EP
BRCM
JPM
WMT
IBM
DAL
AMD
TXN
MRK
ORCL
AMAT
RIMM
XMSR
GOOG
AMZN
BAC
GNTA
PSFT
RAI
AAPL
LLY
NFLX
GM
NEM
AMR
NXTL
XOM
F
CFC
UPS
CPN
RMBS
VZ
VIAB
GS
HD
EMC
SNDK
IMCL
KMRT
BSX
DIS
MOT
SINA
AIG
JDSU
MU
TYC
AMGN
DNA
KLAC
FNM
Microsoft Corporation
Intel Corporation
Cisco Systems, Inc.
General Electric Company
Citigroup, Inc.
Pfizer, Inc.
TASER International, Inc.
Nortel Networks Corporation
Hewlett-Packard Company
Sirius Satellite Radio
Dell Computer Corp.
Yahoo!, Inc.
eBay, Inc.
Time Warner, Inc.
Altria Group, Inc.
AT&T Wireless Services, Inc.
Nokia Corporation ADR
Elan Corporation PLC ADR
Lucent Technologies, Inc.
QUALCOMM, Inc.
El Paso Corporation
Broadcom, Inc.
JPMorgan Chase & Co.
Wal-Mart Stores, Inc.
International Business Machines Corporation
Delta Air Lines, Inc.
Advanced Micro Devices, Inc.
Texas Instruments Incorporated
Merck & Co., Inc.
Oracle Corporation
Applied Materials, Inc.
Research in Motion Limited
XM Satellite Radio Holdings, Inc.
Google, Inc.
Amazon.Com, Inc.
Bank of America Corporation
Genta, Incorporated
PeopleSoft Inc.
Reynolds American, Inc.
Apple Computer, Inc.
Lilly (Eli) and Company
NetFlix, Inc.
General Motors Corporation
Newmont Mining Corporation
AMR Corporation
NEXTEL Communications, Inc. (Class A)
Exxon Mobil Corporation
Ford Motor Company
Countrywide Financial Corporation
United Parcel Service, Inc.
Calpine Corporation
Rambus, Inc.
Verizon Communications, Inc.
Viacom, Inc. (Class B)
The Goldman Sachs Group, Inc.
Home Depot, Inc. (The)
EMC Corporation
SanDisk Corporation
ImClone Systems, Incorporated
Kmart Holding Corporation
Boston Scientific Corporation
Disney (The Walt) Holding Co.
Motorola, Inc.
SINA Corporation
American International Group, Inc.
JDS Uniphase Corp.
Micron Technology, Inc.
Tyco International Limited
Amgen, Inc.
Genentech, Inc.
KLA Instruments Corporation
Fannie Mae
Total
5,785,839
4,386,691
3,534,888
3,355,165
3,115,844
2,493,447
2,310,926
2,088,843
1,964,922
1,959,002
1,881,179
1,852,471
1,837,682
1,815,832
1,726,909
1,723,239
1,712,680
1,648,942
1,628,124
1,619,158
1,567,038
1,553,145
1,536,763
1,508,062
1,486,740
1,483,758
1,455,586
1,431,121
1,415,553
1,331,252
1,328,801
1,322,688
1,294,154
1,230,912
1,227,412
1,205,577
1,178,978
1,145,640
1,122,828
1,098,975
1,090,916
1,085,371
1,082,765
1,080,303
1,070,447
1,056,676
1,042,650
1,036,002
1,021,994
998,148
980,977
969,257
966,902
925,610
906,634
893,583
884,569
875,034
863,740
853,482
844,496
834,492
821,288
807,071
798,929
781,611
772,282
760,316
751,352
707,034
699,076
695,331
Contract Volume
Callff
Put
3,883,722
2,844,587
2,476,517
2,090,265
1,733,963
1,563,069
1,359,735
1,611,424
1,294,112
1,556,408
1,063,515
1,037,827
907,512
1,299,174
971,002
1,231,019
1,163,152
1,289,886
1,433,962
1,022,202
977,858
985,140
989,624
930,245
878,063
893,001
923,320
879,961
854,863
1,025,963
852,130
692,074
927,491
701,206
695,421
803,739
660,248
695,308
507,156
712,939
480,983
621,770
525,732
748,870
625,215
744,834
816,133
495,047
454,146
689,960
537,865
744,818
723,178
539,613
578,211
596,760
669,628
471,077
567,039
516,220
579,480
575,268
484,323
554,962
475,695
582,619
439,660
597,409
494,978
443,290
367,306
292,864
1,902,117
1,542,104
1,058,371
1,264,900
1,381,881
930,378
951,191
477,419
670,810
402,594
817,664
814,644
930,170
516,658
755,907
492,220
549,528
359,056
194,162
596,956
589,180
568,005
547,139
577,817
608,677
590,757
532,266
551,160
560,690
305,289
476,671
630,614
366,663
529,706
531,991
401,838
518,730
450,332
615,672
386,036
609,933
463,601
557,033
331,433
445,232
311,842
226,517
540,955
567,848
308,188
443,112
224,439
243,724
385,997
328,423
296,823
214,941
403,957
296,701
337,262
265,016
259,224
336,965
252,109
323,234
198,992
332,622
162,907
256,374
263,744
331,770
402,467
Average Daily Volume
Total
Call
Put
22,960
17,408
14,027
13,314
12,364
9,895
11,671
8,289
7,797
7,774
7,465
7,351
7,292
7,206
6,853
6,838
6,796
6,543
6,461
6,425
6,218
6,163
6,098
5,984
5,900
5,888
5,776
5,679
5,617
5,283
5,273
5,249
5,136
13,988
4,871
4,784
4,678
4,546
4,456
4,361
4,329
4,307
4,297
4,287
4,248
4,193
4,138
4,111
4,056
3,961
3,893
3,846
3,837
3,673
3,598
3,546
3,510
3,472
3,428
3,387
3,351
3,311
3,259
3,203
3,170
3,102
3,065
3,017
2,982
2,806
2,774
2,759
15,412
11,288
9,827
8,295
6,881
6,203
6,867
6,395
5,135
6,176
4,220
4,118
3,601
5,155
3,853
4,885
4,616
5,119
5,690
4,056
3,880
3,909
3,927
3,691
3,484
3,544
3,664
3,492
3,392
4,071
3,381
2,746
3,681
7,968
2,760
3,189
2,620
2,759
2,013
2,829
1,909
2,467
2,086
2,972
2,481
2,956
3,239
1,964
1,802
2,738
2,134
2,956
2,870
2,141
2,294
2,368
2,657
1,869
2,250
2,048
2,300
2,283
1,922
2,202
1,888
2,312
1,745
2,371
1,964
1,759
1,458
1,162
7,548
6,119
4,200
5,019
5,484
3,692
4,804
1,895
2,662
1,598
3,245
3,233
3,691
2,050
3,000
1,953
2,181
1,425
770
2,369
2,338
2,254
2,171
2,293
2,415
2,344
2,112
2,187
2,225
1,211
1,892
2,502
1,455
6,019
2,111
1,595
2,058
1,787
2,443
1,532
2,420
1,840
2,210
1,315
1,767
1,237
899
2,147
2,253
1,223
1,758
891
967
1,532
1,303
1,178
853
1,603
1,177
1,338
1,052
1,029
1,337
1,000
1,283
790
1,320
646
1,017
1,047
1,317
1,597
41
CBOE Top 100 Equity Options Ranked By Volume (Includes LEAPS)
Standard
Symbol
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
42
SEPR
SUNW
T
KO
CVX
GLW
BBY
HAL
BMY
NYB
CECO
NFI
ALL
S
OSIP
JNJ
ALD
MRVL
WMB
JNPR
OVTI
NTES
KKD
FON
NEW
SOHU
WM
SGP
Stock
Total
Sepracor, Inc.
Sun Microsystems, Inc.
AT&T Corporation
Coca-Cola Company (The)
ChevronTexaco Corporation
Corning, Incorporated
Best Buy Co., Inc.
Halliburton Company
Bristol-Myers Squibb Company
New York Community Bancorp
Career Education Corporation
Novastar Financial, Inc.
Allstate Corporation (The)
Sears, Roebuck and Company
OSI Pharmaceuticals, Inc.
Johnson & Johnson
Alllied Capital Corporation
Marvell Technology Group Ltd.
Williams Companies, Inc. (The)
Juniper Networks, Inc.
OmniVision Technologies, Inc.
Netease.com, Inc. - ADR
Krispy Kreme Doughnuts, Inc.
Sprint Corporation
New Century Financial Corporation
Sohu.com, Inc.
Washington Mutual, Inc.
Schering-Plough Corporation
685,873
676,652
669,439
663,617
644,816
636,030
631,849
629,871
620,873
616,930
611,229
608,291
605,133
601,115
591,169
585,990
585,940
545,253
535,586
531,491
526,032
525,695
521,643
516,748
499,966
496,592
494,964
489,078
Contract Volume
Callff
431,021
489,475
302,412
438,869
439,498
417,837
365,984
441,420
411,768
334,516
337,558
323,416
535,177
295,281
389,707
376,354
280,636
273,291
398,405
343,046
340,816
316,402
215,205
405,049
299,036
346,351
340,479
326,526
Put
254,852
187,177
367,027
224,748
205,318
218,193
265,865
188,451
209,105
282,414
273,671
284,875
69,956
305,834
201,462
209,636
305,304
271,962
137,181
188,445
185,216
209,293
306,438
111,699
200,930
150,241
154,485
162,552
Average Daily Volume
Total
Call
Put
2,722
2,685
2,657
2,633
2,559
2,524
2,507
2,499
2,464
2,448
2,426
2,414
2,401
2,385
2,346
2,325
2,325
2,164
2,125
2,109
2,087
2,086
2,070
2,051
1,984
1,971
1,964
1,941
1,710
1,942
1,200
1,742
1,744
1,658
1,452
1,752
1,634
1,327
1,340
1,283
2,124
1,172
1,546
1,493
1,114
1,084
1,581
1,361
1,352
1,256
854
1,607
1,187
1,374
1,351
1,296
1,011
743
1,456
892
815
866
1,055
748
830
1,121
1,086
1,130
278
1,214
799
832
1,212
1,079
544
748
735
831
1,216
443
797
596
613
645
INDEX OPTIONS-2004
Standard & Poor’s Indexes
®
OEX (Standard & Poor’s 100 Index Options): March 11, 1983.
OEX (Reduced-Value) LEAPS: December 11, 1990.
®
XEO (European-Style Standard & Poor’s 100 Index Options): July 23, 2001.
TM
SPX
(Standard & Poor’s 500 Index Options): July 1, 1983 (American-style), April 2, 1986 (European-style).
SPL (Standard & Poor’s Long-Dated Options): October 19, 1987.
SPX (Reduced-Value) LEAPS: January 21, 1991.
S&P 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 Index SM (ECM): February 26, 1999.
Options on the Dow Jones Equity REIT Index SM (DJR): April 19, 1999.
Nasdaq-100 Index ® Options (NDX): February 7, 1994.
Mini Nasdaq-100 Index ® Options (MNX): August 14, 2000.
