2005
Market Statistics
MARKET STATISTICS-2005
Table of Contents
INTEREST RATE OPTIONS-2005
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
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Total Interest Rate Options .........................................................................67
IRX Options ...............................................................................................68
FVX Options ..............................................................................................69
TNX Options .............................................................................................70
TYX Options ..............................................................................................71
EQUITY OPTIONS-2005
HISTORICAL TRADING ACTIVITY
CBOE TRADING ACTIVITY-2005
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.................................................... 8-19
CBOE Equity Options Volume . ........................................................... 20-44
CBOE Top 100 Equity Options Ranked By Volume.............................. 45-46
INDEX OPTIONS-2005
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Index Options Launch Dates ......................................................................47
Most Active Indexes-2005............................................................................48
Total Index Options ....................................................................................49
Total Index Options Contract Volume By Exchange....................................50
Total Index FLEX (DIA, QQQQ, RUT, SPX).............................................51
SPX® (S&P 500®)........................................................................................52
XSP® (Mini-S&P 500® Index)......................................................................53
OEX® (S&P 100®).......................................................................................54
XEO® (S&P 100® European Style)..............................................................55
DJX (Dow Jones Industrial AverageSM) ........................................................56
NDX (Nasdaq-100 Index®) . .......................................................................57
MNX (Mini Nasdaq-100 Index®) ...............................................................58
RUT (Russell 2000® Index) ........................................................................59
QQQQ (Nasdaq 100® Shares).....................................................................60
DIA (DIAMONDS®)..................................................................................60
SPY (S&P Depository Receipts)...................................................................61
IWM (iShares Russell 2000® Index Fund)....................................................61
OEF (iShares S&P 100® Fund)....................................................................62
Other Index Option Products .....................................................................63
Other Index Options Contract Volume Detail....................................... 64-66
ALL OPTIONS
Total CBOE Options Contract Volume.......................................................72
Total CBOE Options Year-End Open Interest and Dollar Volume...............72
Total CBOE Options Average Permium
Per Contract, and Average Contracts Per Trade.......................................73
Total CBOE Options Contract Volume-All Options....................................73
Total Options Contract Volume By Exchange..............................................74
EQUITY OPTIONS
Equity Options Contract Volume.................................................................75
Equity Options Open Interest and Dollar Volume.......................................75
Equity Options Average Premium Per Contract
and Average Contracts Per Trade............................................................76
Equity Options Contract Volume By Exchange............................................76
Equity LEAPS Contract Volume and Open Interest.....................................77
INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Index Contract Volume.......................................................................77
Total Index Option Open Interest and Dollar Volume.................................77
Total Index Option Average Premium Per Contract
and Average Contracts Per Trade............................................................78
Total Index Options Contract Volume By Exchange....................................78
OEX® (S&P 100®) . ....................................................................................79
XEO® (S&P 100® European Style)..............................................................79
SPX® (S&P 500®) .......................................................................................79
XSP® (Mini-S&P 500®)...............................................................................79
DJX (Dow Jones Industrial AverageSM) ........................................................80
NDX (Nasdaq-100 Index®) . ......................................................................80
MNX® (Mini Nasdaq-100 Index®) .............................................................80
RUT (Russell 2000® Index) .......................................................................81
QQQQ (Nasdaq 100® Shares).....................................................................81
DIA (DIAMONDS®)..................................................................................81
SPY (S&P Depository Receipts)...................................................................81
IWM (iShares Russell 2000® Index Fund)....................................................81
OEF (iShares S&P 100® Fund)....................................................................81
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume..............................................82
Total Interest Rate Options Open Interest and Dollar Volume.....................82
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions........................................82
CBOE TRADING ACTIVITY-2005
Total CBOE Options Trading Summary
Call
No. of Contracts
247,513,759
Average Daily Volume
982,197
Dollar Volume $112,617,864,016
Open Interest
96,452,688
Transactions
15,478,467
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
22
21
21
22
20
23
21
21
21
21
252
Total
Put
220,735,542
468,249,301
875,935
1,858,132
$90,052,258,803 $202,670,122,819
84,094,195
180,546,883
8,780,292
24,258,759
Contract Volume
Put
Total
Average Daily
Total
Call
18,794,913 16,088,846 34,883,759
17,152,014 14,401,416 31,553,430
19,744,882 18,081,764 37,826,646
20,452,651 20,260,704 40,713,355
18,199,075 16,490,726 34,689,801
19,815,094 17,070,637 36,885,731
19,500,365 16,486,636 35,987,001
20,949,288 20,295,816 41,245,104
21,412,192 19,794,568 41,206,760
24,723,645 24,898,916 49,622,561
23,501,907 19,262,498 42,764,405
23,267,733 17,603,015 40,870,748
247,513,759 220,735,542 468,249,301
1,744,188
1,660,707
1,719,393
1,938,731
1,651,895
1,676,624
1,799,350
1,793,265
1,962,227
2,362,979
2,036,400
1,946,226
1,858,132
Open Interest
Put
Total
62,108,669
68,492,088
74,977,242
77,715,416
80,065,611
80,769,041
84,808,155
89,062,398
93,576,311
96,000,925
99,027,057
96,452,688
—
54,436,124
60,689,488
65,707,623
68,845,319
72,222,175
72,376,759
77,792,631
81,226,730
84,022,043
85,395,176
86,990,071
84,094,195
—
Total Dollar
Volume
116,544,793
129,181,576
140,684,865
146,560,735
152,287,786
153,145,800
162,600,786
170,289,128
177,598,354
181,396,101
186,017,128
180,546,883
—
$14,560,451,838
$11,859,244,345
$19,677,281,500
$17,946,016,060
$13,333,150,728
$19,932,650,479
$12,869,882,816
$15,395,205,711
$20,036,526,045
$20,608,500,042
$16,304,850,742
$20,146,362,513
$202,670,122,819
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
Trading
Days
20
19
22
21
21
22
20
23
21
21
21
21
252
Average Premium Per Contract
Call
Put
Total
$401
$404
$567
$401
$395
$622
$398
$391
$541
$380
$402
$553
$455
$436
$342
$469
$481
$373
$446
$310
$355
$427
$450
$356
$413
$408
$417
$376
$520
$441
$384
$540
$358
$373
$486
$415
$381
$493
$433
Average Contracts Per Trade
Call
Put
Total
16
16
16
17
16
16
15
16
15
16
16
16
16
25
24
25
26
25
26
25
26
25
26
25
23
25
19
19
20
21
20
20
19
20
19
20
19
18
19
Call
Transactions
Put
Total
1,163,492 645,238 1,808,730
1,094,646 604,896 1,699,542
1,209,436 716,616 1,926,052
1,177,942 777,469 1,955,411
1,122,262 657,237 1,779,499
1,217,613 661,974 1,879,587
1,282,690 665,176 1,947,866
1,318,908 785,026 2,103,934
1,407,860 780,728 2,188,588
1,516,029 949,749 2,465,778
1,488,769 780,960 2,269,729
1,478,820 755,223 2,234,043
15,478,467 8,780,292 24,258,759
Total CBOE Options Contract Volume - All Options
Trading
Month Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
22
21
21
22
20
23
21
21
21
21
252
Total
Volume
Equity
Volume
34,883,759
31,553,430
37,826,646
40,713,355
34,689,801
36,885,731
35,987,001
41,245,104
41,206,760
49,622,561
42,764,405
40,870,748
468,249,301
21,551,171
19,964,885
23,407,875
23,589,589
20,199,247
21,254,421
21,412,287
23,451,899
24,187,488
27,674,896
24,577,944
24,375,278
275,646,980
Index
Volume
13,327,927
11,582,971
14,407,189
17,118,799
14,484,035
15,623,128
14,571,355
17,789,760
17,015,487
21,942,688
18,183,450
16,489,906
192,536,695
Interest Rate
Volume
4,661
5,574
11,582
4,967
6,519
8,182
3,359
3,445
3,785
4,977
3,011
5,564
65,626
Total Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
34,883,759
31,553,430
37,826,646
40,713,355
34,689,801
36,885,731
35,987,001
41,245,104
41,206,760
49,622,561
42,764,405
40,870,748
468,249,301
AMEX
18,072,028
15,896,701
19,688,964
18,110,790
16,376,623
15,355,815
15,212,341
16,016,002
17,577,503
18,218,731
16,966,647
14,272,690
201,764,835
BOX
4,717,944
4,207,781
5,459,501
6,461,741
5,759,475
6,421,172
6,794,181
7,148,706
7,090,120
9,537,861
7,867,421
6,736,282
78,202,185
PHLX PCX
10,417,013 13,342,334
10,667,325 11,492,565
12,028,598 11,797,890
12,045,146
9,901,643
10,479,241
9,611,136
11,719,697 10,194,789
10,864,993
9,372,846
12,430,981
9,792,641
13,554,011 12,826,050
17,502,729 11,073,276
21,604,013 16,943,118
19,305,305 18,432,210
162,619,052 144,780,498
ISE
TotalCBOE Share
36,019,230 117,452,308
32,474,487 106,292,289
37,193,586 123,995,185
36,973,343 124,206,018
32,850,514 109,766,790
33,598,205 114,175,409
34,645,300 112,876,662
35,622,095 122,255,529
39,619,154 131,873,598
48,839,709 154,794,867
43,129,200 149,274,804
37,730,846 137,348,081
448,695,669 1,504,311,540
30%
30%
31%
33%
32%
32%
32%
34%
31%
32%
29%
30%
31%
EQUITY OPTIONS-2005
Equity
Options Contract Volume
During 2005, 276 million equity contracts were traded on the CBOE, representing options on 27.6 billion shares of underlying stock.
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
13,433,818
12,513,565
14,215,285
13,914,475
12,456,389
13,579,730
13,982,844
14,615,118
15,269,894
16,752,813
15,686,840
15,484,024
171,904,795
Contract Volume
Put
Total
8,117,353
7,451,320
9,192,590
9,675,114
7,742,858
7,674,691
7,429,443
8,836,781
8,917,594
10,922,083
8,891,104
8,891,254
103,742,185
21,551,171
19,964,885
23,407,875
23,589,589
20,199,247
21,254,421
21,412,287
23,451,899
24,187,488
27,674,896
24,577,944
24,375,278
275,646,980
Average Daily
Volume
1,077,559
1,050,783
1,063,994
1,123,314
961,869
966,110
1,070,614
1,019,648
1,151,785
1,317,852
1,170,378
1,160,728
1,093,837
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 2005, open interest in equity options on CBOE was 151,157,355 contracts.
Open Interest
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
54,036,039
59,041,799
65,546,894
66,406,740
68,707,624
69,743,068
72,676,596
76,430,804
81,474,564
82,307,669
84,509,594
83,872,112
—
42,689,201
46,636,680
51,857,089
53,414,943
55,501,671
56,318,109
59,274,768
62,104,037
65,107,388
65,447,877
66,546,103
67,285,243
—
96,725,240
105,678,479
117,403,983
119,821,683
124,209,295
126,061,177
131,951,364
138,534,841
146,581,952
147,755,546
151,055,697
151,157,355
—
Call
$2,976,088,133
$3,031,206,346
$3,322,654,048
$2,814,029,963
$2,714,746,913
$3,465,499,734
$3,346,484,448
$3,494,025,424
$4,175,170,547
$3,728,180,284
$4,466,591,662
$5,137,693,227
$42,672,370,729
Dollar Volume
Put
Total
$1,570,145,875 $4,546,234,008
$1,235,417,576 $4,266,623,923
$1,722,775,063 $5,045,429,111
$2,064,313,008 $4,878,342,971
$1,408,944,195 $4,123,691,107
$1,098,939,856 $4,564,439,590
$958,346,159 $4,304,830,606
$1,362,211,716 $4,856,237,140
$1,298,738,277 $5,473,908,824
$2,211,960,382 $5,940,140,666
$1,873,577,513 $6,340,169,175
$1,748,078,827 $6,885,772,054
$18,553,448,446 $61,225,819,175
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
$222
$242
$234
$202
$218
$255
$239
$239
$273
$223
$285
$332
$248
$193
$166
$187
$213
$182
$143
$129
$154
$146
$203
$211
$197
$179
$211
$214
$216
$207
$204
$215
$201
$207
$226
$215
$258
$282
$222
Average Contracts Per Trade
Call
Put
Total
14
14
14
15
14
14
13
14
13
14
13
13
14
24
21
23
24
24
24
26
25
25
26
22
20
24
17
16
17
18
17
17
16
16
16
17
16
15
16
Call
Transactions
Put
Total
940,902 339,919 1,280,821
899,686 350,808 1,250,495
989,983 397,819 1,387,802
925,257 400,611 1,325,869
886,734 323,883 1,210,617
962,631 316,773 1,279,404
1,059,785 289,064 1,348,849
1,073,757 350,995 1,424,752
1,169,254 356,803 1,526,057
1,205,735 420,886 1,626,621
1,167,353 407,667 1,575,020
1,152,033 434,683 1,586,715
12,433,110 4,389,91116,823,021
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 2005.
At year-end there were 1,766 listed equity options at CBOE.
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
AMEX
PHLX
PCX
ISE
21,551,171 13,981,575
8,928,423 12,107,432 31,923,753
19,964,885 12,812,194
9,205,882 10,156,106 28,975,347
23,407,875 15,615,424 10,305,365 10,528,227 32,420,303
23,589,589 14,162,390 10,175,483
8,502,490 31,040,517
20,199,247 12,544,564
9,215,006
8,514,324 27,220,589
21,254,421 11,750,109 10,100,019
8,913,593 28,375,252
21,412,287 11,832,252
9,812,919
8,602,503 29,777,409
23,451,899 12,628,577 11,112,284
9,050,745 30,602,568
24,187,488 13,115,043 10,958,215 10,170,842 33,710,915
27,674,896 13,521,106 13,970,798
9,830,335 40,525,533
24,577,944 12,706,084 18,506,801 14,977,185 37,017,267
24,375,278 10,350,764 16,587,464 16,267,897 32,427,388
275,646,980 155,020,082 138,878,659 127,621,679 384,016,841
BOX
Total
3,228,108
91,720,462
2,899,421
84,013,835
3,605,536
95,882,730
4,456,194
91,926,663
4,430,995
82,124,725
5,156,900
85,550,294
5,720,036
87,157,406
5,984,407
92,830,480
6,016,113
98,158,616
7,563,227
113,085,895
6,665,607
114,450,888
5,591,921
105,600,712
61,318,465 1,142,502,706
CBOE
Market Share
23%
24%
24%
26%
25%
25%
25%
25%
25%
24%
21%
23%
24%
Equity LEAPS® (Long-term Equity AnticiPation SecuritiesTM) Contract Volume,
Open Interest and Dollar Volume
Trading
Contract Volume
Average Daily
Month
Days
Call
Put
Total
Volume
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20 1,914,254 1,538,450 3,452,704
19 1,859,637 1,374,500 3,234,137
22 2,458,791 1,851,528 4,310,319
21 2,511,110 2,297,955 4,809,065
21 1,718,210 1,775,657 3,493,867
22 1,641,615 1,184,225 2,825,840
20 1,198,973
776,317 1,975,290
23 1,159,110
956,690 2,115,800
21 1,239,774
857,751 2,097,525
21 1,553,488 1,633,958 3,187,446
21 1,561,004 1,357,660 2,918,664
21 1,570,630 1,162,423 2,733,053
252 20,386,596 16,767,114 37,153,710
172,635
170,218
195,924
229,003
166,375
128,447
98,765
91,991
99,882
151,783
138,984
130,145
147,435
Open Interest in Contracts
Call
Put
Total
5,004,883
6,321,386
8,102,035
9,208,023
10,362,207
11,889,596
13,456,939
15,339,613
17,782,665
20,065,277
22,202,282
24,466,273
—
4,260,201
5,259,286
6,719,537
7,942,202
9,288,662
10,323,975
11,587,366
13,377,318
15,274,672
17,336,763
19,222,394
20,703,226
—
9,265,084
11,580,672
14,821,572
17,150,225
19,650,869
22,213,571
25,044,305
28,716,931
33,057,337
37,402,040
41,424,676
45,169,499
—
Dollar Volume
Total
$1,137,777,180
$1,141,325,333
$1,616,509,900
$1,548,065,136
$1,187,998,415
$1,089,344,773
$725,975,548
$872,359,912
$931,311,312
$1,252,655,830
$1,664,217,322
$1,212,377,316
$14,379,917,977
Equity LEAPS 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
22
21
21
22
20
23
21
21
21
21
252
Average Premium Per Contract
Call
Put
Total
$369
$409
$453
$360
$375
$449
$396
$493
$487
$436
$635
$492
$439
$280
$277
$271
$281
$307
$297
$323
$315
$381
$352
$496
$378
$323
$330
$353
$375
$322
$340
$385
$368
$412
$444
$393
$570
$444
$387
Average Contracts Per Trade
Call
Put
Total
17
17
21
21
18
18
18
18
17
19
18
17
18
32
28
33
37
38
28
24
33
27
41
32
27
32
22
21
25
26
24
21
20
23
20
26
23
20
23
Call
110,017
108,346
117,294
121,422
96,733
92,477
65,206
62,758
72,274
83,021
85,000
93,928
1,108,476
Transactions
Put
47,557
48,632
56,686
62,469
46,796
42,273
31,840
28,714
31,217
40,287
42,117
43,400
521,988
Total
157,574
156,978
173,980
183,891
143,529
134,750
97,046
91,472
103,491
123,308
127,117
137,328
1,630,464
Equity FLEX® (FLexible EXchange) Options Contract Volume, Open Interest and Dollar Volume
Trading
Month
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Call Put
Total
141,641
106,035
32,040
65,380
58,279
25,370
10,901
29,940
25,955
31,792
44,652
47,464
619,449
215,519 357,160
163,312 269,347
185,969 218,009
47,419 112,799
53,630 111,909
27,931
53,301
22,738
33,639
39,815
69,755
35,210
61,165
14,579
46,371
23,942
68,594
64,510 111,974
894,574 1,514,023
Average Daily
Volume
17,858
14,176
9,910
5,371
5,329
2,423
1,682
3,033
2,913
2,208
3,266
5,332
6,008
Open Interest in Contracts
Call
Put
Total
412,209
484,730
490,792
506,466
485,815
450,712
413,137
415,197
399,437
384,648
480,696
504,530
—
662,221
833,061
697,312
722,252
701,028
677,093
700,132
714,138
665,675
645,204
623,934
700,342
—
Dollar Volume
Total
1,074,430
1,317,791
1,188,104
1,228,718
1,186,843
1,127,805
1,113,269
1,129,335
1,065,112
1,029,852
1,104,630
1,204,872
—
$127,381,625
$25,396,155
$25,159,290
$23,398,880
$29,732,335
$24,377,965
$5,237,275
$13,624,710
$12,252,150
$21,044,065
$18,270,395
$42,793,680
$368,668,525
Equity FLEX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Trading
Days
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
20
19
22
21
21
22
20
23
21
21
21
21
252
$341
$131
$214
$231
$156
$422
$262
$186
$149
$595
$181
$461
$266
964
964
386
674
466
423
287
576
590
388
399
435
585
$367
$70
$98
$175
$385
$489
$105
$202
$238
$147
$426
$324
$228
$357
$94
$115
$207
$266
$457
$156
$195
$200
$454
$266
$382
$244
691
1,074
2,583
741
631
329
303
387
312
324
189
538
661
778
1,028
1,407
701
533
368
298
450
390
365
287
489
628
Call
147
110
83
97
125
60
38
52
44
82
112
109
1,059
Transactions
Put
Total
312
152
72
64
85
85
75
103
113
45
127
120
1,353
459
262
155
161
210
145
113
155
157
127
239
229
2,412
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
RDI
A
COMS
MMM
NDN
ABT
ANF
ABGX
ACN
LEND
ACDO
ACE
ATN
ATVI
ADPT
ADCT
ADBE
EYE
AMD
AES
AET
AMG
AFFX
A AAI
AKS
AKAM
APCS
ABS
AL
ALA
AA
ACL
ALXN
AYE
ATI
AGN
AGI
ATK
AW
ALD
ALOY
MDRX
ALL
AT
ALTR
MO
ALVR
AMZN
ABK
DOX
AHC
AMX
AXL
AEOS
AEP
AXP
AIG
APPX
APCC
ASD
AMSC
AMT
ACF
ABC
AMTD
AMGN
AMKR
AMR
AMLN
APC
ADI
@Road, Inc.
3Com Corporation
3M Company
99 Cents Only Stores
Abbott Laboratories
Abercrombie & Fitch Company
Abgenix, Inc.
Accenture Ltd-CL A
Accredited Home Lenders Holding Company
Accredo Health, Incorporated
ACE, Ltd.
Action Performance Companies, Inc.
Activision, Inc.
Adaptec, Inc.
ADC Telecommunications, Inc.
Adobe Systems, Inc.
Advanced Medical Optics, Inc.
Advanced Micro Devices, Inc.
AES Corporation
Aetna Inc.
Affiliated Managers Group, Inc.
Affymetrix, Inc.
Agilent Technologies, Corporation
Airtran Holdings, Inc.
AK Steel Holding Corporation
Akamai Technologies, Inc.
Alamosa Holdings, Inc. (New)
Albertson’s, Inc.
Alcan, Inc.
Alcatel
ALCOA Inc.
Alcon, Inc.
Alexion Pharmaceuticals, Inc.
Allegheny Energy, Inc.
Allegheny Technologies, Inc.
Allergan, Inc.
Alliance Gaming Corporation
Alliant Techsystems, Inc.
Allied Waste Industries, Inc.
Alllied Capital Corporation
Alloy, Inc.
Allscripts Healthcare Solutions, Inc.
Allstate Corporation (The)
ALLTEL Corporation
Altera Corporation
Altria Group, Inc.
Alvarion Limited
Amazon.Com, Inc.
AMBAC, Inc.
Amdocs, Ltd.
Amerada Hess Corporation
America Movil S.A. de C.V.
American Axle & Manufacturing Holdings, Inc.
American Eagle Outfitters, Inc.
American Electric Power Company, Inc.
American Express Company
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
AmerisourceBergen Corporation
Ameritrade Holding Corp. Cl A
Amgen, Inc.
Amkor Technology, Inc.
AMR Corporation
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
Analog Devices, Inc.
Total 4,160
10,575
40,117
2,900
40,757
18,927
24,730
6,284
9,221
894
2,234
315
57,541
9,840
23,234
14,784
208
177,178
24,094
14,075
10,363
100
48,005
5,986
17,594
10,398
550
25,320
8,579
8,823
64,639
121
4,882
3,254
2,550
6,590
2,912
4,789
13,840
19,121
863
2,425
28,355
9,711
13,489
837,264
19,460
117,383
250
21,249
21,887
29,172
8,110
8,945
14,016
291,750
191,212
12,097
18,502
6,624
3,122
54,116
21,638
13,270
24,100
91,294
15,545
284,046
32,376
22,010
11,100
Contract Volume
Callff
Put
3,005
8,907
18,538
2,648
27,610
7,608
18,178
4,082
6,057
280
1,229
179
52,245
1,233
19,892
8,179
205
101,668
8,811
8,423
8,388
74
23,930
4,952
13,300
6,586
530
6,823
5,191
4,548
39,062
81
4,098
2,454
1,938
5,855
2,563
1,604
1,639
6,802
439
1,922
24,014
7,463
10,633
485,318
17,176
51,156
101
17,434
8,366
16,128
624
6,202
9,082
248,614
94,748
7,354
13,244
5,363
2,738
23,700
10,903
3,842
16,019
58,776
9,712
84,041
21,632
14,116
5,624
1,155
1,668
21,579
252
13,147
11,319
6,552
2,202
3,164
614
1,005
136
5,296
8,607
3,342
6,605
3
75,510
15,283
5,652
1,975
26
24,075
1,034
4,294
3,812
20
18,497
3,388
4,275
25,577
40
784
800
612
735
349
3,185
12,201
12,319
424
503
4,341
2,248
2,856
351,946
2,284
66,227
149
3,815
13,521
13,044
7,486
2,743
4,934
43,136
96,464
4,743
5,258
1,261
384
30,416
10,735
9,428
8,081
32,518
5,833
200,005
10,744
7,894
5,476
Average Daily Volume
Total
Call
Put
17
42
159
12
162
75
98
25
37
4
9
1
228
39
92
59
1
703
96
56
41
0
190
24
70
41
2
100
34
35
257
0
19
13
10
26
12
19
55
76
3
15
113
39
54
3,322
77
466
1
84
87
116
32
35
56
1,158
759
48
73
26
12
215
86
53
96
362
62
1,127
128
87
44
12
35
74
11
110
30
72
16
24
1
5
1
207
5
79
32
1
403
35
33
33
0
95
20
53
26
2
27
21
18
155
0
16
10
8
23
10
6
7
27
2
12
95
30
42
1,926
68
203
0
69
33
64
2
25
36
987
376
29
53
21
11
94
43
15
64
233
39
333
86
56
22
5
7
86
1
52
45
26
9
13
2
4
1
21
34
13
26
0
300
61
22
8
0
96
4
17
15
0
73
13
17
101
0
3
3
2
3
1
13
48
49
2
3
17
9
11
1,397
9
263
1
15
54
52
30
11
20
171
383
19
21
5
2
121
43
37
32
129
23
794
43
31
22
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
NDW
A
ADRX
AU
BUD
NLY
ANN
AGEN
AOC
APA
SIL
APHT
APOL
AAPL
CRA
ABI
AMAT
AMCC
AHG
ACI
ADM
AX
ARIA
ARBA
AH
ASA
ASCL
ASH
ASML
AIZ
AZN
TA
AGIX
AUDC
ADAT
ADP
AN
AZO
AV
AVY
AVID
AVP
BHI
BLL
BLDP
BAC
BK
BCR
BKS
ABX
BOL
BAX
BEAS
BSC
BZH
BBBY
BLS
BMS
BBY
BIIB
BMRN
BMET
PDLI
BPA
BIOS
BSTE
BVF
BSG
BJS
BDK
HRB
BBI
BMC
BA
Andrew Corporation
Andrx Corp.
AngloGold Ashanti Limited ADS
Anheuser-Busch Companies, Inc.
Annaly Mortgage Management, Inc.
AnnTaylor Stores Corporation
Antigenics Inc.
AON Corporation
Apache Corporation
Apex Silver Mines Limited
Aphton Corp.
Apollo Group, Inc.
Apple Computer, Inc.
Applera Corp - Celera Genomics Group
Applera Corporation-Applied Biosystems Group
Applied Materials, Inc.
Applied Micro Circuits Corporation
Apria Healthcare Group Incorporated
Arch Coal, Inc.
Archer-Daniels-Midland Company
Archipelago Holdings, Inc.
ARIAD Pharmaceuticals, Inc.
Ariba, Inc.
Armor Holdings Inc.
ASA Limited
Ascential Software Corporation
Ashland, Inc.
ASM Holding N.V.
Assurant, Inc.
AstraZeneca plc ADS
T&T Corporation
AtheroGenics, Inc.
AudioCodes Ltd.
Authentidate Holding Corp. (New)
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
Avaya, Inc.
Avery Dennison Corporation
Avid Technology, Inc.
Avon Products, Inc.
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.
Barrick Gold Corporation
Bausch & Lomb Incorporated
Baxter International, Inc.
BEA Systems, Inc.
Bear Stearns Companies, Inc. (The)
Beazer Homes USA, Inc.
Bed Bath & Beyond, Inc.
BellSouth Corporation
Bemis Company
Best Buy Co., Inc.
BIOGEN IDEC Inc.
BioMarin Pharmaceutical Inc.
Biomet, Inc.
BioPharma, Inc.
BioSante Pharmaceuticals, Inc.
BioScripp, Inc.
Biosite, Inc.
Biovail Corporation International
BISYS Group, Inc. (The)
BJ Services Company
Black & Decker Corporation (The)
Block (H & R), Inc.
Blockbuster Inc. Cl A
BMC Software, Inc.
Boeing Company (The)
Total 4,024
7,124
11,333
80,715
21,772
5,456
9,850
9,137
30,549
5,706
1,360
12,006
284,430
2,922
1,469
60,663
13,477
4,201
15,958
9,823
2,806
3,815
7,621
2,104
2,651
1,357
2,452
3,434
526
3,197
72,991
47,909
43
118
9,309
2,896
15,199
14,629
1,367
3,213
35,936
8,657
2,935
5,320
144,034
8,616
1,141
4,039
24,898
533
14,063
35,228
29,377
23,029
11,744
29,389
3,466
47,198
45,995
13
8,656
6,629
76
354
3,758
10,540
119
14,868
3,184
6,102
51,517
5,492
27,289
Contract Volume
Callff
Put
1,669
4,092
9,874
62,368
10,486
2,947
8,311
5,420
18,919
2,553
706
5,429
190,700
1,779
988
34,842
11,455
4,131
6,921
7,265
1,512
3,261
6,302
2,099
1,940
951
2,090
1,051
196
2,210
34,058
35,779
13
16
5,594
1,082
12,182
9,952
1,174
2,028
16,539
5,032
494
4,627
80,023
5,222
1,069
1,397
18,229
458
6,610
24,018
4,732
10,868
8,906
10,876
288
20,959
29,343
13
3,257
3,379
61
323
2,230
5,358
105
6,092
2,573
1,391
30,605
4,959
13,553
2,355
3,032
1,459
18,347
11,286
2,509
1,539
3,717
11,630
3,153
654
6,577
93,730
1,143
481
25,821
2,022
70
9,037
2,558
1,294
554
1,319
5
711
406
362
2,383
330
987
38,933
12,130
30
102
3,715
1,814
3,017
4,677
193
1,185
19,397
3,625
2,441
693
64,011
3,394
72
2,642
6,669
75
7,453
11,210
24,645
12,161
2,838
18,513
3,178
26,239
16,652
0
5,399
3,250
15
31
1,528
5,182
14
8,776
611
4,711
20,912
533
13,736
Average Daily Volume
Total
Call
Put
16
28
45
320
86
22
39
36
121
23
5
48
1,129
12
6
241
53
17
63
39
11
15
30
8
11
5
10
14
2
13
290
190
0
0
37
11
60
58
5
13
143
34
12
21
572
34
5
16
99
2
56
140
117
91
47
117
14
187
183
0
34
26
0
1
15
42
0
59
13
24
204
22
108
7
16
39
247
42
12
33
22
75
10
3
22
757
7
4
138
45
16
27
29
6
13
25
8
8
4
8
4
1
9
135
142
0
0
22
4
48
39
5
8
66
20
2
18
318
21
4
6
72
2
26
95
19
43
35
43
1
83
116
0
13
13
0
1
9
21
0
24
10
6
121
20
54
9
12
6
73
45
10
6
15
46
13
3
26
372
5
2
102
8
0
36
10
5
2
5
0
3
2
1
9
1
4
154
48
0
0
15
7
12
19
1
5
77
14
10
3
254
13
0
10
26
0
30
44
98
48
11
73
13
104
66
0
21
13
0
0
6
21
0
35
2
19
83
2
55
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
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
217
10
WA
B
BORL
BSX
BOW
BYD
BP
BMY
BRCM
BRCD
BC
BNI
BR
CVC
CDNS
CZR
CDIS
CPNLQ
CCJ
CPB
COF
CPST
CAH
CECO
CMX
CCL
CAT
CBRL
CHINA
CLS
CELG
CEGE
CTIC
CX
CD
CTX
CENX
CTL
CEPH
CRDN
CHTR
CHKP
CKFR
LNG
CHK
CVX
CME
CHIR
CB
RIO
CIEN
XEC
CC
CRUS
CSCO
CIT
C CZN
CTXS
CCU
CLF
CLX
CMS
CNA
CNET
COH
KO
CCE
CTSH
COGN
CL
CMCSA
CMCSK
CMA
BorgWarner, Inc.
Borland Software Corporation
Boston Scientific Corporation
Bowater Incorporated
Boyd Gaming Corporation
BP p.l.c.
Bristol-Myers Squibb Company
Broadcom, Inc.
Brocade Communications
Brunswick Corporation
Burlington Northern Santa Fe Corporation
Burlington Resources, Inc.
Cablevision Systems Corporation
Cadence Design Systems, Inc.
Caesars Entertainment, Inc.
Cal Dive International Inc.
Calpine Corporation
Cameco Corporation
Campbell Soup Company
Capital One Financial Corporation
Capstone Turbine Corporation (New)
Cardinal Health, Inc.
Career Education Corporation
Caremark RX, Inc.
Carnival Corporation (Class A)
Caterpillar, Inc.
CBRL Group, Inc.
CDC Corporation Cl A
Celestica Inc.
Celgene Corporation
Cell Genesys, Inc.
Cell Therapeutics, Inc.
Cemex S.A. de C.V.
Cendant Corporation
CENTEX Corporation
Century Aluminum Company (New)
Centurytel Inc.
Cephalon, Inc.
Ceradyne, Inc.
Charter Communications, Inc.
Check Point Software Technologies Ltd
Checkfree Corporation
Cheniere Energy, Inc.
Chesapeake Energy Corporation
Chevron Corporation
Chicago Mercantile Exchange
Chiron Corporation
Chubb Corporation (The)
CIA Vale Do Rio Doce (CVRD)
Ciena Corporation
Cimarex Energy Co.
Circuit City Stores, Inc. Circuit City Group
Cirrus Logic, Inc.
Cisco Systems, Inc.
CIT Group, Inc.
Citigroup, Inc.
Citizens Communications Company
Citrix Systems, Inc.
Clear Channel Communications, Inc.
Cleveland-Cliffs, Inc.
Clorox Company (The)
CMS Energy Corporation
CNA Financial Corporation
CNET Networks, Inc.
Coach, Inc.
Coca-Cola Company (The)
Coca-Cola Enterprises, Inc.
Cognizant Technology Solutions Corporation
Cognos Incorporated
Colgate-Palmolive Company
Comcast Corp. (Class A)
Comcast Corporation (Special Class A)
Comerica Incorporated
Total 251
7,345
38,343
53,075
5,000
25,597
106,713
33,797
16,132
3,319
12,154
6,847
109,799
7,787
807
1,341
425,588
6,579
85
21,488
150
19,619
20,360
14,300
67,737
25,830
3,704
8,310
8,801
40,991
1,067
15,927
2,820
66,523
21,339
435
5,664
47,930
232
43,107
11,442
4,143
8,112
114,670
91,742
20,073
12,158
4,281
53,409
38,125
1,790
15,366
13,887
284,845
3,490
387,779
17,086
8,307
21,543
3,157
2,609
6,905
1,360
9,909
16,484
96,123
21,490
7,027
7,699
17,528
70,760
26,333
372
Contract Volume
Callff
120
7,223
26,837
4,073
3,118
17,176
78,382
14,578
13,247
1,008
7,572
3,281
50,160
1,123
544
629
240,615
5,493
84
8,297
115
9,552
12,556
7,888
48,040
14,435
3,365
6,606
2,589
27,174
374
13,647
1,735
46,285
6,882
223
1,917
25,787
139
28,451
5,200
2,847
4,074
84,585
64,185
12,902
6,399
2,758
33,079
15,119
975
6,783
12,174
206,601
2,727
203,448
11,219
5,595
9,307
1,269
1,634
4,884
291
8,421
8,183
53,177
11,117
4,440
1,024
10,227
27,386
18,040
218
Put
131
122
11,506
49,002
1,882
8,421
28,331
19,219
2,885
2,311
4,582
3,566
59,639
6,664
263
712
184,973
1,086
1
13,191
35
10,067
7,804
6,412
19,697
11,395
339
1,704
6,212
13,817
693
2,280
1,085
20,238
14,457
212
3,747
22,143
93
14,656
6,242
1,296
4,038
30,085
27,557
7,171
5,759
1,523
20,330
23,006
815
8,583
1,713
78,244
763
184,331
5,867
2,712
12,236
1,888
975
2,021
1,069
1,488
8,301
42,946
10,373
2,587
6,675
7,301
43,374
8,293
154
Average Daily Volume
Total
Call
Put
1
29
152
211
20
102
423
134
64
13
48
27
436
31
3
5
1,689
26
0
85
2
78
81
57
269
103
15
33
35
163
4
63
11
264
85
2
22
190
1
171
45
16
32
455
364
80
48
17
212
151
7
61
55
1,130
14
1,539
68
33
85
13
10
27
5
39
65
381
85
28
31
70
281
104
1
0
29
106
16
12
68
311
58
53
4
30
13
199
4
2
2
955
22
0
33
2
38
50
31
191
57
13
26
10
108
1
54
7
184
27
1
8
102
1
113
21
11
16
336
255
51
25
11
131
60
4
27
48
820
11
807
45
22
37
5
6
19
1
33
32
211
44
18
4
41
109
72
1
1
0
46
194
7
33
112
76
11
9
18
14
237
26
1
3
734
4
0
52
0
40
31
25
78
45
1
7
25
55
3
9
4
80
57
1
15
88
0
58
25
5
16
119
109
28
23
6
81
91
3
34
7
310
3
731
23
11
49
7
4
8
4
6
33
170
41
10
26
29
172
33
1
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
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
290
BH
C
CA
CSC
CPWR
CMTL
CMVT
CAG
CNCT
COP
CONR
CNO
CNX
ED
STZ
CAL
CAM
COO
CPRT
COCO
GLW
COST
CFC
CVD
CVH
CMOS
CREE
CCI
CCK
CSX
CMI
CVTX
CVS
CYBX
CYPB
CY
DHI
DCX
DCN
DHR
DF
DE
DELL
DALRQ
DNDN
DT
DVN
DHB
DO
DKS
DRIV
DDS
DIS
DCEL
DG
D DRL
HILL
DCLK
DOW
DD
DUK
DY
DYN
ET
ELNK
EMN
EK
EBAY
DISH
ECLP
EIX
EW
AGE
Commerce Bancorp, Inc.
Computer Associates International, Inc.
Computer Sciences Corporation
Compuware Corporation
Comtech Telecommunication Corp.
Comverse Technology, Inc.
ConAgra, Inc.
Connetics Corporation
ConocoPhillips
Conor Medsystems, Inc.
Conseco, Inc.
Consol Energy Inc.
Consolidated Edison, Inc.
Constellation Brands, Inc.
Continental Airlines, Inc. (Class B)
Cooper Cameron Corporation
Cooper Companies, Inc. (The)
Copart, Inc.
Corinthian Colleges, Inc.
Corning Incorporated
Costco Wholesale Corp.
Countrywide Financial Corporation
Covance
Coventry Health Care, Inc.
Credence Systems Corporation
Cree Inc.
Crown Castle International Corp.
Crown Holdings, Inc.
CSX Corporation
Cummins Inc.
CV Therapeutics, Inc.
CVS Corporation
Cyberonics, Inc.
Cypress Bioscience, Inc.
Cypress Semiconductor Corporation
D.R. Horton, Inc.
DaimlerChrysler AG
Dana Corporation
Danaher Corporation
Dean Foods Company
Deere & Company
Dell Computer Corp.
Delta Air Lines, Inc.
Dendreon Corporation
Deutsche Telekom AG ADR
Devon Energy Corporation
DHB Industries, Inc.
Diamond Offshore Drilling, Inc.
Dick’s Sporting Goods, Inc.
Digital River, Inc.
Dillard Department Stores, Inc. (Class A)
Disney (The Walt) Holding Co.
Dobson Communications Corp. (New)
Dollar General Corporation
Dominion Resources, Inc.
Doral Financial Corp.
Dot Hill Systems Corp.
Doubleclick, Inc.
Dow Chemical Company (The)
du Pont (E.I.) de Nemours & Company
Duke Energy Company
Dycom Industries, Inc.
Dynegy Inc.
E*Trade Financial Corporation
EarthLink, Inc.
Eastman Chemical Company
Eastman Kodak Company
eBay, Inc.
EchoStar Communications Corporation
Eclipsys Corporation
Edison International
Edward Lifesciences Corporation
Edwards (A.G.) & Sons, Inc.
Total 49,814
98,284
7,360
3,812
424
5,776
15,769
14,268
61,937
55
21,230
26,717
6,176
10,085
206,601
1,503
711
3,753
19,193
124,431
10,967
61,472
362
3,905
6,641
26,655
10,986
10,910
3,566
5,685
9,018
12,843
152
5,542
25,768
32,364
9,049
5,863
7,560
1,812
6,141
178,683
199,071
25,057
7,925
32,734
311
13,209
876
8,968
10,142
85,346
20
3,149
21,848
43,574
29
15,465
34,444
36,712
31,250
30
51,448
50,817
4,284
3,995
191,630
380,527
21,968
90
4,771
1,383
4,402
Contract Volume
Call
Put
28,550
80,969
3,077
3,220
328
2,891
6,618
3,542
45,782
0
17,329
9,793
5,063
7,135
76,505
1,146
483
2,046
16,637
79,102
5,422
29,195
206
1,917
3,569
18,964
2,850
7,789
3,331
2,599
6,481
8,769
127
5,349
18,679
10,226
1,499
1,830
2,322
857
3,290
92,103
76,305
21,235
4,991
17,144
261
8,799
550
3,178
860
54,952
10
1,925
19,806
34,923
19
9,975
20,827
17,292
18,967
30
32,224
22,080
2,997
2,998
101,251
232,002
7,684
89
4,081
495
3,306
21,264
17,315
4,283
592
96
2,885
9,151
10,726
16,155
55
3,901
16,924
1,113
2,950
130,096
357
228
1,707
2,556
45,329
5,545
32,277
156
1,988
3,072
7,691
8,136
3,121
235
3,086
2,537
4,074
25
193
7,089
22,138
7,550
4,033
5,238
955
2,851
86,580
122,766
3,822
2,934
15,590
50
4,410
326
5,790
9,282
30,394
10
1,224
2,042
8,651
10
5,490
13,617
19,420
12,283
0
19,224
28,737
1,287
997
90,379
148,525
14,284
1
690
888
1,096
Average Daily Volume
Total
Call
Put
198
390
29
15
2
23
63
57
246
0
84
106
25
40
820
6
3
15
76
494
44
244
1
15
26
106
44
43
14
23
36
51
1
22
102
128
36
23
30
7
24
709
790
99
31
130
1
52
3
36
40
339
0
12
87
173
0
61
137
146
124
0
204
202
17
16
760
1,510
87
0
19
5
17
113
321
12
13
1
11
26
14
182
0
69
39
20
28
304
5
2
8
66
314
22
116
1
8
14
75
11
31
13
10
26
35
1
21
74
41
6
7
9
3
13
365
303
84
20
68
1
35
2
13
3
218
0
8
79
139
0
40
83
69
75
0
128
88
12
12
402
921
30
0
16
2
13
84
69
17
2
0
11
36
43
64
0
15
67
4
12
516
1
1
7
10
180
22
128
1
8
12
31
32
12
1
12
10
16
0
1
28
88
30
16
21
4
11
344
487
15
12
62
0
18
1
23
37
121
0
5
8
34
0
22
54
77
49
0
76
114
5
4
359
589
57
0
3
4
4
11
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
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
34
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
12
EP
ELN
ERTS
EDS
EMC
HLTH
EMR
EMMS
ELX
ECA
ENG
ETR
ENMD
ENZ
ENZN
EOG
EOP
ERES
ERICY
ESST
EXC
EXPE
EXPD
ESRX
EXTR
XOM
FFIV
FIC
FCS
FFH
FHR
FNM
FRE
FD
FDX
FNF
FITB
FDC
FHRX
FE
FISV
FSH
FLML
FLEX
FLIR
FRK
FL F FDG
FRX
FST
FS FPL
BEN
FCX
FDP
FBR
FRNT
GME
GCI
GPS
GRMN
GTW
GMT
GY
DNA
GD
GE
GMR
GIS
GM
GTOP
GENZ
Total El Paso Corporation
164,449
Elan Corporation PLC ADR
777,090
Electronic Arts, Inc.
47,880
Electronic Data Systems, Inc.
20,686
EMC Corporation
62,822
Emdeon Corporation
17,316
Emerson Electric Company
5,505
Emmis Communications Corp. Cl A
2
Emulex Corporation
17,183
EnCana Corporation
23,190
ENGlobal Corporation
10
Entergy Corporation
1,567
EntreMed, Inc.
2,473
Enzo Biochem, Inc.
4,791
Enzon Pharmaceuticals, Inc.
534
EOG Resources, Inc.
53,376
Equity Office Properties Trust
7,474
eRESEARCH Technology, Inc.
60,210
Ericsson (L.M.) Telephone Co. ADR
15,555
ESS Technology, Inc.
1,435
Exelon Corporation
5,765
Expedia, Inc. (New)
6,603
Expeditors International of Washington, Inc.
974
Express Scripts Inc. Cl A
10,924
Extreme Networks, Inc.
2,071
Exxon Mobil Corporation
238,135
F5 Networks, Inc.
1,914
Fair, Isaac, Inc.
1,743
Fairchild Semiconductor Int’l, Inc.
897
Fairfax Financial Holdings Limited
79
Fairmont Hotels & Resorts Inc.
36
Fannie Mae
316,567
Federal Home Loan Mortgage Corporation (Freddie Mac) 84,383
Federated Department Stores, Inc.
9,774
FedEx Corporation
13,283
Fidelity National Financial, Inc.
10,391
Fifth Third Bancorp.
9,264
First Data Corporation
106,497
First Horizon Pharmacuetical Corporation
69
FirstEnergy Corp.
3,818
FIserv, Inc.
706
Fisher Scientific International Inc.
3,274
Flamel Technologies S.A., ADS
1,579
Flextronics International Ltd.
42,489
FLIR Systems, Inc.
5,245
Florida Rock Industries, Inc.
1,829
Foot Locker, Inc.
12,799
Ford Motor Company
597,589
Fording Canadian Coal Trust
41,198
Forest Laboratories, Inc.
30,267
Forest Oil Corporation
4,795
Four Seasons Hotels Inc.
327
FPL Group, Inc.
3,432
Franklin Resources, Inc.
8,089
Freeport-McMoRan Copper & Gold Co., Inc. (Class B) 68,369
Fresh Del Monte Products Inc.
2,069
Friedman, Billings, Ramsey Group, Inc.
16,597
Frontier Airlines Inc.
292
GameStop Corporation
180
Gannett Company, Inc.
5,831
Gap, Inc. (The)
28,545
Garmin Ltd.
4,910
Gateway, Inc.
63,865
GATX Corporation
703
GenCorp Inc.
575
Genentech,Inc.
84,637
General Dynamics Corporation
3,625
General Electric Company
315,067
General Maritime Corporation
547
General Mills, Inc.
5,263
General Motors Corporation
2,980,123
Genitope Corporation
3,387
Genzyme Corporation
16,621
Contract Volume
Call
Put
97,180
321,984
32,111
16,235
37,642
12,955
2,368
2
7,270
15,289
10
785
2,158
3,675
317
36,250
5,043
53,411
6,297
1,271
4,806
6,398
584
4,190
1,522
155,567
1,462
683
527
16
36
75,087
48,394
4,999
7,366
4,330
6,230
70,324
9
2,382
568
3,003
1,165
27,991
4,044
1,471
11,303
143,878
26,291
9,056
3,000
189
2,256
5,836
32,843
1,307
12,044
2
159
1,074
15,684
3,472
30,604
278
515
61,818
1,768
165,511
340
3,421
422,673
1,918
7,333
67,269
455,106
15,769
4,451
25,180
4,361
3,137
0
9,913
7,901
0
782
315
1,116
217
17,126
2,431
6,799
9,258
164
959
205
390
6,734
549
82,568
452
1,060
370
63
0
241,480
35,989
4,775
5,917
6,061
3,034
36,173
60
1,436
138
271
414
14,498
1,201
358
1,496
453,711
14,907
21,211
1,795
138
1,176
2,253
35,526
762
4,553
290
21
4,757
12,861
1,438
33,261
425
60
22,819
1,857
149,556
207
1,842
2,557,450
1,469
9,288
Average Daily Volume
Total
Call
Put
653
3,084
190
82
249
69
22
0
68
92
0
6
10
19
2
212
30
239
62
6
23
66
4
43
8
945
8
7
4
0
0
1,256
335
39
53
41
37
423
0
15
3
13
6
169
21
7
51
2,371
163
120
19
1
14
32
271
8
66
1
1
23
113
19
253
3
2
336
14
1,250
2
21
11,826
13
66
386
1,278
127
64
149
51
9
0
29
61
0
3
9
15
1
144
20
212
25
5
19
64
2
17
6
617
6
3
2
0
0
298
192
20
29
17
25
279
0
9
2
12
5
111
16
6
45
571
104
36
12
1
9
23
130
5
48
0
1
4
62
14
121
1
2
245
7
657
1
14
1,677
8
29
267
1,806
63
18
100
17
12
0
39
31
0
3
1
4
1
68
10
27
37
1
4
2
2
27
2
328
2
4
1
0
0
958
143
19
23
24
12
144
0
6
1
1
2
58
5
1
6
1,800
59
84
7
1
5
9
141
3
18
1
0
19
51
6
132
2
0
91
7
593
1
7
10,149
6
37
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
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
435
436
GP
GYI
GILD
GSK
GSF
GG
GSS
GDW
GT
GOOG
GW
TV
GSIC
GTK
GDT
GLFD
HAL
HDI
HAR
HMY
HET
HRS
HIG
HAS
HCA
HW
HNT
HNZ
HPQ
HLT
HLYW
HD
HON
HMT
HOV
HBC
HGSI
JBHT
HTCH
IACI
ICOS
IDXX
IKN
ITW
IMCL
BLUD
IMMU
IMH
RX
N INCY
IDEV
INSP
IR INTC
SYNC
IDCC
ITMN
IBM
IGT
IP IRF
IIJI
ISSX
IOC
IPG
INTU
ISRG
IVGN
IOM
IOTN
IPS
IRM
Georgia-Pacific Corporation
Getty Images Inc.
Gilead Sciences, Inc.
GlaxoSmithKline plc ADR
GlobalSanta Fe Corporation
Goldcorp, Inc.
Golden Star Resources Ltd.
Golden West Financial Corporation
Goodyear Tire & Rubber Company (The)
Google Inc.
Grey Wolf, Inc.
Grupo Televisa S.A. ADR
GSI Commerce Inc.
GTECH Holdings Corporation
Guidant Corporation
Guilford Pharmaceuticals, Inc.
Halliburton Company
Harley-Davidson, Inc.
Harman International Industries, Incorporated
Harmony Gold Mining Company Limited
Harrah’s Entertainment, Inc.
Harris Corporation
Hartford Financial Services Group, Inc.(The)
Hasbro, Inc.
HCA, Inc.
Headwaters Incorporated
Health Net, Inc.
Heinz (H.J.) Company
Hewlett-Packard Company
Hilton Hotels Corporation
Hollywood Entertainment Corporation
Home Depot, Inc. (The)
Honeywell International Inc.
Host Marriott Corporation
Hovnanian Enterprises, Inc.
HSBC Holdings plc
Human Genome Sciences, Inc.
Hunt (J.B.) Transport Services, Inc.
Hutchinson Technology, Inc.
IAC/InterActiveCorp
ICOS Corporation
IDEXX Laboratories, Inc.
Ikon Office Solutions, Inc.
Illinois Tool Works, Inc.
ImClone Systems Incorporated
Immucor, Inc.
Immunomedics, Inc.
Impac Mortgage Holdings, Inc.
IMS Health Inc.
Inc.o Limited
Incyte Corporation
Indevus Pharmaceuticals, Inc.
InfoSpace, Inc.
Ingersoll-Rand Company
Intel Corporation
Intellisync Corporation
InterDigital Communications Corporation
InterMune Inc.
International Business Machines Corporation
International Game Technology
International Paper Company
International Rectifier Corporation
Internet Initiative Japan Inc.
Internet Security Systems, Inc.
InterOil Corporation
Interpublic Group of Companies, Inc. (The)
Intuit Corporation
Intuitive Surgical, Inc.
Invitrogen Corporation
Iomega Corporation
Ionatron, Inc.
IPSCO, Inc.
Iron Mountain Inc.
Total 7,241
1,472
9,333
9,929
9,010
23,121
15,912
12,695
41,811
128,990
10,930
1,793
1,500
2,727
21,188
1,084
84,655
30,167
1,205
42,513
13,916
48
3,634
2,534
26,464
931
3,599
8,695
199,610
9,683
2,238
83,921
16,127
6,199
12,932
9,685
17,163
64
1,075
50,741
13,688
806
2,480
3,990
40,580
755
23,685
26,908
388
22,376
707
1,090
10,165
5,520
331,601
5,597
25,214
2,287
74,509
40,553
47,773
17,226
4,100
868
3,356
21,218
11,764
6,733
18,083
715
1,809
649
29,737
Contract Volume
Call
Put
4,513
215
6,524
7,239
5,438
18,702
15,480
5,116
28,202
80,231
7,458
1,138
125
1,693
6,910
943
71,604
14,059
407
27,400
9,003
14
2,373
1,833
14,091
699
2,920
5,778
129,470
5,421
1,888
53,322
6,362
1,870
3,510
3,480
10,404
22
529
37,417
5,492
764
1,546
1,862
12,879
420
22,239
16,476
224
12,621
311
855
6,771
2,500
179,058
5,168
19,357
932
41,937
32,088
19,409
9,989
2,497
576
2,022
6,074
6,926
5,260
9,518
639
1,716
450
3,397
2,728
1,257
2,809
2,690
3,572
4,419
432
7,579
13,609
48,759
3,472
655
1,375
1,034
14,278
141
13,051
16,108
798
15,113
4,913
34
1,261
701
12,373
232
679
2,917
70,140
4,262
350
30,599
9,765
4,329
9,422
6,205
6,759
42
546
13,324
8,196
42
934
2,128
27,701
335
1,446
10,432
164
9,755
396
235
3,394
3,020
152,543
429
5,857
1,355
32,572
8,465
28,364
7,237
1,603
292
1,334
15,144
4,838
1,473
8,565
76
93
199
26,340
Average Daily Volume
Total
Call
Put
29
6
37
39
36
92
63
50
166
512
43
7
6
11
84
4
336
120
5
169
55
0
14
10
105
4
14
35
792
38
9
333
64
25
51
38
68
0
4
201
54
3
10
16
161
3
94
107
2
89
3
4
40
22
1,316
22
100
9
296
161
190
68
16
3
13
84
47
27
72
3
7
3
118
18
1
26
29
22
74
61
20
112
318
30
5
0
7
27
4
284
56
2
109
36
0
9
7
56
3
12
23
514
22
7
212
25
7
14
14
41
0
2
148
22
3
6
7
51
2
88
65
1
50
1
3
27
10
711
21
77
4
166
127
77
40
10
2
8
24
27
21
38
3
7
2
13
11
5
11
11
14
18
2
30
54
193
14
3
5
4
57
1
52
64
3
60
19
0
5
3
49
1
3
12
278
17
1
121
39
17
37
25
27
0
2
53
33
0
4
8
110
1
6
41
1
39
2
1
13
12
605
2
23
5
129
34
113
29
6
1
5
60
19
6
34
0
0
1
105
13
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
14
ITRI
ESI
ITT
IVX
IVIL
JCOM
JBL
JNS
JDSU
JBLU
JNJ
JCI
JOYG
JPM
JNPR
KSU
KBH
K KNSY
KMG
KFX
KMB
KMP
KMI
KND
KCI
KG
KLAC
NITE
KRI
KSS
KFT
KKD
KR
KLIC
KYPH
LLL
LH
LRCX
LAMR
LF LEA
LM
LEH
LEN
LUK
LVLT
LEXR
LXK
LPL
L LLY
LTD
LNCR
LNC
LLTC
LGF
LIZ
LMT
LTR
LPX
LOW
LSI
LU
LYO
LAVA
MECA
MBG
MANH
HCR
MRO
MAR
MMC
MVL
Itron, Inc.
ITT Educational Services, Inc.
ITT Industries, Inc.
IVAX Corporation
iVillage Inc.
j2 Global Communications, Inc.
Jabil Circuit, Inc.
Janus Capital Group, Inc.
JDS Uniphase Corp.
JetBlue Airways Corporation
Johnson & Johnson
Johnson Controls, Inc.
Joy Global, Inc.
JPMorgan Chase & Co.
Juniper Networks, Inc.
Kansas City Southern Industries, Inc.
KB HOME
Kellogg Company
Kensey Nash Corporation
Kerr-McGee Corporation
KFx Inc.
Kimberly-Clark Corporation
Kinder Morgan Energy Partners
Kinder Morgan, Inc.
Kindred Healthcare, Inc.
Kinetic Concepts, Inc.
King Pharmaceuticals Inc.
KLA Instruments Corporation
Knight Capital Group, Inc.
Knight-Ridder, Inc.
Kohl’s Corporation
Kraft Foods Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
Kulicke and Soffa Industries, Inc.
Kyphon Inc.
L-3 Communications Hldgs
Laboratory Corporation of America Holdings
Lam Research Corporation
Lamar Advertising Company
LeapFrog Enterprises, Inc.
Lear Corporation
Legg Mason, Inc.
Lehman Brothers Holdings, Inc.
Lennar Corporation
Leucadia National Corp.
Level 3 Comunications Inc.
Lexar Media, Inc.
Lexmark International Group, Inc. (Class A)
LG.Phillips LCD Co., Ltd. ADR
Liberty Media Corporation Series A
Lilly (Eli) and Company
Limited Brands, Inc.
LInc.are Holdings, Inc.
LInc.oln National Corporation
Linear Technology Corporation
Lions Gate Entertainment Corp.
Liz Claiborne, Inc.
Lockheed Martin Corporation
Loews Corporation
Louisiana-Pacific Corporation
Lowe’s Companies, Inc.
LSI Logic Corporation
Lucent Technologies, Inc.
Lyondell Chemical Company
Magma Design Automation, Inc.
Magna Entertainment Corporation
Mandalay Resort Group
Manhattan Associates, Inc.
Manor Care Inc.
Marathon Oil Corporation
Marriott International, Inc.
Marsh & McLennan Companies, Inc.
Marvel Entertainment, Inc.
Total 196
31
1,979
28,963
11,032
957
11,550
884
293,990
52,103
116,580
5,749
29
317,215
33,424
1,699
29,513
7,240
2,338
13,063
9,757
6,080
8,981
7,841
91
1,721
11,189
11,456
4,800
338
11,161
13,025
317,729
10,415
10,177
236
6,272
5,291
5,383
238
1,456
28,277
1,206
55,635
28,818
1,312
71,446
53,948
13,417
231
41,464
145,874
13,763
1,105
1,999
8,777
5,156
219
14,050
810
5,180
17,342
53,133
861,103
63,084
129
2,287
3,754
65
1,567
30,176
3,055
37,067
10,852
Contract Volume
Call
Put
142
20
1,057
18,767
10,723
323
6,733
820
248,717
19,116
67,975
2,124
29
208,820
21,665
407
8,967
4,855
1,824
8,876
4,506
2,916
4,766
4,629
30
1,180
8,599
4,894
4,364
222
5,464
9,402
176,442
2,175
4,662
164
2,814
2,997
2,893
161
817
7,003
777
20,667
9,515
757
46,236
47,835
7,817
161
23,315
107,313
2,838
615
1,279
4,066
4,744
145
7,792
632
4,630
6,565
37,770
772,920
22,566
89
1,245
2,933
0
599
16,074
1,002
20,467
7,642
54
11
922
10,196
309
634
4,817
64
45,273
32,987
48,605
3,625
0
108,395
11,759
1,292
20,546
2,385
514
4,187
5,251
3,164
4,215
3,212
61
541
2,590
6,562
436
116
5,697
3,623
141,287
8,240
5,515
72
3,458
2,294
2,490
77
639
21,274
429
34,968
19,303
555
25,210
6,113
5,600
70
18,149
38,561
10,925
490
720
4,711
412
74
6,258
178
550
10,777
15,363
88,183
40,518
40
1,042
821
65
968
14,102
2,053
16,600
3,210
Average Daily Volume
Total
Call
Put
1
0
8
115
44
4
46
4
1,167
207
463
23
0
1,259
133
7
117
29
9
52
39
24
36
31
0
7
44
45
19
1
44
52
1,261
41
40
1
25
21
21
1
6
112
5
221
114
5
284
214
53
1
165
579
55
4
8
35
20
1
56
3
21
69
211
3,417
250
1
12
15
0
6
120
12
147
43
1
0
4
74
43
1
27
3
987
76
270
8
0
829
86
2
36
19
7
35
18
12
19
18
0
5
34
19
17
1
22
37
700
9
19
1
11
12
11
1
3
28
3
82
38
3
183
190
31
1
93
426
11
2
5
16
19
1
31
3
18
26
150
3,067
90
0
6
12
0
2
64
4
81
30
0
0
4
40
1
3
19
0
180
131
193
14
0
430
47
5
82
9
2
17
21
13
17
13
0
2
10
26
2
0
23
14
561
33
22
0
14
9
10
0
3
84
2
139
77
2
100
24
22
0
72
153
43
2
3
19
2
0
25
1
2
43
61
350
161
0
5
3
0
4
56
8
66
13
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
RVL
M
MAS
MEE
MAT
MVK
MXIM
MAXM
MYG
MBI
KRB
MFE
MCDTA
MCDT
MDR
MCD
MHP
MCIP
MCK
MWV
MEDX
MHS
MCCC
MRX
MEDI
MDT
MEL
MENT
MRK
MERQE
MER
MUSA
MET
MXT
MGM
MOGN
MTG
MIK
MCHP
MU
MSFT
MLNM
MT
MIVA
MBT
MOBE
TAP
MON
MNST
MCO
MWD
MOS
MOT
MOVI
FLSH
MUR
MYL
MYOG
MYGN
NABI
NBR
NLC
NANO
NCC
NSM
NLS
NAV
NTY
NKTR
NEOL
NWRE
NTES
NFLX
NTAP
NBIX
Marvell Technology Group Ltd.
Masco Corporation
Massey Energy Company
Mattel, Inc.
Maverick Tube Corporation
Maxim Integrated Products, Inc.
Maxim Pharmaceuticals, Inc.
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)
MCI, Inc.
McKesson Corporation
MeadWestvaco Corporation
Medarex, Inc.
Medco Health Solutions, Inc.
Mediacom Communications Corp.
Medicis Pharmaceutical Corporation
MedImmune, Inc.
Medtronic, Inc.
Mellon Financial Corporation
Mentor Graphics Corporation
Merck & Co., Inc.
Mercury Interactive Corporation
Merrill Lynch & Co., Inc.
Metals USA, Inc.
MetLife, Inc.
Metris Companies, Inc.
Metro-Goldwyn-Mayer Inc.
MGI PHARMA, Inc.
MGIC Investment Corporation
Michaels Stores, Inc.
Microchip Technology, Inc.
Micron Technology, Inc.
Microsoft Corporation
Millennium Pharmaceuticals, Inc.
Mittal Steel Company N.V.
Miva, Inc.
Mobile Telesystems OJSC
Mobility Electronics, Inc.
Molson Coors Brewing Company
Monsanto Company/New
Monster Worldwide, Inc.
Moody’s Corporation
Morgan Stanley
Mosaic Company
Motorola, Inc.
Movie Gallery, Inc.
M-Systems Flash Disk Pioneers Ltd.
Murphy Oil Corporation
Mylan Laboratories, Inc.
Myogen, Inc.
Myriad Genetics, Inc.
Nabi Biophamaceuticals
Nabors Industries, Ltd.
Nalco Holding Company
Nanometrics Incorporated
National City Corporation
National Semiconductor Corporation
Nautilus, Inc.
Navistar International Corporation
NBTY, Inc.
Nektar Therapeutics
NeoPharm, Inc.
Neoware Systems, Inc.
Netease.com, Inc. -ADR
NetFlix Inc.
Network Appliance Corp.
Neurocrine Biosciences, Inc.
Total 12,024
6,925
50,674
8,031
180
7,667
859
44,109
57,799
23,551
6,480
8,565
1,276
34,556
83,822
2,679
54,432
12,072
548
22,111
3,068
1,512
5,061
4,146
36,214
5,814
1,553
223,408
41,103
35,066
4,115
10,425
5,303
17,409
5,821
9,575
2,199
366
262,338
829,205
17,159
345
8,378
2,363
2,257
369
10,854
5,207
5,378
63,424
3,717
113,368
125
3,414
5,700
5,524
11,245
13,832
6,700
18,629
10
508
3,313
13,398
1,461
16,712
1,349
2,556
131
775
28,111
30,135
10,022
712
Contract Volume
Call
Put
7,579
4,425
26,456
3,647
95
3,770
800
24,421
28,158
11,942
3,165
6,837
1,200
32,686
59,034
1,466
39,431
7,336
390
19,829
2,152
1,311
4,117
3,591
19,757
3,293
1,201
124,955
35,656
15,040
2,733
7,591
4,583
8,988
2,785
3,194
1,635
127
63,253
557,724
13,799
344
4,351
703
1,840
198
5,544
3,147
1,085
38,602
2,992
52,403
70
2,570
3,258
3,864
10,804
9,161
4,475
8,988
10
489
1,966
6,362
1,223
9,629
997
2,369
121
666
18,092
15,395
4,683
696
4,445
2,500
24,218
4,384
85
3,897
59
19,688
29,641
11,609
3,315
1,728
76
1,870
24,788
1,213
15,001
4,736
158
2,282
916
201
944
555
16,457
2,521
352
98,453
5,447
20,026
1,382
2,834
720
8,421
3,036
6,381
564
239
199,085
271,481
3,360
1
4,027
1,660
417
171
5,310
2,060
4,293
24,822
725
60,965
55
844
2,442
1,660
441
4,671
2,225
9,641
0
19
1,347
7,036
238
7,083
352
187
10
109
10,019
14,740
5,339
16
Average Daily Volume
Total
Call
Put
48
27
201
32
1
30
3
175
229
93
26
34
5
137
333
11
216
48
2
88
12
6
20
16
144
23
6
887
163
139
16
41
21
69
23
38
9
1
1,041
3,290
68
1
33
9
9
1
43
21
21
252
15
450
0
14
23
22
45
55
27
74
0
2
13
53
6
66
5
10
1
3
112
120
40
3
30
18
105
14
0
15
3
97
112
47
13
27
5
130
234
6
156
29
2
79
9
5
16
14
78
13
5
496
141
60
11
30
18
36
11
13
6
1
251
2,213
55
1
17
3
7
1
22
12
4
153
12
208
0
10
13
15
43
36
18
36
0
2
8
25
5
38
4
9
0
3
72
61
19
3
18
10
96
17
0
15
0
78
118
46
13
7
0
7
98
5
60
19
1
9
4
1
4
2
65
10
1
391
22
79
5
11
3
33
12
25
2
1
790
1,077
13
0
16
7
2
1
21
8
17
99
3
242
0
3
10
7
2
19
9
38
0
0
5
28
1
28
1
1
0
0
40
58
21
0
15
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
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
656
657
658
16
EW
N
NYB
NYT
NWL
NEM
NWSA
NWS
NXTL
NXTP
NIHD
NKE
NI NE
NOK
JWN
NSC
NT
NFB
NFLD
NOC
NWACQ
NFI
NOVL
NVLS
NRG
NTLI
NUE
NVDA
OXY
ODP
OMX
OLN
OCR
OMC
OVTI
ONNN
ONXX
OPWV
OXPS
ORCL
ORB
OS
OSIP
OSTK
PCAR
PTIE
PALM
PAAS
PRX
PTEN
PAYX
BTU
JCP
PPCO
PSFT
PBY
PEP
PKI
PETC
PTR
PBR
PFE
PCG
PCYC
PD
PHH
PHTN
PLAB
PBI
PDG
PXP
PLUG
PMCS
PMI
New Century Financial Corporation
New York Community Bancorp
New York Times Co. (Class A)
Newell Rubbermaid Inc.
Newmont Mining Corporation
News Corp. Class A
News Corporation Ltd. (The) ADR
NEXTEL Communications, Inc. (Class A)
Nextel Partners, Inc.
NII Holdings, Inc.
NIKE, Inc. (Class B)
NISource Inc.
Noble Corporation
Nokia Corporation ADR
Nordstrom, Inc.
Norfolk Southern Corporation
Nortel Networks Corporation
North Fork Bancorporation
Northfield Laboratories, Inc.
Northrop Grumman Corporation
Northwest Airlines Corp.
Novastar Financial, Inc.
Novell, Inc.
Novellus Systems, Inc.
NRG Energy, Inc. (New)
NTL Incorporated
Nucor Corporation
NVIDIA Corporation
Occidental Petroleum Corporation
Office Depot, Inc.
OfficeMax Incorporated
Olin Corporation
Omnicare, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc.
ON Semiconductor Corporation (New)
Onyx Pharmaceuticals
Openwave Systems, Inc.
optionsXpress Holdings Inc.
Oracle Corporation
Orbital Sciences Corporation
Oregon Steel Mills, Inc.
OSI Pharmaceuticals, Inc.
Overstock.com, Inc.
PACCAR, Inc
Pain Therapeutics, Inc.
Palm Inc.
Pan American Silver Corporation
Par Pharmaceutical Companies, Inc.
Patterson UTI Energy, Inc.
Paychex, Inc.
Peabody Energy Corporation
Penney (J.C.) Company, Inc.
Penwest Pharmaceuticals Co.
PeopleSoft Inc.
Pep Boys—Manny, Moe, & Jack (The)
PepsiCo, Inc.
Perkin-Elmer, Inc.
PETCO Animal Supplies, Inc.
PetroChina Company Limited
Petroleo Brasileiro S.A.-ADR
Pfizer Inc.
PG&E Corporation
Pharmacyclics, Inc. (New)
Phelps Dodge Corporation
PHH Corporation
Photon Dynamics, Inc.
Photronics, Inc.
Pitney Bowes, Inc.
Placer Dome, Inc.
Plains Exploration & Production Company
Plug Power, Inc.
PMC-Sierra Inc.
PMI Group, Inc.
Total 103,496
10,632
319
6,706
131,243
11,588
4,882
34,133
25,442
1,887
16,197
8,708
15,736
103,269
8,188
4,603
265,100
6,408
12,318
4,732
113,231
70,149
53,791
15,780
6,346
27,242
46,020
17,215
24,712
7,685
19,975
1,067
1,077
8,560
17,028
7,485
17,191
11,848
4,662
113,262
641
1,121
19,888
141
11,494
325
1,006
18,792
5,812
10,184
9,526
1,691
31,218
4,101
132
1,332
39,684
2,365
3,323
1,479
4,638
808,218
16,721
83
87,961
10,135
1,570
820
3,856
98,524
249
4,484
52,916
19,556
Contract Volume
Call
Put
77,097
6,091
140
2,311
103,760
11,009
3,535
13,952
16,938
1,560
10,533
6,484
6,540
70,366
6,807
2,498
218,396
4,426
10,514
2,061
51,827
41,380
45,700
9,748
3,922
8,038
20,012
9,614
17,296
6,787
16,817
922
557
2,695
10,523
4,348
14,111
5,728
4,052
83,848
439
846
13,712
120
10,460
310
700
15,059
1,443
4,087
6,533
1,096
12,386
2,420
132
219
24,575
1,428
1,793
951
3,215
529,000
15,850
22
62,900
3,841
946
819
2,605
82,658
177
2,981
44,458
1,454
26,399
4,541
179
4,395
27,483
579
1,347
20,181
8,504
327
5,664
2,224
9,196
32,903
1,381
2,105
46,704
1,982
1,804
2,671
61,404
28,769
8,091
6,032
2,424
19,204
26,008
7,601
7,416
898
3,158
145
520
5,865
6,505
3,137
3,080
6,120
610
29,414
202
275
6,176
21
1,034
15
306
3,733
4,369
6,097
2,993
595
18,832
1,681
0
1,113
15,109
937
1,530
528
1,423
279,218
871
61
25,061
6,294
624
1
1,251
15,866
72
1,503
8,458
18,102
Average Daily Volume
Total
Call
Put
411
42
1
27
521
46
19
135
101
7
64
35
62
410
32
18
1,052
25
49
19
449
278
213
63
25
108
183
68
98
30
79
4
4
34
68
30
68
47
20
449
3
4
79
1
46
1
4
75
23
40
38
7
124
16
1
5
157
9
13
6
18
3,207
66
0
349
44
6
3
15
391
1
18
210
78
306
24
1
9
412
44
14
55
67
6
42
26
26
279
27
10
867
18
42
8
206
164
181
39
16
32
79
38
69
27
67
4
2
11
42
17
56
23
18
333
2
3
54
0
42
1
3
60
6
16
26
4
49
10
1
1
98
6
7
4
13
2,099
63
0
250
17
4
3
10
328
1
12
176
6
105
18
1
17
109
2
5
80
34
1
22
9
36
131
5
8
185
8
7
11
244
114
32
24
10
76
103
30
29
4
13
1
2
23
26
12
12
24
3
117
1
1
25
0
4
0
1
15
17
24
12
2
75
7
0
4
60
4
6
2
6
1,108
3
0
99
27
2
0
5
63
0
6
34
72
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
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
784
785
NC
P
PPP
PLCM
POT
PWAV
PPG
PCP
PDS
PCO
PPD
PCLN
PDE
PG
PGN
PRU
PSSI
PHM
QLGC
QLTI
QCOM
PWR
DGX
Q RHD
RDN
RSH
RMBS
RTN
RNWK
RHAT
RRGB
RBAK
RBK
RF
RRI
RNVS
RIMM
RAI
RFMD
RAD
RY
RCL
RDSA
TSG
SAFC
SFNT
SWY
SKS
SNDK
SANM
SNY
SAP
SLE
HSIC
SGP
SLB
SCHN
SCHW
SFA
STX
SEE
SHLD
SCUR
SEIC
SEPR
SFCC
SNDA
SHPGY
SHOP
SEBL
SI TKLC
TMX
PNC Bank Corporation
Pogo Producing Company
Polycom, Inc.
Potash Corporation of Saskatchewan Inc.
Powerwave Technologies, Inc.
PPG Industries, Inc.
Precision Castparts Corp.
Precision Drilling Corporation
Premcor Inc.
Pre-Paid Legal Services, Inc.
Priceline.com Inc.
Pride International
Procter & Gamble Company (The)
Progress Energy, Inc.
Prudential Financial, Inc.
PSS World Medical
Pulte Homes, Inc.
QLogic Corporation
QLT Inc.
QUALCOMM, Inc.
Quanta Services, Inc.
Quest Diagnostics Incorporated
Qwest Communications Int’l.
R.H. Donnelly Co.
Radian Group
RadioShack
Rambus, Inc.
Raytheon Company
RealNetworks Inc.
Red Hat, Inc.
Red Robin Gourmet Burgers, Inc.
Redback Networks, Inc.
Reebok International Ltd.
Regions Financial Corp.
Reliant Energy Inc.
Renovis, Inc.
Research in Motion Limited
Reynolds American Inc.
RF Micro Devices, Inc.
Rite Aid Corporation
Royal Bank of Canada
Royal Caribbean Cruises Ltd.
Royal Dutch Shell PLC
Sabre Holdings Corp.
SAFECO Corporation
SafeNet, Inc.
Safeway, Inc.
Saks Incorporated
SanDisk Corporation
Sanmina SCI Corporation
Sanofi-Aventis
SAP AG
Sara Lee Corporation
Schein (Henry), Inc.
Schering-Plough Corporation
Schlumberger Limited
Schnitzer Steel Industries, Inc.
Schwab Corporation (The Charles)
Scientific-Atlanta, Inc.
Seagate Technology
Sealed Air Corporation “New”
Sears Holdings Corporation
Secure Computing Corp.
SEI Investments Company
Sepracor, Inc.
SFBC International, Inc.
Shanda Interactive Entertainment Ltd.
Shire plc ADS
Shopping.com Ltd.
Siebel Systems, Inc.
Siemens AG
Tekelec
Telefonos de Mexico, S.A. de C.V. ADR
Total 1,273
190
4,240
1,566
13,062
1,746
23
19
25,638
4,777
18,164
9,967
99,072
1,021
11,560
33
30,253
8,122
4,698
132,511
732
6,080
84,425
273
9,954
2,139
95,768
3,334
3,852
28,819
853
4,065
4,470
115
32,365
1,534
125,053
62,215
15,695
83,957
832
26,970
1,380
56
424
334
10,891
7,020
95,558
19,046
7,457
3,133
25,413
2,277
145,758
28,152
5,856
51,895
12,986
40,003
6,005
157,308
8,879
428
125,273
5,258
13,718
5,416
828
94,977
1,333
6,476
10,868
Contract Volume
Call
729
190
585
901
6,337
1,055
22
19
25,146
2,719
8,273
7,126
49,841
677
6,333
23
8,828
5,904
3,681
86,668
662
5,681
57,716
95
7,336
1,225
82,199
1,604
1,842
18,414
461
4,065
879
92
21,341
1,026
94,820
7,611
13,127
51,914
712
12,388
1,088
56
373
218
7,163
3,755
61,473
14,559
6,843
1,594
11,802
1,540
25,680
12,340
3,192
41,719
8,420
21,124
4,233
113,978
8,695
281
83,775
2,653
7,396
3,902
561
61,832
595
6,366
4,440
Put
544
0
3,655
665
6,725
691
1
0
492
2,058
9,891
2,841
49,231
344
5,227
10
21,425
2,218
1,017
45,843
70
399
26,709
178
2,618
914
13,569
1,730
2,010
10,405
392
0
3,591
23
11,024
508
30,233
54,604
2,568
32,043
120
14,582
292
0
51
116
3,728
3,265
34,085
4,487
614
1,539
13,611
737
120,078
15,812
2,664
10,176
4,566
18,879
1,772
43,330
184
147
41,498
2,605
6,322
1,514
267
33,145
738
110
6,428
Average Daily Volume
Total
Call
Put
5
1
17
6
52
7
0
0
102
19
72
40
393
4
46
0
120
32
19
526
3
24
335
1
40
8
380
13
15
114
3
16
18
0
128
10
496
247
62
333
3
107
12
0
2
1
43
28
379
76
30
12
101
9
578
112
23
206
52
159
24
624
35
2
497
21
54
21
3
377
5
26
43
3
1
2
4
25
4
0
0
100
11
33
28
198
3
25
0
35
23
15
344
3
23
229
0
29
5
326
6
7
73
2
16
3
0
85
6
376
30
52
206
3
49
10
0
1
1
28
15
244
58
27
6
47
6
102
49
13
166
33
84
17
452
35
1
332
11
29
15
2
245
2
25
18
2
0
15
3
27
3
0
0
2
8
39
11
195
1
21
0
85
9
4
182
0
2
106
1
10
4
54
7
8
41
2
0
14
0
44
3
120
217
10
127
0
58
3
0
0
0
15
13
135
18
2
6
54
3
477
63
11
40
18
75
7
172
1
1
165
10
25
6
1
132
3
0
26
17
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
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
18
LWT
T
TELK
TLAB
TPX
THC
TEX
TSO
TEVA
TXI
TXN
DTV
FINL
FAF
GS
PGR
RYL
SMG
SGR
JOE
STA
THOR
TMA
THQI
TIBX
TIF
TWX
TJX
TLCV
TOL
TOM
TOY
RIG
TRI
TRB
TRMS
OVEN
TZA
TXU
TYC
TSN
USB
UBS
UPL
UN
UNP
UIS
UMC
UPS
URI
X UTX
UTHR
UNH
UVN
UNM
LCC
USU
USG
UST
UTSI
VRX
VLO
VAR
WOOF
VMSI
VRSN
VTS
VRTS
VZ
VRTX
VIAB
VIP
VPHM
Telewest Global, Inc.