Russell Index Options
Russell 1000® Index (RUI): October 27, 2003
Russell 1000® Growth Index (RLG): October 27, 2003
Russell 1000® Value Index (RLV): October 27, 2003
Russell 2000® Index (RUT): November 11, 1992
Russell 2000® Growth Index (RUO): October 28, 2003
Russell 2000® Value Index (RUJ): October 28, 2003
Russell 3000® Index (RUA): October 29, 2003
Russell 3000® Growth Index (RAG): October 29, 2003
Russell 3000® Value Index (RAV): October 29, 2003
Russell Midcap® Index (RMC): October 30, 2003
Russell Midcap® Growth Index (RDG): October 30, 2003
Russell Midcap® Value Index (RMV): October 30, 2003
Chicago Board Options Exchange Indexes
CBOE Asia 25 Index (EYR): March 31, 2003
CBOE Euro 25 Index (EOR): March 31, 2003
CBOE Mexico Index Options (MEX) and LEAPS: July 18, 1994.
CBOE Gold Index (GOX), April 29, 1996.
CBOE Internet Index (INX), February 20, 1996.
CBOE Oil Index (OIX), April 29, 1996.
CBOE Technology Index (TXX), August 14, 1995.
TM
Goldman Sachs Technology Indexes (GSTI
) Sector Indexes
GSTI Composite (GTC), September 28, 1996.
GSTI Hardware (GHA), September 28, 1996.
GSTI Internet (GIN), September 28, 1996.
GSTI Multimedia Networking (GIP), September 28, 1996.
GSTI Semiconductor (GSM), September 28, 1996.
GSTI Services (GSV), September 28, 1996.
GSTI Software (GSO), September 28, 1996.
Morgan Stanley Indexes
Morgan Stanley 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.
43
Most Active Indexes—2004
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.
44
INDEX OPTIONS - 2004
Total Index Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
4,277,839
3,284,238
5,359,128
4,514,654
4,605,415
4,586,214
4,281,811
4,716,278
4,116,584
4,790,096
5,073,290
4,393,554
53,999,101
Contract Volume
Put
7,110,111
5,406,391
8,564,525
7,029,264
8,106,823
6,318,223
5,927,135
6,724,085
6,234,339
6,980,449
6,940,171
7,338,686
82,680,202
Total
11,387,950
8,690,629
13,923,653
11,543,918
12,712,238
10,904,437
10,208,946
11,440,363
10,350,923
11,770,545
12,013,461
11,732,240
136,679,303
Average Daily
Volume
569,398
457,402
605,376
549,710
635,612
519,259
486,140
520,017
492,901
560,502
572,070
533,284
542,378
Index Options Open Interest and Dollar Volume
Open Interest in Contracts
Put
Total
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
7,759,386
8,087,844
8,451,740
9,294,375
9,392,470
9,041,396
9,842,402
10,136,536
9,379,656
10,434,313
10,240,439
9,568,440
—
10,240,630
10,591,598
10,958,818
11,998,025
12,506,931
11,247,472
11,732,449
12,267,974
12,051,764
13,065,053
13,412,511
13,547,781
—
18,000,016
18,679,442
19,410,558
21,292,400
21,899,401
20,288,868
21,574,851
22,404,510
21,431,420
23,499,366
23,652,950
23,116,221
—
Call
$7,173,706,530
$3,980,129,514
$7,375,623,962
$3,727,042,972
$3,087,428,960
$6,170,687,343
$4,372,480,079
$4,057,934,885
$4,969,239,594
$4,170,731,547
$4,901,987,062
$6,672,273,433
$60,659,265,879
Dollar Volume
Put
$5,454,081,759
$3,948,332,640
$7,819,764,573
$4,523,969,201
$5,530,625,390
$5,165,199,706
$5,141,097,845
$5,048,795,443
$4,344,581,109
$4,970,416,515
$3,831,589,062
$5,327,564,987
$61,106,018,231
Total
$12,627,788,289
$7,928,462,154
$15,195,388,535
$8,251,012,173
$8,618,054,350
$11,335,887,049
$9,513,577,923
$9,106,730,327
$9,313,820,703
$9,141,148,062
$8,733,576,124
$11,999,838,419
$121,765,284,110
45
Total Index Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Average Premium Per Contract
Call
Put
Total
Average Contracts Per Trade
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$1,677
$1,212
$1,376
$826
$670
$1,345
$1,021
$860
$1,207
$871
$966
$1,519
$1,123
23.1
21.7
22.6
21.6
22.8
24.1
22.7
23.6
24.1
24.2
23.8
24.3
23.2
$767
$730
$913
$644
$682
$818
$867
$751
$697
$712
$552
$726
$739
$1,109
$912
$1,091
$715
$678
$1,040
$932
$796
$900
$777
$727
$1,023
$891
23.9
24.4
24.7
24.1
27.3
26.9
26.0
26.4
25.2
26.0
27.8
28.1
25.8
23.6
23.3
23.9
23.1
25.5
25.6
24.5
25.2
24.8
25.2
26.0
26.5
24.7
Call
185,125
151,169
237,339
208,887
202,114
190,214
188,589
199,611
170,498
197,833
213,419
181,007
2,325,807
Transactions
Put
298,036
221,747
346,323
291,135
297,276
235,311
227,589
254,664
247,049
268,597
249,259
261,509
3,198,494
Total
483,161
372,916
583,662
500,022
499,391
425,525
416,178
454,275
417,547
466,430
462,678
442,516
5,524,300
Total Index Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
46
CBOE
11,387,950
8,690,629
13,923,653
11,543,918
12,712,238
10,904,437
10,208,946
11,440,363
10,350,923
11,770,545
12,013,461
11,732,240
136,679,303
AMEX
3,376,365
2,939,387
4,479,371
3,540,461
4,083,061
3,052,697
3,338,777
3,588,498
3,511,767
3,724,254
3,314,925
3,387,940
42,337,503
PHLX
2,689,619
2,146,272
3,291,820
2,890,443
2,759,599
1,962,248
2,332,656
2,119,875
1,504,184
1,615,802
1,408,532
1,048,448
25,769,498
PCX
1,339,244
1,015,870
1,549,386
1,312,292
1,440,384
1,161,353
1,221,376
1,069,762
1,074,451
1,018,673
1,128,879
1,021,384
14,353,054
ISE
2,542,486
2,270,900
3,370,741
3,110,836
3,711,107
2,757,551
2,729,210
3,108,392
3,520,378
4,200,774
3,679,814
3,083,219
38,085,408
BOX
0
0
13,094
15,016
26,286
167,166
336,332
385,120
494,191
1,069,816
907,199
870,003
4,284,223
Total
21,335,664
17,063,058
26,628,065
22,412,966
24,732,675
20,005,452
20,167,297
21,712,010
20,455,894
23,399,864
22,452,810
21,143,234
261,508,989
CBOE Share
53.4%
50.9%
52.3%
51.5%
51.4%
54.5%
50.6%
52.7%
50.6%
50.3%
53.5%
55.5%
52.3%
Total Index FLEX (DIA, NDX, QQQQ, RUT, SPX ) Contract Volume
Trading
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Contract Volume
Call
Put
5,483
984
10,786
1,224
1,010
8,897
34,890
1,324
9,544
325
388
41,849
116,704
Average Daily
Total
30,508
9,253
20,653
5,132
11,714
13,978
24,006
10,012
11,800
12,219
30,325
42,291
221,891
Volume
35,991
10,237
31,439
6,356
12,724
22,875
58,896
11,336
21,344
12,544
30,713
84,140
338,595
1,800
539
1,367
303
636
1,089
2,805
515
1,016
597
1,463
3,825
1,344
Total Index FLEX (DIA, NDX, QQQQ, 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
165,317
165,500
160,659
159,848
158,493
158,077
181,120
180,301
180,464
178,297
177,854
118,285
—
196,530
192,002
193,882
193,988
192,974
190,818
213,489
217,959
215,827
224,068
215,501
157,097
—
Dollar Volume
Put
Call
361,847
357,502
354,541
353,836
351,467
348,895
394,609
398,260
396,291
402,365
393,355
275,382
—
$77,242,560
$7,822,964
$356,872,135
$4,049,376
$5,252,000
$296,585,223
$10,409,884
$10,760,840
$301,632,998
$1,773,150
$3,204,544
$338,113,487
$1,413,719,161
$48,473,470
$9,945,468
$31,774,729
$10,377,499
$11,822,744
$26,823,791
$8,556,956
$36,067,215
$23,401,153
$15,734,136
$25,711,100
$343,643,074
$592,331,336
Total
$125,716,030
$17,768,432
$388,646,864
$14,426,875
$17,074,744
$323,409,014
$18,966,840
$46,828,055
$325,034,151
$17,507,286
$28,915,644
$681,756,561
$2,006,050,497
Total Index FLEX (DIA, NDX, QQQQ, 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
$14,088
$7,950
$33,087
$3,308
$5,200
$33,335
$298
$8,128
$31,604
$5,456
$8,259
$8,079
$12,114
$1,589
$1,075
$1,539
$2,022
$1,009
$1,919
$356
$3,602
$1,983
$1,288
$848
$8,126
$2,669
$3,493
$1,736
$12,362
$2,270
$1,342
$14,138
$322
$4,131
$15,228
$1,396
$941
$8,103
$5,925
Average Contracts Per Trade
Call
Put
Total
211
164
539
204
337
1,271
18
95
530
46
78
1,495
56
21
23
36
23
25
51
18
101
66
45
41
294
36
24
25
53
27
27
81
18
100
108
45
41
489
41
Call
26
6
20
6
3
7
1,928
14
18
7
5
28
2,068
Transactions
Put
Total
1,480
403
578
226
460
277
1,332
99
180
269
741
144
6,188
1,506
409
598
232
463
284
3,260
113
198
276
746
172
8,256
47
SPXTM (S&P 500 ®) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Contract Volume
Put
2,509,890
1,794,619
2,765,746
2,351,099
2,869,103
2,644,019
2,399,484
2,706,184
2,499,090
2,881,521
3,124,999
3,144,818
31,690,572
Call
1,565,274
1,066,232
1,616,712
1,281,864
1,211,945
1,480,150
1,369,891
1,444,603
1,490,349
1,603,883
1,990,323
1,660,319
17,781,545
Total
4,075,164
2,860,851
4,382,458
3,632,963
4,081,048
4,124,169
3,769,375
4,150,787
3,989,439
4,485,404
5,115,322
4,805,137
49,472,117
Average Daily
Volume
203,758
150,571
190,542
172,998
204,052
196,389
179,494
188,672
189,973
213,591
243,587
218,415
196,318
SPXTM(S&P 500 ®) 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
1,895,670
2,000,368
1,849,096
2,026,726
2,069,801
1,877,922
2,030,168
2,145,987
2,008,485
2,161,682
2,267,159
1,632,644
—
2,664,181
2,899,523
2,691,256
2,991,759
3,270,817
3,022,528
3,242,490
3,416,791
3,291,620
3,589,060
3,893,804
3,333,163
—
Dollar Volume
Put
Call
4,559,851
4,899,891
4,540,352
5,018,485
5,340,618
4,900,450
5,272,658
5,562,778
5,300,105
5,750,742
6,160,963
4,965,807
—
$5,837,986,275
$3,035,396,289
$6,096,477,895
$2,637,147,706
$2,020,682,550
$5,084,238,313
$3,429,850,855
$2,976,171,010
$4,099,843,168
$3,187,883,460
$3,610,878,199
$5,565,801,167
$47,582,356,887
$4,104,342,344
$2,786,301,984
$5,903,335,533
$3,158,470,175
$3,963,416,635
$4,115,433,301
$4,025,064,118
$3,783,055,545