Telik, Inc.
Tellabs, Inc.
Tempur-Pedic International, Inc.
Tenet Healthcare Corporation
Terex Corporation
Tesoro Corporation
Teva Pharmaceutical Industries Limited ADR
Texas Industries, Inc.
Texas Instruments Incorporated
The DIRECTV Group, Inc.
The Finish Line - CL A
The First American Financial Corporation
The Goldman Sachs Group, Inc.
The Progressive Corporation
The Ryland Group, Inc.
The Scotts Miracle-Gro Company
The Shaw Group, Inc.
The St Joe Company
The St. Paul Travelers Companies, Inc.
Thoratec Corporation
Thornburg Mortgage, Inc.
THQ Inc.
TIBCO Software
Tiffany & Co.
Time Warner, Inc.
TJX Companies, Inc. (The)
TLC Vision Corporation
Toll Brothers, Inc.
Tommy Hilfiger Corporation
Toys “R” Us, Inc.
Transocean Inc.
Triad Hospitals
Tribune Company
Trimeris Inc.
TurboChef Technologies, Inc.
TV Azteca S.A. de C.V.
TXU Company
Tyco International Limited
Tyson Foods, Inc. (Class A)
U.S. Bancorp
UBS AG
Ultra Petroleum Corp.
Unilever N.V.
Union Pacific Corporation
Unisys Corporation
United Microelectronics Corporation
United Parcel Service, Inc.
United Rentals, Inc.
United States Seel Corporation
United Technologies Corporation
United Therapeutics Corp.
UnitedHealth Group
Univision Communications Inc.
Unumprovident Corporation
US Airways Group, Inc. (New)
USEC, Inc.
USG Corporation
UST Inc.
UTStarcom, Inc.
Valeant Pharmaceuticals International
Valero Energy Corporation
Varian Associates, Inc.
VCA Antech, Inc.
Ventana Medical Systems, Inc.
Verisign Inc.
Veritas DGC, Inc.
VERITAS Software Corporation
Verizon Communications, Inc.
Vertex Pharmaceuticals, Inc.
Viacom, Inc. Class B
VimpelCom
ViroPharma Incorporated
Total 2,067
10,442
10,353
1,291
91,428
3,015
6,301
69,323
80
67,607
7,020
1,149
2,266
71,743
176
23,943
490
5,659
228
23,559
1,409
4,580
858
2,583
7,403
330,755
3,857
1,408
73,307
11,973
19,204
71,077
5,044
9,056
1,616
8,409
542
34,207
127,135
13,936
24,237
2,903
69,912
2,718
9,389
23,009
108
114,292
5,514
93,847
17,674
1,675
67,608
4,778
52,275
1
11,441
17,022
29
75,270
15,097
148,046
182
1,943
21
31,675
2,230
7,239
159,720
5,459
64,814
8,925
3,084
Contract Volume
Call
Put
1,964
8,276
9,167
1,121
11,256
1,974
2,680
37,038
40
36,801
3,320
1,097
1,226
41,412
124
7,981
133
4,735
48
11,375
1,151
2,506
474
2,109
5,032
269,261
2,826
1,256
19,562
9,137
8,969
43,708
1,117
5,221
745
4,530
426
26,489
84,330
8,274
13,247
2,052
50,815
2,039
6,147
12,041
28
83,607
5,119
43,965
10,948
1,295
56,223
3,653
13,638
1
8,482
5,394
16
45,200
7,518
79,821
148
1,435
21
18,146
2,031
3,763
77,261
4,760
58,180
1,858
2,156
103
2,166
1,186
170
80,172
1,041
3,621
32,285
40
30,806
3,700
52
1,040
30,331
52
15,962
357
924
180
12,184
258
2,074
384
474
2,371
61,494
1,031
152
53,745
2,836
10,235
27,369
3,927
3,835
871
3,879
116
7,718
42,805
5,662
10,990
851
19,097
679
3,242
10,968
80
30,685
395
49,882
6,726
380
11,385
1,125
38,637
0
2,959
11,628
13
30,070
7,579
68,225
34
508
0
13,529
199
3,476
82,459
699
6,634
7,067
928
Average Daily Volume
Total
Call
Put
8
41
41
5
363
12
25
275
0
268
28
5
9
285
1
95
2
22
1
93
6
18
3
10
29
1,313
15
6
291
48
76
282
20
36
6
42
2
136
505
55
96
12
277
11
37
91
0
454
22
372
70
7
268
19
207
0
45
68
0
299
60
587
1
8
0
126
9
29
634
22
257
35
24
8
33
36
4
45
8
11
147
0
146
13
4
5
164
0
32
1
19
0
45
5
10
2
8
20
1,068
11
5
78
36
36
173
4
21
3
23
2
105
335
33
53
8
202
8
24
48
0
332
20
174
43
5
223
14
54
0
34
21
0
179
30
317
1
6
0
72
8
15
307
19
231
7
17
0
9
5
1
318
4
14
128
0
122
15
0
4
120
0
63
1
4
1
48
1
8
2
2
9
244
4
1
213
11
41
109
16
15
3
20
0
31
170
22
44
3
76
3
13
44
0
122
2
198
27
2
45
4
153
0
12
46
0
119
30
271
0
2
0
54
1
14
327
3
26
28
7
Equity LEAPS Contract Volume Detail
Standard
Symbol
Stock
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
SH
V
VC
V VOD
WB
WAG
WMT
WLT
WM
WMI
WAT
WPI
WCI
WFT
WLP
WFC
WEN
WWCA
WY
WHR
WFMI
OATS
WMB
WNDXQ
WYE
WYNN
XEL
XRX
XLNX
XL
XMSR
XTO
YHOO
YELL
YUM
ZLC
ZMH
ZION
ZIXI
Vishay Intertechnology, Inc.
Visteon Corp.
Vivendi SA
Vodafone Group PLC ADR
Wachovia Corporation
Walgreen Company
Wal-Mart Stores, Inc.
Walter Industries, Inc.
Washington Mutual, Inc.
Waste Management, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
WCI Communities, Inc. (New)
Weatherford International, Inc.
WellPoint Health Networks Inc.
Wells Fargo & Company
Wendy’s International, Inc.
Western Wireless Corporation (Class A)
Weyerhaeuser Company
Whirlpool Corporation
Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Williams Companies, Inc. (The)
Winn-Dixie Stores, Inc.
Wyeth
Wynn Resorts, Limited
Xcel Energy, Inc.
Xerox Corporation
Xilinix, Inc.
XL Capital LTD.
XM Satellite Radio Holdings, Inc.
XTO Energy Inc.
Yahoo! Inc.
YRC Worldwide Inc.
YUM! Brands, Inc.
Zale Corporation
Zimmer Holdings, Inc.
Zions Bancorporation
Zix Corporation
Total 42,298
64,985
600
7,284
21,865
16,873
532,402
4,363
28,979
8,775
825
6,866
3,775
14,845
13,834
142,535
12,413
1,890
7,567
10,487
11,080
336
65,771
21,032
31,770
8,302
1,268
18,752
12,832
3,819
131,554
22,515
163,547
8,314
4,887
131
21,717
3,136
5,696
Contract Volume
Callff
Put
5,957
31,612
193
3,872
12,466
11,573
303,988
3,836
16,705
6,428
482
5,655
304
11,662
9,606
21,651
9,892
320
4,139
4,119
3,823
276
55,304
4,500
21,523
6,918
969
11,336
7,527
1,899
68,850
12,871
75,035
5,137
2,557
33
16,413
657
5,370
36,341
33,373
407
3,412
9,399
5,300
228,414
527
12,274
2,347
343
1,211
3,471
3,183
4,228
120,884
2,521
1,570
3,428
6,368
7,257
60
10,467
16,532
10,247
1,384
299
7,416
5,305
1,920
62,704
9,644
88,512
3,177
2,330
98
5,304
2,479
326
Average Daily Volume
Total
Call
Put
168
258
2
29
87
67
2,113
17
115
35
3
27
15
59
55
566
49
8
30
42
44
1
261
83
126
33
5
74
51
15
522
89
649
33
19
1
86
12
23
24
125
1
15
49
46
1,206
15
66
26
2
22
1
46
38
86
39
1
16
16
15
1
219
18
85
27
4
45
30
8
273
51
298
20
10
0
65
3
21
144
132
2
14
37
21
906
2
49
9
1
5
14
13
17
480
10
6
14
25
29
0
42
66
41
5
1
29
21
8
249
38
351
13
9
0
21
10
1
19
CBOE Equity Options 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
73
20
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
ARDI
@Road, Inc.19,09814,899
4,199
76
5917
FLWS1-800-FLOWERS.COM, Inc.
7,969
6,2821,687
32
25
7
TFSM
24/7 Real Media, Inc.1,4871,396
91
51
48
3
COMS
3Com Corporation
26,952
23,485
3,467107
9314
MMM
3M Company
364,990
221,072143,9181,448
877
571
KDE
4Kids Entertainment, Inc.
8,631
4,185
4,446
341718
NDN
99 Cents Only Stores
26,07215,40510,667103
61
42
AAIIE
aaiPharma Inc.
6,144
3,366
2,778
241311
AIR
AAR CORP.
9,205
6,891
2,314
37
27
9
ABB
ABB Ltd.1,2611,039
222
315
260
56
ABT
Abbott Laboratories
351,770
223,539128,2311,396
887
509
ANF
Abercrombie & Fitch Company
311,899188,040123,8591,238
746
492
ABGX
Abgenix, Inc.
317,507
204,375113,1321,260
811
449
ABY
Abitibi-Price, Inc.
6,401
3,484
2,917
251412
ABRXQ
Able Laboratories, Inc.
63,665
44,74318,922
253178
75
ABP
Abraxas Petroleum Corporation13,360
9,617
3,743
219158
61
ACCL
Accelrys, Inc.
6,186
4,3531,833
2517
7
ACN
Accenture Ltd-CL A
87,685
50,621
37,064
348
201147
LEND
Accredited Home Lenders Holding Company
261,923130,175131,7481,039
517
523
ACDO
Accredo Health, Incorporated18,726
9,207
9,519
74
37
38
ACE
ACE, Ltd.
73,160
45,993
27,167
290183108
ATN
Action Performance Companies, Inc.
26,74411,58615,158106
46
60
ATVI
Activision, Inc.189,003141,213
47,790
750
560190
ACXM
Acxiom Corporation
21,62814,808
6,820
86
59
27
ADPT
Adaptec, Inc.11,920
2,263
9,657
47
9
38
ADCT
ADC Telecommunications, Inc.
81,150
60,787
20,363
322
241
81
ADEX
Ade Corporation
550116
434
2
0
2
ADBE
Adobe Systems, Inc.
342,589
221,833120,7561,359
880
479
ADLR
Adolor Corporation104,100
71,733
32,367
413
285128
ADTN
ADTRAN, Inc.
92,291
53,581
38,710
366
213154
AEA
Advance America Cash Advance Centers Inc.
9,414
5,128
4,286
38
2117
AAP
Advance Auto Parts, Inc.
47,811
24,648
23,163190
98
92
ADIC
Advanced Digital Information Corp.11,209
5,965
5,244
44
24
21
AEIS
Advanced Energy Industries19,84816,205
3,643
79
6414
EYE
Advanced Medical Optics, Inc.173,824108,768
65,056
690
432
258
AMD
Advanced Micro Devices, Inc.1,788,2521,149,560
638,692
7,096
4,562
2,534
ANSI
Advanced Neuromodulation Systems, Inc.
43,653
26,71616,937173106
67
AEG
Aegon NV ADR
5,379
3,040
2,339
2112
9
ARXX
Aeroflex Incorporated12,38411,0191,365
49
44
5
ARO
Aeropostale, Inc.
66,382
41,263
25,119
263164100
AES
AES Corporation112,869
71,306
41,563
448
283165
AET
Aetna Inc.
300,165178,802121,3631,191
710
482
ACS
Affiliated Computer Services, Inc.124,853
66,377
58,476
495
263
232
AMG
Affiliated Managers Group, Inc.
25,63819,196
6,442102
76
26
AFFX
Affymetrix, Inc.135,489
64,193
71,296
538
255
283
AFL
AFLAC Incorporated
50,475
37,13213,343
200147
53
AG
AGCO Corporation
27,83518,063
9,772110
72
39
AGR
Agere Systems, Inc.12,92910,351
2,578
51
4110
A
Agilent Technologies, Corporation
314,485193,338121,1471,248
767
481
AEM
Agnico-Eagle Mines Ltd.126,226
88,543
37,683
501
351150
AAI
Airtran Holdings, Inc.
45,121
29,29515,826179116
63
AKS
AK Steel Holding Corporation
321,147
226,032
95,1151,274
897
377
AKAM
Akamai Technologies, Inc.126,584
88,051
38,533
502
349153
APCS
Alamosa Holdings, Inc. (New)
36,433
29,524
6,909145117
27
ACV
Alberto-Culver Company (New)14,440
9,870
4,570
57
3918
ABS
Albertson’s, Inc.
282,715161,385121,3301,122
640
481
AL
Alcan, Inc.
61,474
32,432
29,042
244129115
ALA
Alcate
50,283
33,25217,031
200132
68
AA
ALCOA, Inc.
384,932
236,219148,7131,528
937
590
ACL
Alcon, Inc.
78,380
43,558
34,822
311173138
ALEX
Alexander & Baldwin13,432
9,055
4,377
53
3617
ALXN
Alexion Pharmaceuticals, Inc.
76,264
50,533
25,731
303
201102
ALGN
Align Technology, Inc.
71,440
53,80517,635
283
214
70
ALKS
Alkermes, Inc.
52,691
30,657
22,034
209122
87
AYE
Allegheny Energy, Inc.
40,233
31,291
8,942160124
35
ATI
Allegheny Technologies, Inc.107,344
70,919
36,425
426
281145
AGN
Allergan, Inc.
52,104
27,661
24,443
207110
97
AC
Alliance Capital Management L.P.
28,520
20,878
7,642113
83
30
ADS
Alliance Data Systems Corporation
37,05017,24919,801147
68
79
AGI
Alliance Gaming Corporation115,710
80,954
34,756
459
321138
ARLP
Alliance Resources Partners, L.P.
23,42217,813
5,609
93
71
22
LNT
Alliant Energy Corporation1,7601,367
393
7
5
2
ATK
Alliant Techsystems, Inc.
22,56412,56010,004
90
50
40
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
AW
ALD
ALOY
MDRX
ALL
AT
ALJ
ANR
ALO
ALTR
ATRS
MO
ALVR
AMZN
ABK
DOX
AMED
AHC
AMX
AWA
AXL
ACAS
ACLI
AEOS
AEP
AXP
AMHC
AHM
AIG
AOB
APPX
APCC
ASEI
ASD
AMSC
AMT
ACF
AGP
AMP
ABC
ASCA
AMTD
AMH
AMGN
AMKR
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
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Allied Waste Industries, Inc.
36,76413,102
23,662146
52
94
Alllied Capital Corporation
313,324139,884173,4401,243
555
688
Alloy, Inc.
26,51711,61314,904105
46
59
Allscripts Healthcare Solutions, Inc.
83,061
64,77418,287
497
388110
Allstate Corporation (The)
483,008
388,832
94,1761,9171,543
374
ALLTEL Corporation115,560
96,83718,723
459
384
74
Alon USA Energy, Inc.
3,006
2,444
562
44
36
8
Alpha Natural Resources, Inc.
60,364
41,09919,265
299
203
95
Alpharma, Inc. (Class A)
26,31816,16810,150104
64
40
Altera Corporation173,522115,239
58,283
689
457
231
Altiris, Inc.
20,98511,635
9,350
83
46
37
Altria Group, Inc.
4,819,781
3,154,9041,664,87719,12612,519
6,607
Alvarion Limited
89,272
65,500
23,772
354
260
94
Amazon.Com Inc.1,091,714
535,736
555,978
4,332
2,126
2,206
AMBAC, Inc.
20,221
9,25810,963
80
37
44
Amdocs, Ltd108,287
83,782
24,505
430
332
97
Amedisys, Inc.
55,706
31,058
24,648
221123
98
Amerada Hess Corporation198,091101,867
96,224
786
404
382
America Movil S.A. de C.V.
214,820132,380
82,440
852
525
327
America West Holdings Corp. (Class B)16,645
8,379
8,266
66
33
33
American Axle & Manufacturing Holdings, Inc.
46,56713,137
33,430185
52133
American Capital Strategies, Ltd.
38,029
25,73812,291151102
49
American Commercial Lines
429
30412511
8
3
American Eagle Outfitters, Inc.155,037
87,803
67,234
615
348
267
American Electric Power Company, Inc.
45,652
31,53414,118181125
56
American Express Company
655,664
495,331160,333
2,6021,966
636
American Healthways, Inc.
41,206
30,54710,659164121
42
American Home Mortgage Investment Corp.
200,684139,484
61,200
796
554
243
American International Group, Inc.1,435,116
724,639
710,477
5,695
2,876
2,819
American Oriental Bioengineering, Inc.
5,273
4,413
860115
9619
American Pharmaceutical Partners, Inc.
268,464158,248110,2161,065
628
437
American Power Conversion Corporation
78,316
52,668
25,648
311
209102
American Science and Engineering, Inc.
22,94516,447
6,498
244175
69
American Standard Companies Inc.
43,012
25,00518,007171
99
71
American Superconductor Corp.
66,817
59,964
6,853
265
238
27
American Tower Corporation CLA191,344134,471
56,873
759
534
226
AmeriCredit Corporation113,738
62,359
51,379
451
247
204
AMERIGROUP Corporation
67,918
46,660
21,258
270185
84
Ameriprise Financial, Inc.
8,845
6,762
2,083140107
33
AmerisourceBergen Corporation192,738
65,924126,814
765
262
503
Ameristar Casinos, Inc.13,484
7,373
6,111
54
29
24
Ameritrade Holding Corp-Cl A
238,171154,205
83,966
945
612
333
AmerUs Group Co.19,709
8,82810,881
78
35
43
Amgen, Inc.
946,969
620,867
326,102
3,758
2,4641,294
Amkor Technology, Inc.
77,203
51,690
25,513
306
205101
AMR Corporation1,315,157
695,260
619,897
5,219
2,759
2,460
Amylin Pharmaceuticals, Inc.
382,045
257,425124,6201,5161,022
495
Anadarko Petroleum Corporation
459,346
295,070164,2761,8231,171
652
Analog Devices, Inc.179,145123,844
55,301
711
491
219
Anaren, Inc.1,5231,325198
6
51
Andrew Corporation
21,66211,778
9,884
86
47
39
Andrx Corp.171,673109,079
62,594
681
433
248
Angiotech Pharmaceuticals, Inc.
31,00812,86218,146123
51
72
AngloGold Ashanti Limited ADS
85,402
56,030
29,372
339
222117
Anheuser-Busch Companies, Inc.
288,578166,812121,7661,145
662
483
Annaly Mortgage Management, Inc.103,007
33,994
69,013
409135
274
AnnTaylor Stores Corporation
83,219
45,800
37,419
330182148
ANSYS, Inc.
4,606
3,5851,0211814
4
Anteon International Corporation18,21914,398
3,821
72
5715
Antigenics Inc.
359,860
227,811132,0491,428
904
524
AON Corporation
55,654
35,488
20,166
221141
80
Apache Corporation
594,669
395,234199,435
2,3601,568
791
Apartment Investment & Management Company
7,978
3,341
4,637
321318
Apex Silver Mines Limited
72,711
47,424
25,287
289188100
Aphton Corp.13,565
5,978
7,587
54
24
30
Apogee Enterprises, Inc.
3,016
2,427
5891210
2
Apollo Group, Inc.
242,195
88,606153,589
961
352
609
Apple Computer, Inc.
5,289,615
3,286,128
2,003,487
20,99113,040
7,950
Applebee’s International, Inc.18,33911,900
6,439
73
47
26
Applera Corp - Celera Genomics Group13,791
8,838
4,953
55
35
20
Applera Corporation-Applied Biosystems Group
29,886
20,613
9,273119
82
37
Applied Films Corporation12,041
6,262
5,779
48
25
23
Applied Materials, Inc.
686,563
461,472
225,091
2,7241,831
893
21
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
22
AMCC
AHG
WTR
AQNT
ACI
ADM
AX
ASN
ARNA
AGY
ARIA
ARBA
AH
ARRS
ARTC
ASA
ASCL
ASTSF
ASH
ASIA
ASML
ASMI
ASPT
ASBC
AIZ
AF
AZN
ASYT
SBC
T
AGIX
ATHR
ATYT
ATML
ATPG
AUO
ADBL
AUDC
ADAT
ADSK
ADP
AN
AZO
AVB
AVNX
AV
AVY
AVCI
AVID
AVT
AVCT
AVP
AVX
ACLS
AXS
AZR
BHI
BLL
BLDP
BAC
BK
BCR
BKS
BRL
ABX
BOL
BAX
BAY
BBT
BEAV
BEAS
BSC
BZH
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Applied Micro Circuits Corporation
34,330
28,643
5,687136114
23
Apria Healthcare Group Incorporated
53,254
37,62515,629
211149
62
Aqua America, Inc.
68,012
51,50016,512
270
204
66
aQuantive, Inc.
85,004
64,249
20,755
337
255
82
Arch Coal, Inc.
246,994108,076138,918
980
429
551
Archer-Daniels-Midland Company105,739
72,328
33,411
420
287133
Archipelago Holdings, Inc.120,079
73,217
46,862
477
291186
Archstone-Smith Trust10,011
4,523
5,488
4018
22
Arena Pharmaceuticals, Inc.19,68812,629
7,059
78
50
28
Argosy Gaming Company
4,068
3,258
8101613
3
ARIAD Pharmaceuticals, Inc.
97,622
65,671
31,951
387
261127
Ariba, Inc.
63,298
47,68915,609
251189
62
Armor Holdings, Inc.
43,946
30,53513,411174121
53
Arris Group, Inc.
22,23416,814
5,420
88
67
22
ArthroCare Corporation15,388
9,408
5,980
61
37
24
ASA Limited
38,492
27,24611,246153108
45
Ascential Software Corporation11,885
9,406
2,479
47
3710
ASE Test Limited (New)
5,148
4,234
914
2017
4
Ashland, Inc.
37,385
29,824
7,561148118
30
Asiainfo Holdings Inc.
6,415
5,0491,366
25
20
5
ASM Holding N.V.
47,043
22,367
24,676187
89
98
ASM International N.V.
7,508
5,108
2,400
30
2010
Aspect Communications Corporation12,25010,3941,856
49
41
7
Associated Banc-Corp.
2,781
2,115
66611
8
3
Assurant, Inc.
9,447
6,292
3,155
37
2513
Astoria Financial Corporation
25,392
20,432
4,960101
81
20
AstraZeneca plc ADS126,927
55,193
71,734
504
219
285
Asyst Technologies, Inc.
7,192
5,4961,696
29
22
7
AT & T Inc.
318,882167,687151,1951,265
665
600
AT&T Corporation
205,739117,425
88,314
816
466
350
AtheroGenics, Inc.
237,813173,381
64,432
944
688
256
Atheros Communications
23,15419,079
4,075
92
7616
ATI Technologies, Inc.
238,921158,132
80,789
948
628
321
Atmel Corporation
42,290
35,400
6,890168140
27
ATP Oil & Gas Corporation
8,963
7,3381,625
38
31
7
AU Optronics Corp.164,142
97,400
66,742
651
387
265
Audible, Inc. (New)
71,350
40,472
30,878
283161123
AudioCodes Ltd.
24,55415,317
9,237
97
61
37
Authentidate Holding Corp. (New)10,272
8,129
2,143
41
32
9
Autodesk, Inc.187,510114,955
72,555
744
456
288
Automatic Data Processing, Inc.175,030128,426
46,604
695
510185
AutoNation, Inc.
67,468
55,80211,666
268
221
46
Autozone, Inc.160,633
95,410
65,223
637
379
259
Avalonbay Communities, Inc.16,403
7,784
8,619
65
31
34
Avanex Corporation
2,1361,508
628
8
6
2
Avaya, Inc.146,147116,329
29,818
580
462118
Avery Dennison Corporation17,338
9,780
7,558
69
39
30
Avici Systems, Inc.
5,803
4,7801,023
2319
4
Avid Technology, Inc.
98,521
55,699
42,822
391
221170
Avnet, Inc.16,93910,544
6,395
67
42
25
Avocent Corp.
26,91719,168
7,749107
76
31
Avon Products, Inc.
200,989
74,531126,458
798
296
502
AVX Corporation
3,099
2,0711,02812
8
4
Axcelis Technologies, Inc.17,32012,477
4,843
69
5019
Axis Capital Holdings Limited
5,565
4,2131,352
2217
5
Aztar Corporation
36,195
25,81110,384144102
41
Baker Hughes Incorporated133,322
84,677
48,645
529
336193
Ball Corporation
20,70010,31310,387
82
41
41
Ballard Power Systems, Inc.
42,233
35,355
6,878168140
27
Bank of America Corporation1,102,700
676,254
426,446
4,376
2,6841,692
Bank of New York Company, Inc. (The)
89,145
62,790
26,355
354
249105
Bard (C.R.) Inc.
29,50019,918
9,582117
79
38
Barnes & Noble, Inc.
22,91316,010
6,903
91
64
27
Barr Laboratories, Inc.
41,720
26,33115,389166104
61
Barrick Gold Corporation
243,181162,664
80,517
965
645
320
Bausch & Lomb Incorporated10,521
3,934
6,587
4216
26
Baxter International, Inc.107,053
69,062
37,991
425
274151
Bayer AG
4,162
2,5221,6401710
7
BB&T Corporation
68,504
52,68015,824
272
209
63
BE Aerospace, Inc.
29,304
26,706
2,59811610610
BEA Systems, Inc.
210,488168,652
41,836
835
669166
Bear Stearns Companies, Inc. (The)
212,999109,302103,697
845
434
411
Beazer Homes USA, Inc.
358,221153,857
204,3641,422
611
811
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
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
BEBE
BDX
BBBY
BLS
BLC
BMS
BBY
BEV
BHP
BBG
BCRX
BIVN
BIIB
BLTIE
BLTI
BMRN
BMET
PDLI
BIO
BRLI
BPA
BIOS
BSTE
BVF
BIOV
BMD
BSG
BJS
BJ
BDK
BBOX
HRB
BBI
BBI/B
BCSI
NILE
BMC
BA
BDE
BWA
BORL
BCGI
BSX
BOW
BYD
BP
BPT
BDY
BGG
CELL
EAT
BMY
BAB
BRCM
BVSN
BWNG
BRCD
BRKS
BRO
BC
BBW
BMHC
BG
BNI
BR
BOBJ
CHRW
CAB
CWP
CVC
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Bebe Stores, Inc.117,848
65,866
51,982
468
261
206
Becton Dickinson & Company13,997
9,096
4,901
56
3619
Bed Bath & Beyond, Inc.177,369112,789
64,580
704
448
256
BellSouth Corporation123,892
73,303
50,589
492
291
201
Belo Corporation
803
482
321
3
21
Bemis Company
9,736
3,744
5,992
3915
24
Best Buy Co., Inc.
758,525
386,268
372,257
3,0101,5331,477
Beverly Enterprises, Inc.
58,608
47,04311,565
233187
46
BHP Billiton Limited
83,803
64,65919,144
333
257
76
Bill Barrett Corporation
525
223
302
251114
BioCryst Pharmaceuticals, Inc.106,352
82,349
24,003
2,1271,647
480
Bioenvision, Inc.
58,854
42,01416,840
234167
67
BIOGEN IDEC, Inc.
617,476
412,230
205,246
2,4501,636
814
BioLase Technology, Inc.14,426
9,980
4,446
57
4018
BioLase Technology, Inc. (New)
412
335
7710
8
2
BioMarin Pharmaceutical, Inc.18,81515,746
3,069
75
6212
Biomet, Inc.174,966
84,629
90,337
694
336
358
BioPharma, Inc.
86,312
55,971
30,341
343
222120
Bio-Rad Laboratories, Inc.1,201
360
841
51
3
Bio-Reference Laboratories, Inc.
7,500
4,725
2,775
301911
BioSante Pharmaceuticals, Inc.
5,564
5,092
472
22
20
2
BioScripp, Inc.
8,626
8,022
604
34
32
2
Biosite, Inc.
50,204
29,253
20,951199116
83
Biovail Corporation International137,749
96,749
41,000
547
384163
BioVeris Corporation
5,684
4,0931,591
2316
6
Birch Mountain Resources Ltd.
8,100
6,3971,703
386
305
81
BISYS Group, Inc. (The)
24,802
22,328
2,474
98
8910
BJ Services Company
233,327159,448
73,879
926
633
293
BJ’s Wholesale Club, Inc.
36,368
24,27612,092144
96
48
Black & Decker Corporation (The)
79,483
33,477
46,006
315133183
Black Box Corporation16,91210,949
5,963
67
43
24
Block (H & R), Inc.131,512
56,669
74,843
522
225
297
Blockbuster, Inc. Cl A165,470
97,884
67,586
657
388
268
Blockbuster, Inc. Cl B
634
584
50
3
2
0
Blue Coat Systems, Inc.119,370
75,608
43,762
474
300174
Blue Nile, Inc.
30,468
20,986
9,482121
83
38
BMC Software, Inc.
289,420
235,358
54,0621,148
934
215
Boeing Company (The)
297,284156,866140,4181,180
622
557
Bois d’ Arc Energy, Inc.
2,8321,5331,299
231210
BorgWarner, Inc.
21,46613,742
7,724
85
55
31
Borland Software Corporation14,73712,692
2,045
58
50
8
Boston Communications Group, Inc.
61,110
34,249
26,861
243136107
Boston Scientific Corporation
567,909
351,683
216,226
2,2541,396
858
Bowater Incorporated
92,63114,674
77,957
368
58
309
Boyd Gaming Corporation153,053108,855
44,198
607
432175
BP p.l.c.
290,460185,349105,1111,153
736
417
BP Prudhoe Bay Royalty Trust
23,63217,156
6,476137100
38
Bradley Pharmaceuticals, Inc.
54,732
35,63019,102
217141
76
Briggs & Stratton14,492
8,384
6,108
58
33
24
Brightpoint, Inc.
41,839
28,58813,251166113
53
Brinker International, Inc.16,441
8,289
8,152
65
33
32
Bristol-Myers Squibb Company
569,245
368,037
201,208
2,2591,460
798
British Airways PLC ADR
7,937
3,257
4,680
311319
Broadcom, Inc.1,011,431
673,550
337,881
4,014
2,6731,341
BroadVision, Inc.
547
332
215
211
Broadwing Corporation
37,543
33,623
3,92015113616
Brocade Communications
251,966175,081
76,8851,000
695
305
Brooks Automation, Inc.
20,38912,621
7,768
81
50
31
Brown & Brown, Inc. (New)16,40512,937
3,468
65
5114
Brunswick Corporation
48,925
20,626
28,299194
82112
Build-A-Bear-Workshop
27,99217,57410,418111
70
41
Building Materials Holding Corporation106,801
55,085
51,716
424
219
205
Bunge Limited
86,163
50,086
36,077
342199143
Burlington Northern Santa Fe Corporation
67,873
51,23216,641
269
203
66
Burlington Resources, Inc.
346,241
206,298139,9431,374
819
555
Business Objects S.A. ADR
53,378
27,615
25,763
212110102
C H Robinson Worldwide, Inc.
41,649
25,26216,387165100
65
Cabela’s Incorporated - Cl A
32,522
26,434
6,088129105
24
Cable & Wireless PLC ADR
2,0311,790
241
8
71
Cablevision Systems Corporation
619,271
445,932173,339
2,4571,770
688
23
CBOE Equity Options Volume (Includes LEAPS)
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
24
Standard
Symbol Stock
CCMP
COG
CACH
CAI
CDNS
CZR
CDIS
CAMP
CAMD
ELY
CALM
CPNLQ
CBM
CCJ
CPB
CNI
CNQ
CLZR
CMN
COF
CPST
CAH
CECO
CMX
KMX
CCL
CG
CRS
CANI
CACS
CRZO
CRI
CAT
CBG
CBRL
CHINA
CDWC
CE
CLS
CELG
CEGE
CTIC
CX
CD
CNC
CNP
CTX
CEDC
CENX
CTL
CEPH
CPHD
CRDN
CERN
CHB
CHRS
CHTR
CHTT
CHKP
CKFR
CAKE
CEM
LNG
CHK
CVX
CBI
CME
CHS
PLCE
LFC
CMED
CN
SNP
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Cabot Microelectronics Corporation
36,52016,98119,539145
67
78
Cabot Oil & Gas Corp
2,3361,966
370
9
81
Cache, Inc.
3,653
2,4421,2111410
5
CACI International, Inc. Class A
76,136
43,015
33,121
302171131
Cadence Design Systems, Inc.
33,849
21,17812,671134
84
50
Caesars Entertainment, Inc.
420,326
396,018
24,3081,6681,572
96
Cal Dive International, Inc.
27,04318,528
8,515107
74
34
CalAmp, Corp.
23,919
20,634
3,285
95
8213
California Micro Devices Corporation
21,26716,339
4,928
84
65
20
Callaway Golf Company
9,702
4,109
5,593
3916
22
Cal-Maine Foods, Inc.131,382
67,208
64,174
521
267
255
Calpine Corporation1,218,259
657,121
561,138
4,834
2,608
2,227
Cambrex Corporation
2,4921,0241,46810
4
6
Cameco Corporation
211,482152,074
59,408
839
603
236
Campbell Soup Company
2,7191,6131,10611
6
4
Canadian National Railway Company19,71515,655
4,060
78
6216
Canadian Natural Resources Ltd.112,099
87,907
24,192
445
349
96
Candela, Corp.15,75712,260
3,497
63
4914
Cantel Medical Corp.11,983
7,615
4,368
48
3017
Capital One Financial Corporation
311,750163,017148,7331,237
647
590
Capstone Turbine Corporation (New)
20,50017,050
3,450
270
224
45
Cardinal Health, Inc.186,682118,016
68,666
741
468
272
Career Education Corporation
264,589127,041137,5481,050
504
546
Caremark RX, Inc.158,155111,066
47,089
628
441187
CarMax, Inc.
65,867
24,337
41,530
261
97165
Carnival Corporation (Class A)179,437102,006
77,431
712
405
307
Carolina Group
35,13918,00617,133139
71
68
Carpenter Technology Corporation
38,536
33,537
4,999153133
20
Carreker Corporation1,8431,269
574
7
5
2
Carrier Access Corporation
3,337
2,1111,22613
8
5
Carrizo Oil & Gas, Inc.13,212
9,560
3,652
70
5119
Carter’s, Inc.
202154
48
21
0
Caterpillar, Inc.
528,480
349,820178,660
2,0971,388
709
CB Richard Ellis Group, Inc.1,689
738
951
8
3
4
CBRL Group, Inc.18,35110,646
7,705
73
42
31
CDC Corporation Cl A
41,595
34,957
6,638165139
26
CDW Corporation
37,66613,802
23,864149
55
95
Celanese Corporation16,57115,2751,296
71
66
6
Celestica, Inc.
25,91514,45811,457103
57
45
Celgene Corporation
719,530
434,717
284,813
2,8551,7251,130
Cell Genesys, Inc.
25,42816,221
9,207101
64
37
Cell Therapeutics, Inc.
327,416
257,151
70,2651,2991,020
279
Cemex S.A. de C.V.
90,768
60,247
30,521
360
239121
Cendant Corporation
386,519
261,956124,5631,5341,040
494
Centene Corporation
2,7821,5691,21311
6
5
CenterPoint Energy, Inc.
35,580
22,53813,042141
89
52
CENTEX Corporation
381,684
222,389159,2951,515
882
632
Central European Distribution Corporation
25,65817,243
8,415102
68
33
Century Aluminum Company (New)18,34111,327
7,014
73
45
28
Centurytel, Inc.
30,11017,64512,465119
70
49
Cephalon, Inc.
207,261129,941
77,320
822
516
307
Cepheid, Inc.17,11912,809
4,310
68
5117
Ceradyne, Inc.
88,916
62,211
26,705
353
247106
Cerner Corporation154,906
64,612
90,294
615
256
358
Champion Enterprises, Inc. (New)10,461
7,487
2,974
42
3012
Charming Shoppes, Inc.
8,803
7,7771,026
35
31
4
Charter Communications, Inc.
50,899
33,40117,498
202133
69
Chattem, Inc.10,128
4,891
5,237
4019
21
Check Point Software Technologies, Ltd.
214,898142,820
72,078
853
567
286
Checkfree Corporation
91,948
55,137
36,811
365
219146
Cheesecake Factory Incorporated (The)
28,98617,69511,291115
70
45
Chemtura Corporation12,996
7,742
5,254
52
31
21
Cheniere Energy, Inc.189,332120,151
69,181
751
477
275
Chesapeake Energy Corporation1,239,455
947,923
291,532
4,918
3,7621,157
Chevron Corporation
2,151,4641,518,990
632,474
8,538
6,028
2,510
Chicago Bridge & Iron Company N.V.
43,712
37,001
6,711173147
27
Chicago Mercantile Exchange
647,031
392,047
254,984
2,5681,5561,012
Chico’s FAS, Inc.
338,833193,694145,1391,345
769
576
Children’s Place
35,718
23,25112,467142
92
49
China Life Insurance Co., Ltd.
9,187
5,071
4,116
36
2016
China Medical Technologies, Inc.
30,955
22,811
8,144
774
570
204
China Netcom Group Corporation Limited
3,684
2,4481,2361510
5
China Petroleum and Chemical Corporation
59,314
43,85415,460
235174
61
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
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
435
CNTF
CHA
CHL
CHU
CYD
IMOS
CHIR
CHRDE
CBK
CB
RIO
CIEN
CI
XEC
CBB
CIN
CTAS
CC
CRUS
CSCO
CIT
C
CZN
CTXS
CYN
CKR
CLE
CLHB
CCU
CCO
CLF
CLX
CMS
CNA
CNET
CNF
CEO
CNXS
COH
KO
CCE
CDE
COGT
CTSH
COGN
CSTR
CWTR
CL
CNB
CBRX
COLM
CMCSA
CMCSK
CMA
CBH
CMC
SID
VNT
BVN
CA
CSC
CPWR
CRK
CMTL
CMVT
CAG
CPTS
CCRD
CNQR
CNXT
CNCT
COP
CONR
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
China Techfaith Wireless
88
7810
22
20
3
China Telecom Corporation Limited
7,472
4,271
3,201
301713
China Telecom Limited ADR
42,083
33,243
8,840167132
35
China Unicom Limited1,209
915
294
5
41
China Yuchai International Limited
80,772
61,21519,557
321
243
78
ChipMOS TECHNOLOGIES (Bermuda) LTD.15,77512,748
3,027
63
5112
Chiron Corporation157,139
80,326
76,813
624
319
305
Chordiant Software, Inc.