$3,384,843,900
$3,822,832,846
$2,806,008,663
$4,138,510,389
$45,991,615,433
Total
$9,942,328,619
$5,821,698,273
$11,999,813,428
$5,795,617,881
$5,984,099,185
$9,199,671,614
$7,454,914,973
$6,759,226,555
$7,484,687,068
$7,010,716,306
$6,416,886,862
$9,704,311,556
$93,573,972,320
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
48
Average Premium Per Contract
Call
Put
Total
$3,730
$2,847
$3,771
$2,057
$1,667
$3,435
$2,504
$2,060
$2,751
$1,988
$1,814
$3,352
$2,676
$1,635
$1,553
$2,134
$1,343
$1,381
$1,557
$1,677
$1,398
$1,354
$1,327
$898
$1,316
$1,451
$2,440
$2,035
$2,738
$1,595
$1,466
$2,231
$1,978
$1,628
$1,876
$1,563
$1,254
$2,020
$1,891
Average Contracts Per Trade
Call
Put
Total
44.5
35.8
37.3
37.4
33.9
46.6
36.9
41.6
47.9
43.3
45.2
51.1
41.7
55.1
49.3
49.3
49.8
56.4
57.7
52.3
58.1
60.0
57.6
64.2
76.6
57.0
50.5
43.2
44.1
44.6
47.1
53.2
45.4
51.1
54.9
51.5
55.2
65.4
50.4
Call
35,192
29,824
43,296
34,309
35,744
31,739
37,142
34,711
31,089
37,056
44,062
32,469
426,633
Transactions
Put
45,545
36,406
56,052
47,166
50,828
45,834
45,859
46,553
41,636
50,066
48,679
41,050
555,674
Total
80,737
66,230
99,348
81,475
86,572
77,573
83,001
81,264
72,725
87,122
92,741
73,519
982,307
OEX® (S&P 100 ®) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
Contract Volume
Put
604,950
489,590
889,041
662,027
753,580
571,092
580,179
741,972
588,227
770,931
801,322
540,964
7,993,875
Average Daily
Volume
Total
669,040
626,817
914,372
676,962
778,637
623,998
618,265
703,915
577,951
686,825
820,668
735,067
8,432,517
1,273,990
1,116,407
1,803,413
1,338,989
1,532,217
1,195,090
1,198,444
1,445,887
1,166,178
1,457,756
1,621,990
1,276,031
16,426,392
63,700
58,758
78,409
63,761
76,611
56,909
57,069
65,722
55,532
69,417
77,238
58,001
65,184
OEX® (S&P 100 ® ) 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
Put
Total
Call
122,631
106,676
144,757
161,617
137,606
155,447
167,315
185,413
172,324
180,747
162,115
125,936
—
195,222
186,240
207,409
202,957
187,724
186,591
215,602
200,051
220,094
235,628
217,078
192,754
—
Dollar Volume
Put
Call
317,853
292,916
352,166
364,574
325,330
342,038
382,917
385,464
392,418
416,375
379,193
318,690
—
$428,457,058
$246,306,182
$370,712,141
$289,265,417
$288,468,033
$246,500,328
$230,695,888
$315,759,223
$236,886,098
$255,731,183
$433,660,614
$271,158,531
$3,613,600,696
$271,236,188
$230,681,328
$466,965,518
$279,620,938
$375,505,233
$224,669,226
$283,634,981
$290,935,772
$184,747,857
$278,702,459
$259,775,206
$241,040,134
$3,387,514,840
Total
$699,693,246
$476,987,510
$837,677,659
$568,886,355
$663,973,266
$471,169,554
$514,330,869
$606,694,995
$421,633,955
$534,433,642
$693,435,820
$512,198,665
$7,001,115,536
OEX® (S&P 100 ® ) 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
$708
$503
$417
$437
$383
$432
$398
$426
$403
$332
$541
$501
$452
$405
$368
$511
$413
$482
$360
$459
$413
$320
$406
$317
$328
$402
$549
$427
$464
$425
$433
$394
$429
$420
$362
$367
$428
$401
$426
Average Contracts Per Trade
Call
Put
Total
14.7
14.1
15.8
16.2
17.1
17.5
16.5
19.7
19.4
18.9
18.8
16.4
17.0
15.1
15.4
16.5
17.2
18.3
17.1
17.9
18.5
17.2
17.4
19.4
21.1
17.5
14.9
14.8
16.2
16.7
17.7
17.3
17.2
19.1
18.2
18.2
19.1
18.8
17.3
Call
Transactions
Put
Total
41,129
34,845
56,125
40,929
44,055
32,688
35,159
37,692
30,255
40,755
42,539
33,036
469,209
44,325
40,571
55,278
39,383
42,445
36,419
34,630
38,019
33,665
39,486
42,371
34,865
481,457
85,455
75,417
111,403
80,312
86,501
69,107
69,789
75,712
63,920
80,241
84,910
67,901
950,667
49
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
Contract Volume
Put
20
19
23
21
20
21
21
22
21
21
21
22
252
63,858
60,372
95,307
85,097
77,669
72,814
58,101
63,890
54,633
69,763
69,451
71,589
842,544
90,860
75,745
117,248
81,554
102,653
80,410
65,143
65,373
58,621
80,576
65,735
74,112
958,030
Total
Average Daily
Volume
154,718
136,117
212,555
166,651
180,322
153,224
123,244
129,263
113,254
150,339
135,186
145,701
1,800,574
7,736
7,164
9,242
7,936
9,016
7,296
5,869
5,876
5,393
7,159
6,437
6,623
7,145
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
32,011
29,121
50,111
42,553
41,962
38,566
47,525
41,562
36,317
43,201
39,944
33,574
—
58,220
58,616
74,589
67,547
64,641
59,496
64,482
56,312
44,433
58,862
50,031
46,914
—
Dollar Volume
Put
Call
90,231
87,737
124,700
110,100
106,603
98,062
112,007
97,874
80,750
102,063
89,975
80,488
—
$45,227,557
$30,372,346
$39,741,094
$37,182,198
$29,731,447
$31,428,693
$23,102,632
$27,189,512
$22,001,367
$23,141,597
$37,585,594
$35,884,029
$382,588,066
$36,835,645
$27,875,691
$59,878,007
$33,686,095
$49,505,403
$28,951,459
$29,884,974
$27,019,376
$18,738,793
$32,696,436
$20,807,834
$24,302,501
$390,182,214
Total
$82,063,202
$58,248,037
$99,619,101
$70,868,293
$79,236,850
$60,380,152
$52,987,606
$54,208,888
$40,740,160
$55,838,033
$58,393,428
$60,186,530
$772,770,280
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
50
Average Premium Per Contract
Call
Put
Total
$708
$503
$417
$437
$383
$432
$398
$426
$403
$332
$541
$501
$454
$405
$368
$511
$413
$482
$360
$459
$413
$320
$406
$317
$328
$407
$530
$428
$469
$425
$439
$394
$430
$419
$360
$371
$432
$413
$429
Average Contracts Per Trade
Call
Put
Total
14.7
14.1
15.8
16.2
17.1
17.5
16.5
19.7
19.4
18.9
18.8
16.4
16.9
15.1
15.4
16.5
17.2
18.3
17.1
17.9
18.5
17.2
17.4
19.4
21.1
17.4
14.9
14.8
16.2
16.7
17.8
17.3
17.2
19.1
18.2
18.1
19.1
18.5
17.1
Call
4,342
4,297
6,017
5,261
4,541
4,168
3,521
3,246
2,810
3,688
3,687
4,372
49,948
Transactions
Put
6,020
4,903
7,088
4,744
5,596
4,693
3,649
3,531
3,415
4,632
3,394
3,515
55,180
Total
10,361
9,199
13,105
10,005
10,136
8,861
7,170
6,776
6,225
8,320
7,081
7,887
105,127
DJX (Dow Jones Industrial Average SM) Contract Volume (includes LEAPS)
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
Contract Volume
Put
284,344
238,131
465,834
249,756
282,250
241,954
313,220
294,798
187,357
368,215
289,945
296,969
3,512,773
391,187
233,829
445,377
318,209
415,675
236,157
306,579
322,969
232,587
341,276
318,565
271,962
3,834,372
Average Daily
Volume
Total
675,531
471,960
911,211
567,965
697,925
478,111
619,799
617,767
419,944
709,491
608,510
568,931
7,347,145
33,777
24,840
39,618
27,046
34,896
22,767
29,514
28,080
19,997
33,785
28,977
25,861
29,155
DJX (Dow Jones Industrial Average SM) 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
353,908
381,402
341,884
325,887
382,807
335,584
392,599
401,420
334,847
430,533
410,255
298,375
—
402,607
414,987
333,446
371,829
412,722
335,990
391,448
414,821
350,546
388,371
417,175
286,027
—
Call
756,515
796,389
675,330
697,716
795,529
671,574
784,047
816,241
685,393
818,904
827,430
584,402
—
$99,269,450
$68,985,760
$127,189,075
$54,255,292
$90,058,785
$67,847,420
$90,351,805
$65,437,575
$28,351,765
$71,995,040
$70,551,137
$72,871,310
$907,164,414
Dollar Volume
Put
$59,525,095
$32,827,645
$84,328,371
$55,951,390
$75,267,960
$37,798,645
$60,108,680
$59,721,445
$28,037,500
$55,428,860
$30,658,785
$30,403,840
$610,058,216
Total
$158,794,545
$101,813,405
$211,517,446
$110,206,682
$165,326,745
$105,646,065
$150,460,485
$125,159,020
$56,389,265
$127,423,900
$101,209,922
$103,275,150
$1,517,222,630
DJX (Dow Jones Industrial Average SM) 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
$349
$290
$273
$217
$319
$280
$288
$222
$151
$196
$243
$245
$258
$152
$140
$189
$176
$181
$160
$196
$185
$121
$162
$96
$112
$159
$235
$216
$232
$194
$237
$221
$243
$203
$134
$180
$166
$182
$207
Average Contracts Per Trade
Call
Put
Total
33.7
35.6
37.1
42.3
47.9
53.2
57.7
63.5
45.0
57.0
33.2
47.9
44.1
35.2
36.2
37.3
41.1
50.6
47.0
46.6
48.2
33.7
43.2
34.6
47.3
41.0
34.6
35.9
37.2
41.6
49.4
49.9
51.6
54.4
37.9
49.4
33.9
47.6
42.4
Call
8,428
6,684
12,564
5,911
5,898
4,545
5,431
4,644
4,163
6,456
8,721
6,200
79,645
Transactions
Put
Total
11,118
6,451
11,941
7,749
8,220
5,028
6,580
6,705
6,909
7,902
9,217
5,749
93,569
19,546
13,135
24,505
13,660
14,118
9,573
12,011
11,349
11,072
14,358
17,938
11,949
173,214
51
NDX (Nasdaq-100 Index®) Contract Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
101,451
62,658
98,534
93,870
102,132
107,133
113,917
159,387
113,646
143,291
124,366
107,007
1,327,392
Contract Volume
Put
Total
180,197
176,010
203,662
145,179
110,928
170,288
165,840
214,755
172,033
242,070
249,641
170,561
2,201,164
Average Daily
Volume
281,648
238,668
302,196
239,049
213,060
277,421
279,757
374,142
285,679
385,361
374,007
277,568
3,528,556
14,082
12,561
13,139
11,383
10,653
13,211
13,322
17,006
13,604
18,351
17,810
12,617
14,002
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
64,927
68,917
83,053
81,205
80,930
82,878
102,245
122,567
101,749
122,498
128,540
90,970
—
Open Interest in Contracts
Put
Total
131,335
168,133
171,784
163,851
187,220
221,228
261,361
232,895
220,545
264,806
251,142
185,521
—
Dollar Volume
Put
Call
196,262
237,050
254,837
245,056
268,150
304,106
363,606
355,462
322,294
387,304
379,682
276,491