47
3116
0
0
0
Christopher & Banks Corporation
8,491
6,7811,710
34
27
7
Chubb Corporation (The)
38,906
23,01415,892154
91
63
CIA Vale Do Rio Doce (CVRD)
451,430
317,042134,3881,7911,258
533
Ciena Corporation
86,981
51,452
35,529
345
204141
CIGNA Corporation132,406
75,538
56,868
525
300
226
Cimarex Energy Co.
98,413
71,627
26,786
391
284106
CIncinnati Bell Inc.
21,03419,8841,150
83
79
5
Cinergy Corporation
37,501
24,41213,089149
97
52
Cintas Corporation
50,665
36,80413,861
201146
55
Circuit City Stores, Inc. Circuit City Group160,457
84,037
76,420
637
333
303
Cirrus Logic, Inc.
37,076
30,935
6,141147123
24
Cisco Systems, Inc.
2,162,9651,441,778
721,187
8,583
5,721
2,862
CIT Group Inc.
38,74916,448
22,301154
65
88
Citigroup, Inc.
2,583,0481,280,8861,302,16210,250
5,083
5,167
Citizens Communications Company
37,52118,85718,664149
75
74
Citrix Systems, Inc.102,124
72,111
30,013
405
286119
City National Corporation
5,987
4,9571,030
24
20
4
CKE Restaurants, Inc.
25,909
20,220
5,689103
80
23
Claire’s Stores, Inc.
22,88716,205
6,682
91
64
27
Clean Harbors, Inc.17,89613,314
4,582
71
5318
Clear Channel Communications, Inc.163,401107,466
55,935
648
426
222
Clear Channel Outdoor Holdings, Inc.
220158
62
8
6
2
Cleveland-Cliffs, Inc.
208,038115,676
92,362
826
459
367
Clorox Company (The)
51,474
22,385
29,089
204
89115
CMS Energy Corporation
40,482
30,07810,404161119
41
CNA Financial Corporation
5,991
4,1371,854
2416
7
CNET Networks, Inc.
58,830
37,996
20,834
233151
83
CNF, Inc.10,737
5,814
4,923
43
23
20
CNOOC Limited
4,331
3,908
4231716
2
CNS, Inc.
9,415
7,088
2,327113
85
28
Coach, Inc.180,513103,841
76,672
716
412
304
Coca-Cola Company (The)
747,253
504,930
242,323
2,965
2,004
962
Coca-Cola Enterprises, Inc.
72,761
43,141
29,620
289171118
Coeur d’ Alene Mines, Corp.
207,642175,682
31,960
824
697127
Cogent, Inc.124,931
91,254
33,677
496
362134
Cognizant Technology Solutions Corporation164,748
93,177
71,571
654
370
284
Cognos Incorporated120,174
54,773
65,401
477
217
260
Coinstar, Inc.
29,19616,32212,874116
65
51
Coldwater Creek Inc.
57,677
38,40719,270
229152
76
Colgate-Palmolive Company
236,293136,946
99,347
938
543
394
Colonial BancGroup, Inc.10,449
4,477
5,972
4118
24
Columbia Laboratories, Inc.
2,1431,919
224
9
81
Columbia Sportwear Company12,964
4,653
8,311
5118
33
Comcast Corp. (Class A)
333,069166,286166,7831,322
660
662
Comcast Corporation (Special Class A)161,786102,858
58,928
642
408
234
Comerica Incorporated
34,31619,21815,098136
76
60
Commerce Bancorp, Inc.
234,629132,077102,552
931
524
407
Commercial Metals Company
50,401
35,45314,948
200141
59
Companhia Siderurgica Nacional ADR
37,958
25,76712,191151102
48
Compania Anonima Nacional Venezuela
6,386
3,768
2,618
251510
Compania de Minas Buenaventura S.A.
20,98418,348
2,636112
9814
Computer Associates International, Inc.
314,628
201,756112,8721,249
801
448
Computer Sciences Corporation109,586
58,821
50,765
435
233
201
Compuware Corporation
59,546
51,676
7,870
236
205
31
Comstock Resources, Inc. (New)16,09412,113
3,981
64
4816
Comtech Telecommunication, Corp.
56,857
44,03012,827
226175
51
Comverse Technology, Inc.
85,161
42,251
42,910
338168170
ConAgra, Inc.
60,191
35,647
24,544
239141
97
Conceptus, Inc.13,96110,686
3,275
55
4213
Concord Communications, Inc.
3,888
3,465
4231514
2
Concur Technologies, Inc.142171251
0
0
Conexant Systems, Inc.
479
27
452
2
0
2
Connetics Corporation
53,417
22,623
30,794
212
90122
ConocoPhillips
731,325
432,613
298,712
2,9021,7171,185
Conor Medsystems, Inc.
2,0971,800
2971513
2
25
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
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
26
CNO
CNX
ED
STZ
CEG
CAL
CNVR
CVG
CAM
COO
CBE
CPRT
CGTK
COCO
CRXA
CPO
GLW
CORS
COST
CFC
CVD
DHC
CVH
TEU
CR
CRAY
CREAF
CMOS
CSR
CREE
CCI
CCK
CRXL
CRYP
CSGS
CSX
CTMI
CTRP
CBST
CMI
CMLS
CURE
CUTR
CVTX
CVS
CYBX
CYMI
CYPB
CY
CYTO
CYTC
DHI
DADE
DCX
DCN
DHR
DRI
DVA
DF
DECK
DCGN
DE
DELL
DPH
DLP
DALRQ
DPTR
DNR
DNDN
XRAY
DEPO
HXM
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Conseco, Inc.
68,391
54,67513,716
271
217
54
Consol Energy Inc.
249,427123,993125,434
990
492
498
Consolidated Edison ,Inc.
31,15717,46013,697124
69
54
Constellation Brands, Inc.
62,896
41,879
21,017
250166
83
Constellation Energy Corp.
30,702
22,293
8,409122
88
33
Continental Airlines, Inc. (Class B)
597,900
274,825
323,075
2,3731,0911,282
Convera Corporation (New)
52,907
45,503
7,404
545
469
76
Convergys Corp
29,290
23,413
5,877116
93
23
Cooper Cameron Corporation
43,472
28,01715,455173111
61
Cooper Companies, Inc. (The)
82,167
48,374
33,793
326192134
Cooper Industries, Inc.
9,229
5,316
3,913
37
2116
Copart, Inc.
35,863
24,13111,732142
96
47
Corgentech, Inc.
64,254
46,38117,873
255184
71
Corinthian Colleges, Inc.
69,707
51,65318,054
277
205
72
Corixa Corporation1,4251,137
288
6
51
Corn Products International
6,923
4,218
2,705
271711
Corning Incorporated
780,327
509,646
270,681
3,097
2,0221,074
Corus Bankshares, Inc.
331
78
253
8
2
6
Costco Wholesale Corp.198,131104,663
93,468
786
415
371
Countrywide Financial Corporation
694,066
341,414
352,652
2,7541,3551,399
Covance
28,814
22,172
6,642114
88
26
Covanta Holding Corporation
46,01919,398
26,621
240101139
Coventry Health Care, Inc.
274,446
217,216
57,2301,089
862
227
CP Ships Limited1,272
838
434
5
3
2
Crane Co.
6,086
4,7831,303
2419
5
Cray, Inc.10,968
9,6691,299
44
38
5
Creative Technology Limited
59,336
40,20019,136
235160
76
Credence Systems Corporation
38,471
27,64310,828153110
43
Credit Suisse Group - SPON ADR
6,730
3,016
3,714
271215
Cree Inc.
313,511180,347133,1641,244
716
528
Crown Castle International Corp.
48,650
32,51316,137193129
64
Crown Holdings, Inc.
78,272
62,75315,519
311
249
62
Crucell NV - ADR
48,341
37,65110,690192149
42
CryptoLogic Inc.
44,933
36,393
8,540178144
34
CSG Systems International, Inc.15,72810,623
5,105
62
42
20
CSX Corporation
32,994
22,04010,954131
87
43
CTI Molecular Imaging, Inc.
8,490
6,398
2,092
34
25
8
Ctrip.com International, Ltd.
3,5381,9381,600
56
31
25
Cubist Pharmaceuticals, Inc.
68,435
44,028
24,407
272175
97
Cummins, Inc.
225,736104,312121,424
896
414
482
Cumulus Media Inc.- Cl A
3,1361,9661,17012
8
5
Curative Health Services, Inc.
6,029
4,4711,558
2418
6
Cutera, Inc.
20,65112,577
8,074
516
314
202
CV Therapeutics, Inc.145,004110,071
34,933
575
437139
CVS Corporation
253,442182,554
70,8881,006
724
281
Cyberonics, Inc.
419,516
279,024140,4921,6651,107
558
Cymer, Inc.
33,63618,17815,458133
72
61
Cypress Bioscience, Inc.135,082
96,638
38,444
536
383153
Cypress Semiconductor Corporation
782,572
560,112
222,460
3,105
2,223
883
CYTOGEN Corporation (New)
5,086
2,631
2,455
261413
CYTYC Corporation
52,871
37,60815,263
210149
61
D.R. Horton, Inc.
308,606154,315154,2911,225
612
612
Dade Behring Holdings, Inc.
46,608
36,55710,051185145
40
DaimlerChrysler AG
63,533
28,464
35,069
252113139
Dana Corporation
52,755
26,262
26,493
209104105
Danaher Corporation
57,386
33,978
23,408
228135
93
Darden Restaurants, Inc.
27,78312,59115,192110
50
60
DaVita, Inc.
46,062
35,76910,293183142
41
Dean Foods Company
31,644
21,16210,482126
84
42
Deckers Outdoor Corporation135,674
88,202
47,472
538
350188
deCODE Genetics, Inc. (New)
27,957
22,404
5,553111
89
22
Deere & Company185,246114,105
71,141
735
453
282
Dell Computer Corp.1,660,256
903,081
757,175
6,588
3,584
3,005
Delphi Corporation
750,924
493,306
257,618
2,9801,9581,022
Delta & Pine Land Co.
9,206
6,127
3,079
37
2412
Delta Air Lines, Inc.
780,399
350,261
430,138
3,0971,3901,707
Delta Petroleum Corporation
29,967
23,679
6,288119
94
25
Denbury Resources, Inc.
44,579
26,83217,747177106
70
Dendreon Corporation170,024137,845
32,179
675
547128
DENTSPLY International Inc.
39,614
23,54716,067157
93
64
Depomed, Inc.
475
46510119116
3
Desarrolladora Homex S.A. de C.V.
944
7981461513
2
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
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
DT
DVN
DEX
DHB
DEO
DO
DKS
DBD
DIGE
DOC
DGIN
DRIV
DTAS
DDS
DISCA
DSCO
DIS
DESC
DITC
DJO
DCEL
RDY
DLB
DG
DLTR
D
DPZ
RRD
DRL
HILL
DCLK
DOW
DJ
DSL
DWA
DRC
DRS
DRYS
DSPG
DD
DUK
DPMI
DRRA
DYAX
DY
DYN
ET
EGLE
EXP
ELNK
EMN
EK
ETN
EBAY
ELON
DISH
ECIL
ECLP
ECLG
ECST
EPEX
EIX
EEEE
EDMC
EW
AGE
EAGL
EP
ELN
ESIO
ERTS
EDS
ELBO
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Deutsche Telekom AG ADR
20,13612,191
7,945
80
48
32
Devon Energy Corporation
431,947
274,497157,4501,7141,089
625
Dex Media, Inc.
6,353
3,969
2,384
2516
9
DHB Industries, Inc.147,931117,646
30,285
587
467120
Diageo PLC1,6011,141
460
6
5
2
Diamond Offshore Drilling, Inc.135,726
87,785
47,941
539
348190
Dick’s Sporting Goods, Inc.
32,497
20,31012,187129
81
48
Diebold, Incorporated
53,938
28,466
25,472
214113101
Digene Corp.
37,306
28,674
8,632148114
34
Digital Angel Corporation
27,008
20,640
6,368107
82
25
Digital Insight Corporation19,74315,233
4,510
78
6018
Digital River, Inc.
227,143126,970100,173
901
504
398
Digitas, Inc.
8,382
6,3841,998
33
25
8
Dillard Department Stores, Inc. (Class A)
51,749
23,351
28,398
205
93113
Discovery Holding Company
2,951
2,491
460
26
22
4
Discovery Laboratories, Inc.
65,552
52,93512,617
260
210
50
Disney (The Walt) Holding Co.
448,167
301,545146,6221,7781,197
582
Distributed Energy Systems Corp.13,63811,559
2,079
54
46
8
Ditech Communications Corporation (New)
36,250
25,42110,829144101
43
DJ Orthopedics, Inc.
6,455
3,598
2,857
261411
Dobson Communications Corp (New)17,13613,458
3,678157123
34
Doctor Reddy’s Laboratories Limited (New)11,891
9,156
2,735
47
3611
Dolby Laboratories, Inc.
9,725
5,373
4,352
46
25
21
Dollar General Corporation133,215115,63217,583
529
459
70
Dollar Tree Stores, Inc.
70,070
39,801
30,269
278158120
Dominion Resources, Inc.
68,174
50,66317,511
271
201
69
Domino’s Pizza, Inc.13,59810,666
2,932
54
4212
Donnelley (R.R.) & Sons Company
20,94217,710
3,232
83
7013
Doral Financial Corp.
756,608
497,774
258,834
3,0021,9751,027
Dot Hill Systems Corp.14,20410,588
3,616
56
4214
Doubleclick, Inc.
58,247
41,51316,734
231165
66
Dow Chemical Company (The)
317,589
210,792106,7971,260
836
424
Dow Jones & Company, Inc.16,029
9,109
6,920
64
36
27
Downey Financial Corporation10,904
2,820
8,084
6316
47
DreamWorks Animation SKG, Inc. Cl A
55,305
37,79317,512
219150
69
Dresser-Rand Group, Inc.
2,0051,952
53
50
491
DRS Technologies, Inc.
20,08511,721
8,364
80
47
33
DryShip Inc.
20,14610,596
9,550
95
50
45
DSP Group
5,998
3,565
2,433
241410
du Pont (E.I.) de Nemours & Company
372,380
214,949157,4311,478
853
625
Duke Energy Company151,098111,094
40,004
600
441159
DuPont Photomasks, Inc.
435
202
233
211
Dura Automotive Systems, Inc.
7,738
4,206
3,532
311714
Dyax Corporation
3,083
2,689
3941211
2
Dycom Industries, Inc.
54,639
33,448
21,191
217133
84
Dynegy Inc.147,565106,660
40,905
586
423162
E*Trade Financial Corporation
490,354
316,192174,1621,9461,255
691
Eagle Bulk Shipping Inc.1,074
792
282
51
3813
Eagle Materials, Inc.
7,559
5,9751,584
30
24
6
EarthLink, Inc.
56,199
35,039
21,160
223139
84
Eastman Chemical Company
63,179
36,431
26,748
251145106
Eastman Kodak Company
473,145
249,807
223,3381,878
991
886
Eaton Corporation
81,557
60,315
21,242
324
239
84
eBay, Inc.
2,548,4521,547,3091,001,14310,113
6,140
3,973
Echelon Corporation13,482
9,840
3,642
54
3914
EchoStar Communications Corporation124,428
72,918
51,510
494
289
204
ECI Telecom Limited
4,323
3,469
8541714
3
Eclipsys Corporation16,34310,681
5,662
65
42
22
eCollege.com
21,60916,535
5,074
86
66
20
eCOST.com, Inc.
9,835
8,869
966
46
41
4
Edge Petroleum Corporation
4,689
3,853
8361915
3
Edison International102,282
79,875
22,407
406
317
89
Educate, Inc.12,206
8,875
3,331
48
3513
Education Management Corporation
7,943
5,436
2,507
32
2210
Edward Lifesciences Corporation
24,64410,65013,994
98
42
56
Edwards (A.G.) & Sons, Inc.
50,829
37,25013,579
202148
54
EGL, Inc.
6,733
4,396
2,337
2717
9
El Paso Corporation1,110,302
734,082
376,220
4,406
2,9131,493
Elan Corporation PLC ADR
2,727,2481,707,3451,019,90310,822
6,775
4,047
Electro Scientific Industries, Inc.
6,574
3,527
3,047
261412
Electronic Arts, Inc.
582,009
291,042
290,967
2,3101,1551,155
Electronic Data Systems, Inc.124,013
78,542
45,471
492
312180
Electronics Boutique Holdings Corp.
24,56910,00514,564
97
40
58
27
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
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
28
EMBT
EMC
HLTH
EMR
EMMS
ERJ
ELX
ECA
EAC
ENCY
ENDP
ENWV
ENR
ENER
EPL
ERF
EC
EASI
ENG
ESV
ENTG
ETR
EPD
EENC
EVC
ENMD
ENZ
ENZN
EOG
ELAB
EPIQ
EPIX
EQT
EOP
ERES
ERICY
ESPD
ESST
KEYW
EL
ETH
EVVV
RE
ESLR
EXM
EXEL
EXC
EXPE
EXPD
ESRX
XJT
EXTR
XOM
EYET
EZPW
FFIV
FIC
FCS
FFH
FHR
FALC
FDO
FNM
FARO
FAST
FRE
FD
FDX
FEIC
FNF
FITB
FILE
FBP
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Embarcadero Technologies, Inc.1,980
8251,155
8
3
5
EMC Corporation
683,306
477,732
205,574
2,7121,896
816
Emdeon Corporation173,104151,446
21,658
687
601
86
Emerson Electric Company
61,757
44,34817,409
245176
69
Emmis Communications Corp. Cl A19,35511,825
7,530
77
47
30
Empresa Brasileira de Aeronautica S.A.
30,35818,50011,858120
73
47
Emulex Corporation
227,915155,585
72,330
904
617
287
EnCana Corporation1,898,4981,486,632
411,866
7,534
5,8991,634
Encore Acquisition Company
2,1331,601
532
34
25
8
Encysive Pharmaceuticals, Inc.
76,652
59,76016,892
304
237
67
Endo Pharmaceuticals Holdings, Inc.
34,602
23,96510,637137
95
42
Endwave Corporation
28,734
21,442
7,292
296
221
75
EnergizerHoldings, Inc.16,32010,543
5,777
65
42
23
Energy Conversion Devices, Inc.185,437139,402
46,035
736
553183
Energy Partners, Ltd.
41,842
29,92911,913192137
55
Enerplus Resources Fund
87,257
68,73718,520
346
273
73
Engelhard Corporation
9,384
8,434
950
37
33
4
Engineered Support Systems, Inc.
32,226
20,43411,792128
81
47
ENGlobal Corporation
5,014
3,8661,148
60
4714
ENSCO International Incorporated144,264
77,142
67,122
572
306
266
Entegris, Inc.
9,581
8,0251,556
38
32
6
Entergy Corporation
23,51412,75910,755
93
51
43
Enterprise Products Partners L.P.
23,90518,918
4,987
95
75
20
Enterra Energy Trust.
91,900
54,667
37,233
365
217148
Entravision Communications Corporation
3,784
2,5201,2641510
5
EntreMed Inc.
22,243
20,033
2,210
88
79
9
Enzo Biochem, Inc.
42,249
35,150
7,099168139
28
Enzon Pharmaceuticals, Inc.
5,915
2,975
2,940
231212
EOG Resources, Inc.
306,669193,596113,0731,217
768
449
Eon Labs, Inc.12,596
7,499
5,097
50
30
20
EPIQ Systems, Inc.12,646
9,541
3,105
50
3812
EPIX Pharmaceuticals, Inc.
36,584
22,31114,273145
89
57
Equitable Resources, Inc.
2,5921,908
68410
8
3
Equity Office Properties Trust
41,975
21,442
20,533167
85
81
eRESEARCH Technology, Inc.182,308145,821
36,487
723
579145
Ericsson (L.M.) Telephone Co. ADR
281,325
99,627181,6981,116
395
721
eSPEED, Inc.
29,756
20,335
9,421118
81
37
ESS Technology, Inc.
9,068
5,661
3,407
36
2214
Essex Corporation
26,511
21,010
5,501107
85
22
Estee Lauder Companies, Inc. (The) (Class A)
24,75713,31711,440
98
53
45
Ethan Allen Interiors, Inc.
9,679
3,393
6,286
3813
25
ev3, Inc.
613
304
30915
8
8
Everest Reinsurance Holdings, Inc.
34,187
23,29510,892136
92
43
Evergreen Solar, Inc.106,319
87,54518,774
452
373
80
Excel Maritime Carriers Ltd.
35,278
25,03410,244184130
53
Exelixis, Inc.11,269
8,890
2,379
45
35
9
Exelon Corporation119,394
94,942
24,452
474
377
97
Expedia, Inc. (New)
24,760
20,620
4,140
248
206
41
Expeditors International of Washington, Inc.
42,00314,837
27,166167
59108
Express Scripts Inc.-Cl A187,661
84,730102,931
745
336
408
ExpressJet Holdings, Inc.16,771
9,459
7,312
67
38
29
Extreme Networks, Inc.
50,665
41,139
9,526
201163
38
Exxon Mobil Corporation
2,315,4701,601,222
714,248
9,188
6,354
2,834
Eyetech Pharmaceuticals, Inc.
414,257
269,046145,2111,6441,068
576
EZCORP, Inc.13,79810,747
3,051
64
5014
F5 Networks, Inc.114,507
63,922
50,585
454
254
201
Fair, Isaac, Inc.
22,49011,45311,037
89
45
44
Fairchild Semiconductor Int’l, Inc.
20,33112,227
8,104
81
49
32
Fairfax Financial Holdings Limited
40,16218,434
21,728159
73
86
Fairmont Hotels & Resorts Inc.
3,157
2,704
4531311
2
FalconStor Software, Inc.19,34816,378
2,970
77
6512
Family Dollar Stores, Inc.
45,072
29,68415,388179118
61
Fannie Mae
525,753147,229
378,524
2,086
5841,502
FARO Technologies, Inc.
38,982
25,86513,117155103
52
Fastenal Company
97,235
47,927
49,308
386190196
Federal Home Loan Mortgage Corporation (Freddie Mac)
325,068183,243141,8251,290
727
563
Federated Department Stores, Inc.134,042
77,063
56,979
532
306
226
FedEx Corporation
327,835189,831138,0041,301
753
548
FEI Company
77
56
21
0
0
0
Fidelity National Financial, Inc.
49,051
28,606
20,445195114
81
Fifth Third Bancorp.110,901
61,527
49,374
440
244196
FileNet Corporation
49,033
22,638
26,395195
90105
First Bancorp.14,681
6,984
7,697
94
44
49
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
654
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
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
FDC
FHCC
FHRX
FMD
FE
FISV
FSH
FLML
FLE
FLEX
FLIR
FRK
FLS
FLR
FLYI
FL
FMTI
F
FDG
FRX
FST
FO
FWLT
FCL
FDRY
FS
FOX
FOXH
FPL
BEN
FCX
FSL
FSL.B
RAIL
FMT
FDP
FBR
FRNT
FTO
FRO
FTD
FCN
FCEL
FBN
FXEN
GME
GME/B
GCI
GPS
GRMN
GSX
GTW
GMT
GMST
GY
DNA
GD
GE
GGP
GMR
GIS
GM
GNSS
GTOP
GPRO
GNTA
GNW
GENZ
GGR
GGC
GP
GGB
GERN
GYI
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
First Data Corporation
353,483
224,500128,9831,403
891
512
First Health Group Corporation
308
237
7111
0
First Horizon Pharmacuetical Corporation
31,48019,05812,422125
76
49
First Marblehead Corporation
262,155131,521130,6341,040
522
518
FirstEnergy Corp.17,34511,893
5,452
69
47
22
FIserv, Inc.
49,837
29,552
20,285198117
80
Fisher Scientific International Inc.
67,503
56,89110,612
268
226
42
Flamel Technologies S.A., ADS
56,002
35,700
20,302
222142
81
Fleetwood Enterprises, Inc.
3,627
2,701
9261411
4
Flextronics International Ltd.
241,852168,143
73,709
960
667
292
FLIR Systems, Inc.
44,989
29,97815,011179119
60
Florida Rock Industries, Inc.
83,693
65,69717,996
332
261
71
Flowserve Corporation1,330
886
444
5
4
2
Fluor Corporation (New)
48,480
36,70611,774192146
47
FLYi, Inc.
4,209
3,673
5361715
2
Foot Locker, Inc.
60,364
44,26216,102
240176
64
Forbes Medi-Tech Inc.
942
564
378
4
2
2
Ford Motor Company1,178,283
461,534
716,749
4,6761,831
2,844
Fording Canadian Coal Trust
299,228
202,548
96,6801,187
804
384
Forest Laboratories, Inc.
254,671129,438125,2331,011
514
497
Forest Oil Corporation
75,399
60,25515,144
299
239
60
Fortune Brands, Inc.
63,254
38,558
24,696
251153
98
Foster Wheeler Ltd. (New)
37,272
33,881
3,391
274
249
25
Foundation Coal Holdings, Inc.
34,153
23,93010,223136
95
41
Foundry Networks, Inc.156,147117,759
38,388
620
467152
Four Seasons Hotels Inc.
44,45916,299
28,160176
65112
Fox Entertainment Group, Inc.10,056
7,732
2,324
40
31
9
FoxHollow Technologies, Inc.
74,850
33,836
41,014
465
210
255
FPL Group, Inc.
34,519
24,10210,417137
96
41
Franklin Resources, Inc.
47,384
24,579
22,805188
98
90
Freeport-McMoRan Copper & Gold Co., Inc. (Class B)
243,417135,238108,179
966
537
429
Freescale Semiconductor Inc.
88,435
61,185
27,250
351
243108
Freescale Semiconductor Inc. Cl B10,140
8,8821,258
40
35
5
Freightcar America Inc.
604
531
731816
2
Fremont General Corporation
37,461
23,10714,354149
92
57
Fresh Del Monte Products Inc.11,931
6,701
5,230
47
27
21
Friedman, Billings, Ramsey Group, Inc.
87,801
47,457
40,344
348188160
Frontier Airlines Inc.
22,95817,113
5,845
91
68
23
Frontier Oil Corporation
207,375172,263
35,112
823
684139
Frontline Limited
430,698
305,234125,4641,7091,211
498
FTD Group, Inc.
690
67911
3
3
0
FTI Consulting, Inc.
5,936
4,7201,216
2419
5
FuelCell Energy, Inc.
92,010
66,413
25,597
365
264102
Furniture Brands International, Inc.10,289
4,392
5,897
4117
23
FX Energy, Inc.161,863140,232
21,631
642
556
86
GameStop Corporation
76,088
41,123
34,965
302163139
GameStop Corporation (New)1,404
752
652
6
3
3
Gannett Company, Inc.
62,199
22,934
39,265
247
91156
Gap, Inc. (The)
263,307164,474
98,8331,045
653
392
Garmin Ltd.
270,083151,464118,6191,072
601
471
Gasco Energy, Inc.
4,950
4,238
712108
9215
Gateway, Inc.163,424108,783
54,641
649
432
217
GATX Corporation
6,371
3,784
2,587
251510
Gemstar-TV Guide Int’l, Inc.
27,67817,724
9,954110
70
40
GenCorp, Inc.13,167
7,439
5,728
52
30
23
Genentech,Inc.
853,617
511,086
342,531
3,387
2,0281,359
General Dynamics Corporation
80,414
50,154
30,260
319199120
General Electric Company
2,379,8201,317,3921,062,428
9,444
5,228
4,216
General Growth Properties, Inc.
22,06212,489
9,573
88
50
38
General Maritime Corporation112,090
81,585
30,505
445
324121
General Mills, Inc.
57,695
37,525
20,170
229149
80
General Motors Corporation
6,467,2751,725,668
4,741,607
25,664
6,84818,816
Genesis Microchip Incorporated.
86,889
56,973
29,916
345
226119
Genitope Corporation
202,141136,751
65,390
802
543
259
Gen-Probe Incorporated161,880113,710
48,170
642
451191
Genta Incorporated
3,442
2,776
6661411
3
Genworth Financial, Inc.
39,880
29,19010,690158116
42
Genzyme Corporation
218,333122,130
96,203
866
485
382
GeoGlobal Resources, Inc.11,92110,7401,181109
9911
Georgia Gulf Corporation
24,98617,504
7,482
99
69
30
Georgia-Pacific Corporation
88,978
54,911
34,067
353
218135
Gerdau S.A.
58,117
41,00017,117
231163
68
Geron Corporation
201,969141,368
60,601
801
561
240
Getty Images, Inc.10,938
5,450
5,488
43
22
22
29
CBOE Equity Options Volume (Includes LEAPS)
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
30
Standard
Symbol Stock
GFIG
GI
GILD
G
GIVN
GLG
GSK
GLBC
GLBL
GPN
GSL
GSF
GFI
GKIS
GG
GSS
GDW
GR
GDP
GT
GOOG
GRP
GAP
GLK
GXP
GB
GBBK
GW
GPI
TV
GSIC
GTK
GDT
GLFD
GTRC
GYMB
HAIN
HAL
HC
HDI
HAR
HLIT
HMY
HET
TINY
HRS
HIG
HNR
HAS
HCA
HW
HMA
HNT
HLEX
HL
HNZ
HP
HEW
HPQ
HXL
HIBB
HIB
HLT
HIT
HEPH
HOC
HLYW
HOLX
HD
HOMS
HON
HOS
HSP
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
GFI Group, Inc. (New)134109
25
34
27
6
Giant Industries, Inc.
4,165
3,1551,010
68
5217
Gilead Sciences, Inc.
240,976170,761
70,215
956
678
279
Gillette Company (The)
84,764
62,860
21,904
336
249
87
Given Imaging, Ltd.108,954
55,036
53,918
432
218
214
Glamis Gold, Ltd.
80,376
54,569
25,807
319
217102
GlaxoSmithKline plc ADR140,404
77,599
62,805
557
308
249
Global Crossing Ltd. (New)
226,114119,521106,593
897
474
423
Global Industries Ltd.
70,650
61,962
8,688
280
246
34
Global Payments, Inc.
38,847
20,02418,823154
79
75
Global Signal, Inc.1,5381,481
571111
0
GlobalSanta Fe Corporation
302,376182,818119,5581,200
725
474
Gold Fields Limited122,089
80,055
42,034
484
318167
Gold Kist, Inc.10,278
7,126
3,152
94
65
29
Goldcorp, Inc.
259,370190,626
68,7441,029
756
273
Golden Star Resources Ltd.
64,062
56,136
7,926
254
223
31
Golden West Financial Corporation124,527
61,921
62,606
494
246
248
Goodrich Corporation
24,30517,209
7,096
96
68
28
Goodrich Petroleum Corporation
5,780
4,806
974
2319
4
Goodyear Tire & Rubber Company (The)190,248109,648
80,600
755
435
320
Google, Inc.
5,652,380
3,455,959
2,196,421
22,43013,714
8,716
Grant Prideco, Inc.
47,170
37,962
9,208187151
37
Great Atlantic & Pacific Tea Company, Inc. (The)
42,166
26,82815,338167106
61
Great Lakes Chemical Corporation
3,008
2,175
83312
9
3
Great Plains Energy Incorporated
8,430
6,266
2,164
33
25
9
Greatbatch, Inc.
7,651
4,266
3,385
301713
Greater Bay Bancorp
4,515
2,7521,7631811
7
Grey Wolf, Inc.110,446
91,85418,592
438
365
74
Group 1 Automotive, Inc.1,6611,081
580
7
4
2
Grupo Televisa S.A. ADR13,498
8,472
5,026
54
34
20
GSI Commerce Inc.10,878
6,006
4,872
43
2419
GTECH Holdings Corporation191,858173,94417,914
761
690
71
Guidant Corporation1,619,511
840,116
779,395
6,427
3,334
3,093
Guilford Pharmaceuticals, Inc.
3,911
3,106
8051612
3
Guitar Center, Inc.1,765
824
941
7
3
4
Gymboree Corporation (The)
2,4851,3571,12810
5
4
Hain Food Group, Inc.11,505
9,245
2,260
46
37
9
Halliburton Company
892,335
600,339
291,996
3,541
2,3821,159
Hanover Compressor Company
2,1821,617
565
9
6
2
Harley-Davidson, Inc.
317,150145,061172,0891,259
576
683
Harman International Industries, Incorporated159,444
48,926110,518
633194
439
Harmonic, Inc.106,257
86,186
20,071
422
342
80
Harmony Gold Mining Company Limited
341,904
243,500
98,4041,357
966
390
Harrah’s Entertainment, Inc.
280,550
209,620
70,9301,113
832
281
Harris & Harris Group, Inc.
20,36115,941
4,420
81
6318
Harris Corporation
34,482
27,295
7,187137108
29
Hartford Financial Services Group, Inc.(The)
69,269
51,09918,170
275
203
72
Harvest Natural Resources, Inc.
23,26014,709
8,551
92
58
34
Hasbro, Inc.11,102
6,759
4,343
44
2717
HCA, Inc.
235,217139,230
95,987
933
553
381
Headwaters Incorporated
67,319
48,48518,834
267192
75
Health Management Associates, Inc. (Class A)
37,68317,594
20,089150
70
80
Health Net, Inc.
43,286
28,71814,568172114
58
HealthExtras, Inc.
264
242
2211
0
Hecla Mining Company
78,308
59,97818,330
311
238
73
Heinz (H.J.) Company
39,744
24,82914,915158
99
59
Helmerich & Payne, Inc.
3,705
2,755
9501511
4
Hewitt Associates, Inc.
7
7
0
0
0
0
Hewlett-Packard Company
2,506,5001,471,0501,035,450
9,946
5,838
4,109
Hexcel Corporation (New)
2,916
2,263
6531713
4
Hibbett Sporting Goods, Inc.10,561
8,266
2,295
42
33
9
Hibernia Corporation (Class A)
47,659
35,69211,967189142
47
Hilton Hotels Corporation
91,175
63,888
27,287
362
254108
Hitachi Ltd. ADR
4,362
2,314
2,04817
9
8
Hollis-Eden Pharmaceuticals, Inc.
46,528
36,686
9,842185146
39
Holly Corporation
46,498
30,26516,233185120
64
Hollywood Entertainment Corporation
24,69215,636
9,056
98
62
36
Hologic, Inc.10,426
7,041
3,385
41
2813
Home Depot, Inc. (The)1,008,900
669,317
339,583
4,004
2,6561,348
HomeStore, Inc. (New)1616
0
3
3
0
Honeywell International Inc.
285,575
204,117
81,4581,133
810
323
Hornbeck Offshore Services, Inc.
415
31510010
8
3
Hospira, Inc.
53,470
28,696
24,774
212114
98
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol Stock
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
HPT
HMT
HOTT
THX
HOV
HBC
HCBK
HU
HGSI
HUM
JBHT
HBAN
HUN
HTCH
HTX
HYDL
HYSL
ITWO
IACI
IAG
IBIS
IBN
ICOS
IDBE
IDNX
IDXX
IFLO
IKN
ITW
ILMN
IMN
IMAX
IMCL
IIG
IMMR
IMM
BLUD
IMMU
IMH
IPXL
RX
INFS
IMDC
N
INCY
ICBC
IDEV
INFA
INSP
INFY
ING
IR
IM
INVX
INPC
IO
ICCI
ISPH
INGP
IDTI
ISSI
INTC
SYNC
ICE
IDCC
INGR
UNA
ITMN
IBM
ICO
IFF
IGT
IP
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Hospitality Properties Trust10,494
6,504
3,990
42
2616
Host Marriott Corporation
8,511
2,912
5,599
3412
22
Hot Topic, Inc.
39,619
21,58618,033157
86
72
Houston Exploration Company (New)
26,34516,872
9,473105
67
38
Hovnanian Enterprises, Inc.
499,024
315,898183,1261,9801,254
727
HSBC Holdings plc
52,101
23,917
28,184
207
95112
Hudson City Bancorp, Inc.14,17610,247
3,929
56
4116
Hudson United Bancorp13,11910,764
2,355
52
43
9
Human Genome Sciences, Inc.
219,212130,561
88,651
870
518
352
Humana, Inc.
75,413
51,833
23,580
299
206
94
Hunt (J.B.) Transport Services, Inc.
22,93017,061
5,869
91
68
23
Huntington Bancshares, Inc.
4,558
3,3591,1991813
5
Huntsman Corporation
28,89017,44911,441133
80
52
Hutchinson Technology, Inc.
31,35117,87613,475124
71
53
Hutchison Telecommunicatons International Ltd.
784
749
35
3
3
0
Hydril Co.17,15612,082
5,074100
70
30
Hyperion Solutions Corp.
44,99718,498
26,499179
73105
i2 Technologies, Inc. (New)
20,91013,676
7,234
252165
87
IAC/InterActiveCorp
270,275180,237
90,0381,073
715
357
IAMGOLD Corporation
2,3801,644
736
9
7
3
Ibis Technology Corp.1,4661,289177
6
51
ICICI Bank Limited
32,028
21,44010,588127
85
42
ICOS Corporation145,840101,463
44,377
579
403176
ID Biomedical Corporation
75,931
59,21616,715
301
235
66
Identix Incorporated
43,225
37,163
6,062172147
24
IDEXX Laboratories, Inc.11,241
7,815
3,426
45
3114
I-Flow Corporation
20,51117,225
3,286
81
6813
Ikon Office Solutions, Inc.
5,203
2,759
2,444
211110
Illinois Tool Works, Inc.
66,122
34,593
31,529
262137125
Illumina, Inc.
7,957
7,115
842
32
28
3
Imation Corporation
4,779
3,2721,5071913
6
Imax Corporation103,445
81,987
21,458
410
325
85
ImClone Systems Incorporated
391,859
242,764149,0951,555
963
592
Imergent, Inc.
62,635
42,560
20,075
259176
83
Immersion Corporation (New)
23,513
21,208
2,305
93
84
9
Immtech International, Inc.
60,313
39,997
20,316
239159
81
Immucor, Inc.
70,623
52,71617,907
280
209
71
Immunomedics, Inc.
36,842
33,805
3,03714613412
Impac Mortgage Holdings, Inc.
270,848160,667110,1811,075
638
437
Impax Laboratories, Inc.
62,432
38,814
23,618
248154
94
IMS Health Inc.18,01711,287
6,730
71
45
27
In Focus Corp, Inc.
7,354
5,9211,433
29
23
6
Inamed Corporation
96,860
59,620
37,240
384
237148
Inc.o Limited159,043
95,507
63,536
631
379
252
Incyte Corporation
9,758
6,752
3,006
39
2712
Independence Community Bank Corp.
27,384
24,428
2,956109
9712
Indevus Pharmaceuticals, Inc.18,757
8,01210,745
74
32
43
Informatica Corporation
21,54217,103
4,439
85
6818
InfoSpace, Inc.
250,736167,434
83,302
995
664
331
Infosys Technologies Limited182,722108,099
74,623
725
429
296
ING Groep NV
27,39919,872
7,527109
79
30
Ingersoll-Rand Company
95,104
61,071
34,033
377
242135
Ingram Micro Inc. (New)
20,61017,930
2,680
82
7111
Innovex, Inc.
2,6411,966
67510
8
3
InPhonic, Inc.1,9681,792176
94
85
8
InPut/Output, Inc. (New)
24,687
22,9551,732
98
91
7
Insight Communications Company
3,141
2,1381,00312
8
4
Inspire Pharmaceuticals, Inc.
90,175
72,56717,608
358
288
70
Instinet Group Incorporated
4,862
3,1521,7101913
7
Integrated Device Technology, Inc.
47,194
34,55512,639187137
50
Integrated Silicon Solution (New)16,54310,399
6,144
66
41
24
Intel Corporation
3,348,230
2,127,7071,220,52313,287
8,443
4,843
Intellisync Corporation
27,769
25,354
2,41511010110
IntercontinentalExchange, Inc.
2,6211,986
635109
83
26
InterDigital Communications Corporation
267,216199,865
67,3511,060
793
267
Intergraph Corporation
8,598
6,536
2,062
34
26
8
Intermec, Inc.127,066
84,528
42,538
504
335169
InterMune Inc.
38,149
28,10710,042151112
40
International Business Machines Corporation1,215,943
740,406
475,537
4,825
2,9381,887
International Coal Group, Inc.
75
35
4019
910
International Flavors & Fragrances, Inc.
7,104
3,347
3,757
281315
International Game Technology
220,295150,144
70,151
874
596
278
International Paper Company
215,453116,420
99,033
855
462
393
31
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
32
IRF
ISE
ISG
IIJI
ISSX
IOC
IPG
ISIL
INTV
IWOV
TRDO
ILSE
INGN
INTU
ISRG
ITG
IFIN
IVGN
IOM
IOTN
IPAS
IPS
IRIS
IRM
ISIS
ISLE
ITRI
ESI
ITT
IVN
IVX
IVIL
XXIA
SYXI
JILL
JCOM
JBL
JTX
JJZ
JMDT
JNS
JDSU
JBLU
JLG
JNJ
JCI
JOSB
JOYG
JPM
JNPR
JUPM
KSU
KBH
KCS
K
KEM
KNSY
KMG
KERX
KEY
KFX
KMB
KMP
KMI
KND
KCI
KG
KGC
KLAC
NITE
KNX
KRI
VLCCF
KSS
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
International Rectifier Corporation123,480
77,190
46,290
490
306184
International Securities Exchange, Inc.
38,277
27,91610,361190139
52
International Steel Group, Inc.
48,283
34,49113,792192137
55
Internet Initiative Japan, Inc.140,423
99,950
40,473
557
397161
Internet Security Systems, Inc.19,83110,455
9,376
79
41
37
InterOil Corporation131,625
82,796
48,829
522
329194
Interpublic Group of Companies, Inc. (The)
63,310
23,243
40,067
251
92159
Intersil Corporation
38,582
28,25110,331153112
41
Intervoice, Inc. (New)
5,519
4,2971,222
2217
5
Interwoven, Inc.
3,627
2,774
8531411
3
Intrado, Inc.10,031
7,428
2,603
40
2910
IntraLase, Corp.
27,792
21,022
6,770177134
43
Introgen Therapeutics, Inc.
33,895
26,136
7,759135104
31
Intuit Corporation128,682
71,704
56,978
511
285
226
Intuitive Surgical, Inc.
262,720180,765
81,9551,043
717
325
Investment Technology Group (New)10,933
8,296
2,637
43
3310
Investors Financial Services Corp.
89,634
45,388
44,246
356180176
Invitrogen Corporation
99,713
49,624
50,089
396197199
Iomega Corporation
3,238
2,867
37113111
Ionatron, Inc.137,013
94,319
42,694
566
390176
iPass Inc.18,29015,496
2,794
73
6111
IPSCO, Inc.106,165
79,899
26,266
553
416137
IRIS International, Inc.
95
811411
0
Iron Mountain Inc.
51,75711,191
40,566
205
44161
Isis Pharmaceuticals, Inc.
53,673
42,13311,540
213167
46
Isle of Capri Casinos, Inc.
24,33011,86412,466
97
47
49
Itron, Inc.11,572
8,723
2,849
46
3511
ITT Educational Services, Inc.
21,03110,18010,851
83
40
43
ITT Industries, Inc.
65,190
45,43919,751
259180
78
Ivanhoe Mines Ltd.101,962
89,61612,346
405
356
49
IVAX Corporation
366,583
285,592
80,9911,4551,133
321
iVillage Inc.
26,897
22,657
4,240107
9017
Ixia
20,74014,299
6,441
82
57
26
IXYS Corporation
5,423
4,763
660
2219
3
J. Jill Group, Inc.
8,141
4,648
3,493
321814
j2 Global Communications, Inc.
68,809
46,043
22,766
273183
90
Jabil Circuit, Inc.
88,558
54,752
33,806
351
217134
Jackson Hewitt Tax Service, Inc.
5,759
2,684
3,075
231112
Jacuzzi Brands, Inc.
6,040
5,895145
73
71
2
JAMDAT Mobile, Inc.
30,26919,88810,381
205134
70
Janus Capital Group, Inc.
41,944
26,06215,882166103
63
JDS Uniphase Corp.
329,640
265,874
63,7661,3081,055
253
JetBlue Airways Corporation
396,037
213,722182,3151,572
848
723
JLG Industries, Inc. (New)
8,201
6,7281,473
33
27
6
Johnson & Johnson
772,885
467,025
305,860
3,0671,8531,214
Johnson Controls, Inc.
34,98518,49716,488139
73
65
Jos. A. Bank Clothiers, Inc.
47,797
26,108
21,689190104
86
Joy Global, Inc.
75,212
58,85516,357
298
234
65
JPMorgan Chase & Co.1,672,6021,048,750
623,852
6,637
4,162
2,476
Juniper Networks, Inc.
342,871
221,487121,3841,361
879
482
Jupitermedia Corporation
49,735
37,28912,446197148
49
Kansas City Southern Industries, Inc.
28,787
21,196
7,591114
84
30
KB HOME
565,980
246,097
319,883
2,246
9771,269
KCS Energy, Inc.
78,156
65,45912,697
310
260
50
Kellogg Company
27,37018,380
8,990109
73
36
KEMET Corporation1,338
880
458
5
3
2
Kensey Nash Corporation
9,342
6,178
3,164
37
2513
Kerr-McGee Corporation
310,609199,774110,8351,233
793
440
Keryx Biopharmaceuticals, Inc.127,736
93,214
34,522
507
370137
KeyCorp14,68110,246
4,435
58
4118
KFx Inc.
514,962
350,469164,493
2,0441,391
653
Kimberly-Clark Corporation
50,296
26,476
23,820
200105
95
Kinder Morgan Energy Partners
55,286
35,61019,676
219141
78
Kinder Morgan, Inc.
83,131
55,234
27,897
330
219111
Kindred Healthcare, Inc.
4,2461,303
2,94317
512
Kinetic Concepts, Inc.113,704
70,186
43,518
451
279173
King Pharmaceuticals Inc.130,445105,969
24,476
518
421
97
Kinross Gold Corporation
74,561
60,16714,394
296
239
57
KLA Instruments Corporation
473,388
225,850
247,5381,879
896
982
Knight Capital Group, Inc.
30,620
26,259
4,36112210417
Knight Transporation, Inc.1010
0
0
0
0
Knight-Ridder, Inc.17,948
9,959
7,989
71
40
32
Knightsbridge Tankers Ltd.186,607100,087
86,520
741
397
343
Kohl’s Corporation
201,921120,300
81,621
801
477
324
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
KOMG
KONG
AHO
PHG
KOPN
KEP
KFY
KOSP
KFT
KKD
KR
KSWS
KLIC
KVHI
KYPH
LLL
LH
LAB
LACOE
LRCX
LAMR
LNY
LSTR
LVS
LCRD
LSCP
LSCC
LAZ
LZB
LCAV
LF
LEA
LM
LEH
LEN
LUK
LVLT
LEXR
LXK
LPL
LBTYA
L
LIFC
LPNT
LGNDE
LLY
LTD
LNCR
LNC
LLTC
LGF
LFUS
LYV
LIZ
LMT
LTR
LOJN
LSS
LDG
LPX
LOW
LSI
LZ
LU
LUFK
LYO
MDC
MACE
MACR
MVSN
MGLN
LAVA
MECA
MHR
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Komag, Incorporated
33,782
24,443
9,339134
97
37
Kongzhong Corporation
8,571
6,5891,982
35
27
8
Koninklijke Ahold NV-SP ADR14,80712,427
2,380
59
49
9
Koninklijke Philips Electronics N.V.12,15110,6361,515
48
42
6
Kopin Corp.
22,624
20,444
2,180
90
81
9
Korea Electric Power Corporation
20,39616,548
3,848
97
7818
Korn/Ferry International11,857
9,251
2,606
47
3710
Kos Pharmaceuticals, Inc.153,901101,090
52,811
611
401
210
Kraft Foods Inc.
260,626
36,053
224,5731,034143
891
Krispy Kreme Doughnuts, Inc.1,057,208
485,099
572,109
4,1951,925
2,270
Kroger Company (The)
45,73019,336
26,394181
77105
K-Swiss Inc.14,728
6,415
8,313
58
25
33
Kulicke and Soffa Industries, Inc.
70,148
51,58918,559
278
205
74
KVH Industries, Inc.
9,530
6,654
2,876
38
2611
Kyphon Inc.
58,690
34,055
24,635
233135
98
L-3 Communications Hldgs.
82,886
55,807
27,079
329
221107
Laboratory Corporation of America Holdings
48,158
29,50318,655191117
74
LaBranche & Co, Inc.
29,688
22,609
7,079118
90
28
Lakes Entertainment, Inc.11,885
7,598
4,287
47
3017
Lam Research Corporation109,117
44,830
64,287
433178
255
Lamar Advertising Company
27,44517,27610,169109
69
40
Landry’s Seafood Restaurants, Inc.16,089
5,06711,022
64
20
44
Landstar System, Inc.
22,28015,276
7,004
88
61
28
Las Vegas Sands Corp.195,294127,324
67,970
775
505
270
LaserCard Corporation17,49715,067
2,430
69
6010
Laserscope
61,260
38,157
23,103
243151
92
Lattice Semiconductor
7,430
5,357
2,073
29
21
8
Lazard Ltd. Cl A11,623
8,617
3,006
74
5519
La-Z-Boy
43,571
22,618
20,953173
90
83
LCA-Vision Inc.
66,028
37,690
28,338
262150112
LeapFrog Enterprises, Inc.
71,061
47,711
23,350
282189
93
Lear Corporation130,129
44,624
85,505
516177
339
Legg Mason, Inc.129,660
80,442
49,218
515
319195
Lehman Brothers Holdings, Inc.
425,469
215,222
210,2471,688
854
834
Lennar Corporation1,577,4131,316,560
260,853
6,260
5,2241,035
Leucadia National Corp.
5,462
3,7371,725
2215
7
Level 3 Comunications Inc.
262,719174,959
87,7601,043
694
348
Lexar Media, Inc.
468,827
388,519
80,3081,8601,542
319
Lexmark International Group, Inc. (Class A)
205,959
84,946121,013
817
337
480
LG.Phillips LCD Co., Ltd. ADR
36,442
24,88911,553145
99
46
Liberty Global, Inc.1,162
935
227
5
41
Liberty Media Corporation Series A
268,544
217,050
51,4941,066
861
204
LifeCell Corporation
35,210
28,722
6,488140114
26
LifePoint Hospitals, Inc.
33,660
21,27812,382134
84
49
Ligand Pharmaceuticals Incorporated (Class B)152,720102,159
50,561
606
405
201
Lilly (Eli) and Company
904,014
490,239
413,775
3,5871,9451,642
Limited Brands, Inc.
80,410
31,804
48,606
319126193
LInc.are Holdings, Inc.
63,654
20,067
43,587
253
80173
LInc.oln National Corporation
39,717
27,95611,761158111
47
Linear Technology Corporation147,654
94,718
52,936
586
376
210
Lions Gate Entertainment Corp.106,960
92,46014,500
424
367
58
Littelfuse, Inc.
3,322
2,0381,28413
8
5
Live Nation, Inc.
294
224
70
49
3712
Liz Claiborne, Inc.14,09610,169
3,927
56
4016
Lockheed Martin Corporation107,704
60,564
47,140
427
240187
Loews Corporation
25,505
20,206
5,299101
80
21
LoJack Corporation
3,718
2,891
827
45
3510
Lone Star Technologies, Inc.
44,927
30,20214,725178120
58
Long Drug Stores Corporation
29,76411,73218,032118
47
72
Louisiana-Pacific Corporation
28,68517,70810,977114
70
44
Lowe’s Companies, Inc.
278,867182,948
95,9191,107
726
381
LSI Logic Corporation189,989146,588
43,401
754
582172
Lubrizol Corporation11,405
9,298
2,107
45
37
8
Lucent Technologies, Inc.1,764,7091,558,203
206,506
7,003
6,183
819
Lufkin Industries, Inc.
5,800
3,9451,855
92
63
29
Lyondell Chemical Company
298,529165,849132,6801,185
658
527
M.D.C. Holdings, Inc.
86,176
49,651
36,525
342197145
Mace Security International, Inc.
7,922
6,6331,289
31
26
5
Macromedia, Inc.
46,388
28,05618,332184111
73
Macrovision Corp18,026
8,640
9,386
72
34
37
Magellan Health Services, Inc.
5,841
4,8411,000
2319
4
Magma Design Automation, Inc.
24,62717,813
6,814
98
71
27
Magna Entertainment Corporation10,003
8,4811,522
52
44
8
Magnum Hunter Resources, Inc.
30,190
27,569
2,62112010910
33
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1022
1023
1024
1025
1026
1027
1028
1029
1030
1031
1032
1033
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
1045
1046
1047
1048
1049
1050
1051
1052
1053
1054
1055
1056
1057
1058
1059
1060
1061
1062
1063
1064
1065
1066
1067
1068
1069
1070
1071
1072
1073
1074
1075
1076
1077
1078
1079
1080
1081
1082
1083
1084
1085
1086
1087
1088
1089
1090
1091
1092
1093
1094
1095
34
MBG
MANH
MTEX
HCR
MAN
MANT
MANU
MFC
MRO
MCHX
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
MCIP
MCK
MMR
MDU
MWV
MEDX
MHS
MCCC
MDCO
MRX
MEDI
MDTL
MDT
MEL
WFR
MNT
MENT
MRK
MERQE
MRGE
VIVO
MDG
MTH
MERX
MER
MESA
MTLM
MUSA
MET
MXT
MGM
MTLG
MOGN
MTG
MGG
MIK
MCRL
MCHP
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Mandalay Resort Group
6,247
4,8841,363
2519
5
Manhattan Associates, Inc.14,311
9,018
5,293
57
36
21
Mannatech, Incorporated
30,355
22,278
8,077120
88
32
Manor Care Inc.
35,00416,99718,007139
67
71
Manpower, Inc.
9,357
5,992
3,365
37
2413
ManTech International Corporation15,895
5,00410,891
63
20
43
Manugistics Group, Inc.
597168
429
21
2
Manulife Financial Corporation
4,338
3,0261,3121712
5
Marathon Oil Corporation
291,483
202,585
88,8981,157
804
353
Marchex, Inc.
58,029
38,80319,226
275184
91
Marriott International, Inc.
59,618
30,198
29,420
237120117
Marsh & McLennan Companies, Inc.198,947121,358
77,589
789
482
308
Martek Biosciences Corporation143,717
94,464
49,253
570
375195
Martha Stewart Living - CL A
982,327
534,478
447,849
3,898
2,1211,777
Marvel Entertainment, Inc.
98,288
62,846
35,442
390
249141
Marvell Technology Group Ltd
505,371
279,431
225,940
2,0051,109
897
Masco Corporation
42,135
23,46618,669167
93
74
Massey Energy Company
238,543111,662126,881
947
443
503
Matrix Service Company19,33017,6941,636
77
70
6
Matrixx Initiatives, Inc.
24,34618,041
6,305
97
72
25
Matsushita Electic Industrial Co., Ltd.
5,008
3,8481,160
2015
5
Mattel, Inc.
30,37214,99915,373121
60
61
Maverick Tube Corporation
59,516
47,09112,425
236187
49
Maxim Integrated Products, Inc.166,350
98,577
67,773
660
391
269
Maxim Pharmaceuticals, Inc.1,8531,331
522
7
5
2
Maxtor Corporation
92,504
70,714
21,790
367
281
86
May Department Stores Company (The)
238,839175,932
62,907
948
698
250
Maytag Corporation
386,102
223,593162,5091,532
887
645
MBIA, Inc.193,573
86,425107,148
768
343
425
MBNA Corporation184,968122,804
62,164
734
487
247
McAfee, Inc.103,994
69,690
34,304
413
277136
McData Corporation Class A
21,93717,354
4,583
87
6918
McData Corporation Class B
5,093
3,054
2,039
2012
8
McDermott International, Inc.
97,828
79,58318,245
388
316
72
McDonald’s Corporation
951,914
654,774
297,140
3,777
2,5981,179
McGraw-Hill Companies, Inc. (The)
20,93413,269
7,665
83
53
30
MCI, Inc.1,517,0121,202,905
314,107
6,020
4,7731,246
McKesson Corporation
67,785
42,195
25,590
269167102
McMoran Exploration Co.19,24514,199
5,046
76
56
20
MDU Resources Group, Inc.
2,259
9471,312
9
4
5
MeadWestvaco Corporation
3,485
2,573
9121410
4
Medarex, Inc.107,390
87,57519,815
426
348
79
Medco Health Solutions, Inc.135,790
86,676
49,114
539
344195
Mediacom Communications Corp.1,5121,311
201
6
51
Medicines Company (The)
35,712
26,334
9,378142105
37
Medicis Pharmaceutical Corporation107,620
84,422
23,198
427
335
92
MedImmune, Inc.179,949124,271
55,678
714
493
221
Medis Technologies Ltd.
62,557
39,718
22,839
248158
91
Medtronic, Inc.
408,165
259,126149,0391,6201,028
591
Mellon Financial Corporation
45,261
32,88912,372180131
49
MEMC Electronic Materials, Inc.
95,976
68,685
27,291
381
273108
Mentor Corporation139,552
89,904
49,648
554
357197
Mentor Graphics Corporation
8,324
3,955
4,369
331617
Merck & Co., Inc.1,205,204
680,230
524,974
4,783
2,699
2,083
Mercury Interactive Corporation
347,239178,512168,7271,378
708
670
Merge Technologies, Inc.146
96
501
0
0
Meridian Bioscience, Inc.1,9521,735
217
8
71
Meridian Gold Inc.
92,657
69,538
23,119
368
276
92
Meritage Corporation125,490
56,081
69,409
498
223
275
Merix Corporation
9,245
4,516
4,729
371819
Merrill Lynch & Co., Inc.
347,587
205,557142,0301,379
816
564
Mesa Air Group, Inc.
2,704
2,148
55611
9
2
Metal Management, Inc.
52,695
30,400
22,295
209121
88
Metals USA, Inc.
28,815
20,731
8,084114
82
32
MetLife, Inc.
40,700
26,86313,837162107
55
Metris Companies, Inc.
29,101
24,139
4,962115
96
20
Metro-Goldwyn-Mayer Inc.
233,417128,740104,677
926
511
415
Metrologic Instruments, Inc.
8,985
6,886
2,099
36
27
8
MGI PHARMA, INC.
95,438
49,696
45,742
379197182
MGIC Investment Corporation
54,99519,846
35,149
218
79139
MGM Mirage114,230
59,823
54,407
453
237
216
Michaels Stores, Inc.
42,583
25,41417,169169101
68
Micrel, Inc.
6,011
3,353
2,658
241311
Microchip Technology, Inc.
50,560
27,580
22,980
201109
91
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
1120
1121
1122
1123
1124
1125
1126
1127
1128
1129
1130
1131
1132
1133
1134
1135
1136
1137
1138
1139
1140
1141
1142
1143
1144
1145
1146
1147
1148
1149
1150
1151
1152
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
MUSE
MU
MCRS
MSCC
MSFT
MSTR
TUNE
MWY
PGIC
MLNM
MLHR
MICC
MSPD
MIPS
MSSN
MTU
MT
MIVA
MKSI
MBT
MOBE
MHK
MDCC
MOH
TAP
MNTA
MCRI
MOSY
MON
MNST
MRH
MCO
MWD
MORN
MOS
MOT
MOVI
MPS
FLSH
MFLX
MGAM
MUR
MYL
MYOG
MYGN
NABI
NBR
NLC
NTE
NGEN
NANO
NANX
NAPS
NARA
NDAQ
NSTK
NCC
NOV
NSM
NLS
NAVR
NAV
NVT
NTY
NCR
NDC
NP
NCRX
NKTR
NEOL
NWRE
NTBK
NTOP
NTES
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Micromuse, Inc.
27,582
20,498
7,084109
81
28
Micron Technology, Inc.
734,914
354,467
380,447
2,9161,4071,510
MICROS Systems, Inc.
20,06913,467
6,602
80
53
26
Microsemi Corporation
30,478
24,123
6,355121
96
25
Microsoft Corporation
4,533,174
3,290,4721,242,70217,98913,057
4,931
MicroStrategy Inc.orp196,234114,397
81,837
779
454
325
Microtune, Inc. (New)
7,383
6,2221,161
29
25
5
Midway Games Inc.
60,809
36,614
24,195
241145
96
Mikohn Gaming Corporation
41,980
27,21614,764199129
70
Millennium Pharmaceuticals, Inc.199,506151,113
48,393
792
600192
Miller (Herman), Inc.
6,612
4,8711,741
2619
7
Millicom International Cellular S.A.151,902
89,949
61,953
603
357
246
Mindspeed Technologies, Inc.1,2101,024186
5
41
MIPS Technologies, Inc. (New)11,672
9,9451,727
50
42
7
Mission Resources Corporation1,3511,097
254
8
61
Mitsubishi UFJ Financial Group, Inc.
56,408
45,84010,568
224182
42
Mittal Steel Company N.V.
269,110197,138
71,9721,068
782
286
Miva Inc.
72,078
51,441
20,637
286
204
82
MKS Instruments, Inc.
4,894
3,0401,8541912
7
Mobile Telesystems OJSC
78,693
47,242
31,451
312187125
Mobility Electronics, Inc.12,020
8,635
3,385
48
3413
Mohawk Industries Inc.
35,49218,23517,257141
72
68
Molecular Devices Corporation12,010
6,974
5,036
48
28
20
Molina Healthcare Inc.1,2591,046
2131513
3
Molson Coors Brewing Company
93,564
71,402
22,162
371
283
88
Momenta Pharmaceutical Inc.
69,929
38,908
31,021
642
357
285
Monarch Casino & Resort, Inc.
8,446
5,830
2,616
49
3415
Monolithic System Technology, Inc.
2,6671,738
92911
7
4
Monsanto Company/New159,720
97,958
61,762
634
389
245
Monster Worldwide, Inc.
97,905
59,698
38,207
389
237152
Montpelier Re Holdings Ltd.10,696
6,394
4,302151
90
61
Moody’s Corporation
44,20316,288
27,915175
65111
Morgan Stanley1,881,4581,332,510
548,948
7,466
5,288
2,178
Morningstar, Inc.
6,916
5,0771,839
45
3312
Mosaic Company
25,76218,957
6,805102
75
27
Motorola, Inc.1,106,240
575,813
530,427
4,390
2,285
2,105
Movie Gallery, Inc.
52,51419,962
32,552
208
79129
MPS Group, Inc. (New)
7,270
6,744
526
29
27
2
M-Systems Flash Disk Pioneers Ltd.149,146109,740
39,406
592
435156
Multi-Fineline Electronix, Inc.
2,7721,2891,48312
5
6
Multimedia Games, Inc.
38,792
28,979
9,813154115
39
Murphy Oil Corporation135,379
97,489
37,890
537
387150
Mylan Laboratories, Inc.
206,250156,586
49,664
818
621197
Myogen, Inc.134,549
93,875
40,674
534
373161
Myriad Genetics, Inc.
89,599
65,782
23,817
356
261
95
Nabi Biophamaceuticals192,007106,167
85,840
762
421
341
Nabors Industries, Ltd.
205,421138,178
67,243
815
548
267
Nalco Holding Company
5,469
4,546
923
2218
4
Nam Tai Electronics, Inc.181,082142,408
38,674
719
565153
Nanogen, Inc.
33,700
26,714
6,986134106
28
Nanometrics Incorporated
25,14015,626
9,514100
62
38
Nanophase Technologies Corp.11,091
9,008
2,083
44
36
8
Napster, Inc.
65,969
40,798
25,171
262162100
Nara Bancorp, Inc.
2,4631,4081,05510
6
4
Nasdaq Stock Market, Inc.
61,111
46,70914,402
351
268
83
Nastech Pharmaceutical Company Inc.
27,273
21,983
5,290108
87
21
National City Corporation
67,743
36,720
31,023
269146123
National Oilwell Varco, Inc.
252,224189,146
63,0781,001
751
250
National Semiconductor Corporation
224,688121,259103,429
892
481
410
Nautilus, Inc.
97,788
52,506
45,282
388
208180
Navarre Corporation
237,618
81,924155,694
943
325
618
Navistar International Corporation
91,435
43,192
48,243
363171191
NAVTEQ Corporation
69,502
32,776
36,726
276130146
NBTY, Inc.
50,958
25,392
25,566
202101101
NCR Corporation
76,009
52,597
23,412
302
209
93
NDCHealth Corp.
8,728
4,937
3,791
35
2015
Neenah Paper, Inc.
2,9951,6351,36012
6
5
NeighborCare, Inc.
363,672
258,170105,5021,4431,024
419
Nektar Therapeutics
272,954187,627
85,3271,083
745
339
NeoPharm, Inc.
73,917
51,066
22,851
293
203
91
Neoware Systems, Inc.
35,036
31,218
3,81813912415
Net.B@nk, Inc.
4,639
557
4,08218
216
Net2Phone, Inc.
3,256
2,447
8091310
3
Netease.com, Inc. -ADR
449,722
276,801172,9211,7851,098
686
35
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
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
36
NFLX
NTGR
NTPAE
NTAP
NBIX
NEW
NYB
NYT
NWL
NFX
NEM
NEWP
NWSA
NWS
NXY
NXTL
NXTP
GAS
NIHD
NKE
NINE
NTT
NI
NTMD
NMSS
NBL
NE
NOK
NAT
JWN
NSC
NT
PAL
NFB
NTRS
NFLD
NOC
NWACQ
NCX
NG
NVS
NFI
NGPS
NVTL
NVL
NOVL
NVLS
NOVN
NPSP
NRG
NSS
NTLI
NUAN
NUE
NTRI
JNC
NUVO
NVDA
OIIM
OO
OXY
RHEO
OII
ODSY
ODP
OMX
OIS
OLN
ZEUS
OMG
OMM
OMNI
OCR
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
NetFlix Inc.
516,274
315,894
200,380
2,0491,254
795
NETGEAR, Inc.108,088
76,955
31,133
429
305124
Netopia, Inc.109109
0
0
0
0
Network Appliance Corp.
213,089111,212101,877
846
441
404
Neurocrine Biosciences, Inc.
61,601
42,50019,101
244169
76
New Century Financial Corporation1,825,4881,218,064
607,424
7,244
4,834
2,410
New York Community Bancorp124,522
58,936
65,586
494
234
260
New York Times Co. (Class A)
6,527
3,431
3,096
261412
Newell Rubbermaid Inc.
45,343
23,822
21,521180
95
85
Newfield Exploration Company (New)
70,653
50,302
20,351
280
200
81
Newmont Mining Corporation1,154,989
803,242
351,747
4,583
3,1871,396
Newport Corp.
5,984
4,7911,193
2419
5
News Corp Class A
67,494
64,479
3,015
268
25612
News Corporation Ltd. (The) ADR
47,703
37,31610,387189148
41
Nexen Inc.12,030
8,609
3,421106
76
30
NEXTEL Communications, Inc. (Class A)
297,314
208,143
89,1711,180
826
354
Nextel Partners, Inc.
335,480
220,435115,0451,331
875
457
NICOR, Inc.
6,995
4,816
2,179
2819
9
NII Holdings, Inc.
60,783
41,99518,788
241167
75
NIKE, Inc. (Class B)187,363122,389
64,974
744
486
258
Ninetowns Digital World Trade Holdings Limited
8,475
6,351
2,124
34
25
8
Nippon Telegraph and Telephone Corporation1,9131,332
581
8
5
2
NISource Inc.14,01210,177
3,835
56
4015
NitroMed, Inc.
318,492197,284121,2081,264
783
481
NMS Communications Corporation (New)
3,5541,5661,98814
6
8
Noble Affiliates, Inc.
80,902
67,53613,366
321
268
53
Noble Corporation136,897
76,327
60,570
543
303
240
Nokia Corporation ADR
662,542
495,693166,849
2,6291,967
662
Nordic American Tanker Shipping Limited
71,420
42,994
28,426
283171113
Nordstrom, Inc.108,520
80,990
27,530
431
321109
Norfolk Southern Corporation
86,623
69,14017,483
344
274
69
Nortel Networks Corporation
409,096
330,921
78,1751,6231,313
310
North American Palladium Ltd.
48,140
35,84012,300191142
49
North Fork Bancorporation113,117
82,084
31,033
449
326123
Northern Trust Bank Corporation
23,06716,705
6,362
92
66
25
Northfield Laboratories, Inc.151,057102,756
48,301
599
408192
Northrop Grumman Corporation
53,770
37,09916,671
213147
66
Northwest Airlines Corp.
569,649
318,335
251,314
2,2611,263
997
NOVA Chemicals Corporation (New)
38,17417,611
20,563151
70
82
NovaGold Resources Inc.18,71716,145
2,572100
8614
Novartis AG
64,329
43,516
20,813
255173
83
Novastar Financial, Inc.
699,376
272,961
426,415
2,7751,0831,692
NovAtel Inc.
23,10116,480
6,621180129
52
Novatel Wireless, Inc. (New)148,997
95,389
53,608
591
379
213
Novelis, Inc.
7,089
3,373
3,716
291415
Novell, Inc.124,347103,532
20,815
493
411
83
Novellus Systems, Inc.
234,760151,150
83,610
932
600
332
Noven Pharmacuticals, Inc.
54,278
36,50817,770
215145
71
NPS Pharmaceuticals, Inc.
58,304
38,31619,988
231152
79
NRG Energy, Inc. (New)168,311111,587
56,724
668
443
225
NS Group, Inc.1,8891,666
223
7
71
NTL Incorporated
223,725152,188
71,537
888
604
284
Nuance Communications, Inc.18,27315,985
2,288
73
63
9
Nucor Corporation
526,682
279,133
247,549
2,0901,108
982
NutriSystem, Inc.
90,021
60,735
29,286
608
410198
Nuveen Investments Cl A
4,626
3,830
796
27
22
5
Nuvelo, Inc.
5,243
4,425
818
2218
3
NVIDIA Corporation
312,691176,049136,6421,241
699
542
O2Micro International Ltd.
5,036
3,6401,396
2014
6
Oakley, Inc.
47,982
28,38219,600190113
78
Occidental Petroleum Corporation
367,969
248,822119,1471,460
987
473
OccuLogix, Inc.
29,652
22,409
7,243122
92
30
Oceaneering International, Inc.
7,836
5,9181,918
31
23
8
Odyssey Healthcare, Inc.12,508
7,193
5,315
50
29
21
Office Depot, Inc.
36,650
25,90910,741145103
43
OfficeMax Incorporated
257,850159,216
98,6341,023
632
391
Oil States International, Inc.18,42716,4401,987110
9812
Olin Corporation14,630
9,554
5,076
58
38
20
Olympic Steel, Inc.
50,770
37,29013,480
201148
53
OM Group, Inc. (New)17,388
9,429
7,959
285155130
OMI Corporation147,874106,314
41,560
587
422165
OMNI Energy Services Corp.1,9621,675
287
8
71
Omnicare, Inc.121,541
61,876
59,665
482
246
237
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
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
OMCL
OMC
OVTI
ONNN
ONXX
OTEX
OPWV
OPSW
OPMR
OXPS
ORCL
OSUR
ORB
ORCT
OS
OCA
OSCI
OSK
OSIP
OSIS
OSI
OVNT
OSG
OSTK
OI
OXGN
PFCB
PCAR
PACR
PSUN
PHS
PTV
PTIE
PALM
PSRC
PMTI
PAAS
PANC
PA
PNRA
PZZA
PRX
PLLL
PKD
PH
POG
PDCO
PTEN
PXR
PAYX
PSS
MALL
BTU
PECS
PDX
PEET
PEGS
PGH
PENN
JCP
PNR
PPCO
PSFT
PBY
PEP
PKI
PBT
PRGO
PETC
PETS
PCZ
PTR
PTF
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Omnicell, Inc.
8,697
4,865
3,832
351915
Omnicom Group, Inc.
40,487
22,32718,160161
89
72
OmniVision Technologies, Inc.
462,326
255,980
206,3461,8351,016
819
ON Semiconductor Corporation (New)
21,30116,226
5,075
85
64
20
Onyx Pharmaceuticals,
309,648193,720115,9281,229
769
460
Open Text Corporation
39,88716,803
23,084158
67
92
Openwave Systems, Inc.131,461
92,194
39,267
522
366156
Opsware, Inc.11,00710,124
883
44
40
4
Optimal Group, Inc.17,07813,355
3,723
68
5315
optionsXpress Holdings Inc.
83,287
69,55213,735
364
304
60
Oracle Corporation1,061,583
758,467
303,116
4,213
3,0101,203
Orasure Technologies
73,063
60,05313,010
290
238
52
Orbital Sciences Corporation
9,245
6,672
2,573
37
2610
Orckit Communications Ltd.
26,09119,816
6,275152115
36
Oregon Steel Mills, Inc.
70,078
46,675
23,403
278185
93
Orthodontic Centers of America, Inc.
24,529
20,122
4,407
97
8017
Oscient Pharmaceuticals Corporation
4,690
4,011
6791916
3
Oshkosh Truck Corporation
23,58916,903
6,686
94
67
27
OSI Pharmaceuticals, Inc.
386,997
252,088134,9091,5361,000
535
OSI Systems, Inc.
26,11919,855
6,264104
79
25
Outback Steakhouse, Inc.
26,76012,67614,084106
50
56
Overnite Corporation
5,710
3,7501,960
2315
8
Overseas Shipholding Group, Inc.
48,816
24,844
23,972194
99
95
Overstock.com, Inc.
445,369
234,090
211,2791,767
929
838
Owens-Illinois, Inc.
33,709
23,49810,211134
93
41
OXiGENE, Inc.
5,286
4,621
665
2118
3
P.F. Chang’s China Bistro
77,485
33,582
43,903
307133174
PACCAR, Inc100,603
63,313
37,290
399
251148
Pacer International, Inc.
6,281
4,5941,687
2518
7
Pacific Sunwear of California, Inc.
63,127
38,144
24,983
251151
99
PacifiCare Health Systems, Inc.178,264115,526
62,738
707
458
249
Pactiv Corporation13,718
8,779
4,939
54
35
20
Pain Therapeutics, Inc.
3,350
2,858
4921311
2
Palm Inc.
510,494
349,004161,490
2,0261,385
641
PalmSource, Inc.
23,32114,677
8,644
93
58
34
Palomar Medical Technologies, Inc.
24,46617,098
7,368
97
68
29
Pan American Silver Corporation132,095103,552
28,543
524
411113
Panacos Pharmaceuticals, Inc.10,540
9,0171,523139119
20
Panamsat Holding Corporation13,257
9,428
3,829
70
50
20
Panera Bread Company, Class A112,480
67,385
45,095
446
267179
Papa John’s International, Inc.
429175
254
211
Par Pharmaceutical Companies, Inc.
47,859
26,812
21,047190106
84
Parallel Petroleum Corporation
3,600
3,254
3461917
2
Parker Drilling Company (New)
5,673
4,964
709
23
20
3
Parker-Hannifin Corporation
26,09315,95410,139104
63
40
Patina Oil & Gas Corporation
5,597
3,7011,896
2215
8
Patterson Companies, Inc.
79,693
44,476
35,217
316176140
Patterson UTI Energy, Inc.175,401122,139
53,262
696
485
211
Paxar Corporation
2,976
2,585
3911210
2
Paychex, Inc.146,768107,974
38,794
582
428154
Payless ShoeSource, Inc.11,728
6,147
5,581
47
24
22
PC Mall, Inc.
2,2411,367
874
9
5
3
Peabody Energy Corporation
287,134161,726125,4081,139
642
498
PEC Solutions, Inc.
3,599
2,3241,27514
9
5
Pediatrix Medical Group, Inc.11,057
7,423
3,634
44
2914
Peet’s Coffee & Tea Inc.
22,55416,663
5,891
90
66
23
Pegasus Systems, Inc.
5,743
2,901
2,842
231211
Pengrowth Energy Trust
81,909
47,470
34,439
325188137
Penn National Gaming, Inc.
51,862
33,78318,079
206134
72
Penney (J.C.) Company, Inc.
283,668180,039103,6291,126
714
411
Pentair, Inc.
24,70414,15510,549
98
56
42
Penwest Pharmaceuticals Co.
34,04018,88515,155135
75
60
PeopleSoft Inc.
331
311
2011
0
Pep Boys—Manny, Moe, & Jack (The)15,233
5,796
9,437
60
23
37
PepsiCo, Inc.
357,811
255,422102,3891,4201,014
406
Perkin-Elmer, Inc.
23,54614,762
8,784
93
59
35
Permian Basin Royalty Trust1,524
802
722
251312
Perrigo Company
8,701
4,834
3,867
351915
PETCO Animal Supplies, Inc.
62,806
32,092
30,714
249127122
PetMed Express, Inc.
31,871
25,686
6,185126102
25
Petro-Canada
20,20316,657
3,546
80
6614
PetroChina Company Limited
240,463163,006
77,457
954
647
307
PetroFund Energy Trust
43,038
33,559
9,479171133
38
37
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
1345
1346
1347
1348
1349
1350
1351
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
38
PKZ
PBR
PBR/A
PETDE
PQ
PETM
PFE
PCG
PPDI
PCYC
PHRM
PD
PHH
PHTN
PLAB
PIR
PEC
PPC
PNCL
PDC
PXD
PJC
PBI
PIXR
PXLW
PDG
PXP
PLUG
PCL
PLXT
PMCS
PMI
PNC
PPP
PII
RL
PLCM
PLMD
BPOP
PLAY
PKX
POSS
PPS
POT
POWI
PWER
PWAV
POZN
PPG
PX
PCP
PDS
PCO
PGI
PPD
PCLN
PDE
PWI
PRTL
PG
PGNX
PGN
PL
PVX
PVN
PRU
PSSI
PSYS
PHM
XING
QLGC
QLTI
QCOM
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
PetroKazakhstan Inc.
969,507
726,987
242,520
3,847
2,885
962
Petroleo Brasileiro S.A.-ADR
286,698193,676
93,0221,138
769
369
Petroleo Brasileiro S.A.
291
223
6811
0
Petroleum Development Corporation
26,40917,628
8,781105
70
35
PetroQuest Energy, Inc.106,348
94,55611,792
422
375
47
PETsMART, Inc.
85,462
53,322
32,140
339
212128
Pfizer Inc.
4,536,902
2,707,6891,829,21318,00410,745
7,259
PG&E Corporation
45,229
37,676
7,553179150
30
Pharmaceutical Product Development
27,97116,56511,406111
66
45
Pharmacyclics, Inc. (New)1,9071,486
421
8
6
2
Pharmion Corp.
56,641
36,64619,995
225145
79
Phelps Dodge Corporation
719,417
442,015
277,402
2,8551,7541,101
PHH Corporation
35,700
25,33010,370154109
45
Photon Dynamics, Inc.
24,11712,30911,808
96
49
47
Photronics, Inc.
25,66016,809
8,851102
67
35
Pier 1 Imports, Inc.
24,66112,20512,456
98
48
49
Pike Electric Corporation
4,769
4,059
710
48
41
7
Pilgrim’s Pride Corporation
43,985
29,95514,030175119
56
Pinnacle Airlines Corp.