—
$238,388,645
$263,171,560
$196,417,370
$216,249,020
$163,793,140
$272,103,560
$167,588,580
$241,452,305
$187,403,045
$197,336,880
$215,190,910
$178,750,890
$2,537,845,905
$198,438,461
$323,839,550
$291,311,215
$194,673,270
$180,268,510
$236,774,630
$181,172,935
$264,867,090
$135,022,450
$170,550,840
$141,231,950
$120,528,745
$2,438,679,646
Total
$436,827,106
$587,011,110
$487,728,585
$410,922,290
$344,061,650
$508,878,190
$348,761,515
$506,319,395
$322,425,495
$367,887,720
$356,422,860
$299,279,635
$4,976,525,551
NDX (Nasdaq-100 Index®) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes FLEX)
Average Premium Per Contract
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$2,350
$4,200
$1,993
$2,304
$1,604
$2,540
$1,471
$1,515
$1,649
$1,377
$1,730
$1,670
$1,912
52
Month
$1,101
$1,840
$1,430
$1,341
$1,625
$1,390
$1,092
$1,233
$785
$705
$566
$707
$1,108
$1,551
$2,460
$1,614
$1,719
$1,615
$1,834
$1,247
$1,353
$1,129
$955
$953
$1,078
$1,410
Average Contracts Per Trade
Call
Put
Total
11.7
9.6
10.3
12.0
12.0
12.3
11.6
14.7
12.7
14.7
12.3
12.3
12.3
17.9
21.8
19.1
14.7
12.5
18.0
16.4
18.5
18.2
23.8
22.2
17.3
18.4
15.0
16.3
15.0
13.5
12.3
15.3
14.0
16.7
15.5
19.4
17.5
14.9
15.5
Call
8,701
6,528
9,549
7,819
8,484
8,686
9,840
10,826
8,949
9,718
10,071
8,720
107,891
Transactions
Put
10,071
8,074
10,660
9,855
8,902
9,466
10,092
11,621
9,478
10,189
11,268
9,884
119,560
Total
18,772
14,602
20,209
17,674
17,386
18,152
19,932
22,447
18,427
19,907
21,339
18,604
227,451
MNX (Mini Nasdaq-100 Index®) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
234,080
137,148
247,825
178,934
210,020
216,951
190,518
251,217
177,276
223,844
175,339
255,539
2,498,691
Contract Volume
Put
277,738
238,859
384,844
265,234
253,940
183,671
207,862
251,996
181,719
177,308
237,001
344,482
3,004,654
Average Daily
Volume
Total
511,818
376,007
632,669
444,168
463,960
400,622
398,380
503,213
358,995
401,152
412,340
600,021
5,503,345
25,591
19,790
27,507
21,151
23,198
19,077
18,970
22,873
17,095
19,102
19,635
27,274
21,839
MNX (Mini Nasdaq-100 Index®) Open Interest and Dollar Volume
(includes LEAPS)
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
553,344
573,625
555,756
627,631
670,977
596,903
662,857
755,186
675,729
751,964
771,597
590,224
—
Open Interest in Contracts
Put
Total
Month
800,216
907,276
921,462
1,028,126
1,063,688
894,151
970,479
1,054,013
927,157
985,147
1,094,145
937,897
—
Call
1,353,560
1,480,901
1,477,218
1,655,757
1,734,665
1,491,054
1,633,336
1,809,199
1,602,886
1,737,111
1,865,742
1,528,121
—
$137,980,400
$70,739,530
$120,204,435
$73,613,850
$91,513,895
$97,849,110
$91,356,655
$86,946,625
$83,720,420
$95,678,680
$80,124,055
$181,683,555
$1,211,411,210
Dollar Volume
Put
$124,919,940
$93,634,865
$192,820,990
$96,563,570
$104,249,890
$62,404,450
$86,433,130
$86,499,855
$77,529,755
$77,010,680
$74,125,605
$179,741,820
$1,255,934,550
Total
$262,900,340
$164,374,395
$313,025,425
$170,177,420
$195,763,785
$160,253,560
$177,789,785
$173,446,480
$161,250,175
$172,689,360
$154,249,660
$361,425,375
$2,467,345,760
MNX (Mini Nasdaq-100 Index®)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
$589
$516
$485
$411
$436
$451
$480
$346
$472
$427
$457
$711
$485
$450
$392
$501
$364
$411
$340
$416
$343
$427
$434
$313
$522
$418
$514
$437
$495
$383
$422
$400
$446
$345
$449
$430
$374
$602
$448
Average Contracts Per Trade
Call
Put
Total
110.4
89.9
101.1
71.9
82.5
67.0
81.2
96.7
93.8
96.6
83.6
80.6
86.8
108.9
121.9
121.3
117.6
96.3
76.9
72.2
81.6
100.0
89.5
119.8
94.5
99.0
109.6
107.9
112.5
93.6
89.5
71.2
76.3
88.5
96.8
93.4
101.2
88.0
93.0
Call
2,121
1,525
2,451
2,489
2,547
3,237
2,347
2,598
1,890
2,317
2,097
3,169
28,788
Transactions
Put
2,550
1,959
3,173
2,256
2,638
2,389
2,877
3,090
1,818
1,980
1,979
3,647
30,356
Total
4,671
3,484
5,624
4,745
5,185
5,626
5,224
5,688
3,708
4,297
4,076
6,816
59,144
53
RUT (Russell 2000 ® Index) Contract Volume (includes FLEX)
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
23
21
20
21
21
22
21
21
21
22
252
Contract Volume
Put
Call
26,868
24,998
30,226
18,823
36,149
24,785
25,298
31,042
18,429
20,109
41,860
37,498
336,085
47,324
27,102
64,613
44,106
71,003
33,470
38,626
53,185
42,985
33,853
50,058
47,038
553,363
Total
Average Daily
Volume
74,192
52,100
94,839
62,929
107,152
58,255
63,924
84,227
61,414
53,962
91,918
84,536
889,448
3,710
2,742
4,123
2,997
5,358
2,774
3,044
3,829
2,924
2,570
4,377
3,843
3,530
RUT (Russell 2000 ® Index) Open Interest and Dollar Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
45,581
48,622
48,131
48,111
54,232
47,342
49,505
54,559
45,937
51,168
51,655
33,860
—
69,345
68,376
66,236
70,308
72,804
60,092
63,833
66,810
66,798
65,577
74,052
60,354
—
Dollar Volume
Put
Call
114,926
116,998
114,367
118,419
127,036
107,434
113,338
121,369
112,735
116,745
125,707
94,214
—
$100,417,605
$33,737,015
$46,285,720
$23,973,925
$50,755,720
$31,051,515
$23,460,250
$24,438,120
$16,239,215
$15,452,380
$90,264,780
$39,162,580
$495,238,825
$72,345,325
$34,987,020
$95,747,995
$71,356,950
$133,501,600
$36,033,090
$61,513,630
$87,331,205
$44,218,180
$34,222,215
$45,377,020
$23,955,035
$740,589,265
Total
$172,762,930
$68,724,035
$142,033,715
$95,330,875
$184,257,320
$67,084,605
$84,973,880
$111,769,325
$60,457,395
$49,674,595
$135,641,800
$63,117,615
$1,235,828,090
RUT (Russell 2000 ® 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
54
Average Premium Per Contract
Call
Put
Total
$3,737
$1,350
$1,531
$1,274
$1,404
$1,253
$927
$787
$881
$768
$2,156
$1,044
$1,474
$1,529
$1,291
$1,482
$1,618
$1,880
$1,077
$1,593
$1,642
$1,029
$1,011
$906
$509
$1,338
$2,329
$1,319
$1,498
$1,515
$1,720
$1,152
$1,329
$1,327
$984
$921
$1,476
$747
$1,389
Average Contracts Per Trade
Call
Put
Total
20.3
13.8
8.9
6.2
8.5
6.9
7.0
6.6
6.1
7.0
10.3
13.6
8.7
25.3
12.6
16.3
12.4
16.0
7.5
8.4
11.0
14.7
11.3
14.9
17.2
13.2
23.2
13.2
12.9
9.5
12.4
7.2
7.8
8.8
10.3
9.2
12.4
15.4
11.1
Call
1,321
1,808
3,408
3,047
4,232
3,587
3,625
4,721
3,019
2,872
4,066
2,751
38,457
Transactions
Put
Total
1,873
2,144
3,971
3,559
4,439
4,450
4,620
4,854
2,926
2,990
3,361
2,739
41,926
3,194
3,952
7,379
6,606
8,671
8,037
8,245
9,575
5,945
5,862
7,427
5,490
80,383
QQQQ (Nasdaq 100 ® Shares) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
Contract Volume
Put
20
19
23
21
20
21
21
22
21
21
21
22
252
895,007
682,253
1,127,880
1,256,288
1,228,380
1,341,065
969,997
1,009,411
871,128
819,630
831,904
711,781
11,744,724
2,005,173
1,716,582
2,576,670
2,255,995
2,146,512
1,605,903
1,360,093
1,508,465
1,378,276
1,656,721
1,117,347
1,555,704
20,883,441
Total
2,900,180
2,398,835
3,704,550
3,512,283
3,374,892
2,946,968
2,330,090
2,517,876
2,249,404
2,476,351
1,949,251
2,267,485
32,628,165
Average Daily
Volume
145,009
126,254
161,067
167,252
168,745
140,332
110,957
114,449
107,114
117,921
92,821
103,068
129,477
Open Interest in Contracts
Call
Put
Total
3,794,800
4,070,921
4,294,927
4,747,410
4,717,965
4,640,902
4,818,560
4,851,996
4,481,482
4,961,735
4,853,331
5,316,291
—
4,625,828
4,658,375
5,068,403
5,512,318
5,579,267
4,730,661
4,740,596
4,799,251
4,759,232
5,241,544
5,206,117
6,147,953
—
8,420,628
8,729,296
9,363,330
10,259,728
10,297,232
9,371,563
9,559,156
9,651,247
9,240,714
10,203,279
10,059,448
11,464,244
—
DIA (DIAMONDS) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
274,347
281,010
435,122
355,139
442,923
306,454
295,436
322,289
276,952
394,113
414,028
315,617
4,113,430
Contract Volume
Put
443,411
214,032
591,518
408,080
491,260
314,974
240,297
357,816
463,994
310,705
346,416
256,942
4,439,445
Total
717,758
495,042
1,026,640
763,219
934,183
621,428
535,733
680,105
740,946
704,818
760,444
572,559
8,552,875
Average Daily
Volume
35,888
26,055
44,637
36,344
46,709
29,592
25,511
30,914
35,283
33,563
36,212
26,025
33,940
Call
262,065
254,088
356,314
400,082
375,529
368,172
396,221
408,263
376,573
432,722
381,908
296,155
—
Open Interest in Contracts
Put
Total
315,502
312,976
300,257
334,687
383,193
319,079
274,979
380,740
445,852
478,564
541,048
425,990
—
577,567
567,064
656,571
734,769
758,722
687,251
671,200
789,003
822,425
911,286
922,956
722,145
—
55
IWM (iShares Russell 2000 ® Index Fund) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
27,786
39,145
78,574
50,442
111,005
63,865
134,333
110,070
103,401
93,542
121,000
118,475
1,051,638
Contract Volume
Put
231,769
150,840
250,331
249,557
577,281
220,067
324,116
342,788
394,165
332,395
380,885
432,633
3,886,827
Total
259,555
189,985
328,905
299,999
688,286
283,932
458,449
452,858
497,566
425,937
501,885
551,108
4,938,465
Average Daily
Volume
12,978
9,999
14,300
14,286
34,414
13,521
21,831
20,584
23,694
20,283
23,899
25,050
19,597
Open Interest in Contracts
Put
Total
Call
81,113
53,354
88,232
105,251
110,921
119,632
161,666
148,231
143,637
196,307
185,193
195,853
—
235,474
206,272
238,236
250,252
306,422
301,818
288,682
329,889
425,178
406,716
372,832