8,164
4,886
3,278
321913
Pioneer Drilling Company
33,741
29,032
4,709
264
227
37
Pioneer Natural Resources Company
49,912
38,36611,546198152
46
Piper Jaffray Companies, Inc.10,302
5,864
4,438
41
2318
Pitney Bowes, Inc.18,54411,124
7,420
74
44
29
Pixar, Inc.
201,979118,386
83,593
802
470
332
Pixelworks, Inc.
45,521
31,92613,595181127
54
Placer Dome, Inc.
406,641
320,788
85,8531,6141,273
341
Plains Exploration & Production Company
59,605
41,42318,182
237164
72
Plug Power, Inc.
37,842
29,832
8,010150118
32
Plum Creek Timber Company, LP
42,780
24,16718,613170
96
74
PLX Technology, I Inc.1,054
674
380
4
3
2
PMC-Sierra Inc.184,797147,608
37,189
733
586148
PMI Group, Inc.
50,76313,577
37,186
201
54148
PNC Bank Corporation
35,670
24,74910,921142
98
43
Pogo Producing Company12,039
9,971
2,068
48
40
8
Polaris Industries, Inc.
58,40818,095
40,313
232
72160
Polo Ralph Lauren Corp
22,04014,530
7,510
87
58
30
Polycom, Inc.
66,948
42,252
24,696
266168
98
Polymedica Corp.
23,43510,00913,426
93
40
53
Popular Inc.12,506
5,202
7,304
50
21
29
PortalPlayer, Inc.
207,834142,637
65,197
825
566
259
POSCO
51,575
32,26419,311
205128
77
Possis Medical, Inc.
9,338
6,333
3,005
37
2512
Post Properties, Inc.
8,130
7,654
476
32
30
2
Potash Corporation of Saskatchewan Inc.
67,020
39,197
27,823
266156110
Power Integrations, Inc.18,981
9,867
9,114
75
39
36
Power-One, Inc.11,804
8,463
3,341
47
3413
Powerwave Technologies, Inc.113,632
83,686
29,946
451
332119
POZEN Inc.
21,48314,737
6,746
85
58
27
PPG Industries, Inc.
37,601
25,81911,782149102
47
Praxair, Inc.
3,788
2,7861,0021511
4
Precision Castparts Corp.
3,446
2,538
9081410
4
Precision Drilling Corporation17,95912,415
5,544
71
49
22
Premcor Inc.157,280128,237
29,043
624
509115
Premiere Global Services, Inc.10,816
6,146
4,670
43
2419
Pre-Paid Legal Services, Inc.
20,34211,115
9,227
81
44
37
Priceline.com Inc.175,331114,954
60,377
696
456
240
Pride International
90,899
71,07119,828
361
282
79
PrimeWest Energy Trust
57,554
44,67412,880
228177
51
Primus Telecommunications Group, Inc.1,3071,060
247
5
41
Procter & Gamble Company (The)
684,613
348,628
335,985
2,7171,3831,333
Progenics harmaceuticals, Inc.
64,283
30,817
33,466
255122133
Progress Energy, Inc.16,99212,078
4,914
67
48
20
Protective Life Corporation
4,165
3,916
24917161
Provident Energy Trust
90,515
73,66816,847
359
292
67
Providian Financial Corp. (New)144,846
76,850
67,996
575
305
270
Prudential Financial, Inc.127,155
71,826
55,329
505
285
220
PSS World Medical
5,967
3,845
2,122
2415
8
Psychiatric Solutions, Inc.
25,39019,138
6,252109
82
27
Pulte Homes, Inc.
380,243156,419
223,8241,509
621
888
Qiao Xing Universal Telephone, Inc.
38,138
31,977
6,161151127
24
QLogic Corporation
201,366132,283
69,083
799
525
274
QLT, Inc.
43,867
30,25713,610174120
54
QUALCOMM, Inc.1,449,280
970,117
479,163
5,751
3,8501,901
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
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
QSII
NX
PWR
QTWW
DGX
QSFT
STR
KWK
QDEL
ZQK
Q
RGF
RHD
RDN
RSH
RVSN
RDWR
RAE
RMBS
GOLD
RRC
RYN
RTN
RDA
RNWK
RHAT
RRGB
RBAK
RBK
RFX
RTIX
REGN
RF
RRI
REM
RNVS
RCII
RSG
RIMM
RMD
RECN
RESP
RETK
RAI
RFMD
RIGL
RIGS
RNOW
RAD
ROK
RSTI
ROST
RDC
RY
RCL
RD
RDSB
RDSA
RGLD
RSAS
RYAAY
TSG
SAFC
SFNT
SWY
SKS
CRM
SFP
SAFM
SNDK
SANM
SNY
SAP
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Quality Systems, Inc.
42,505
27,57914,926
247160
87
Quanex Corporation12,423
8,597
3,826
65
45
20
Quanta Services, Inc.
5,506
4,869
637
2219
3
Quantum Fuel Systems Technologies Worldwide, Inc.
24,809
21,699
3,110
98
8612
Quest Diagnostics Incorporated
59,175
48,11311,062
235191
44
Quest Software, Inc.12,516
9,262
3,254
50
3713
Questar Corporation
61,832
51,61510,217
245
205
41
Quicksilver Resources, Inc.
88,549
57,331
31,218
351
228124
Quidel Corporation
24,657
21,274
3,383
98
8413
Quiksilver Inc.
26,31418,689
7,625104
74
30
Qwest Communications Int’l.
309,894193,144116,7501,230
766
463
R&G Financial Corporation
5,460
3,049
2,411
331815
R.H. Donnelly Co.
7,942
4,693
3,249
321913
Radian Group
44,436
22,518
21,918176
89
87
RadioShack
54,099
27,887
26,212
215111104
RADVISION Ltd.
91
61
30
2315
8
RADWARE Ltd.19,19811,012
8,186
76
44
32
RAE Systems, Inc.
20,30917,795
2,514
81
7110
Rambus, Inc.
465,871
351,572114,2991,8491,395
454
Randgold Resources Limited
50,942
43,141
7,801
202171
31
Range Resources Corporation
74,511
68,523
5,988
296
272
24
Rayonier Inc.
20
20
0
0
0
0
Raytheon Company
39,968
29,04710,921159115
43
Reader’s Digest Association, Inc. (Class A)11,42110,634
787
45
42
3
RealNetworks Inc.
65,090
49,61915,471
258197
61
Red Hat, Inc.191,803118,189
73,614
761
469
292
Red Robin Gourmet Burgers, Inc.18,661
6,89611,765
74
27
47
Redback Networks, Inc.
81,895
61,346
20,549
325
243
82
Reebok International Ltd.
50,62118,475
32,146
201
73128
Refco Inc.
42,228
23,09019,138
464
254
210
Regeneration Technologies, Inc.
8,500
7,2561,244
34
29
5
Regeneron Pharmaceuticals, Inc.
22,14115,792
6,349
88
63
25
Regions Financial Corp.
2,1691,744
425
9
7
2
Reliant Energy Inc.
89,292
59,878
29,414
354
238117
Remington Oil & Gas Corporation (New)
5,188
4,639
54913011614
Renovis, Inc.
41,488
34,217
7,271
258
213
45
Rent-A-Center, Inc.
28,04011,72816,312111
47
65
Republic Services Inc.-CL A15,07214,211
861
60
56
3
Research in Motion Limited1,941,3451,057,258
884,087
7,704
4,195
3,508
ResMed Inc.
34,197
21,95312,244136
87
49
Resources Connection, Inc. (New)
33,98819,02514,963135
75
59
Respironics, Inc. (New)19,38714,037
5,350
77
56
21
Retek Inc.10,327
9,1561,171
41
36
5
Reynolds American Inc.
475,042
230,038
245,0041,885
913
972
RF Micro Devices, Inc.
96,031
79,22416,807
381
314
67
Rigel Pharmaceuticals, Inc.113,811
71,123
42,688
452
282169
Riggs National Corporation
8,056
4,257
3,799
321715
RightNow Technologies, Inc.1717
0
4
4
0
Rite Aid Corporation176,135100,130
76,005
699
397
302
Rockwell Automation, Inc.
54,840
35,13819,702
218139
78
Rofin-Sinar Technologies, Inc.15,080
9,897
5,183
60
39
21
Ross Stores, Inc.
26,38217,839
8,543105
71
34
Rowan Companies, Inc.
220,145158,470
61,675
874
629
245
Royal Bank of Canada19,50112,887
6,614
77
51
26
Royal Caribbean Cruises Ltd.
93,048
42,722
50,326
369170
200
Royal Dutch Petroleum Company
287,689
225,714
61,9751,142
896
246
Royal Dutch Shell plc
2,7221,6801,042
2415
9
Royal Dutch Shell PLC15,772
9,082
6,690141
81
60
Royal Gold, Inc.
49,320
37,46311,857196149
47
RSA Security, Inc.19,13210,765
8,367
76
43
33
Ryanair Holdings plc.
6,102
4,4351,667
2418
7
Sabre Holdings Corp.
2,510
2,299
21110
91
SAFECO Corporation10,440
5,629
4,811
41
2219
SafeNet, Inc.
28,198
20,352
7,846112
81
31
Safeway, Inc.
68,092
45,109
22,983
270179
91
Saks Incorporated198,352118,788
79,564
787
471
316
Salesforce.com118,520
73,203
45,317
470
290180
Salton, Inc.
29,41214,98114,431117
59
57
Sanderson Farms, Inc.11,647
5,792
5,855
46
23
23
SanDisk Corporation1,104,949
652,135
452,814
4,385
2,5881,797
Sanmina SCI Corporation
68,043
49,23718,806
270195
75
Sanofi-Aventis
86,582
58,937
27,645
344
234110
SAP AG
64,361
30,547
33,814
255121134
39
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
1473
1474
1475
1476
1477
1478
1479
1480
1481
1482
1483
1484
1485
1486
1487
1488
1489
1490
1491
1492
1493
1494
1495
1496
1497
1498
1499
1500
1501
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
40
SAPE
SLE
SBAC
HSIC
SGP
SLB
SCHN
SCHW
SCLN
SGMS
SFA
SEAC
STX
SEE
SHLD
SCUR
SEIC
SCSS
SEM
SMI
SRE
SMTC
SXT
SEPR
SRA
SFCC
SNDA
SHRP
SC
SFL
SHPGY
SHOP
SHFL
SEBL
SI
SIE
SRP
SWIR
SIFY
SIGM
SIAL
SGTL
SIMG
SLAB
SSTI
SPIL
SSRI
SPG
SINA
SVA
SIRF
SIRI
PKS
SKM
SKX
SKIL
SWKS
SLM
SII
SFD
SSCC
SOHU
SLR
SAH
SNIC
SONO
SONS
SNE
SO
PCU
SUG
LUV
SWN
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Sapient Corporation (New)
8,923
7,6401,283
35
30
5
Sara Lee Corporation103,105
62,915
40,190
409
250159
SBA Communications Corporation
34,035
20,23713,798135
80
55
Schein (Henry), Inc.
33,167
20,91112,256132
83
49
Schering-Plough Corporation
596,312
305,828
290,484
2,3661,2141,153
Schlumberger Limited
526,823
287,720
239,103
2,0911,142
949
Schnitzer Steel Industries, Inc.
89,026
56,367
32,659
353
224130
Schwab Corporation (The Charles)
218,358169,254
49,104
867
672195
SciClone Pharmaceuticals, Inc.
90,295
60,449
29,846
358
240118
Scientific Games Corporation
42,075
26,40215,673167105
62
Scientific-Atlanta, Inc.192,379138,171
54,208
763
548
215
SeaChange International, Inc.
37,699
22,78614,913150
90
59
Seagate Technology
407,180
294,549112,6311,6161,169
447
Sealed Air Corporation “New”
24,50214,809
9,693
97
59
38
Sears Holdings Corporation1,486,361
909,917
576,444
5,898
3,611
2,287
Secure Computing Corp.
20,26917,607
2,662
80
7011
SEI Investments Company
4,000
2,7351,2651611
5
Select Comfort Corporation
22,11415,795
6,319
88
63
25
Select Medical Corporation
549
251
298
211
Semiconductor Manufacturing International Corporation11,96910,6391,330
47
42
5
Sempra Energy12,320
9,874
2,446
49
3910
Semtech Corporation
27,72218,587
9,135110
74
36
Sensient Technologies Corporation12,134
2,868
9,266
4811
37
Sepracor, Inc.
618,879
415,037
203,842
2,4561,647
809
Serono SA
24,84310,40814,435
99
41
57
SFBC International, Inc.111,179
62,170
49,009
441
247194
Shanda Interactive Entertainment Ltd.
366,261
255,720110,5411,4531,015
439
Sharper Image Corp.
50,33118,561
31,770
200
74126
Shell Transport & Trading Company, PLC ADR10,833
7,086
3,747
43
2815
Ship Finance International Limited
35,799
25,18210,617142100
42
Shire plc ADS
80,073
59,847
20,226
318
237
80
Shopping.com Ltd.
30,909
20,49210,417123
81
41
Shuffle Master, Inc.
34,916
21,97512,941139
87
51
Siebel Systems, Inc.
491,036
389,104101,9321,9491,544
404
Siemens AG10,322
5,937
4,385
41
2417
Sierra Health Services, Inc.
33,11918,46114,658131
73
58
Sierra Pacific Resources
3,438
2,965
4731412
2
Sierra Wireless, Inc.
53,158
40,23912,919
211160
51
Sify Limited
40,007
36,601
3,40615914514
Sigma Designs, Inc.
52,051
44,435
7,616
207176
30
Sigma-Aldrich Corporation
43,726
31,58212,144174125
48
Sigmatel Incorporated
250,802157,416
93,386
995
625
371
Silicon Image, Inc.168,970135,282
33,688
671
537134
Silicon Laboratories, Inc.
99,750
52,136
47,614
396
207189
Silicon Storage Technology, Inc.
27,599
22,252
5,347110
88
21
Siliconware Precision Industries Company
9,265
6,996
2,269
37
28
9
Silver Standard Resources Inc.
64,278
53,64610,632
255
213
42
Simon Property Group, Inc.
43,24217,812
25,430172
71101
SINA Corporation
400,835
289,022111,8131,5911,147
444
Sinovac Biotech Ltd.11,136
9,3051,831
223186
37
SiRF Technology Holdings, Inc.
65,327
51,00114,326
259
202
57
Sirius Satellite Radio1,784,3041,350,353
433,951
7,081
5,3591,722
Six Flags, Inc.
201,825118,425
83,400
801
470
331
Sk Telecom Co., Ltd. ADS
4,281
2,9961,2851712
5
Skechers U.S.A., Inc.
4,620
3,6001,0201814
4
SkillSoft plc.
2,556
2,176
38010
9
2
Skyworks Solutions, Inc..
72,089
56,94615,143
286
226
60
SLM Corporation
59,164
31,311
27,853
235124111
Smith International, Inc.
65,436
43,061
22,375
260171
89
Smithfield Foods, Inc.
30,07316,98213,091119
67
52
Smurfit Stone Container Corporation
47,084
25,701
21,383187102
85
Sohu.com Inc.
296,828
239,802
57,0261,178
952
226
Solectron Corporation
63,063
37,941
25,122
250151100
Sonic Automotive, Inc.
4,788
3,916
8721916
3
Sonic Solutions
23,57816,041
7,537
94
64
30
SonoSite, Inc.
7,164
4,996
2,168
28
20
9
Sonus Networks, Inc.195,153169,255
25,898
774
672103
Sony Corporation ADR
57,903
42,28815,615
230168
62
Southern Company (The)
27,35516,76810,587109
67
42
Southern Copper Corporation165,725108,557
57,168
658
431
227
Southern Union Company11,832
9,409
2,423
47
3710
Southwest Airlines Co.137,548
78,912
58,636
546
313
233
Southwestern Energy Company
321,608
242,760
78,8481,276
963
313
CBOE Equity Options Volume (Includes LEAPS)
Standard
Symbol
Stock
1535
1536
1537
1538
1539
1540
1541
1542
1543
1544
1545
1546
1547
1548
1549
1550
1551
1552
1553
1554
1555
1556
1557
1558
1559
1560
1561
1562
1563
1564
1565
1566
1567
1568
1569
1570
1571
1572
1573
1574
1575
1576
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
SOV
SLNK
SSI
SPC
SPPI
SKE
S
SPW
SM
STJ
STMP
SPF
SWK
SPLS
STSI
SBUX
HOT
STT
STN
STO
STLD
STTX
STEL
SJH
STEM
SRCL
STE
SWC
STM
SOSA
SGY
STK
SSYS
STRA
SYK
SUNW
SU
SDS
SUN
SPWR
SRZ
STI
SUPG
SPN
SVU
SPRT
SRDX
SIVBE
SWFT
SY
SCMR
SYMC
SBL
SYMM
SYNA
ELOS
SNPS
SYNO
SNV
SYNM
SYY
TROW
TSM
TTWO
TLB
TLM
TALK
TALX
TNOX
TGT
TARO
TASR
TCO
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Sovereign Bancorp, Inc.158,304113,032
45,272
628
449180
SpectraLink Corporation12,68510,187
2,498
50
4010
SpectraSite, Inc.
22,228
20,171
2,057
88
80
8
Spectrum Brands
39,39619,61819,778156
78
78
Spectrum Pharmaceuticals Inc.1,3221,322
0
6
6
0
Spinnaker Exploration Company
28,93215,16513,767115
60
55
Sprint Nextel Corporation1,686,1761,097,900
588,276
6,691
4,357
2,334
SPX Corporation104,727
55,598
49,129
416
221195
St Mary Land & Exploration Company
3,044
2,480
5641210
2
St. Jude Medical, Inc.145,886
71,083
74,803
579
282
297
Stamps.com Inc. (New)
40,598
25,93014,668161103
58
Standard Pacific Corp117,425
59,961
57,464
466
238
228
Stanley Works (The)1,364
974
390
5
4
2
Staples, Inc.
43,000
28,07214,928171111
59
Star Scientific, Inc.
256,008
209,087
46,9211,016
830186
Starbucks Corporation
428,624
248,732179,8921,701
987
714
Starwood Hotels & Resorts Worldwide, Inc.
96,025
49,073
46,952
381195186
State Street Corporation
35,496
21,41614,080141
85
56
Station Casinos, Inc.148,072
91,510
56,562
588
363
224
Statoil ASA
26,249
23,322
2,92712110713
Steel Dynamics, Inc.
95,073
67,187
27,886
377
267111
Steel Technologies, Inc.
27,31813,96013,358108
55
53
Stellent, Inc.
3,314
2,429
8851310
4
Stelmar Shipping Ltd.
408
39216
2
2
0
StemCells, Inc.
3,441
2,862
579
56
47
9
Stericycle, Inc.
28,577
21,785
6,792113
86
27
STERIS Corporation
9,126
6,050
3,076
36
2412
Stillwater Mining Company
36,568
29,913
6,655145119
26
STMicroelectronics N.V.
50,755
20,258
30,497
201
80121
Stolt Offshore S.A. (New)
26,79219,700
7,092106
78
28
Stone Energy Corp.17,95813,942
4,016
71
5516
Storage Technology Corporation
30,147
9,721
20,426120
39
81
Stratasys, Inc.12,561
8,743
3,818
50
3515
Strayer Education, Inc.17,561
7,18510,376
70
29
41
Stryker Corporation112,534
72,173
40,361
447
286160
Sun Microsystems, Inc.
610,618
478,377132,241
2,4231,898
525
Suncor Energy, Inc.
449,631
327,375122,2561,7841,299
485
SunGard Data Systems Inc.158,065
74,576
83,489
627
296
331
Sunoco, Inc.150,140
81,862
68,278
596
325
271
SunPower Corporation
3,487
2,3091,178
232154
79
Sunrise Senior Living, Inc.16,48710,944
5,543
65
43
22
SunTrust Banks, Inc.
55,467
40,71814,749
220162
59
SuperGen, Inc.153,820
92,593
61,227
610
367
243
Superior Energy Services, Inc. (New)
52,715
45,333
7,382
209180
29
SUPERVALU, Inc.12,161
7,668
4,493
48
3018
SupportSoft, Inc.
8,716
6,493
2,223
35
26
9
SurModics, Inc.
25,32113,03712,284100
52
49
SVB Financial Group
21,92214,514
7,408
87
58
29
Swift Transporation Co., Inc.
64,190
49,20614,984
255195
59
Sybase, Inc.12,377
9,929
2,448
49
3910
Sycamore Networks, Inc.
22,852
20,436
2,416
91
8110
Symantec Corporation
845,404
576,385
269,019
3,355
2,2871,068
Symbol Technologies, Inc.104,558
79,373
25,185
415
315100
Symmetricom, Inc. (New)
2,5201,839
68110
7
3
Synaptics Incorporated150,355105,928
44,427
597
420176
Syneron Medical Ltd.121,358
90,869
30,489
528
395133
Synopsys, Inc.
32,950
21,43611,514131
85
46
Synovis Life Technologies, Inc.
5,894
4,3341,560
2317
6
Synovous Financial Corp.11,452
8,025
3,427
45
3214
Syntroleum Corporation
28,565
20,983
7,582113
83
30
Sysco Corporation
57,678
41,08016,598
229163
66
T. Rowe Price Group, Inc.
34,178
24,483
9,695136
97
38
Taiwan Semiconductor Manufacturing Company Ltd.124,741
86,315
38,426
495
343152
Take-Two Interactive Software177,382
86,306
91,076
704
342
361
Talbots, Inc. (The)11,724
6,593
5,131
47
26
20
Talisman Energy, Inc.
72,739
53,85418,885
289
214
75
Talk America Holdings Inc.
8,122
6,3091,813
32
25
7
TALX Corporation
38,473
27,04811,425153107
45
Tanox, Inc.10,209
8,6501,559
41
34
6
Target Corporation
252,139157,967
94,1721,001
627
374
Taro Pharmaceutical Industries Ltd.
82,844
51,344
31,500
329
204125
TASER International, Inc.1,546,689
752,926
793,763
6,138
2,988
3,150
Taubman Centers, Inc.
5,235
3,5131,722
2114
7
41
CBOE Equity Options Volume (Includes LEAPS) Standard
Symbol
Stock
1608
1609
1610
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
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
1672
1673
1674
1675
1676
1677
1678
1679
1680
42
TECD
TECH
TOA
TE
TK
TKLC
TEK
TMX
TIWI
TTEC
TLWT
TELK
TLAB
WRLS
TIN
TPX
TS
THC
TER
TERN
TEX
TRA
TSO
TSRA
TEVA
TXI
TXN
BCO
DTV
FINL
FAF
GS
HSY
SJM
TMR
MLS
PBG
PGR
RYL
SMG
SGR
TSA
JOE
STA
TTN
WTSLA
TWTI
THO
THOR
TMA
THQI
TIBX
TDW
TIF
TWX
TIE
TIVO
TJX
TLCV
THE
TOL
TOMO
TOM
TOO
TOPT
TRGL
TD
TOT
TWR
TM
TOY
TSCO
TRAD
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Tech Data Corporation18,651
7,88110,770
74
31
43
Techne Corporation
6,031
3,767
2,264
2415
9
Technical Olympic USA, Inc.1,405
682
723
231112
TECO Energy, Inc.
30,51717,85812,659121
71
50
Teekay Shipping Corporation167,992105,349
62,643
667
418
249
Tekelec
23,86317,537
6,326
95
70
25
Tektronix Inc.11,892
7,694
4,198
47
3117
Telefonos de Mexico, S.A. de C.V. ADR177,171128,903
48,268
703
512192
Telesystem International Wireless Inc.
7,807
5,9911,816
31
24
7
TeleTech Holdings, Inc.
4,241
3,292
9491713
4
Telewest Global, Inc.
41,202
32,940
8,262164131
33
Telik, Inc.105,715
74,359
31,356
420
295124
Tellabs, Inc.
65,811
48,80017,011
261194
68
Telular Corporation (New)
4,591
4,334
25718171
Temple-Inland, Inc.
31,60719,67511,932125
78
47
Tempur-Pedic International, Inc.142,739
50,498
92,241
566
200
366
Tenaris S.A.
96,226
63,371
32,855
382
251130
Tenet Healthcare Corporation
227,765106,368121,397
904
422
482
Teradyne, Inc.
92,092
68,456
23,636
365
272
94
Terayon Communication Systems, Inc. (New)
2,1771,526
65110
7
3
Terex Corporation
23,64617,224
6,422
94
68
25
Terra Industries, Inc.
9,765
8,4971,268
39
34
5
Tesoro Corporation
243,585157,040
86,545
967
623
343
Tessera Technologies, Inc.
78,009
55,832
22,177
310
222
88
Teva Pharmaceutical Industries Limited ADR
332,189195,970136,2191,318
778
541
Texas Industries, Inc.
22,44313,944
8,499
89
55
34
Texas Instruments Incorporated1,148,704
702,789
445,915
4,558
2,7891,770
The Brink’s Company
81,332
64,11617,216
323
254
68
The DIRECTV Group, Inc.171,766136,328
35,438
682
541141
The Finish Line - CL A
28,338
21,554
6,784112
86
27
The First American Financial Corporation
29,54319,733
9,810117
78
39
The Goldman Sachs Group, Inc.1,235,607
742,117
493,490
4,903
2,9451,958
The Hershey Company15,90311,627
4,276
63
4617
The J.M. Smucker Company
8,920
5,727
3,193
35
2313
The Meridian Resource Corporation
55,301
50,297
5,004
219
200
20
The Mills Corporation17,00112,228
4,773
67
4919
The Pepsi Bottling Group, Inc.1,304
639
665
5
3
3
The Progressive Corporation
43,017
23,40119,616171
93
78
The Ryland Group, Inc.
248,910114,028134,882
988
452
535
The Scotts Miracle-Gro Company
22,65912,47710,182
90
50
40
The Shaw Group, Inc.
78,485
56,532
21,953
311
224
87
The Sports Authority, Inc.
29,10617,06912,037116
68
48
The St Joe Company101,977
57,170
44,807
405
227178
The St. Paul Travelers Companies, Inc.
215,074115,480
99,594
853
458
395
The Titan Corporation
28,990
23,882
5,108115
95
20
The Wet Seal, Inc.
36,703
31,863
4,84014612619
Third Wave Technologies, Inc.1,9011,619
282
8
61
Thor Industries, Inc.
9,729
6,192
3,537
39
2514
Thoratec Corporation
33,019
26,203
6,816131104
27
Thornburg Mortgage, Inc.
49,002
27,705
21,297194110
85
THQ Inc.18,647
9,920
8,727
74
39
35
TIBCO Software131,309
72,930
58,379
521
289
232
Tidewater, Inc.
36,221
26,465
9,756144105
39
Tiffany & Co.
69,279
44,942
24,337
275178
97
Time Warner, Inc.
3,217,316
2,420,260
797,05612,767
9,604
3,163
Titanium Metals Corporation
76,643
57,02219,6211,217
905
311
TiVo, Inc.
208,910159,246
49,664
829
632197
TJX Companies, Inc. (The)
42,706
31,70011,006169126
44
TLC Vision Corporation
8,462
7,0301,432
34
28
6
Todco130,394105,241
25,153
517
418100
Toll Brothers, Inc.1,146,839
590,862
555,977
4,551
2,345
2,206
Tom Online, Inc.105,015
95,105
9,910
417
377
39
Tommy Hilfiger Corporation
21,08716,450
4,637
84
6518
TOO, Inc.17,12210,166
6,956
68
40
28
TOP Tankers, Inc.118,553
90,873
27,680
470
361110
Toreador Resources Corporation
36,188
31,064
5,124188162
27
Toronto Dominion Bank
3,734
2,879
8551511
3
Total S.A. (ADR)
41,170
27,99713,173163111
52
Tower Automotive, Inc.
7,145
5,4701,675
28
22
7
Toyota Motor Corporation ADR
75,008
44,398
30,610
298176121
Toys “R” Us, Inc.166,204108,421
57,783
660
430
229
Tractor Supply Company
31,95618,15513,801127
72
55
Tradestation Group, Inc.
931
902
29
4
4
0
CBOE Equity Options Volume (Includes LEAPS) Standard
Symbol
Stock
1681
1682
1683
1684
1685
1686
1687
1688
1689
1690
1691
1692
1693
1694
1695
1696
1697
1698
1699
1700
1701
1702
1703
1704
1705
1706
1707
1708
1709
1710
1711
1712
1713
1714
1715
1716
1717
1718
1719
1720
1721
1722
1723
1724
1725
1726
1727
1728
1729
1730
1731
1732
1733
1734
1735
1736
1737
1738
1739
1740
1741
1742
1743
1744
1745
1746
1747
1748
1749
1750
1751
1752
1753
TGA
TKTX
TMG
RIG
TRI
TRB
TRID
TRMS
TRPH
TQNT
TIV
TRZ
TRLG
TNP
OVEN
TZA
TWTR
TXU
TYC
TSN
USB
UALAQ
UPCS
UBS
UGI
UCI
ULTEQ
UPL
UTEK
UARM
UBB
UN
UNP
UNS
UIS
UNT
UDI
UIC
UMC
UNFI
UNTD
UPS
URI
X
USTR
UTX
UTHR
UCOMA
UNH
UHS
UVN
UCL
UNM
URBN
ULGX
LCC
USNA
USU
USFC
USG
UST
UTSI
VRX
VLO
VCLK
VRC
VAR
VARI
VSEA
VASC
WOOF
VGR
VECO
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
TransGlobe Energy Corporation
36,572
26,884
9,688173127
46
Transkaryotic Therapies, Inc.
39,116
20,69118,425155
82
73
TransMontaigne Inc.
2,3641,971
393
2218
4
Transocean Inc.
610,832
391,173
219,659
2,4241,552
872
Triad Hospitals
82,618
45,568
37,050
328181147
Tribune Company
74,402
41,150
33,252
295163132
Trident Microsystems, Inc.
52,007
31,649
20,358
206126
81
Trimeris Inc.17,42710,634
6,793
69
42
27
Tripath Technology, Inc. (New)
98
98
0
0
0
0
Triquint Semiconductor, Inc.
9,241
8,1401,101
37
32
4
Tri-Valley Corporation
36,306
26,391
9,915194141
53
Trizec Properties, Inc. (New)
7,134
6,396
738
28
25
3
True Religon Apparel, Inc.
34,091
24,409
9,682
392
281111
Tsakos Energy Navigation Ltd.
31,817
22,673
9,144126
90
36
TurboChef Technologies, Inc.
88,925
57,310
31,615
449
289160
TV Azteca S.A. de C.V.1,920
952
968
8
4
4
Tweeter Home Entertainment Group, Inc.
6,490
4,9781,512
26
20
6
TXU Company
374,239
269,312104,9271,4851,069
416
Tyco International Limited
763,941
457,463
306,478
3,0321,8151,216
Tyson Foods, Inc. (Class A)
82,772
37,850
44,922
328150178
U.S. Bancorp157,356108,244
49,112
624
430195
UAL Corporation
58
0
58
0
0
0
UbiquiTel, Inc.13,90512,6591,246
55
50
5
UBS AG
35,391
26,917
8,474140107
34
UGI Corporation1,7011,309
392
7
5
2
UICI
8,927
6,264
2,663
35
2511
Ultimate Electronics, Inc.
4,410
582
3,82818
215
Ultra Petroleum Corp.
666,752
500,490166,262
2,6461,986
660
Ultratech, Inc.
31,79318,33513,458126
73
53
Under Armour, Inc.
32,253
20,65111,6021,466
939
527
Unibanco Uniao de Bancos Brasileros
7,473
5,319
2,154
30
21
9
Unilever N.V.14,634
9,005
5,629
58
36
22
Union Pacific Corporation
62,151
40,017
22,134
247159
88
UniSource Energy Corporation (New)
8,479
6,5091,970
44
3410
Unisys Corporation
73,041
45,822
27,219
290182108
Unit Corporation
39,439
30,962
8,477157123
34
United Defense Industries, Inc.
800
729
71
3
3
0
United Industrial Corporation13,52010,750
2,770
54
4311
United Microelectronics Corporation
2,754
2,59416011101
United Natural Foods, Inc. (New)115
60
55
0
0
0
United Online, Inc.
59,483
35,575
23,908
236141
95
United Parcel Service, Inc.
782,317
517,156
265,161
3,104
2,0521,052
United Rentals, Inc.
28,61414,39314,221114
57
56
United States Seel Corporation
688,521
390,590
297,931
2,7321,5501,182
United Stationers, Inc.
5,279
2,289
2,990
21
912
United Technologies Corporation194,932125,328
69,604
774
497
276
United Therapeutics Corp.
94,584
54,577
40,007
375
217159
Unitedglobalcom, Inc.10,641
8,570
2,071
42
34
8
UnitedHealth Group
573,322
425,593147,729
2,2751,689
586
Universal Health Services, Inc.
24,29714,404
9,893
96
57
39
Univision Communications Inc.
43,824
22,613
21,211174
90
84
Unocal Corporation
311,598
211,586100,0121,237
840
397
Unumprovident Corporation
208,163101,090107,073
826
401
425
Urban Outfitters, Inc.188,937
93,115
95,822
750
370
380
Urologix, Inc. (New)
6,403
5,2821,121
25
21
4
US Airways Group, Inc, (New)
8,655
4,615
4,040133
71
62
USANA Health Sciences, Inc.
30,730
21,541
9,189122
85
36
USEC, Inc.
66,133
50,41815,715
262
200
62
USF Corporation
7,820
403
7,417
31
2
29
USG Corporation
421,196188,366
232,8301,671
747
924
UST Inc.
49,263
24,625
24,638195
98
98
UTStarcom, Inc.
310,075180,146129,9291,230
715
516
Valeant Pharmaceuticals International122,960
72,708
50,252
488
289199
Valero Energy Corporation1,789,9521,171,901
618,051
7,103
4,650
2,453
ValueClick, Inc.
67,853
52,94114,912
269
210
59
Varco International, Inc.
2,594
2,038
55610
8
2
Varian Associates, Inc.
69,455
34,016
35,439
276135141
Varian Inc.10,379
3,544
6,835
4114
27
Varian Semiconductor Equipment Associates, Inc.
31,99113,89218,099127
55
72
Vascular Solutions, Inc. (New)14,370
9,235
5,135
57
37
20
VCA Antech, Inc.
40,198
27,87612,322160111
49
Vector Group Ltd.
22,768
8,88513,883
90
35
55
Veeco Instruments Inc.
60,934
35,044
25,890
242139103
43
CBOE Equity Options Volume (Includes LEAPS) Standard
Symbol
Stock
1754
1755
1756
1757
1758
1759
1760
1761
1762
1763
1764
1765
1766
1767
1768
1769
1770
1771
1772
1773
1774
1775
1776
1777
1778
1779
1780
1781
1782
1783
1784
1785
1786
1787
1788
1789
1790
1791
1792
1793
1794
1795
1796
1797
1798
1799
1800
1801
1802
1803
1804
1805
1806
1807
1808
1809
1810
1811
1812
1813
1814
1815
1816
1817
1818
1819
1820
1821
1822
1823
1824
1825
1826
44
VMSI
VTIV
PAY
VRNT
VRSN
VTS
VRTS
VRTY
VZ
VRTX
VIA
VIAB
MICU
VIGN
VISG
VIP
VPHM
VSH
VSTA
VC
V
VVUS
VOD
VLTR
BER
GRA
WB
WAG
WMT
WLT
WRES
WM
WCN
WMI
WAT
WPI
WCI
WFT
WEBX
WBMD
WBSN
WSSI
WZEN
WTW
WCG
WC
WLP
WFC
WEN
WERN
WDC
WGR
WWCA
WY
WHR
WLL
WFMI
OATS
WMB
WSM
WSH
WIND
WNDXQ
WGO
WIT
WFIIE
WITS
WLDAE
WRSP
WOR
WMGI
WYE
WYNN
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Ventana Medical Systems, Inc.
20,99413,436
7,558
83
53
30
Ventiv Health, Inc. (New)
26,08017,939
8,141103
71
32
VeriFone Holdings, Inc.
4,040
3,451
589
33
29
5
Verint Systems, Inc.11,718
7,882
3,836
47
3115
Verisign Inc.
365,499
242,732122,7671,450
963
487
Veritas DGC, Inc.
21,94515,999
5,946
87
63
24
VERITAS Software Corporation
84,638
59,533
25,105
336
236100
Verity, Inc.
4,436
3,1051,3311812
5
Verizon Communications, Inc.
977,549
574,400
403,149
3,879
2,2791,600
Vertex Pharmaceuticals, Inc.
90,774
63,153
27,621
360
251110
Viacom, Inc. Class A
66,740
45,368
21,372
265180
85
Viacom, Inc. Class B
382,441
292,317
90,1241,5181,160
358
Vicuron Pharmaceuticals, Inc.
31,178
9,169
22,009124
36
87
Vignette Corporation (New)
3,375
2,522
853
31
23
8
Viisage Technology, Inc.
20,06515,500
4,565
80
6218
VimpelCom1
50,508
89,430
61,078
597
355
242
ViroPharma Incorporated
207,451166,292
41,1591,5961,279
317
Vishay Intertechnology, Inc.
99,345
37,030
62,315
394147
247
VistaCare, Inc.
7,956
5,583
2,373
32
22
9
Visteon Corp.151,678
82,738
68,940
602
328
274
Vivendi SA
7,158
4,373
2,785
281711
VIVUS, Inc.
4,862
4,462
4001918
2
Vodafone Group PLC ADR
53,496
36,07217,424
212143
69
Volterra Semiconductor Corporation14,96310,680
4,283
71
51
20
W.R. Berkley Corporation
23,982
20,082
3,900
95
8015
W.R. Grace & Co.
529,584
375,999153,585
2,1021,492
609
Wachovia Corporation
510,318
317,784192,534
2,0251,261
764
Walgreen Company
208,599138,940
69,659
828
551
276
Wal-Mart Stores, Inc.
2,476,5751,441,1091,035,466
9,828
5,719
4,109
Walter Industries, Inc.100,161
74,891
25,270
397
297100
Warren Resources, Inc.
2,8721,6471,225
301713
Washington Mutual, Inc.
288,481176,975111,5061,145
702
442
Waste Connections, Inc.
5,992
4,5161,476
2418
6
Waste Management, Inc.
61,620
49,90811,712
245198
46
Waters Corporation
21,544
9,69811,846
85
38
47
Watson Pharmaceuticals, Inc.
57,489
38,95518,534
228155
74
WCI Communities, Inc. (New)
39,879
21,42818,451158
85
73
Weatherford International, Inc.
221,394163,932
57,462
879
651
228
WebEx Communications, Inc.
57,405
33,942
23,463
228135
93
WebMD Health Corp.15,128
3,88711,241
378
97
281
Websense, Inc.
53,534
30,483
23,051
212121
91
WebSideStory, Inc.1,183
708
4751912
8
Webzen Inc.
4,312
3,688
6241715
2
Weight Watchers International, Inc.
32,20817,21514,993128
68
59
Wellcare Health Plans Inc.13,664
8,218
5,446125
75
50
WellChoice, Inc. (New)13,98710,531
3,456
64
4816
WellPoint Health Networks Inc.
334,142
219,319114,8231,326
870
456
Wells Fargo & Company
536,870134,899
401,971
2,130
5351,595
Wendy’s International, Inc.144,626
98,352
46,274
574
390184
Werner Enterprises, Inc.
4,828
2,8291,9991911
8
Western Digital Corporation
258,179189,145
69,0341,025
751
274
Western Gas Resources Inc.
27,405
21,867
5,538109
87
22
Western Wireless Corporation (Class A)
25,336
21,297
4,039101
8516
Weyerhaeuser Company176,310117,500
58,810
700
466
233
Whirlpool Corporation125,490
55,978
69,512
498
222
276
Whiting Petroleum Corporation1,9011,012
88911
6
5
Whole Foods Market, Inc.