509,719
—
316,587
259,626
326,468
355,503
417,343
421,450
450,348
478,120
568,815
603,023
558,025
705,572
—
OEF (iShares S&P 100 ® Fund) Contract Volume (includes LEAPS)
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
23
21
20
21
21
22
21
21
21
22
252
56
Call
Contract Volume
Put
5,771
9,948
16,953
5,218
4,719
5,443
6,763
6,232
3,073
2,207
4,773
4,744
75,844
3,372
17,497
7,513
4,955
5,099
1,464
7,158
3,084
2,796
1,697
1,134
3,766
59,535
Total
Average Daily
Volume
Call
9,143
27,445
24,466
10,173
9,818
6,907
13,921
9,316
5,869
3,904
5,907
8,510
135,379
457
1,444
1,064
484
491
329
663
423
279
186
281
387
537
17,879
18,939
26,340
25,765
24,225
20,136
23,337
25,244
23,908
23,865
27,631
23,476
—
Open Interest in Contracts
Put
Total
30,997
44,044
56,628
54,847
57,634
45,025
50,505
52,371
53,585
53,575
55,529
44,278
—
48,876
62,983
82,968
80,612
81,859
65,161
73,842
77,615
77,493
77,440
83,160
67,754
—
Other Index Options Products Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
23
21
20
21
21
22
21
21
21
22
252
194,103
192,753
257,120
277,196
144,643
154,508
224,158
281,367
232,113
280,568
208,979
273,052
2,720,560
Contract Volume
Put
260,150
134,459
242,631
228,334
284,732
203,802
193,672
193,555
230,122
235,502
227,722
301,601
2,736,282
Total
Average Daily
Volume
454,253
327,212
499,751
505,530
429,375
358,310
417,830
474,922
462,235
516,070
436,701
574,653
5,456,842
22,713
17,222
21,728
24,073
21,469
17,062
19,897
21,587
22,011
24,575
20,795
26,121
21,654
Includes AGG, BBH, BDH, CYX, DGT, DJR, DTX, DUX, DVY, 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, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, IYY, LQD, MEX, MGO, MUT, MVB, MVR, OIH, OIX, ONEQ, PPH, RKH, RAG,
RAV, RDG, RLG, RLV, RMC, RMV, 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
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
Open Interest in Contracts
Put
Total
535,457
481,811
613,139
702,137
725,515
757,912
990,404
996,108
978,668
1,077,891
961,111
931,082
—
711,703
666,780
829,112
949,544
920,799
1,070,813
1,167,992
1,264,030
1,246,724
1,297,203
1,239,558
1,377,211
—
Call
1,247,160
1,148,591
1,442,251
1,651,681
1,646,314
1,828,725
2,158,396
2,260,138
2,225,392
2,375,094
2,200,669
2,308,293
—
$47,972,674
$42,882,660
$55,162,332
$61,752,112
$28,536,206
$32,520,435
$48,066,593
$54,211,171
$56,909,785
$67,324,748
$65,591,214
$69,697,826
$630,627,755
Dollar Volume
Put
$55,439,398
$27,282,162
$57,257,852
$49,603,691
$65,274,655
$39,848,606
$45,216,820
$42,486,396
$46,846,472
$48,705,722
$52,422,639
$66,224,239
$596,608,651
Total
$103,412,072
$70,164,822
$112,420,184
$111,355,803
$93,810,861
$72,369,041
$93,283,412
$96,697,567
$103,756,257
$116,030,471
$118,013,853
$135,922,064
$1,227,236,407
Includes AGG, BBH, BDH, CYX, DGT, DJR, DTX, DUX, DVY, 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, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, IYY, LQD, MEX, MGO, MUT, MVB, MVR, OIH, OIX, ONEQ, PPH, RAG, RAV, RDG,
RKH, RLG, RLV, RMC, RMV, 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
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
$247
$222
$215
$223
$197
$210
$214
$193
$245
$240
$314
$255
$232
16.5
18.0
18.6
17.9
19.2
19.0
18.3
17.3
17.7
16.7
16.2
15.7
17.4
$213
$203
$236
$217
$229
$196
$233
$220
$204
$207
$230
$220
$218
$228
$214
$225
$220
$218
$202
$223
$204
$224
$225
$270
$237
$225
16.6
18.5
20.3
18.3
20.8
19.5
18.6
18.4
17.8
16.9
16.0
17.1
18.1
16.5
18.2
19.4
18.1
20.3
19.3
18.4
17.8
17.7
16.8
16.1
16.4
17.8
Call
11,786
10,684
13,788
15,487
7,524
8,126
12,268
16,229
13,111
16,778
12,919
17,422
156,123
Transactions
Put
15,665
7,260
11,955
12,494
13,672
10,432
10,435
10,520
12,957
13,923
14,267
17,631
151,211
Total
27,451
17,945
25,743
27,980
21,196
18,558
22,702
26,750
26,068
30,701
27,186
35,053
307,334
Includes AGG, BBH, BDH, CYX, DGT, DJR, DTX, DUX, DVY, 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, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, IYY, LQD, MEX, MGO, MUT, MVB, MVR, OIH, OIX, ONEQ, PPH, RAG, RAV, RDG,
RKH, RLG, RLV, RMC, RMV, RTH, RUI, RUJ, RUO, SHY, SMH, SML, SWH, TBH, TLT, TTH, TXX, UTH, WMH, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY
57
Other Index Options Contract Volume Detail
HOLDRs S M
Month
BBH
BDH
HHH
IAH
OIH
PPH
RKH
15,130
12,849
23,359
22,375
18,078
11,455
11,410
11,430
18,034
30,606
14,575
13,593
202,894
994
361
100
448
301
107
28
50
105
237
80
105
2,916
4,580
6,141
7,895
3,989
2,287
4,877
4,333
3,194
2,067
5,553
4,309
4,997
54,222
880
680
782
349
274
658
769
1,061
33
223
266
125
6,100
5,490
14,822
16,111
6,190
3,468
1,906
2,813
12,111
16,574
29,722
26,723
24,823
160,753
1,067
1,437
2,411
1,782
648
868
5,696
792
1,373
4,251
4,377
16,487
41,189
2,112
1,098
1,147
1,381
1,356
1,007
1,632
938
3,753
1,330
5,257
1,682
22,693
Month
RTH
SMH
SWH
TBH
TTH
UTH
WMH
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
3,618
2,631
4,599
4,082
9,428
1,031
14,596
6,760
5,087
8,580
11,769
9,684
81,865
138,866
148,878
177,572
151,449
113,985
71,014
179,031
149,590
190,094
231,590
131,136
136,175
1,819,380
710
624
201
1,755
130
86
411
4,311
91
1,938
30
25
10,312
34,879
14,932
37,249
15,500
7,873
24,348
6,071
3,496
78
488
8,327
37,943
191,184
1,721
93
381
81
97
61
121
91
299
487
240
88
3,760
619
1,520
909
5,518
1,307
1,014
740
1,163
463
4,518
1,904
2,944
22,619
4,715
1,363
717
505
717
786
1,340
439
67
1,692
906
2,942
16,189
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
EXCHANGE TRADED FUNDS
Month
DGT
EFA
IBB
IDU
IGM
IGN
IGV
IGW
IWB
IWD
IWF
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
189
103
231
959
152
74
387
153
136
68
62
46
2,560
7,961
3,632
6,133
2,872
3,882
5,878
3,355
3,461
3,773
3,392
5,149
5,682
55,170
4,188
3,311
12,983
12,928
4,799
28,460
18,017
11,520
14,754
15,363
12,262
21,376
159,961
953
3,192
875
1,232
978
1,298
456
1,507
1,526
1,523
1,131
3,090
17,761
2,077
552
984
1,570
445
488
1,048
792
261
653
578
397
9,845
3,390
4,804
1,879
1,710
882
871
1,381
1,197
507
383
310
659
17,973
467
327
373
732
312
327
1,621
235
216
366
467
511
5,954
1,822
2,380
1,807
1,085
1,112
1,301
2,565
1,831
4,721
2,045
2,587
2,661
25,917
104
113
38
700
515
530
528
1,151
521
258
749
1,068
6,275
943
590
586
4,992
1,849
6,582
2,157
2,484
3,763
2,622
1,904
860
29,332
582
454
1,049
3,119
3,536
3,547
4,643
2,123
2,920
3,041
3,525
3,011
31,550
Month
IWN
IWO
IWP
IWR
IWS
IWV
IWW
IWZ
IYE
IYH
7,722
8,967
14,480
8,606
17,121
10,231
5,500
8,420
14,123
8,800
10,290
12,924
127,184
15,148
11,643
20,766
16,087
15,758
8,430
11,422
23,215
12,275
11,519
11,012
11,684
168,959
245
335
213
275
42
155
107
296
132
22
432
206
2,460
170
102
339
38
142
63
35
170
24
1,280
146
184
2,693
97
1,304
170
79
43
92
110
84
190
98
121
661
3,049
706
760
1,833
1,909
4,851
954
1,438
4,617
309
378
872
504
19,131
104
1,158
65
15
218
101
545
164
106
32
105
157
2,770
13
74
319
223
85
91
137
1,099
236
17
36
17
2,347
1,117
676
892
1,962
2,162
1,297
1,594
2,730
2,162
2,073
1,847
1,901
20,413
637
1,289
815
1,179
527
442
535
385
190
1,284
1,026
771
9,080
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
58
Other Index Options Contract Volume Detail
CHICAGO BOARD OPTIONS EXCHANGE
Month CYX
Jan
—Feb
—Mar
—Apr
—May
—Jun
—Jul
—Aug
—Sep
—Oct
—Nov
558
Dec
612
Total
1,170
GOX
2,168
1,034
1,509
1,476
977
739
1,310
1,535
143
349
1,291
1,105
13,636
INX
748
126
143
348
465
891
1,004
1,069
723
300
106
45
5,968
MEX
114
51
13
2
42
47
20
0
269
28
275
276
1,137
OIX
2,931
1,737
4,109
4,649
3,072
2,891
1,335
1,846
3,316
4,436
4,642
2,300
37,264
DOW JONES
STANDARD AND POORS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
TXX
324
297
341
173
158
162
231
117
181
85
194
184
2,447
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
SML
542
630
3,286
1,503
3,920
1,365
797
1,355
937
1,914
529
896
17,674
DJR
0
0
0
0
0
0
0
0
0
0
0
0
0
DTX
920
1,399
1,129
2,124
2,735
3,325
294
5,674
3,139
4,766
1,586
285
27,376
DUX
930
139
10
54
288
65
333
125
402
459
71
409
3,285
DVY
————1,620
1,313
1,458
2,051
1,838
2,302
11,023
7,760
29,365
ECM
140
6
256
306
700
495
664
709
441
83
2
0
3,802
IYY
————210
120
3,127
1,444
695
581
998
143
7,318
MUT
805
1,046
1,383
1,275
505
680
10
60
242
401
91
24
6,522
GOLDMAN SACHS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
GHA
104
47
44
86
109
17
119
165
178
70
56
40
1,035
GIN
466
714
447
397
611
150
433
823
66
1,318
655
20
6,100
GIP
2,176
225
287
130
204
81
111
75
51
3
5
7
3,355
GSM
758
212
439
744
834
1,283
1,326
2,364
746
552
236
193
9,687
GSO
3,151
1,599
2,425
815
368
1,125
9,236
245
1,533
482
174
51
21,204
MORGAN STANLEY
Month MGO
Jan
0
Feb
0
Mar
0
Apr
42
May
403
Jun
363
Jul
72
Aug
82
Sep
50
Oct
101
Nov
46
Dec
150
Total
1,309
MVB
635
203
883
1,689
2,854
1,270
1,210
472
441
514
209
502
10,882
MVR
1,922
5,945
38,574
18,191
18,111
28,116
19,652
25,866
39,423
13,734
11,118
32,324
252,976
GSV
4
0
0
0
0
0
0
0
40
0
20
0
64
GTC
846
479
399
93
572
27
3
37
0
0
0
21
2,477
LEHMAN
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
AGG
585
342
256
329
224
248
198
152
248
133
149
134
2,998
IEF
6,092
4,475
8,309
5,521
2,216
1,963
1,137
9,434
2,040
1,483
3,214
10,862
56,746
SHY
230
10
370
645
2,210
303
495
142
50
280
300
449
5,484
TLT
63,624
15,889
35,034
129,190
34,250
43,977
41,556
89,405
38,558
42,405
45,224
91,021
670,133
59
Other Index Options Contract Volume Detail
SELECT SECTOR SPDR
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
XLB
3,975
656
3,271
2,051
1,872
1,688
2,479
8,672
1,460
2,080
2,257
3,512
33,973
XLE
3,258
3,069
22,748
3,930
66,565
39,170
9,738
18,483
28,146
12,289
16,860
26,673
250,929
XLF
72,493
21,679
18,917
37,710
53,649
23,772
5,577
15,626
19,780
31,493
6,516
37,922
345,134
XLI
1,784
1,932
3,290
3,269
281
1,865
15,518
486
3,189
645
23,149
9,867
65,275
XLK
682
581
138
185
114
272
228
578
429
330
3,015
821
7,373
XLP
131
1,545
1,126
291
45
341
195
242
566
480
628
1,232
6,822
RLV
829
705
236
702
569
1,094
901
300
0
156
932
353
6,777
RMC
0
0
0
0
0
0
0
0
2
30
140
320
492
XLU
809
101
173
135
591
377
282
1,139
799
1,087
16,599
17,113
39,205
XLV
601
271
607
267
235
1,027
1,291
11,972
587
2,370
3,252
1,725
24,205
XLY
608
961
635
1,391
1,737
837
2,058
820
2,895
1,722
1,453
674
15,791
RUI
1,052
520
836
953
579
1,058
469
43
280
270
20
90
6,170
RUJ
0
0
0
0
112
40
0
0
0
316
1,367
856
2,691
RUSSELL GROWTH AND VALUE INDEXES
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
RAG
0
184
0
185
0
0
1
10
0
0
22
10
412
RAV
—————————227
140
120
487
RDG
0
0
0
0
0
0
0
6
0
0
30
0
36
EOR
47
54
100
0
0
1
21
23
0
0
0
76
322
EYR
222
80
48
26
697
228
247
14
39
36
225
103
1,965
LQD
952
718
1,059
948
1,345
1,215
968
1,470
1,474
1,406
1,379
1,509
14,443
RLG
398
20
50
278
74
302
851
310
175
0
75
100
2,633
OTHER
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
60
ONEQ
12,179
4,336
6,605
5,747
3,886
3,437
4,295
6,410
5,701
7,580
11,074
1,248
72,498
RMV
—————————10
190
370
570
RUO
2
0
3
4
6
140
8
12
0
332
96
163
766
INTEREST RATE OPTIONS-2004
In 2004, 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
Call
Contract Volume
Put
Total
Average Daily
Volume
20
19
23
21
20
21
21
22
21
21
21
22
252
3,092
2,241
3,609
6,217
9,310
8,418
3,856
3,928
3,812
3,190
2,395
6,199
56,267
5,218
1,385
3,690
4,550
5,195
3,503
1,979
2,064
2,318
647
1,666
2,126
34,341
8,310
3,626
7,299
10,767
14,505
11,921
5,835
5,992
6,130
3,837
4,061
8,325
90,608
416
191
317
513
725
568
278
272
292
183
193
378
360
Total Interest Rate 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
7,334
8,039
6,745
7,658
10,749
15,317
17,060
18,355
18,883
19,655
19,910
13,863
—
7,736
7,268
8,079
10,618
12,630
12,083
11,218
11,957
8,998
8,501
9,309
4,375
—
Call
15,070
15,307
14,824
18,276
23,379
27,400
28,278
30,312
27,881
28,156
29,219
18,238
—
$832,285
$618,810
$1,011,135
$2,704,065
$4,422,730
$2,916,235
$858,150
$786,370
$604,710
$344,740
$504,935
$1,620,580
$17,224,745
Dollar Volume
Put
Total
$725,225
$206,115
$630,875
$603,505
$691,100
$557,690
$451,080
$368,365
$350,945
$57,420
$198,315
$285,690
$5,126,325
$1,557,510
$824,925
$1,642,010
$3,307,570
$5,113,830
$3,473,925
$1,309,230
$1,154,735
$955,655
$402,160
$703,250
$1,906,270
$22,351,070
Total Interest Rate Options Average Premium Per Contract, Average Contracts Per
Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$269
$276
$280
$435
$475
$346
$223
$200
$159
$108
$211
$261
$306
$139
$149
$171
$133
$133
$159
$228
$178
$151
$89
$119
$134
$149
$187
$228
$225
$307
$353
$291
$224
$193
$156
$105
$173
$229
$247
Average Contracts Per Trade
Call
Put
Total
7.8
8.0
7.4
8.3
7.1
6.6
6.1
9.0
8.4
11.4
9.0
8.8
7.8
14.9
11.4
15.5
17.8
14.4
14.0
12.8
14.6
12.1
11.8
14.0
14.1
14.4
11.1
9.1
10.1
10.7
8.7
7.8
7.4
10.4
9.5
11.5
10.5
9.7
9.4
Call
396
279
487
751
1,303
1,270
630
437
455
280
266
703
7,257
Transactions
Put
350
121
238
256
361
250
155
141
191
55
119
151
2,388
Total
746
400
725
1,007
1,664
1,520
785
578
646
335
385
854
9,645
61
IRX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
23
21
20
21
21
22
21
21
21
22
252
53
7
29
64
142
330
22
33
21
5
137
28
871
Contract Volume
Put
Total
20
0
10
10
60
2
10
0
2
0
40
0
154
Average Daily
Volume
73
7
39
74
202
332
32
33
23
5
177
28
1,025
4
0
2
4
10
16
2
2
1
0
8
1
4
IRX Options Open Interest and Dollar Volume
Month
Open Interest in Contracts
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
245
246
148
171
282
389
365
356
78
76
207
168
—
85
75
80
90
75
27
27
27
5
5
45
25
—
Call
330
321
228
261
357
416
392
383
83
81
252
193
—
$15,360
$1,050
$2,690
$17,355
$29,590
$95,800
$4,735
$8,870
$7,645
$2,610
$48,170
$5,270
$239,145
Dollar Volume
Put
Total
$10,700
$0
$1,850
$1,750
$14,800
$660
$600
$0
$980
$0
$2,300
$0
$33,640
$26,060
$1,050
$4,540
$19,105
$44,390
$96,460
$5,335
$8,870
$8,625
$2,610
$50,470
$5,270
$272,785
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
62
Average Premium Per Contract
Call
Put
Total
$290
$150
$93
$271
$208
$290
$215
$269
$364
$522
$352
$188
$275
$535
$0
$185
$175
$247
$330
$60
$0
$490
$0
$58
$0
$218
$357
$150
$116
$258
$220
$291
$167
$269
$375
$522
$285
$188
$266
Average Contracts Per Trade
Call
Put
Total
3.5
1.4
2.9
4.9
8.9
6.3
1.8
2.5
1.9
1.7
7.6
5.6
5.0
2.9
0.0
10.0
5.0
7.5
1.0
2.5
0.0
1.0
0.0
10.0
0.0
5.1
3.3
1.4
3.5
4.9
8.4
6.1
2.0
2.5
1.8
1.7
8.0
5.6
5.0
Call
15
5
10
13
16
52
12
13
11
3
18
5
173
Transactions
Put
7
0
1
2
8
2
4
0
2
0
4
0
30
Total
22
5
11
15
24
54
16
13
13
3
22
5
203
FVX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
23
21
20
21
21
22
21
21
21
22
252
Contract Volume
Put
Total
129
43
173
149
212
215
173
125
365
161
63
68
1,876
208
28
96
85
167
48
159
14
82
1
0
40
928
Average Daily
Volume
337
71
269
234
379
263
332
139
447
162
63
108
2,804
17
4
12
11
19
13
16
6
21
8
3
5
11
FVX Options Open Interest and Dollar Volume
Month
Open Interest in Contracts
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
379
376
266
186
240
346
340
385
711
832
867
716
—
477
271
263
242
347
343
186
177
156
131
121
49
—
Call
856
647
529
428
587
689
526
562
867
963
988
765
—
$53,830
$14,675
$40,610
$63,520
$125,910
$104,490
$42,740
$18,525
$30,180
$13,410
$18,125
$13,950
$539,965
Dollar Volume
Put
Total
$28,965
$2,445
$14,050
$6,225
$20,950
$5,610
$21,770
$6,170
$15,775
$150
$0
$1,715
$123,825
$82,795
$17,120
$54,660
$69,745
$146,860
$110,100
$64,510
$24,695
$45,955
$13,560
$18,125
$15,665
$663,790
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
Average Premium Per Contract
Call
Put
Total
$417
$341
$235
$426
$594
$486
$247
$148
$83
$83
$288
$205
$288
$139
$87
$146
$73
$125
$117
$137
$441
$192
$150
$0
$43
$133
$246
$241
$203
$298
$387
$419
$194
$178
$103
$84
$288
$145
$237
Average Contracts Per Trade
Call
Put
Total
5.4
3.3
4.1
6.5
5.4
6.7
10.2
6.9
10.1
8.5
7.9
3.4
6.4
11.6
4.0
8.0
9.4
23.9
4.4
31.8
2.8
4.3
1.0
0.0
0.0
9.3
8.0
3.6
5.0
7.3
8.2
6.1
15.1
6.0
8.1
8.1
7.9
4.2
7.2
Call
Transactions
Put
24
13
42
23
39
32
17
18
36
19
8
20
291
18
7
12
9
7
11
5
5
19
1
0
6
100
Total
42
20
54
32
46
43
22
23
55
20
8
26
391
63
TNX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
21
20
21
21
22
21
21
21
22
252
Call
Contract Volume
Put
Total
1,664
1,184
2,551
4,803
7,114
2,672
1,297
3,199
2,663
2,391
1,784
5,250
36,572
3,294
710
2,650
3,423
3,483
1,866
1,191
1,665
1,565
492
753
1,156
22,248
Average Daily
Volume
4,958
1,894
5,201
8,226
10,597
4,538
2,488
4,864
4,228
2,883
2,537
6,406
58,820
248
100
226
392
530
216
118
221
201
137
121
291
233
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
3,412
4,157
3,979
4,699
7,374
8,023
8,289
9,564
10,245
10,840
10,650
6,948
—
4,409
4,173
5,137
7,308
8,616
8,274
8,163
9,050
7,616
7,289
7,291
2,373
—
7,821
8,330
9,116
12,007
15,990
16,297
16,452
18,614
17,861
18,129
17,941
9,321
—
Dollar Volume
Call
$570,505
$438,660
$792,525
$2,204,010
$3,658,190
$956,065
$344,515
$688,545
$453,295
$266,160
$392,825
$1,499,670
$12,264,965
Put
Total
$414,625
$85,040
$464,120
$404,555
$431,800
$292,815
$310,830
$313,930
$234,885
$47,100
$140,885
$140,350
$3,280,935
$985,130
$523,700
$1,256,645
$2,608,565
$4,089,990
$1,248,880
$655,345
$1,002,475
$688,180
$313,260
$533,710
$1,640,020
$15,545,900
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
64
Average Premium Per Contract
Call
Put
Total
$343
$370
$311
$459
$514
$358
$266
$215
$170
$111
$220
$286
$335
$126
$120
$175
$118
$124
$157
$261
$189
$150
$96
$187
$121
$147
$199
$277
$242
$317
$386
$275
$263
$206
$163
$109
$210
$256
$264
Average Contracts Per Trade
Call
Put
Total
Call
7.0
7.0
8.3
8.8
6.8
5.0
5.0
11.3
9.2
12.7
9.5
9.0
7.9
239
168
307
546
1,042
532
260
284
289
189
188
584
4,628
16.3
10.3
15.5
20.5
14.5
11.3
12.7
16.7
13.2
11.4
8.3
13.8
14.4
11.2
8.0
10.9
11.5
8.3
6.5
7.0
12.7
10.4
12.4
9.1
9.6
9.5
Transactions
Put
202
69
171
167
240
165
94
100
119
43
91
84
1,545
Total
441
237
478
713
1,282
697
354
384
408
232
279
668
6,173
TYX Options Contract Volume
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