315,923158,445157,4781,254
629
625
Wild Oats Markets, Inc.
62,977
52,05510,922
250
207
43
Williams Companies, Inc. (The)
557,009
427,497129,512
2,2101,696
514
Williams-Sonoma, Inc.
59,379
30,537
28,842
236121114
Willis Group Holdings Limited16,439
8,738
7,701
65
35
31
Wind River Systems, Inc.
20,03614,020
6,016
80
56
24
Winn-Dixie Stores, Inc.
42,67410,831
31,843169
43126
Winnebago Industries, Inc.
86,344
38,089
48,255
343151191
Wipro Limited18,82814,959
3,869
75
5915
Wireless Facilities, Inc.15,20112,782
2,419
60
5110
Witness Systems, Inc. (New)11,297
8,753
2,544
45
3510
World Air Holdings, Inc.1,7431,183
5601611
5
WorldSpace, Inc.
2,1431,326
817
2415
9
Worthington Industries, Inc.15,203
9,427
5,776
60
37
23
Wright Medical Group, Inc.12,738
7,424
5,314
51
29
21
Wyeth
462,084
290,342171,7421,8341,152
682
Wynn Resorts, Limited
475,854
271,131
204,7231,8881,076
812
CBOE Equity Options Volume (Includes LEAPS) Standard
Symbol
Stock
1827
1828
1829
1830
1831
1832
1833
1834
1835
1836
1837
1838
1839
1840
1841
1842
1843
1844
XEL
XRX
XLNX
XL
XMSR
XOMA
XTO
YHOO
YRK
YELL
YUM
ZLC
ZBRA
ZHNE
ZMH
ZION
ZIXI
ZRAN
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
Xcel Energy, Inc.10,445
6,997
3,448
41
2814
Xerox Corporation
212,728147,882
64,846
844
587
257
Xilinix, Inc.
290,853174,313116,5401,154
692
462
XL Capital LTD.
35,52614,622
20,904141
58
83
XM Satellite Radio Holdings, Inc.
790,857
538,071
252,786
3,138
2,1351,003
XOMA Ltd.1,280
715
565
5
3
2
XTO Energy Inc.
203,236142,111
61,125
806
564
243
Yahoo! Inc.1,911,5161,196,479
715,037
7,585
4,748
2,837
York International Corporation
23,75916,830
6,929
94
67
27
YRC Worldwide Inc.142,972
84,835
58,137
567
337
231
YUM! Brands, Inc.
47,886
27,366
20,520190109
81
Zale Corporation
4,2411,611
2,63017
610
Zebra Technologies, Inc.
56,485
29,759
26,726
224118106
Zhone Technologies, Inc.
2,109
2,089
20
8
8
0
Zimmer Holdings, Inc.
297,831157,946139,8851,182
627
555
Zions Bancorporation15,884
7,208
8,676
63
29
34
Zix Corporation
31,007
24,917
6,090123
99
24
Zoran Corp.
28,984
21,768
7,216115
86
29
45
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
73
74
46
GM
GOOG
AAPL
MO
PFE
MSFT
INTC
TWX
ELN
C
EBAY
HPQ
WMT
GE
XOM
CSCO
CVX
RIMM
YHOO
ECA
MWD
NEW
VLO
AMD
SIRI
LU
S
JPM
DELL
GDT
LEN
TASR
MCIP
SHLD
QCOM
AIG
AMR
CHK
GS
CPNLQ
IBM
MRK
F
NEM
TXN
TOL
EP
MOT
SNDK
BAC
AMZN
ORCL
KKD
BRCM
HD
MSO
VZ
PKZ
MCD
AMGN
LY
HAL
DNA
SYMC
XMSR
CY
UPS
DALRQ
GLW
JNJ
TYC
BBY
DRL
DPH
Total Contract Volume
Call
Put
Average Daily Volume
Total
Call
Put
General Motors Corporation
6,467,2751,725,668
4,741,607
25,664
6,84818,816
Google, Inc.
5,652,380
3,455,959
2,196,421
22,43013,714
8,716
Apple Computer, Inc.
5,289,615
3,286,128
2,003,487
20,99113,040
7,950
Altria Group, Inc.
4,819,781
3,154,9041,664,87719,12612,519
6,607
Pfizer Inc.
4,536,902
2,707,6891,829,21318,00410,745
7,259
Microsoft Corporation
4,533,174
3,290,4721,242,70217,98913,057
4,931
Intel Corporation
3,348,230
2,127,7071,220,52313,287
8,443
4,843
Time Warner, Inc.
3,217,316
2,420,260
797,05612,767
9,604
3,163
Elan Corporation PLC ADR
2,727,2481,707,3451,019,90310,822
6,775
4,047
Citigroup, Inc.
2,583,0481,280,8861,302,16210,250
5,083
5,167
eBay, Inc.
2,548,4521,547,3091,001,14310,113
6,140
3,973
Hewlett-Packard Company
2,506,5001,471,0501,035,450
9,946
5,838
4,109
Wal-Mart Stores, Inc.
2,476,5751,441,1091,035,466
9,828
5,719
4,109
General Electric Company
2,379,8201,317,3921,062,428
9,444
5,228
4,216
Exxon Mobil Corporation
2,315,4701,601,222
714,248
9,188
6,354
2,834
Cisco Systems, Inc.
2,162,9651,441,778
721,187
8,583
5,721
2,862
Chevron Corporation
2,151,4641,518,990
632,474
8,538
6,028
2,510
Research in Motion Limited1,941,3451,057,258
884,087
7,704
4,195
3,508
Yahoo! Inc.1,911,5161,196,479
715,037
7,585
4,748
2,837
EnCana Corporation1,898,4981,486,632
411,866
7,534
5,8991,634
Morgan Stanley1,881,4581,332,510
548,948
7,466
5,288
2,178
New Century Financial Corporation1,825,4881,218,064
607,424
7,244
4,834
2,410
Valero Energy Corporation1,789,9521,171,901
618,051
7,103
4,650
2,453
Advanced Micro Devices, Inc.1,788,2521,149,560
638,692
7,096
4,562
2,534
Sirius Satellite Radio1,784,3041,350,353
433,951
7,081
5,3591,722
Lucent Technologies, Inc.1,764,7091,558,203
206,506
7,003
6,183
819
Sprint Nextel Corporation1,686,1761,097,900
588,276
6,691
4,357
2,334
JPMorgan Chase & Co.1,672,6021,048,750
623,852
6,637
4,162
2,476
Dell Computer Corp.1,660,256
903,081
757,175
6,588
3,584
3,005
Guidant Corporation1,619,511
840,116
779,395
6,427
3,334
3,093
Lennar Corporation1,577,4131,316,560
260,853
6,260
5,2241,035
TASER International, Inc.1,546,689
752,926
793,763
6,138
2,988
3,150
MCI, Inc.1,517,0121,202,905
314,107
6,020
4,7731,246
Sears Holdings Corporation1,486,361
909,917
576,444
5,898
3,611
2,287
QUALCOMM, Inc.1,449,280
970,117
479,163
5,751
3,8501,901
American International Group, Inc.1,435,116
724,639
710,477
5,695
2,876
2,819
AMR Corporation1,315,157
695,260
619,897
5,219
2,759
2,460
Chesapeake Energy Corporation1,239,455
947,923
291,532
4,918
3,7621,157
The Goldman Sachs Group, Inc.1,235,607
742,117
493,490
4,903
2,9451,958
Calpine Corporation1,218,259
657,121
561,138
4,834
2,608
2,227
International Business Machines Corporation1,215,943
740,406
475,537
4,825
2,9381,887
Merck & Co., Inc.1,205,204
680,230
524,974
4,783
2,699
2,083
Ford Motor Company1,178,283
461,534
716,749
4,6761,831
2,844
Newmont Mining Corporation1,154,989
803,242
351,747
4,583
3,1871,396
Texas Instruments Incorporated1,148,704
702,789
445,915
4,558
2,7891,770
Toll Brothers, Inc.1,146,839
590,862
555,977
4,551
2,345
2,206
El Paso Corporation1,110,302
734,082
376,220
4,406
2,9131,493
Motorola, Inc.1,106,240
575,813
530,427
4,390
2,285
2,105
SanDisk Corporation1,104,949
652,135
452,814
4,385
2,5881,797
Bank of America Corporation1,102,700
676,254
426,446
4,376
2,6841,692
Amazon.Com Inc.1,091,714
535,736
555,978
4,332
2,126
2,206
Oracle Corporation1,061,583
758,467
303,116
4,213
3,0101,203
Krispy Kreme Doughnuts, Inc.1,057,208
485,099
572,109
4,1951,925
2,270
Broadcom, Inc.1,011,431
673,550
337,881
4,014
2,6731,341
Home Depot, Inc. (The)1,008,900
669,317
339,583
4,004
2,6561,348
Martha Stewart Living - CL A
982,327
534,478
447,849
3,898
2,1211,777
Verizon Communications, Inc.
977,549
574,400
403,149
3,879
2,2791,600
PetroKazakhstan Inc.
969,507
726,987
242,520
3,847
2,885
962
McDonald’s Corporation
951,914
654,774
297,140
3,777
2,5981,179
Amgen, Inc.
946,969
620,867
326,102
3,758
2,4641,294
Lilly (Eli) and Company
904,014
490,239
413,775
3,5871,9451,642
Halliburton Company
892,335
600,339
291,996
3,541
2,3821,159
Genentech,Inc.
853,617
511,086
342,531
3,387
2,0281,359
Symantec Corporation
845,404
576,385
269,019
3,355
2,2871,068
XM Satellite Radio Holdings, Inc.
790,857
538,071
252,786
3,138
2,1351,003
Cypress Semiconductor Corporation
782,572
560,112
222,460
3,105
2,223
883
United Parcel Service, Inc.
782,317
517,156
265,161
3,104
2,0521,052
Delta Air Lines, Inc.
780,399
350,261
430,138
3,0971,3901,707
Corning Incorporated
780,327
509,646
270,681
3,097
2,0221,074
Johnson & Johnson
772,885
467,025
305,860
3,0671,8531,214
Tyco International Limited
763,941
457,463
306,478
3,0321,8151,216
Best Buy Co., Inc.
758,525
386,268
372,257
3,0101,5331,477
Doral Financial Corp.
756,608
497,774
258,834
3,0021,9751,027
Delphi Corporation
750,924
493,306
257,618
2,9801,9581,022
CBOE Top 100 Equity Options Ranked By Volume (Includes LEAPS)
Standard
Symbol
Stock
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
KO
MU
COP
CELG
PD
NFI
CFC
X
AMAT
PG
EMC
UPL
NOK
AXP
CME
CVC
SEPR
IIB
RIG
SUNW
CAL
SGP
APA
ERTS
UNH
NWACQ
Coca-Cola Company (The)
Micron Technology, Inc.
ConocoPhillips
Celgene Corporation
Phelps Dodge Corporation
Novastar Financial, Inc.
Countrywide Financial Corporation
United States Seel Corporation
Applied Materials, Inc.
Procter & Gamble Company (The)
EMC Corporation
Ultra Petroleum Corp.
Nokia Corporation ADR
American Express Company
Chicago Mercantile Exchange
Cablevision Systems Corporation
Sepracor, Inc.
BIOGEN IDEC, Inc.
Transocean Inc.
Sun Microsystems, Inc.
Continental Airlines, Inc. (Class B)
Schering-Plough Corporation
Apache Corporation
Electronic Arts, Inc.
UnitedHealth Group
Northwest Airlines Corp.
Total 747,253
734,914
731,325
719,530
719,417
699,376
694,066
688,521
686,563
684,613
683,306
666,752
662,542
655,664
647,031
619,271
618,879
617,476
610,832
610,618
597,900
596,312
594,669
582,009
573,322
569,649
Contract Volume
Call
Put
504,930
242,323
354,467
380,447
432,613
298,712
434,717
284,813
442,015
277,402
272,961
426,415
341,414
352,652
390,590
297,931
461,472
225,091
348,628
335,985
477,732
205,574
500,490166,262
495,693166,849
495,331160,333
392,047
254,984
445,932173,339
415,037
203,842
412,230
205,246
391,173
219,659
478,377132,241
274,825
323,075
305,828
290,484
395,234199,435
291,042
290,967
425,593147,729
318,335
251,314
Average Daily Volume
Total
Call
Put
2,965
2,004
962
2,9161,4071,510
2,9021,7171,185
2,8551,7251,130
2,8551,7541,101
2,7751,0831,692
2,7541,3551,399
2,7321,5501,182
2,7241,831
893
2,7171,3831,333
2,7121,896
816
2,6461,986
660
2,6291,967
662
2,6021,966
636
2,5681,5561,012
2,4571,770
688
2,4561,647
809
2,4501,636
814
2,4241,552
872
2,4231,898
525
2,3731,0911,282
2,3661,2141,153
2,3601,568
791
2,3101,1551,155
2,2751,689
586
2,2611,263
997
47
INDEX OPTIONS - 2005
Standard & Poor’s Indexes
OEX® (Standard & Poor’s 100 Index Options): March 11, 1983
OEX (Reduced-Value) LEAPS: December 11, 1990
XEO® (European-Style Standard & Poor’s 100 Index Options): July 23, 2001
SPX® (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
SPY (Standard & Poors Depositary Receipts “SPDRS”): January 10, 2005
XSP (Mini S&P 500 Index): October 25, 2005
Dow Jones Averages
Options and LEAPS on the Dow Jones Industrial AverageSM (DJX): October 6, 1997
Options on the Dow Jones Transportation AverageSM (DTX): October 6, 1997
Options on the Dow Jones Utility AverageSM (DUX): October 6, 1997
Options on The Dow 10SM (MUT): January 4, 1999
Options on the Dow Jones Internet Commerce IndexSM (ECM): February 26, 1999
Options on the Dow Jones Equity REIT IndexSM (DJR): April 19, 1999
Nasdaq Indexes
Nasdaq-100 Index® Options (NDX): February 7, 1994
Mini Nasdaq-100 Index® Options (MNX): August 14, 2000
Russell Indexes
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 2000® Mini-Russell Index (RMN): January 3, 2005
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
Chicago Board Options Exchange PowerPacks Indexes
CBOE PowerPacks Pharmaceuticals Index (PFU): July 8, 2005
CBOE PowerPacks Telecom Index (POQ): July 8, 2005
CBOE PowerPacks Gold Index (POU): July 8, 2005
CBOE PowerPacks Oil Index (POY): July 8, 2005
CBOE PowerPacks Technology Index (PVC): July 8, 2005
CBOE PowerPacks Iron & Steel Index (PVF): July 8, 2005
CBOE PowerPacks Bank Index (PVK): July 8, 2005
CBOE PowerPacks Internet Index (PVL): July 8, 2005
CBOE PowerPacks Oil Services Index (PVO): July 8, 2005
CBOE PowerPacks Biotechnology Index (PVP): July 8, 2005
CBOE PowerPacks Semiconductor Index (PVU): July 8, 2005
CBOE PowerPacks Retail Index (RPY): July 8, 2005
Goldman Sachs Technology Indexes (GSTITM) Sector Indexes
GSTI Composite (GTC): September 28, 1996
GSTI Hardware (GHA): September 28, 1996
GSTI Internet (GIN): September 28, 1996
GSTI Multimedia Networking (GIP): September 28, 1996
GSTI Semiconductor (GSM): September 28, 1996
GSTI Services (GSV): September 28, 1996
GSTI Software (GSO): September 28, 1996
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.
48
MOST ACTIVE INDEXES—2005
The following is a description of the index options most actively traded during 2005. Please refer to www.cboe.com for a complete description of each product.
Standard & Poor’s 500 Index Options - SPXTM & XSP
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 as an American-style
option, was reintroduced as a European-style option on April 2, 1986. SPX FLEX and Long-Dated options (SPL) are also traded. The Mini-SPX Index is
based on 1/10th the value of the Standard & Poor’s 500 Index (SPX). XSP options are European-style exercise (they generally may be exercised only on the
last business day before the expiration date). Trading in Mini-SPX options 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 XSP options, XSR, is calculated using the opening sales price in the
primary market of each component security on the last business day (usually Friday) before the expiration date. The exercise-settlement amount is equal to
the difference between the exercise-settlement value and the exercise price of the option, multiplied by $100.
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 American-style exercise (they
may be exercised on any business day before the expiration date). XEO options are European-style exercise (they generally may be exercised only on the last
business day before the expiration date). The exercise-settlement value, OEX, is calculated using the last (closing) reported sales price in the primary market
of each component stock on the last business day before the expiration date or on the day the exercise notice is properly submitted if exercised before expiration. Exercise will result in delivery of cash on the business day following expiration. OEX & XEO FLEX and LEAPS are also traded.
Options on the Dow Jones Industrial AverageSM - DJX
The Dow Jones Industrial Average (DJIA) is a price-weighted index of 30 of the largest, most liquid NYSE & Nasdaq-listed stocks. Options are based on
1/100th of the DJIA level. Options are European-style and are available in three near-term months plus three months on the March quarterly cycle (March,
June, September and December). Exercise will result in delivery of cash on the business day following expiration. The exercise-settlement value, DJS, is
calculated using the first (opening) reported sales price in the primary market of each component stock on the last business day (usually a Friday) before the
expiration date. DJX FLEX and LEAPS (based on 1/100th of the DJIA level) are also traded.
Nasdaq-100 Index® Options - NDX
The Nasdaq-100 Index is a capitalization-weighted index composed of 100 of the largest non-financial securities listed on the Nasdaq Stock Marketsm. The
index was created in 1985 with a base value set to 250 on February 1 of that year. After reaching a level of nearly 800 on December 31, 1993, the index level
was halved on January 3, 1994. The Nasdaq Stock Market calculates and disseminates NDX every 15 seconds during the trading day. Options are European-style and are available in up to three near-term months plus up to three additional months from the March quarterly cycle (March, June, September and
December). Exercise will result in delivery of cash on the business day following expiration. NDX exercise-settlement value, NDS, is calculated based on a
volume-weighted average of prices reported in the first five minutes of trading for each of the component securities on the last business day (usually a Friday)
before the expiration date. If a stock in the index does not open on the day on which the exercise-settlement value is calculated, the last sales price reported
to The Nasdaq Stock Market will be used in calculating the exercise-settlement value. The exercise-settlement amount is equal to the difference between the
exercise-settlement value and the exercise price of the option, multiplied by $100. NDX exercise-settlement calculation changed on April 22, 1996. NDX
FLEX are available.
CBOE Mini Nasdaq-100 Index® Options - MNX
The CBOE Mini-NDX Index is based on 1/10th the value of the Nasdaq-100 Index® (NDX). NDX is a modified capitalization-weighted index composed
of 100 of the largest non-financial securities listed on the Nasdaq Stock Market. The index was created in 1985 with a base value set to 250 on February 1 of
that year. After reaching a level of nearly 800 on December 31, 1993, the index level was halved on January 3, 1994. MNX is available in up to three near-term
months plus up to three additional months from the March quarterly cycle (March, June, September and December) and are European-style options (they
generally may be exercised only on the last business day before the expiration date). Trading will ordinarily cease on the business day (usually a Thursday)
preceding the day on which the exercise-settlement value is calculated. The exercise-settlement value for MNX options, XMS, is computed by dividing the
NDX settlement value, NDS, by a factor of 10.
49
INDEX OPTIONS - 2005
Total Index Options Contract Volume Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
5,357,849
4,635,064
5,521,676
6,534,480
5,739,382
6,229,740
5,515,797
6,332,338
6,141,370
7,968,278
7,813,333
7,782,818
75,572,125
Contract Volume
Put
Total
7,970,078
6,947,907
8,885,513
10,584,319
8,744,653
9,393,388
9,055,558
11,457,422
10,874,117
13,974,410
10,370,117
8,707,088
116,964,570
Average Daily
Volume
13,327,927
11,582,971
14,407,189
17,118,799
14,484,035
15,623,128
14,571,355
17,789,760
17,015,487
21,942,688
18,183,450
16,489,906
192,536,695
Index Options Open Interest and Dollar Volume Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
50
666,396
609,630
654,872
815,181
689,716
710,142
728,568
773,468
810,261
1,044,890
865,879
785,234
764,035
Open Interest in Contracts
Call
Put
Total Call
8,665,497
9,433,856
9,418,968
11,296,331
11,345,171
11,013,609
12,119,012
12,619,512
12,093,354
13,749,093
14,508,250
12,576,334
—
12,499,924
14,047,528
13,844,373
15,425,080
16,713,302
16,051,162
18,511,574
19,115,366
18,909,576
20,041,094
20,438,789
16,805,412
—
21,165,421
23,481,384
23,263,341
26,721,411
28,058,473
27,064,771
30,630,586
31,734,878
31,002,930
33,790,187
34,947,039
29,381,746
—
$4,566,276,505
$3,899,638,384
$7,867,234,791
$5,392,486,103
$4,472,166,429
$8,854,381,492
$4,409,284,254
$4,694,918,151
$7,411,193,548
$5,664,697,429
$4,971,877,401
$7,733,682,950
$69,937,837,437
Dollar Volume
Put
Total
$5,447,190,200
$3,691,774,734
$6,762,058,408
$7,674,428,546
$4,736,271,146
$6,512,551,847
$4,155,251,840
$5,843,427,300
$7,150,604,438
$9,002,410,447
$4,992,199,606
$5,524,329,479
$71,492,497,992
$10,013,466,705
$7,591,413,117
$14,629,293,199
$13,066,914,649
$9,208,437,576
$15,366,933,339
$8,564,536,095
$10,538,345,451
$14,561,797,986
$14,667,107,876
$9,964,077,007
$13,258,012,429
$141,430,335,429
Total Index Options Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$852
$841
$1,425
$825
$779
$1,421
$799
$741
$1,207
$711
$636
$994
$925
$683
$531
$761
$725
$542
$693
$459
$510
$658
$644
$481
$634
$611
$751
$655
$1,015
$763
$636
$984
$588
$592
$856
$668
$548
$804
$735
Average Contracts Per Trade
Call
Put
Total
24
24
25
26
24
24
25
26
26
26
24
24
25
26
27
28
28
26
27
24
26
26
26
28
27
27
Total Index Options Contract Volume By Exchange
Month
CBOE
Jan
13,327,927
Feb
11,582,971
Mar
14,407,189
Apr
17,118,799
May
14,484,035
Jun
15,623,128
Jul
14,571,355
Aug
17,789,760
Sep
17,015,487
Oct
21,942,688
Nov
18,183,450
Dec
16,489,906
Total 192,536,695
AMEX
PHLX
4,090,453 1,476,429
3,084,507 1,450,296
4,073,540 1,700,194
3,948,400 1,856,704
3,832,059 1,247,741
3,605,706 1,606,881
3,380,089 1,036,050
3,387,425 1,296,944
4,462,460 2,576,568
4,697,625 3,519,940
4,260,563 3,084,839
3,921,926 2,702,995
46,744,753 23,555,581
PCX
1,234,902
1,336,459
1,269,663
1,399,153
1,096,812
1,281,196
770,343
741,896
2,655,208
1,242,941
1,965,933
2,164,313
17,158,819
25
26
27
27
25
26
24
26
26
26
26
25
26
Call
222,285
194,627
218,495
252,160
235,103
254,381
222,687
244,920
238,468
310,001
321,190
326,646
3,040,963
ISE
4,095,477
3,499,140
4,773,283
5,932,826
5,629,925
5,222,953
4,864,141
5,018,920
5,908,239
8,314,176
6,111,933
5,303,458
64,674,471
Transactions
Put
Total
305,242 527,527
254,014 448,640
318,624 537,119
376,743 628,902
333,183 568,286
345,027 599,408
375,988 598,675
433,923 678,843
423,844 662,312
528,759 838,760
373,195 694,385
320,453 647,100
4,388,995 7,429,958
BOX
1,489,836
1,308,360
1,853,965
2,005,547
1,328,480
1,264,272
1,074,145
1,164,299
1,074,007
1,974,634
1,201,814
1,144,361
16,883,720
TotalCBOE Share
25,715,024
22,261,733
28,077,834
32,261,429
27,619,052
28,604,136
25,696,123
29,399,244
33,691,969
41,692,004
34,808,532
31,726,959
361,554,039
51.8%
52.0%
51.3%
53.1%
52.4%
54.6%
56.7%
60.5%
50.5%
52.6%
52.2%
52.0%
53.3%
51
Total Index FLEX (DIA, QQQQ, RUT, SPX ) Contract Volume Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
5,252
2,292
11,580
23,071
1,353
10,326
8,537
2,315
11,436
520
3,402
18,077
98,161
12,381
10,084
9,741
23,968
4,045
14,712
14,342
7,733
12,584
3,220
18,305
18,183
149,298
17,633
12,376
21,321
47,039
5,398
25,038
22,879
10,048
24,020
3,740
21,707
36,260
247,459
Average Daily
Volume
882
651
969
2,240
257
1,138
1,144
437
1,144
178
1,034
1,727
982
Total Index FLEX (DIA, QQQQ, RUT, SPX)
Open Interest and Dollar Volume
Open Interest in Contracts
Dollar Volume
Month
Call
Put
Total
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
116,897
117,639
119,658
140,686
139,155
136,082
138,664
137,484
137,892
136,210
134,731
141,262
—
143,861
143,640
142,572
163,617
155,981
163,963
165,690
160,438
169,951
171,723
177,188
171,859
—
260,758
261,279
262,230
304,303
295,136
300,045
304,354
297,922
307,843
307,933
311,919
313,121
—
$107,050,179
$14,428,767
$319,116,774
$125,062,708
$10,039,100
$297,790,878
$75,139,624
$15,867,745
$295,653,703
$2,555,000
$2,370,754
$422,714,248
$1,687,789,480
$37,980,783
$16,855,667
$25,714,921
$178,988,822
$11,557,590
$22,598,565
$20,540,776
$16,739,649
$19,107,143
$3,048,000
$19,692,805
$41,352,228
$414,176,948
$145,030,962
$31,284,434
$344,831,695
$304,051,530
$21,596,690
$320,389,443
$95,680,400
$32,607,394
$314,760,846
$5,603,000
$22,063,559
$464,066,476
$2,101,966,428
Total Index FLEX (DIA, 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
52
Average Premium Per Contract
Call
Put
Total
$20,383
$6,295
$27,558
$5,421
$7,420
$28,839
$8,802
$6,854
$25,853
$4,913
$697
$23,384
$17,194
$3,068
$1,672
$2,640
$7,468
$2,857
$1,536
$1,432
$2,165
$1,518
$947
$1,076
$2,274
$2,774
$8,225
$2,528
$16,173
$6,464
$4,001
$12,796
$4,182
$3,245
$13,104
$1,498
$1,016
$12,798
$8,494
Average Contracts Per Trade
Call
Put
Total
438
229
503
1,648
193
543
259
193
817
260
378
532
519
24
24
514
137
59
46
43
36
59
644
50
92
52
34
29
508
250
71
73
62
44
106
534
58
157
82
Call
Transactions
Put
Total
12
10
23
14
7
19
33
12
14
2
9
34
189
511
420
19
174
69
323
335
214
214
5
364
197
2,845
523
430
42
188
76
342
368
226
228
7
373
231
3,034
SPX® (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
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
1,600,912
1,570,625
2,070,427
2,095,107
2,026,864
2,011,475
1,960,430
2,381,330
2,434,404
2,977,268
2,830,338
2,551,985
26,511,165
Contract Volume
Put
Total
2,984,637
2,889,941
3,706,067
3,894,653
3,452,177
3,718,800
3,121,651
4,231,379
4,060,975
5,259,791
4,434,586
3,536,736
45,291,393
Average Daily
Volume
4,585,549
4,460,566
5,776,494
5,989,760
5,479,041
5,730,275
5,082,081
6,612,709
6,495,379
8,237,059
7,264,924
6,088,721
71,802,558
229,277
234,767
262,568
285,227
260,907
260,467
254,104
287,509
309,304
392,241
345,949
289,939
284,931
SPX®(S&P 500®) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Open Interest in Contracts
Month
Call
Put
Total
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
1,808,420
2,088,440
2,023,841
2,405,405
2,693,118
2,444,014
2,748,691
3,028,624
2,768,763
3,069,076
3,124,225
2,332,572
—
3,661,882
4,113,861
4,054,299
4,515,718
4,834,329
4,352,216
4,634,538
5,145,956
4,901,784
5,127,535
4,994,007
3,747,751
—
5,470,302
6,202,301
6,078,140
6,921,123
7,527,447
6,796,230
7,383,229
8,174,580
7,670,547
8,196,611
8,118,232
6,080,323
—
Dollar Volume
Put
Total
$3,436,528,164
$2,856,820,027
$6,826,166,019
$3,853,774,563
$3,332,654,460
$7,614,887,693
$3,293,544,509
$3,455,153,805
$6,342,951,358
$4,187,559,250
$3,284,309,339
$5,917,157,369
$54,401,506,556
$3,985,095,555
$2,631,290,037
$5,320,890,839
$5,528,944,610
$3,381,980,229
$5,125,882,132
$2,669,248,495
$3,640,305,521
$5,304,389,722
$6,548,969,405
$3,333,778,099
$3,885,132,066
$51,355,906,710
$7,421,623,719
$5,488,110,064
$12,147,056,858
$9,382,719,173
$6,714,634,689
$12,740,769,825
$5,962,793,004
$7,095,459,326
$11,647,341,080
$10,736,528,655
$6,618,087,438
$9,802,289,435
$105,757,413,266
SPX® (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
Average Premium Per Contract
Call
Put
Total
$2,147
$1,819
$3,297
$1,839
$1,644
$3,786
$1,680
$1,451
$2,606
$1,407
$1,160
$2,319
$2,052
$1,335
$910
$1,436
$1,420
$980
$1,378
$855
$860
$1,306
$1,245
$752
$1,099
$1,134
$1,618
$1,230
$2,103
$1,566
$1,226
$2,223
$1,173
$1,073
$1,793
$1,303
$911
$1,610
$1,473
Average Contracts Per Trade
Call
Put
Total
45
48
49
50
53
58
59
56
60
56
60
61
55
71
68
71
71
65
80
72
75
76
75
83
77
74
59
59
61
62
60
71
66
67
69
67
72
69
65
Call
35,420
32,959
41,954
42,271
38,213
34,499
33,355
42,679
40,744
52,949
47,247
41,518
483,808
Transactions
Put
41,958
42,296
52,483
54,840
53,099
46,634
43,349
56,130
53,344
69,830
53,717
46,118
613,798
Total
77,378
75,255
94,437
97,111
91,312
81,133
76,704
98,809
94,088
122,779
100,964
87,636
1,097,606
53
XSP (Mini S&P 500® ) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
0
0
0
0
0
0
0
0
0
5
21
21
47
Contract Volume
Put
Total
—
—
—
—
—
—
—
—
—
69,706
169,865
142,467
382,038
—
—
—
—
—
—
—
—
—
104,336
140,048
83,398
327,782
Average Daily
Volume
—
—
—
—
—
—
—
—
—
174,042
309,913
225,865
709,820
—
—
—
—
—
—
—
—
—
34,808
14,758
10,755
15,103
XSP (Mini S&P 500® ) Open Interest and Dollar Volume
Open Interest in Contracts
Month
Call
Put
Total
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
—
—
—
—
—
—
—
—
—
62,964
340,514
412,756
—
—
—
—
—
—
—
—
—
—
98,304
390,569
568,524
—
—
—
—
—
—
—
—
—
—
161,268
731,083
981,280
—
Dollar Volume
Put
Total
—
—
—
—
—
—
—
—
—
$15,766,389
$36,694,766
$34,701,300
$87,162,455
—
—
—
—
—
—
—
—
—
$75,814,073
$35,757,855
$16,769,666
$128,341,594
—
—
—
—
—
—
—
—
—
$91,580,462
$72,452,621
$51,470,966
$215,504,049
XSP (Mini S&P 500® ) Average Premium Per Contract, Average Contracts Per Trade
and Transactions
Average Premium Per Contract
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
54
Call
Put
—
—
—
—
—
—
—
—
—
$226
$216
$244
$228
—
—
—
—
—
—
—
—
—
$727
$255
$201
$392
Total
—
—
—
—
—
—
—
—
—
$526
$234
$228
$304
Average Contracts Per Trade
Call
—
—
—
—
—
—
—
—
—
91
72
70
74
Put
—
—
—
—
—
—
—
—
—
107
73
57
75
Total
—
—
—
—
—
—
—
—
—
100
73
65
75
Transactions
Call
Put
Total
—
—
—
—
—
—
—
—
—
763
2,348
2,035
5,146
—
—
—
—
—
—
—
—
—
972
1,924
1,460
4,356
—
—
—
—
—
—
—
—
—
1,735
4,272
3,495
9,502
OEX® (S&P 100®) Contract Volume (includes LEAPS)
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
715,930
660,043
882,778
1,025,512
669,883
650,014
602,296
755,089
664,506
886,386
737,253
669,463
8,919,153
682,089
712,791
864,392
1,087,858
799,628
716,768
690,878
842,548
842,381
1,015,834
844,503
654,141
9,753,811
Average Daily
Volume
1,398,019
1,372,834
1,747,170
2,113,370
1,469,511
1,366,782
1,293,174
1,597,637
1,506,887
1,902,220
1,581,756
1,323,604
18,672,964
69,901
72,254
79,417
100,637
69,977
62,126
64,659
69,462
71,757
90,582
75,322
63,029
74,099
OEX® (S&P 100® ) Open Interest and Dollar Volume (includes LEAPS)
Open Interest in Contracts
Month
Call
Put
Total
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
143,253
151,734
176,613
214,095
152,678
147,522
157,812
169,970
159,094
163,809
122,775
127,428
—
222,444
243,747
286,829
273,647
218,246
194,896
216,211
239,858
256,615
227,935
188,347
137,630
—
365,697
395,481
463,442
487,742
370,924
342,418
374,023
409,828
415,709
391,744
311,122
265,058
—
Dollar Volume
Put
Total
$236,505,744
$252,881,359
$297,769,741
$458,648,721
$255,780,066
$249,463,240
$215,044,340
$251,451,972
$214,551,111
$343,128,913
$267,180,713
$219,205,682
$3,261,611,603
$266,022,219
$217,415,316
$300,943,561
$399,931,852
$263,094,529
$175,726,758
$184,267,526
$271,378,770
$247,014,571
$362,966,069
$248,663,550
$221,714,591
$3,159,139,311
$502,527,963
$470,296,675
$598,713,302
$858,580,573
$518,874,595
$425,189,998
$399,311,865
$522,830,742
$461,565,682
$706,094,983
$515,844,263
$440,920,273
$6,420,750,914
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
$330
$383
$337
$447
$382
$384
$357
$333
$323
$387
$362
$327
$366
$390
$305
$348
$368
$329
$245
$267
$322
$293
$357
$294
$339
$324
$359
$343
$343
$406
$353
$311
$309
$327
$306
$371
$326
$333
$344
Average Contracts Per Trade
Call
Put
Total
18
19
18
23
17
17
18
19
17
19
18
18
18
19
19
19
22
19
18
19
18
18
19
22
20
19
18
19
19
22
18
18
18
18
18
19
20
19
19
Call
40,488
35,260
47,879
45,409
38,654
37,780
33,652
40,786
38,153
47,220
41,831
36,553
483,666
Transactions
Put
36,637
36,691
45,171
48,636
42,664
40,140
37,233
48,068
45,776
52,948
39,225
32,269
505,458
Total
77,125
71,951
93,050
94,045
81,318
77,920
70,885
88,855
83,929
100,168
81,056
68,821
989,124
55
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
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
57,125
63,038
72,354
97,223
82,643
89,393
55,484
79,065
69,959
143,508
79,126
59,239
948,157
67,776
78,515
98,487
85,784
68,232
60,146
62,504
75,647
76,107
88,822
114,647
97,719
974,386
124,901
141,553
170,841
183,007
150,875
149,539
117,988
154,712
146,066
232,330
193,773
156,958
1,922,543
37,786
50,349
42,998
36,446
28,437
29,793
25,992
39,669
31,987
28,957
57,682
48,911
—
62,242
81,136
70,894
83,129
52,139
68,130
49,644
87,161
85,082
58,660
87,677
67,358
—
6,245
7,450
7,766
8,715
7,185
6,797
5,899
6,727
6,956
11,063
9,227
7,474
7,629
Open Interest in Contracts
Month
Call
Put
Total
Call
24,456
30,787
27,896
46,683
23,702
38,337
23,652
47,492
53,095
29,703
29,995
18,447
—
Average Daily
Volume
XEO® (S&P 100® European Style) Open Interest and Dollar Volume (includes LEAPS)
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Dollar Volume
Put
Total
$18,871,106
$24,151,661
$24,405,719
$43,481,895
$31,555,409
$34,307,365
$19,810,060
$26,329,413
$22,587,879
$55,553,387
$28,675,287
$19,396,928
$349,126,108
$26,433,386
$23,948,624
$34,288,874
$31,536,978
$22,449,771
$14,745,722
$16,670,754
$24,365,365
$22,317,144
$31,736,851
$33,757,760
$33,120,884
$315,372,114
$45,304,492
$48,100,285
$58,694,593
$75,018,873
$54,005,180
$49,053,087
$36,480,815
$50,694,778
$44,905,023
$87,290,237
$62,433,047
$52,517,812
$664,498,222
XEO® (S&P 100® European Style) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes LEAPS) Month
Average Premium Per Contract
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$330
$383
$337
$447
$382
$384
$357
$333
$323
$387
$362
$327
$368
56
$390
$305
$348
$368
$329
$245
$267
$322
$293
$357
$294
$339
$324
$363
$340
$344
$410
$358
$328
$309
$328
$307
$376
$322
$335
$346
Average Contracts Per Trade
Call
Put
Total
18
19
18
23
17
17
18
19
17
19
18
18
18
19
19
19
22
19
18
19
18
18
19
22
20
19
18
19
19
22
18
17
18
18
18
19
20
19
19
Call
3,231
3,367
3,924
4,305
4,769
5,196
3,100
4,271
4,017
7,645
4,490
3,234
51,548
Transactions
Put
3,640
4,042
5,147
3,835
3,640
3,368
3,369
4,316
4,136
4,630
5,325
4,820
50,268
Total
6,871
7,409
9,071
8,140
8,409
8,564
6,469
8,586
8,153
12,275
9,815
8,055
101,816
DJX (Dow Jones Industrial AverageSM) Contract Volume (includes LEAPS)
Month