23
21
20
21
21
22
21
21
21
22
252
1,246
1,007
856
1,201
1,842
5,201
2,364
571
763
633
411
853
16,948
Contract Volume
Put
Total
1,696
647
934
1,032
1,485
1,587
619
385
669
154
873
930
11,011
Average Daily
Volume
2,942
1,654
1,790
2,233
3,327
6,788
2,983
956
1,432
787
1,284
1,783
27,959
147
87
78
106
166
323
142
43
68
37
61
81
111
TYX Options Open Interest and Dollar Volume
Month
Open Interest in Contracts
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
3,298
3,260
2,352
2,602
2,853
6,559
8,066
8,050
7,849
7,907
8,186
6,031
—
2,765
2,749
2,599
2,978
3,592
3,439
2,842
2,703
1,221
1,076
1,852
1,928
—
Call
6,063
6,009
4,951
5,580
6,445
9,998
10,908
10,753
9,070
8,983
10,038
7,959
—
$192,590
$164,425
$175,310
$419,180
$609,040
$1,759,880
$466,160
$70,430
$113,590
$62,560
$45,815
$101,690
$4,180,670
Dollar Volume
Put
Total
$270,935
$118,630
$150,855
$190,975
$223,550
$258,605
$117,880
$48,265
$99,305
$10,170
$55,130
$143,625
$1,687,925
$463,525
$283,055
$326,165
$610,155
$832,590
$2,018,485
$584,040
$118,695
$212,895
$72,730
$100,945
$245,315
$5,868,595
TYX Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$155
$163
$205
$349
$331
$338
$197
$123
$149
$99
$111
$119
$247
$160
$183
$162
$185
$151
$163
$190
$125
$148
$66
$63
$154
$153
$158
$171
$182
$273
$250
$297
$196
$124
$149
$92
$79
$138
$210
Average Contracts Per Trade
Call
Put
Total
10.6
10.8
6.7
7.1
8.9
8.0
6.9
4.7
6.4
9.2
7.9
9.1
7.8
13.8
14.4
17.3
13.2
14.0
22.0
11.9
10.7
13.1
14.0
36.4
15.2
15.4
12.2
12.0
9.8
9.0
10.7
9.3
7.6
6.1
8.4
9.8
16.9
11.5
9.7
Call
Transactions
Put
Total
118
93
128
169
206
654
341
122
119
69
52
94
2,165
123
45
54
78
106
72
52
36
51
11
24
61
713
241
138
182
247
312
726
393
158
170
80
76
155
2,878
65
CBOE H ISTORICAL 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
2004
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
Contract Volume
Call
Put
Average Daily
Volume
361,086,774
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
198,190,521
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
162,896,253
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
—
—
—
—
1,432,884
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
2004
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
Total
154,632,839
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
81,910,271
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
72,722,568
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
$165,796,951
$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
$90,967,813
$74,829,138
$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
—
Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade
Year
2004
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
$459
$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
$459
$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
—
—
—
—
$459
$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
19.5
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
16.6
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
—
—
—
—
25.1
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
2004
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
Volume
361,086,774
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
224,316,863
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
Index
Volume
136,679,303
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
90,608
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
—
—
—
—
—
—
—
—
—
—
—
—
67
Total Options Contract Volume By Exchange
Year
CBOE
2004
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
361,086,774
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
Year
BOX
2004
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
20,741,271
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
68
AMEX
PHLX
PCX
202,692,231
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
__
__
133,404,843
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
__
__
103,262,458
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
__
__
__
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
__
__
__
__
__
__
__
__
__
__
__
__
ISE
360,852,519
244,979,023
152,399,279
65,353,969
7,565,684
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
Total
1,182,040,096
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
HISTORICAL TRADING ACTIVITY-EQUITY OPTIONS
Equity Options Contract Volume
Year
Trading
Days
Total
Total Volume
Call
Put
Average Daily
Volume
2004
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
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
224,316,863
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
144,135,153
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
80,181,710
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
—
—
—
—
890,146
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 Days
2004
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
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
253
253
253
253
253
252
252
253
253
253
173
Open Interest
Total
131,498,380
108,666,567
81,343,419
84,375,076
49,944,375
43,836,224
16,553,566
12,419,614
9,121,888
7,350,437
6,028,581
5,642,471
3,781,653
2,783,155
2,459,695
2,944,944
2,706,148
3,027,620
3,773,319
4,101,981
3,532,286
6,840,625
5,610,671
4,772,604
3,257,364
2,258,529
2,165,894
1,960,636
1,519,852
1,190,085
543,703
242,825
Call
72,327,968
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
Total
59,170,412
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
—
—
—
—
$44,009,316
$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
Call
$30,291,322
$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
—
—
—
—
Put
$13,717,994
$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
—
—
—
—
69
Equity Options Average Premium Per Contract and Average Contracts Per Trade
Year
2004
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
$196
$197
$224
$394
$693
$627
$414
$360
$339
$288
$247
$258
$251
$253
$257
$315
$243
$352
$302
$275
$318
$499
$426
$390
$527
$392
$420
$322
$420
$446
$294
$402
$210
$206
$189
$513
$603
$706
$448
$389
$376
$314
$250
$274
$255
$271
$258
$319
$255
$364
$329
$305
$346
$597
$501
$417
$588
$403
$419
$318
$420
$446
$294
$402
$171
$180
$278
$327
$880
$443
$344
$293
$250
$225
$239
$219
$243
$210
$254
$303
$203
$313
$210
$177
$240
$231
$278
$323
$265
$329
$429
$389
—
—
—
—
Average Contracts Per Trade
Total
Call
Put
17.3
16.4
15.7
13.8
11.4
102
10.7
10.4
10.4
11.1
12.2
10.4
9.1
9.2
9.5
10.2
8.8
8.6
8.5
8.7
8.4
7.7
7.4
7.2
6.1
6.0
5.3
5.1
4.1
3.5
3.4
2.6
14.9
14.7
14.6
7.2
10.4
9.5
9.8
9.7
9.9
10.6
11.9
10.2
9.1
9.0
9.7
10.0
8.8
8.6
8.5
8.7
8.3
7.8
7.5
7.3
6.0
5.8
5.3
5.1
4.1
3.5
3.4
2.6
24.3
21.2
18.0
28.2
14.2
12.1
12.9
12.4
11.6
12.5
12.9
11.0
9.3
9.7
9.3
10.8
9.1
8.6
8.4
8.8
8.6
7.5
7.2
7.0
6.5
7.2
5.7
5.3
—
—
—
—
Equity Options Contract Volume By Exchange
Cleared Equity Options Volume
Year
CBOE
2004
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
224,316,863
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
44,918,235
45,255,301
48,486,402
61,902,931
49,393,231
73,315,232
64,744,167
57,523,599
58,674,901
71,695,563
75,721,605
57,584,175
52,916,921
35,379,600
34,277,350
24,838,632
21,498,027
14,431,023
5,682,907
1,119,177
AMEX
PHLX
PCX
ISE
160,354,728 107,404,566 88,909,404 322,767,111
142,184,749 89,060,733 71,112,677 225,829,026
145,258,377 78,435,997 71,433,006 140,343,022
167,713,954 92,955,040 95,646,008 59,201,203
192,032,222 72,135,321 108,533,862
7,565,684
126,821,276 44,086,183 75,770,940
94,332,281 37,871,930 58,930,521
83,926,288 25,021,282 46,606,429
57,082,441 16,325,194 33,839,202
48,886,858 14,739,706 30,852,968
44,810,966 13,016,116 20,861,609
43,390,722 11,411,065 16,203,312
36,067,822 10,408,628 12,996,923
32,829,447 11,803,703 13,781,027
34,197,819 12,443,833 13,750,956
41,579,453 16,768,793 17,865,387
37,470,045 13,092,707 13,068,755
52,770,659 18,088,192 18,951,794
47,140,205 15,054,738 13,941,683
36,099,739 12,068,358 12,700,805
33,076,866 15,982,001 11,191,471
36,199,701 16,607,806 11,155,906
38,766,996 13,466,652 9,309,563
34,859,475 10,009,565 6,952,567
29,048,323
7,758,101 5,486,590
17,467,018
4,952,737 3,856,344
14,380,959
3,270,378 3,289,968
10,077,578
2,195,307 1,925,031
9,035,767
1,274,702
550,194
3,530,564
140,982
BOX
MSE*
NYSE**
16,457,048
1,413,206
3,414,471
2,860,273
2,269,165
2,010,184
2,042,844
1,901,208
2,546,734
3,723,184
1,902,900
1,305,974
1,050,152
163,593
1,518,611
2,609,164
2,012,363
600,780
15,237
Total
920,209,720
701,221,150
608,660,121
648,367,294
659,187,481
444,765,224
329,641,875
272,998,701
199,117,887
174,380,271
149,932,665
131,726,101
106,484,452
104,850,686
111,425,744
141,839,748
114,927,638
164,431,851
141,930,945
118,556,094
118,925,239
135,658,976
137,264,816
109,405,782
96,728,546
64,264,863
57,231,018
39,637,328
32,373,927
18,102,569
5,682,907
1,119,177
*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.
70
CBOE %
Share of
Total
Volume
24.0
24.7
28.5
36.0
42.3
46.1
42.0
42.5
44.4
44.2
46.0
44.6
42.2
43.2
43.5
43.6
43.0
44.6
45.6
48.5
49.3
52.8
55.2
52.6
54.7
55.1
59.9
62.7
66.4
79.7
100.0
100.0
Equity LEAPS Contract Volume and Open Interest
Year
Trading
Days
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
252
252
252
248
252
252
252
253
254
252
252
253
254
253
Average
Daily
Volume
Total Contract Volume
Total
Call
Put
28,285,579
23,177,623
21,149,572
21,068,576
18,320,847
12,495,220
7,193,811
5,146,780
3,573,877
3,532,779
2,919,657
2,571,321
1,547,717
625,642
16,526,854 11,758,725
13,389,335 9,788,288
12,530,244 8,619,328
7,228,812 13,839,764
12,913,284 5,407,563
8,828,450 3,666,770
5,109,298 2,084,513
3,677,210 1,469,570
2,538,756 1,035,121
2,463,099 1,069,680
2,169,929
749,728
1,866,891
704,430
1,182,606
365,111
497,984
127,658
112,244
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
41,145,160
35,790,932
30,405,272
17,881,440
9,220,251
6,331,538
2,623,740
1,749,909
2,467,906
1,042,392
957,380
846,057
508,781
199,109
21,129,138
18,535,560
17,362,660
11,694,927
5,859,826
3,738,715
1,730,927
1,114,337
841,547
665,976
618,975
543,649
365,887
150,230
20,016,022
17,255,372
13,042,612
6,186,513
3,360,425
2,592,823
892,813
635,572
1,626,359
376,416
338,405
302,408
142,894
48,879
HISTORICAL TRADING ACTIVITY-INDEX OPTIONS*
Total Index Option Contract Volume
Year
2004
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
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
136,679,303
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
Put
53,999,101
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
82,680,202
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
542,378
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
Year
Total
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
23,116,221
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
1,005,657
880,985
741,736
1,010,739
1,286,108
647,821
334,510
9,568,440
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
445,741
422,233
396,658
501,142
668,340
398,057
195,682
13,547,781
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
559,916
458,752
345,078
509,597
617,768
249,764
138,828
Total
$121,765,284,110
$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
$27,505,936,771
$27,478,205,683
$50,536,478,841
$35,358,087,000
$21,623,424,000
$15,356,000,000
$3,396,000,000
Dollar Volume
Call
Put
$60,659,265,879
$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
$17,563,299,309
$15,658,723,033
$29,612,693,832
$22,843,990,000
$15,471,594,000
$9,534,000,000
$1,882,000,000
$61,106,018,231
$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
$9,942,637,462
$11,819,482,650
$20,923,785,009
$12,514,097,000
$6,151,830,000
$5,822,000,000
$1,514,000,000
*Includes LEAPS for 1990-1998. 1999 & 2000 data includes LEAPS and FLEX.
71
Total Index Option Average Premium Per Contract and Average Contracts Per Trade
Average Premium Per Contract
Total
Call
Put
Year
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
$891
$1,031
$1,199
$1,986
$2,766
$2,131
$1,724
$1,465
$861
$595
$437
$377
$434
$514
$530
$425
$441
$466
$308
$238
$239
$318
$1,123
$1,279
$1,022
$1,894
$2,936
$2,758
$2,156
$1,998
$1,207
$903
$470
$447
$513
$648
$528
$549
$477
$506
$355
$277
$266
$363
Average Contracts Per Trade
Total
Call
Put
$739
$848
$1,346
$2,052
$2,633
$1,679
$1,403
$1,040
$593
$346
$410
$316
$362
$380
$531
$304
$401
$420
$248
$207
$204
$277
24.7
22.2
20.3
24.7
22.7
21.1
22.1
22.0
23.5
26.1
27.3
22.1
19.7
18.3
18.3
17.2
15.7
16.9
18.2
18.6
17.7
12.6
23.2
20.5
19.5
24.1
22.1
21.3
21.5
20.6
22.8
26.3
27.7
21.7
19.6
18.4
19.0
17.4
16.5
16.8
18.2
18.4
17.1
10.2
25.8
23.6
21.0
25.2
23.1
21.0
22.6
23.4
24.1
25.9
27.0
22.4
19.8
18.2
17.6
17.0
14.9
17.0
18.2
18.8
18.0
10.9
Total Index Options Contract Volume by Exchange
Year
CBOE
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
136,679,303
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
42,337,503 25,769,498 14,353,054
37,890,154 23,366,215 15,039,960
40,828,126 10,891,670 14,005,412
37,329,121 8,366,266 6,991,130
15,694,467 3,862,126
7,978
2,840,913 3,189,587
30,269
3,329,392 3,139,347
40,718
4,181,554 2,776,578
79,811
4,509,450 2,459,867
42,560
3,505,041 2,799,964
52,163
3,694,414 2,549,514
68,260
4,493,235 1,153,714
161,432
6,247,120
354,005
69,695
5,976,142
433,686
71,577
6,617,870
218,659
130,313
8,282,314
151,117
226,047
7,548,749
156,597
280,393
18,192,811
498,756
459,081
18,274,774 1,398,800
134,189
12,437,897 2,321,006
92,646
7,006,035
127,049
174,585
2,693,153
6,278
__
ISE
38,085,408
19,149,997
12,060,836
6,152,766
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
BOX
NYSE
MSE
4,284,223
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
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
__
__
SPXTM (S&P 500 ®) Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
252
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
127
49,472,117
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
17,781,545
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
72
Put
31,690,572
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
196,318
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
4,965,807
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
NASD
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
Total
261,508,989
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
52.3
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&P 100 ®) Contract Volume and Open Interest
Year
Trading
Days
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
252
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
Contract Volume
Call
16,426,392
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
7,993,875
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
8,432,517
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
Volume
65,184
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
318,690
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
XEO (S&P 100 ® European Style) Contract Volume and Open Interest
Year
Trading
Days
2004
2003
2002
2001
252
252
252
123
Total
1,800,574
1,933,355
1,708,074
473,625
Contract Volume
Call
842,544
962,550
797,153
187,189
Put
Average Daily
Volume
Open
Interest
958,030
970,805
910,921
286,436
7,145
7,672
6,778
3,851
80,488
78,386
72,902
62,997
DJX (Dow Jones Industrial Average SM) Contract Volume and Open Interest
Year
Trading
Days
2004
2003
2002
2001
2000
1999
1998
1997
252
252
252
248
252
252
252
61
Total
7,347,145
10,193,708
12,114,841
8,958,075
3,763,077
3,319,804
4,281,731
2,029,938
Contract Volume
Call
3,512,773
4,595,606
4,141,448
2,666,528
1,635,695
1,015,438
1,399,234
902,050
Put
3,834,372
5,598,102
7,973,393
6,291,547
2,127,382
2,304,366
2,882,497
1,127,888
Average Daily
Volume
29,155
40,451
48,075
36,121
14,933
13,174
16,991
33,278
Open
Interest
584,402
603,906
822,035
562,428
223,569
437,654
343,556
464,792
NDX (Nasdaq-100 Index®) Contract Volume and Open Interest
Year
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
Trading
Days
252
252
252
248
252
252
252
253
254
252
227
Total
3,528,556
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
1,327,392
579,208
523,282
684,259
940,780
568,392
774,814
1,090,248
1,495,178
881,058
558,245
Put
2,201,164
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
Volume
14,002
6,439
4,750
6,467
9,181
5,442
6,203
8,148
12,662
8,263
5,986
Open
Interest
276,491
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
Trading
Days
2004
2003
2002
2001
2000
252
252
252
248
93
Total
5,503,345
4,034,201
4,993,791
6,325,335
1,468,469
Contract Volume
Call
Put
2,498,691
1,798,884
2,506,047
3,084,290
756,636
3,004,654
2,235,317
2,487,744
3,241,045
711,740
Average Daily
Volume
21,839
16,009
19,817
25,505
15,790
Open
Interest
1,528,121
1,125,454
694,679
589,386
268,086
73
RUT (Russell 2000 Index®) Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
252
252
252
248
252
252
252
253
254
252
252
253
35
889,448
612,790
386,262
325,157
835,614
821,565
876,158
616,882
388,399
317,099
651,009
494,980
40,086
336,085
237,850
156,940
142,733
197,567
414,385
383,124
349,415
179,145
103,557
192,777
233,801
19,869
Put
553,363
374,940
229,322
182,424
638,047
407,180
493,034
267,467
209,254
213,542
458,232
261,179
20,217
Average Daily
Volume
3,530
2,432
1,533
1,311
3,316
3,260
3,477
2,438
1,529
1,258
2,583
1,956
1,145
Open
Interest
94,214
117,599
95,467
91,373
64,663
33,322
57,215
34,035
55,901
24,754
46,817
76,896
21,499
QQQQ (Nasdaq 100 ® Shares) Options Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
Open
Interest
2004
2003
2002
2001
252
252
252
227
32,628,165
28,081,944
24,052,423
20,314,749
11,744,724
10,482,751
12,856,006
11,575,444
20,883,441
17,599,193
11,196,417
8,739,305
129,477
111,436
95,446
89,492
11,464,244
9,265,454
6,173,550
3,752,838
DIA (DIAMONDS) Options Contract Volume and Open Interest
Year
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume
Open
Interest
2004
2003
2002
252
252
157
8,552,875
9,370,722
4,500,093
4,113,430
4,020,916
1,598,219
4,439,445
5,349,806
2,901,874
33,940
37,185
28,663
722,145
730,409
274,702
IWM (iShares Russell 2000 ® Index Fund) Contract Volume and Open Interest
Year
Trading
Days
Total
2004
252
4,938,465
Contract Volume
Call
1,051,638
Put
Average Daily
Volume
Open
Interest
3,886,827
19,597
705,572
OEF (iShares S&P 100 ® Fund) Contract Volume and Open Interest
Trading
Days
2004
2003
2002
2001
252
252
252
227
74
Year
Total
135,379
171,161
117,376
189,976
Contract Volume
Call
Put
Average Daily
Volume
Open
Interest
75,844
105,708
89,415
163,917
59,535
65,453
27,961
26,059
537
679
466
837
67,754
45,337
14,754
6,535
HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume
Year
Trading
Days
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
252
252
252
248
252
251
251
250
252
250
250
251
251
251
251
131
Total
Contract Volume
Call
Put
Average Daily
Volume
56,267
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
34,341
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
360
357
172
160
167
170
306
302
374
260
866
257
228
199
246
555
90,608
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
Total Interest Rate Options Open Interest and Dollar Volume
Year
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Total
Open Interest in Contracts
Call
Put
Total
13,863
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
4,375
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
$22,351,070
$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
18,238
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
Dollar Volume
Call
$17,224,745
$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
$5,126,325
$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
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Year
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
Average Premium Per Contract
Total
Call
Put
$247
$279
$225
$258
$314
$189
$185
$211
$216
$169
$183
$174
$124
$147
$174
$167
$306
$290
$237
$221
$196
$204
$132
$179
$216
$146
$220
$164
$111
$115
$183
$143
$149
$258
$211
$285
$387
$177
$257
$244
$216
$204
$147
$184
$140
$184
$167
$193
Average Contracts Per Trade
Total
Call
9.4
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
7.8
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
Put
14.4
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
75
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