Trading
Days
Call
Contract Volume
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
22
21
21
22
20
23
21
21
21
21
252
249,261
284,880
348,091
359,575
277,172
346,788
170,100
213,143
290,632
316,187
267,771
223,839
3,347,439
436,066
289,396
324,046
315,599
228,973
308,194
249,196
220,737
251,367
318,438
259,634
338,606
3,540,252
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
685,327
574,276
672,137
675,174
506,145
654,982
419,296
433,880
541,999
634,625
527,405
562,445
6,887,691
Open Interest in Contracts
Put
Total
308,160
356,481
316,583
358,241
351,512
290,870
316,589
336,448
324,358
397,913
412,624
336,118
—
271,922
357,939
306,476
365,813
372,811
293,111
307,244
326,223
313,886
370,852
398,354
286,147
—
$99,651,385
$70,628,335
$71,390,125
$55,731,430
$43,642,710
$97,047,695
$62,773,085
$60,140,800
$50,112,630
$77,870,165
$61,943,160
$78,950,725
$829,882,245
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$229
$244
$220
$177
$191
$315
$252
$272
$199
$245
$239
$233
$234
$159
$121
$136
$180
$134
$164
$140
$152
$150
$174
$122
$132
$149
$203
$183
$177
$178
$160
$235
$207
$213
$173
$210
$179
$193
$193
Average Contracts Per Trade
Call
Put
Total
70
59
55
46
41
59
55
47
59
48
30
44
50
40
42
46
45
44
50
30
27
38
32
26
29
37
55
49
50
45
43
54
41
34
45
39
28
36
42
Dollar Volume
Put
Total
$39,578,595
$34,509,470
$47,469,660
$64,736,130
$37,275,150
$57,014,230
$23,867,280
$32,467,975
$43,513,335
$55,168,555
$32,648,650
$29,591,135
$497,840,165
$139,229,980
$105,137,805
$118,859,785
$120,467,560
$80,917,860
$154,061,925
$86,640,365
$92,608,775
$93,625,965
$133,038,720
$94,591,810
$108,541,860
$1,327,722,410
DJX (Dow Jones Industrial AverageSM) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes LEAPS)
34,266
30,225
30,552
32,151
24,102
29,772
20,965
18,864
25,809
30,220
25,115
26,783
27,332
Call
580,082
714,420
623,059
724,054
724,323
583,981
623,833
662,671
638,244
768,765
810,978
622,265
—
Average Daily
Volume
DJX (Dow Jones Industrial AverageSM) Open Interest and Dollar Volume
(includes LEAPS) Call
6,204
4,887
5,851
6,913
5,551
5,238
4,499
4,698
4,280
6,629
8,583
7,765
71,098
Transactions
Put
6,158
6,716
7,633
8,057
6,351
6,938
5,738
8,025
7,721
9,833
10,500
7,748
91,418
Total
12,362
11,603
13,484
14,970
11,902
12,176
10,237
12,723
12,001
16,462
19,083
15,513
162,516
57
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
22
21
21
22
20
23
21
21
21
21
252
Call
Contract Volume
Put
Total
175,603
125,368
141,715
161,229
283,868
202,181
271,478
267,888
212,224
300,648
322,096
267,703
2,732,001
201,220
268,279
294,999
360,337
275,254
291,957
323,085
341,566
242,648
369,981
358,040
281,685
3,609,051
Average Daily
Volume
376,823
393,647
436,714
521,566
559,122
494,138
594,563
609,454
454,872
670,629
680,136
549,388
6,341,052
18,841
20,718
19,851
24,836
26,625
22,461
29,728
26,498
21,661
31,935
32,387
26,161
25,163
NDX (Nasdaq-100 Index®) Open Interest and Dollar Volume (includes FLEX)
Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
136,942
153,280
145,050
196,370
235,774
232,260
303,054
314,281
246,314
336,793
306,298
308,138
—
Open Interest in Contracts
Put
Total
212,466
279,970
297,696
328,821
307,606
314,274
347,320
388,028
341,060
385,750
384,984
345,745
—
349,408
433,250
442,746
525,191
543,380
546,534
650,374
702,309
587,374
722,543
691,282
653,883
—
Dollar Volume
Put
Call
$187,187,480
$169,694,220
$122,956,925
$177,358,565
$210,921,235
$134,711,715
$230,523,275
$190,761,625
$163,047,815
$222,771,375
$338,536,335
$239,826,145
$2,388,296,710
$197,952,055
$121,583,720
$188,674,835
$311,130,785
$146,088,305
$142,453,410
$252,144,155
$557,071,010
$217,599,330
$314,898,235
$185,023,815
$217,179,020
$2,851,798,675
Total
$385,139,535
$291,277,940
$311,631,760
$488,489,350
$357,009,540
$277,165,125
$482,667,430
$747,832,635
$380,647,145
$537,669,610
$523,560,150
$457,005,165
$5,240,095,385
NDX (Nasdaq-100 Index®) Average Premium Per Contract,
Average Contracts Per Trade and Transactions (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
58
Average Premium Per Contract
Call
Put
Total
$1,066
$1,354
$868
$1,100
$743
$666
$849
$712
$768
$741
$1,051
$896
$874
$984
$453
$640
$863
$531
$488
$780
$1,631
$897
$851
$517
$771
$790
$1,022
$740
$714
$937
$639
$561
$812
$1,227
$837
$802
$770
$832
$826
Average Contracts Per Trade
Call
Put
Total
17
14
19
19
30
26
26
25
25
32
35
39
25
18
26
31
33
27
31
29
27
27
34
36
40
30
17
20
26
27
29
29
28
26
26
33
36
39
28
Call
Transactions
Put
Total
10,591
11,130
21,721
8,840
10,405
19,245
7,290
9,669
16,959
8,328
11,032
19,360
9,334
10,116
19,450
7,695
9,309
17,004
10,562
11,055
21,617
10,677
12,648
23,325
8,487
8,882
17,369
9,276
10,836
20,112
9,283
9,849
19,132
6,871
7,119
13,990
107,234 122,050 229,284
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
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
293,901
218,216
178,574
274,216
156,006
266,182
225,562
320,057
274,894
148,193
194,942
209,474
2,760,217
328,403
260,391
220,935
273,987
221,205
284,803
292,693
437,234
346,591
315,746
164,353
250,955
3,397,296
Average Daily
Volume
622,304
478,607
399,509
548,203
377,211
550,985
518,255
757,291
621,485
463,939
359,295
460,429
6,157,513
31,115
25,190
18,160
26,105
17,962
25,045
25,913
32,926
29,595
22,092
17,109
21,925
24,435
MNX (Mini Nasdaq-100 Index®) Open Interest and Dollar Volume (includes LEAPS)
Open Interest in Contracts
Month
Call
Put
Total
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
709,991
779,799
620,738
797,022
837,522
731,674
858,129
1,021,789
820,250
839,660
933,931
738,707
—
1,052,891
1,144,702
1,037,818
1,143,895
1,248,547
996,593
1,245,816
1,368,536
1,230,538
1,226,482
1,266,455
889,130
—
1,762,882
1,924,501
1,658,556
1,940,917
2,086,069
1,728,267
2,103,945
2,390,325
2,050,788
2,066,142
2,200,386
1,627,837
—
$119,782,600
$108,251,985
$97,842,935
$137,358,715
$87,327,130
$113,168,775
$125,112,960
$127,248,000
$100,126,965
$58,010,172
$82,596,325
$98,890,710
$1,255,717,272
Dollar Volume
Put
Total
$121,455,790
$90,908,935
$93,013,755
$134,541,300
$72,375,175
$110,417,280
$90,396,085
$108,958,530
$102,889,485
$107,166,176
$41,073,462
$82,478,532
$1,155,674,505
$241,238,390
$199,160,920
$190,856,690
$271,900,015
$159,702,305
$223,586,055
$215,509,045
$236,206,530
$203,016,450
$165,176,348
$123,669,787
$181,369,242
$2,411,391,777
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
$408
$496
$548
$501
$560
$425
$555
$398
$364
$391
$424
$472
$455
$370
$349
$421
$491
$327
$388
$309
$249
$297
$339
$250
$329
$340
$388
$416
$478
$496
$423
$406
$416
$312
$327
$356
$344
$394
$392
Average Contracts Per Trade
Call
Put
Total
120
91
105
128
102
151
142
174
176
101
121
220
132
107
112
133
123
131
167
180
196
193
186
106
264
151
113
101
119
126
117
159
162
186
185
147
114
242
142
Call
2,448
2,395
1,693
2,137
1,528
1,761
1,586
1,839
1,558
1,465
1,607
951
20,968
Transactions
Put
3,062
2,335
1,661
2,219
1,686
1,706
1,622
2,226
1,795
1,700
1,550
950
22,512
Total
5,510
4,730
3,354
4,356
3,214
3,467
3,208
4,065
3,353
3,165
3,157
1,901
43,480
59
RUT (Russell 2000® Index) Contract Volume (includes FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
18,345
26,067
21,004
44,692
35,036
32,178
22,321
48,143
19,615
43,207
30,972
60,761
402,341
45,257
53,054
47,972
92,633
46,232
40,586
40,954
71,582
42,745
73,929
62,019
67,503
684,466
Average Daily
Volume
63,602
79,121
68,976
137,325
81,268
72,764
63,275
119,725
62,360
117,136
92,991
128,264
1,086,807
3,180
4,164
3,135
6,539
3,870
3,307
3,164
5,205
2,970
5,578
4,428
6,108
4,313
RUT (Russell 2000® Index) Open Interest and Dollar Volume (includes FLEX)
Open Interest in Contracts
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
39,983
41,535
39,625
67,914
67,775
73,958
71,727
84,443
70,112
79,001
88,955
99,266
—
58,157
59,255
58,444
81,661
77,226
84,416
84,816
99,650
89,466
107,827
115,348
118,613
—
Dollar Volume
Put
Total
Call
98,140
100,790
98,069
149,575
145,001
158,374
156,543
184,093
159,578
186,828
204,303
217,879
—
$15,907,255
$48,828,440
$24,647,745
$145,237,210
$48,133,320
$32,971,605
$24,166,290
$111,633,510
$13,268,555
$32,670,670
$28,395,645
$136,748,115
$662,608,360
$62,333,075
$56,845,641
$57,714,920
$274,340,375
$67,976,850
$37,169,245
$40,397,665
$80,637,720
$39,727,800
$101,434,100
$48,253,850
$49,876,090
$916,707,331
$78,240,330
$105,674,081
$82,362,665
$419,577,585
$116,110,170
$70,140,850
$64,563,955
$192,271,230
$52,996,355
$134,104,770
$76,649,495
$186,624,205
$1,579,315,691
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
60
Average Premium Per Contract
Call
Put
Total
$867
$1,873
$1,173
$3,250
$1,374
$1,025
$1,083
$2,319
$676
$756
$917
$2,251
$1,647
$1,377
$1,071
$1,203
$2,962
$1,470
$916
$986
$1,127
$929
$1,372
$778
$739
$1,339
$1,230
$1,336
$1,194
$3,055
$1,429
$964
$1,020
$1,606
$850
$1,145
$824
$1,455
$1,453
Average Contracts Per Trade
Call
Put
Total
6
11
9
22
17
12
8
13
8
10
9
24
12
14
18
14
23
18
11
12
15
12
12
13
20
15
11
15
12
22
17
12
11
14
10
11
11
22
14
Call
Transactions
Put
Total
2,887
2,306
2,470
2,069
2,114
2,656
2,708
3,737
2,567
4,506
3,406
2,541
33,967
3,145
2,974
3,423
4,067
2,579
3,598
3,306
4,810
3,671
6,100
4,836
3,417
45,926
6,032
5,280
5,893
6,136
4,693
6,254
6,014
8,547
6,238
10,606
8,242
5,958
79,893
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
20
19
22
21
21
22
20
23
21
21
21
21
252
1,020,586
753,100
756,727
1,195,094
969,806
1,241,646
685,174
562,042
563,287
874,635
1,018,848
1,234,137
10,875,082
Contract Volume
Put
Total
1,448,571
919,670
1,192,931
1,249,877
1,242,963
1,222,276
1,308,830
1,283,933
1,737,624
1,407,202
1,185,515
1,263,372
15,462,764
Average Daily
Volume
2,469,157
1,672,770
1,949,658
2,444,971
2,212,769
2,463,922
1,994,004
1,845,975
2,300,911
2,281,837
2,204,363
2,497,509
26,337,846
123,458
88,041
88,621
116,427
105,370
111,996
99,700
80,260
109,567
108,659
104,970
118,929
104,515
QQQQ (Nasdaq 100® Shares) Open Interest (includes LEAPS and FLEX) Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
3,466,457
3,422,177
3,405,743
4,041,923
3,950,469
3,492,169
3,603,470
3,552,014
3,312,939
3,620,187
4,258,477
3,818,593
—
Open Interest in Contracts
Put
Total
3,904,503
4,144,555
3,638,571
3,915,950
4,553,663
3,976,492
4,797,233
4,739,644
4,252,189
4,324,479
4,756,900
3,589,925
—
7,370,960
7,566,732
7,044,314
7,957,873
8,504,132
7,468,661
8,400,703
8,291,658
7,565,128
7,944,666
9,015,377
7,408,518
—
DIA (DIAMONDS) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
243,361
216,097
258,755
300,195
308,593
392,407
383,849
526,748
432,963
630,385
394,764
342,511
4,430,628
Contract Volume
Put
Total
271,171
216,917
334,360
344,303
311,115
400,222
393,077
587,855
508,743
589,187
382,024
357,052
4,696,026
Average Daily
Volume
514,532
433,014
593,115
644,498
619,708
792,629
776,926
1,114,603
941,706
1,219,572
776,788
699,563
9,126,654
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
203,212
208,269
210,572
251,638
192,228
241,749
296,426
431,373
509,354
644,228
752,468
684,660
—
Open Interest in Contracts
Put
311,309
338,091
305,257
329,588
341,985
365,540
459,918
469,511
576,103
720,351
712,735
672,046
—
25,727
22,790
26,960
30,690
29,510
36,029
38,846
48,461
44,843
58,075
36,990
33,313
36,217
DIA (DIAMONDS) Open Interest (includes LEAPS and FLEX) Month
Call
Total
514,521
546,360
515,829
581,226
534,213
607,289
756,344
900,884
1,085,457
1,364,579
1,465,203
1,356,706
—
61
SPY (S&P Depositary Receipts) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
15
19
22
21
21
22
20
23
21
21
21
21
247
Contract Volume
Put
Total
294,998
237,355
269,972
403,610
364,044
571,669
464,847
370,887
674,978
568,645
553,474
1,066,788
5,841,267
593,882
397,935
613,091
1,209,280
781,623
844,600
1,031,877
1,274,591
1,017,250
1,404,259
693,910
491,742
10,354,040
Average Daily
Volume
888,880
635,290
883,063
1,612,890
1,145,667
1,416,269
1,496,724
1,645,478
1,692,228
1,972,904
1,247,384
1,558,530
16,195,307
59,259
33,436
40,139
76,804
54,556
64,376
74,836
71,543
80,582
93,948
59,399
74,216
65,568
SPY (S&P Depositary Receipts) Open Interest (includes LEAPS and FLEX) Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Put
587,997
756,353
802,030
1,013,252
1,023,590
1,027,272
1,180,809
1,150,641
1,234,896
1,327,891
1,272,569
1,095,455
—
691,948
979,637
1,153,106
1,590,029
1,756,467
1,607,209
1,837,859
1,904,916
2,235,394
1,984,685
1,876,818
1,441,939
—
Total
1,279,945
1,735,990
1,955,136
2,603,281
2,780,057
2,634,481
3,018,668
3,055,557
3,470,290
3,312,576
3,149,387
2,537,394
—
IWM (iShares Russell 2000 Index Fund) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
62
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
289,521
232,485
281,944
347,313
324,406
229,557
342,870
513,191
149,933
572,290
851,789
403,511
4,538,810
Contract Volume
Put
Total
693,291
503,914
605,706
1,071,605
780,824
1,024,981
1,189,102
1,290,800
827,456
2,099,987
950,503
646,946
11,685,115
982,812
736,399
887,650
1,418,918
1,105,230
1,254,538
1,531,972
1,803,991
977,389
2,672,277
1,802,292
1,050,457
16,223,925
Average Daily
Volume
49,141
38,758
40,348
67,568
52,630
57,024
76,599
78,434
46,542
127,251
85,823
50,022
64,381
IWM (iShares Russell 2000 Index Fund) Open Interest (includes LEAPS and FLEX) Month
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
354,189
374,206
461,685
553,463
520,292
975,273
991,256
801,882
809,610
1,206,774
1,043,481
866,294
—
Open Interest in Contracts
Put
661,260
690,169
785,201
956,474
918,240
1,728,019
2,074,435
1,693,689
1,734,970
2,223,558
1,867,336
1,917,082
—
Total
1,015,449
1,064,375
1,246,886
1,509,937
1,438,532
2,703,292
3,065,691
2,495,571
2,544,580
3,430,332
2,910,817
2,783,376
—
OEF (iShares S&P 100 Index Fund ) Contract Volume (includes LEAPS) Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
3,064
4,040
3,784
2,275
1,969
2,082
1,499
3,224
2,776
2,116
4,764
6,707
38,300
Contract Volume
Put
Total
1,705
2,564
2,575
1,848
178
1,046
400
1,274
3,827
1,816
2,562
1,326
21,121
4,769
6,604
6,359
4,123
2,147
3,128
1,899
4,498
6,603
3,932
7,326
8,033
59,421
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
23,951
22,194
20,962
21,018
21,943
18,647
19,503
21,629
18,778
18,563
22,136
16,444
—
Open Interest in Contracts
Put
42,828
40,778
31,531
31,271
30,514
29,298
28,019
29,102
30,277
28,437
28,814
16,828
—
Average Daily
Volume
238
348
289
196
102
142
95
196
314
187
349
383
236
OEF (iShares S&P 100 Index Fund ) Open Interest (includes LEAPS) Month
Call
Total
66,779
62,972
52,493
52,289
52,457
47,945
47,522
50,731
49,055
47,000
50,950
33,272
—
63
Other1 Index Options Products Contract Volume Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
208,437
239,234
259,596
272,415
287,291
232,762
250,791
283,937
390,464
432,853
365,468
429,466
3,652,714
Contract Volume
Put
Total
402,815
359,056
555,907
552,579
488,050
440,415
430,407
805,870
877,138
927,333
769,636
750,674
7,359,880
Average Daily
Volume
611,252
598,290
815,503
824,994
775,341
673,177
681,198
1,089,807
1,267,602
1,360,186
1,135,104
1,180,140
11,012,594
30,563
31,489
37,068
39,285
36,921
30,599
34,060
47,383
60,362
64,771
54,053
56,197
43,701
Other Index Option Products Open Interest and Dollar Volume Open Interest in Contracts
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
858,486
1,048,601
1,167,630
1,329,307
1,274,568
1,299,864
1,547,894
1,658,926
1,765,791
1,952,531
1,799,802
1,721,456
—
1,370,528
1,604,475
1,846,147
1,855,767
2,025,231
2,079,305
2,452,173
2,670,584
2,915,307
3,185,942
3,400,440
3,025,141
—
Call
2,229,014
2,653,076
3,013,777
3,185,074
3,299,799
3,379,169
4,000,067
4,329,510
4,681,098
5,138,473
5,200,242
4,746,597
—
Dollar Volume
Put
Total
$61,261,273
$59,987,550
$63,396,588
$55,906,370
$60,216,459
$54,394,088
$60,699,407
$63,005,239
$91,769,156
$102,985,054
$115,155,004
$126,179,287
$914,955,474
$113,649,113
$79,098,206
$126,603,900
$127,518,284
$108,753,931
$98,985,818
$89,503,329
$209,162,027
$246,429,728
$223,210,704
$204,020,944
$208,671,390
$1,835,607,374
$174,910,386
$139,085,756
$190,000,488
$183,424,654
$168,970,390
$153,379,907
$150,202,736
$272,167,266
$338,198,884
$326,195,757
$319,175,947
$334,850,676
$2,750,562,848
Other Index Option Products Average Premium Per Contract, Average Contracts Per Trade and
Transactions Month
Average Premium Per Contract
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$294
$251
$244
$205
$210
$234
$242
$222
$235
$238
$315
$294
$250
$282
$220
$228
$231
$223
$225
$208
$260
$281
$241
$265
$278
$249
Average Contracts Per Trade
Call
Put
Total
$286
$232
$233
$222
$218
$228
$220
$250
$267
$240
$281
$284
$250
19
17
18
19
17
18
17
18
17
18
17
16
17
19
17
18
21
19
19
19
29
22
19
19
20
20
Call
19
17
18
20
18
19
18
25
20
19
18
19
19
10,977
14,226
14,282
14,350
16,941
12,840
14,907
16,181
23,585
23,905
21,448
26,400
210,042
Transactions
Put
20,705
20,717
30,474
26,152
26,253
23,066
23,172
28,054
40,160
48,498
40,274
36,861
364,387
Total
31,682
34,943
44,757
40,502
43,194
35,907
38,079
44,235
63,745
72,402
61,723
63,261
574,429
Includes AGG, BBH, BDH, CYX, DGT, DJR, DTX, DUX, DVY, DXL, ECM, EFA, EOR, EYR, GHA, GIN, GIP, GOX, GSM, GSO, GSV, GTC, HHH, IAH, IBB,
IDU, IEF, IGM, IGN, IGV, IGW, INX, IWB, IWC, IWD, IWF, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, IYY, LQD, MDY, MEX, MGO, MUT, MVB,
MVR, OIH, OIX, ONEQ, OOO, PFU, POQ, POU, POY, PPH, PVC, PVF, PVK, PVL, PVO, PVP, PVU, RKH, RAG, RAV, RDG, RLG, RLV, RMC, RMV, RPY, RSP,
RTH, RUI, RUJ, RUO, SHY, SMH, SML, SWH, TBH, TLT, TTH, TXX, UTH, WMH, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY
1
64
OTHER INDEX OPTIONS CONTRACT VOLUME DETAIL
HOLDRsSM
Month
BBH
BDH
HHH
IAH
OIH
PPH
RKH
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
28,024
16,008
27,708
24,399
21,886
10,116
31,604
17,197
16,396
25,838
21,303
10,983
251,462
25
56
357
91
62
147
121
280
315
609
413
304
2,780
13,489
4,744
3,505
6,516
2,816
5,183
4,833
4,534
2,032
4,304
2,714
3,092
57,762
760
478
1,102
748
1,263
609
85
430
491
305
765
48
7,084
21,015
9,972
27,104
23,991
28,098
23,812
38,314
63,643
106,332
154,973
110,952
141,744
749,950
6,255
15,074
3,292
27,610
2,982
3,320
1,807
4,440
4,540
10,196
4,644
14,857
99,017
1,372
1,460
8,294
9,118
6,256
3,822
2,435
24,140
2,300
3,254
7,115
7,885
77,451
Month
RTH
SMH
SWH
TBH
TTH
UTH
WMH
Jan
12,975
118,105
Feb
4,836
148,211
Mar
14,094
141,396
Apr
8,107
124,747
May 16,439
105,183
Jun
6,988
82,027
Jul
13,039
102,954
Aug
45,137
88,639
Sep
51,454
143,473
Oct
40,621
163,731
Nov
39,437
115,819
Dec
20,590
223,049
Total 273,717 1,557,334
31
287
56
101
32
43
225
111
73
998
22
96
2,075
807
3,069
1,486
2,120
155
129
326
148
172
30
96
0
8,538
5,116
74
304
96
191
0
224
309
1,067
645
622
77
8,725
782
2,384
4,583
2,945
5,722
3,882
2,242
3,594
4,903
13,902
5,331
2,397
52,667
447
563
1,227
745
336
98
182
136
2,027
255
458
534
7,008
EXCHANGE TRADED FUNDS
Month
DGT
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
11
38
83
7
0
68
25
15
32
21
104
537
941
EFA
4,372
3,713
4,622
3,036
5,491
9,263
5,400
6,733
10,259
4,456
4,519
7,053
68,917
Month IWN
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
22,959
11,073
7,183
18,379
18,668
26,024
16,769
62,441
7,978
947
2,588
4,936
199,945
IBB
10,396
10,183
11,077
3,557
22,316
7,378
41,776
24,549
32,232
41,746
27,066
33,531
265,807
IDU
1,155
1,543
1,533
1,695
1,079
1,605
2,532
2,500
1,074
2,909
394
251
18,270
IGM
260
269
292
1,271
1,085
370
416
155
192
800
661
1,411
7,182
IGN
IGV
893
276
828
368
572
356
466
102
1,001
266
328
65
586
118
86
64
395
170
702
37
213
370
332
186
6,402 2,378
IWO
IWP
IWR
IWS
IWV
47,837
18,567
12,638
55,356
18,084
22,238
29,483
37,002
14,421
16,965
10,558
17,028
300,177
205
114
320
228
231
285
365
399
137
206
145
184
2,819
169
149
329
115
189
171
286
217
139
304
232
158
2,458
465
309
438
2,136
196
228
158
791
409
552
222
351
6,255
875
1,560
749
766
680
545
552
960
1,120
876
5,449
138
14,270
IGW
IWB
3,261
1,057
3,937
1,698
1,662
1,240
1,529
609
912
641
1,071
471
1,680
273
951
495
980
1,511
2,139
1,595
923
678
1,203
1,261
20,248 11,529
IWW
IWZ
13
58
53
95
188
100
90
95
39
101
34
46
912
63
72
44
10
12
18
40
22
131
101
48
43
604
IYE
1,509
2,369
3,682
2,903
2,258
2,835
3,938
4,505
3,135
6,232
1,633
1,627
36,626
IWC
IWD
IWF
—-
—-
—-
—-
—-
—-
—-
425
255
296
815
1,431
3,222
6,541
2,194
1,438
1,398
1,853
947
1,452
1,589
931
2,107
1,857
2,086
24,393
4,793
2,386
2,644
2,399
5,947
2,015
2,181
1,210
822
2,657
2,392
1,929
31,375
IYH
370
747
441
1,596
381
340
915
228
264
1,925
376
669
8,252
65
OTHER INDEX OPTIONS CONTRACT VOLUME DETAIL
CHICAGO BOARD OPTIONS EXCHANGE
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CYX
GOX
INX
MEX
OIX
840
447
334
244
173
366
210
276
303
211
303
181
3,888
1,352
1,798
1,574
597
305
569
1,106
376
585
1,843
368
1,326
11,799
851
185
2,144
762
599
340
457
335
149
1,694
806
311
8,633
48
25
19
69
30
38
36
29
0
0
40
30
364
3,278
2,371
2,874
1,661
3,523
2,074
968
2,317
4,396
7,369
2,682
1,921
35,434
TXX
81
92
111
58
135
137
39
78
25
1
120
76
953
CBOE POWERPACKS
Month
PFU
POQ
POU
POY
PVC
PVF
PVK
PVL
PVO
PVP
PVU
RPY
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
—
—
—
—
—
—
100
200
100
0
0
250
650
—
—
—
—
—
—
11
0
0
0
2
0
13
—
—
—
—
—
—
444
107
958
109
145
140
1,903
—
—
—
—
—
—
209
38
11
1,848
16
908
3,030
—
—
—
—
—
—
0
0
0
0
0
560
560
—
—
—
—
—
—
0
0
4
10
3
0
17
—
—
—
—
—
—
2
32
3
4
3
1
45
—
—
—
—
—
—
1
3
6
5
3
0
18
—
—
—
—
—
—
2
11
15
14
57
17
116
—
—
—
—
—
—
102
21
42
297
152
45
659
—
—
—
—
—
—
0
0
0
0
0
3
3
—
—
—
—
—
—
185
8
168
53
434
204
1,052
DOW JONES
STANDARD AND POORS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
SML
1,654
1,455
1,737
3,172
379
743
1,554
1,099
2,197
502
848
1,026
16,366
DJR
DTX
DUX
DVY
DXL
ECM
IYY
MUT
0
772
0
306
0
1,581
0
3,471
0
564
0
7,071
0
257
0
1,156
0
592
0
389
0
310
0
323
0 16,792
53
587
500
122
25
25
848
113
136
1,094
846
1,117
5,466
3,434
4,371
4,943
5,166
4,274
5,672
3,644
4,133
9,950
6,614
4,734
8,616
65,551
—
—
—
—
—
—
—
—
—
6,142
7,886
2,891
16,919
404
301
500
0
0
2
152
0
0
0
0
0
1,359
129
107
283
80
97
240
127
83
363
194
272
197
2,172
4
0
190
164
110
33
0
0
50
0
20
33
604
GOLDMAN SACHS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
66
GHA
GIN
GIP
GSM
GSO
GSV
GTC
61
51
101
127
170
66
160
122
82
242
112
22
1,316
1,281
3
2
0
0
0
350
0
5
0
0
0
1,641
8
6
3
3
0
0
3
3
0
20
0
0
46
0
201
231
371
154
495
112
40
120
687
0
0
2,411
20
1
5
44
103
0
52
5
505
0
0
0
735
0
40
0
0
0
0
0
0
0
0
0
0
40
18
0
1
0
0
16
8
0
0
0
0
0
43
MORGAN STANLEY
Month
MGO Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
10
210
401
321
23
0
0
7
273
752
510
3
2,510
MVB
LEHMAN
MVR
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
374 16,451
285 23,490
690 41,621
32 106,127
112 58,108
264 57,437
386 73,514
12 387,588
161 288,835
5 142,329
0 197,070
160 223,981
2,4811,616,551
AGG
IEF
154
141
135
43
48
45
35
73
48
99
5
0
826
8,193
5,342
14,463
9,853
14,465
11,053
2,099
2,458
2,480
1,299
1,479
2,875
76,059
SHY
TLT
218 64,386
37 69,871
175 78,293
2,087 32,270
226 47,957
247 122,183
534 43,353
4,107 47,768
465 41,592
183 32,384
503 28,782
132 32,322
8,914 641,161
S&P EXCHANGE TRADED FUNDS
Month
MDY
Jan
—
Feb
—
Mar
—
Apr
—
May
—
Jun
—
Jul
1,919
Aug
5,730
Sep
28,269
Oct
27,828
Nov
20,671
Dec
42,876
Tota 127,293
OOO
XLB
—
6,742
—
7,432
— 15,841
— 45,704
— 36,153
— 10,113
100
5,634
6
7,000
5
3,352
32
1,892
10
5,765
1 11,704
154 157,332
XLE
28,834
128,507
158,693
178,222
205,240
144,694
133,669
107,691
252,668
363,442
369,914
207,674
2,279,248
XLF
XLI
19,771 44,652
13,028 21,864
71,207 33,756
32,313 27,790
89,419
3,463
26,523 14,151
43,849 10,244
51,072 29,249
87,844 14,240
60,246 33,062
55,838 22,726
81,452 11,269
632,562 266,466
XLK
XLP
429
761
417
198
850
349
1,099
584
3,892
630
6,681
563
13,925
502
3,589
573
1,896
270
507
170
6,348
272
6,516 5,373
46,149 10,245
XLU
1,185
3,490
44,679
3,487
9,021
2,837
10,989
5,217
8,984
18,731
8,287
5,565
122,472
XLV
XLY
712
742
1,034
500
1,168
968
1,803
3,295
936
577
829
1,630
333
589
1,507
6,891
719 98,168
506 112,447
590 11,531
673 12,099
10,810 249,437
RSP
—
—
—
—
—
—
1,067
234
228
1,464
382
189
3,564
OTHER RUSSELL GROWTH AND VALUE INDEXES
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
RAG
RAV
RDG
RLG
RLV
80
40
70
190
80
0
40
130
120
0
0
0
750
173
120
0
370
202
64
360
311
44
0
0
6
1,650
60
50
0
0
20
130
140
83
50
0
1
5
539
85
1
61
240
330
0
220
260
27
30
81
30
1,365
1,245
1,892
871
699
481
301
50
172
192
467
1,097
190
7,657
RMC
RMN
RMV
RUA
RUI
RUJ
RUO
260
74,744
220
33,030
328
41,016
353
28,304
338
15,930
254
34,009
260
16,023
190
16,497
70
1,831
0
16,379
0
5,591
4
8,358
2,277 291,712
150
150
201
370
494
410
383
200
80
0
0
0
2,438
0
0
0
10
31
0
0
20
0
20
0
30
111
175
786
24
18
373
774
226
350
345
2,075
1,110
230
6,486
1,208
1,036
483
891
683
420
230
100
20
0
0
0
5,071
82
51
33
144
152
61
168
72
1
22
12
1
799
OTHER
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
EOR
EYR
LQD
ONEQ
552
30
19
14
4
12
0
18
0
12
0
0
661
586
37
198
59
1
12
2
14
1
6
5
26
947
1,299
1,380
932
1,084
565
1,001
445
441
467
884
782
583
9,863
5,968
1,883
4,941
2,120
1,847
2,051
1,345
1,422
891
6,236
4,612
3,568
36,884
67
Interest Rate Options-2005
In 2005, 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
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
3,246
3,385
7,921
3,696
3,304
5,624
1,724
1,832
928
2,554
1,734
891
36,839
1,415
2,189
3,661
1,271
3,215
2,558
1,635
1,613
2,857
2,423
1,277
4,673
28,787
Average Daily
Volume
4,661
5,574
11,582
4,967
6,519
8,182
3,359
3,445
3,785
4,977
3,011
5,564
65,626
233
293
526
237
310
372
168
150
180
237
143
265
260
Total Interest Rate Options Open Interest and Dollar Volume
Open Interest in Contracts
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
15,649
16,433
11,380
12,345
12,816
12,364
11,973
12,082
8,393
8,798
9,213
4,242
—
3,782
5,280
6,161
5,296
7,202
7,488
6,863
7,327
5,079
6,157
5,179
3,540
—
Call
19,431
21,713
17,541
17,641
20,018
19,852
18,836
19,409
13,472
14,955
14,392
7,782
—
$660,225
$736,255
$2,122,300
$627,265
$584,310
$893,065
$319,670
$374,220
$153,340
$560,685
$496,555
$127,960
$7,655,850
Dollar Volume
Put
Total
$90,900
$471,050
$436,890
$131,175
$437,735
$384,485
$196,445
$248,900
$665,895
$690,815
$108,005
$2,450,070
$6,312,365
$751,125
$1,207,305
$2,559,190
$758,440
$1,022,045
$1,277,550
$516,115
$623,120
$819,235
$1,251,500
$604,560
$2,578,030
$13,968,215
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
68
Average Premium Per Contract
Call
Put
Total
$203
$218
$268
$170
$177
$159
$185
$204
$165
$220
$286
$144
$208
$64
$215
$119
$103
$136
$150
$120
$154
$233
$285
$85
$524
$219
$161
$217
$221
$153
$157
$156
$154
$181
$216
$251
$201
$463
$213
Average Contracts Per Trade
Call
Put
Total
11
10
8
7
8
9
8
8
7
9
8
6
8
18
30
21
11
19
15
13
15
35
23
13
54
21
12
14
10
8
11
11
10
10
17
13
9
24
11
Call
305
333
958
525
425
601
218
231
138
293
226
141
4,394
Transactions
Put
77
74
173
115
171
174
124
108
81
104
98
87
1,386
Total
382
407
1,131
640
596
775
342
339
219
397
324
228
5,780
IRX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
IRX
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
780
122
180
305
608
292
29
79
108
176
250
48
2,977
125
60
0
260
195
55
120
59
185
30
287
28
1,404
Average Daily
Volume
905
182
180
565
803
347
149
138
293
206
537
76
4,381
45
10
8
27
38
16
7
6
14
10
26
4
17
Options Open Interest and Dollar Volume
Open Interest in Contracts
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
823
905
862
1,013
819
356
304
338
333
299
493
293
—
150
210
150
400
370
395
280
334
346
341
69
24
—
Call
973
1,115
1,012
1,413
1,189
751
584
672
679
640
562
317
—
$287,710
$49,505
$57,840
$93,380
$142,880
$47,520
$3,795
$22,720
$25,505
$31,510
$200,930
$7,450
$970,745
Dollar Volume
Put
Total
$9,125
$2,150
$0
$15,650
$36,400
$4,775
$7,825
$10,695
$24,575
$4,125
$2,160
$5,205
$122,685
$296,835
$51,655
$57,840
$109,030
$179,280
$52,295
$11,620
$33,415
$50,080
$35,635
$203,090
$12,655
$1,093,430
IRX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Average Premium Per Contract
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$369
$406
$321
$306
$235
$163
$131
$288
$236
$179
$804
$155
$326
$73
$36
$0
$60
$187
$87
$65
$181
$133
$138
$8
$186
$87
$328
$284
$321
$193
$223
$151
$78
$242
$171
$173
$378
$167
$250
Average Contracts Per Trade
Call
Put
Total
9
6
3
7
7
7
6
6
6
6
8
7
7
13
8
0
12
7
8
12
10
8
6
29
3
10
9
6
3
9
7
7
10
7
8
6
13
5
8
Call
92
22
54
41
89
40
5
14
17
29
30
7
440
Transactions
Put
10
8
0
21
28
7
10
6
22
5
10
10
137
Total
102
30
54
62
117
47
15
20
39
34
40
17
577
69
FVX Options Contract Volume
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
12
65
142
31
1
265
189
204
45
331
24
12
1,321
0
109
0
20
10
0
375
240
25
117
275
67
1,238
Average Daily
Volume
12
174
142
51
11
265
564
444
70
448
299
79
2,559
1
9
6
2
1
12
28
19
3
21
14
4
10
FVX Options Open Interest and Dollar Volume
Open Interest in Contracts
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
710
700
164
153
151
251
438
494
425
295
300
93
—
45
140
85
55
65
35
410
625
550
527
502
241
—
Call
755
840
249
208
216
286
848
1,119
975
822
802
334
—
$2,480
$8,630
$26,765
$9,195
$500
$48,815
$28,410
$41,260
$8,425
$92,305
$10,795
$6,220
$283,800
Dollar Volume
Put
Total
$0
$10,725
$0
$1,000
$900
$0
$27,000
$27,975
$1,000
$9,360
$21,750
$6,395
$106,105
$2,480
$19,355
$26,765
$10,195
$1,400
$48,815
$55,410
$69,235
$9,425
$101,665
$32,545
$12,615
$389,905
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
70
Average Premium Per Contract
Call
Put
Total
$207
$133
$188
$297
$500
$184
$150
$202
$187
$279
$450
$518
$215
$0
$98
$0
$50
$90
$0
$72
$117
$40
$80
$79
$95
$86
$207
$111
$188
$200
$127
$184
$98
$156
$135
$227
$109
$160
$152
Average Contracts Per Trade
Call
Put
Total
Call
3
5
4
2
1
12
11
11
6
12
4
2
8
4
12
36
15
1
23
17
19
8
28
6
6
175
0
11
0
10
10
0
13
13
13
13
23
17
14
3
8
4
3
6
12
13
12
7
12
17
8
10
Transactions
Put
0
10
0
2
1
0
28
18
2
9
12
4
86
Total
4
22
36
17
2
23
45
37
10
37
18
10
261
TNX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
Call
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
1,166
1,543
5,505
3,071
2,249
4,514
1,306
1,355
387
1,089
1,041
685
23,911
518
1,958
2,940
788
2,363
1,589
953
1,055
2,456
1,674
373
4,309
20,976
Average Daily
Volume
1,684
3,501
8,445
3,859
4,612
6,103
2,259
2,410
2,843
2,763
1,414
4,994
44,887
84
184
384
184
220
277
113
105
135
132
67
238
178
TNX Options Open Interest and Dollar Volume
Open Interest in Contracts
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
7,002
7,181
8,343
8,994
9,804
9,883
9,388
9,498
5,952
6,067
6,312
2,818
—
2,473
3,842
5,055
3,930
5,439
5,622
4,787
4,942
3,617
4,508
3,691
2,711
—
Call
9,475
11,023
13,398
12,924
15,243
15,505
14,175
14,440
9,569
10,575
10,003
5,529
—
$182,645
$348,385
$1,608,950
$491,565
$336,455
$675,435
$270,440
$243,315
$59,935
$242,160
$215,040
$97,875
$4,772,200
Dollar Volume
Put
Total
$42,375
$445,215
$234,620
$89,410
$294,575
$243,370
$117,735
$139,535
$606,135
$586,355
$32,150
$2,355,315
$5,186,790
$225,020
$793,600
$1,843,570
$580,975
$631,030
$918,805
$388,175
$382,850
$666,070
$828,515
$247,190
$2,453,190
$9,958,990
TNX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Average Premium Per Contract
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
$157
$226
$292
$160
$150
$150
$207
$180
$155
$222
$207
$143
$200
$82
$227
$80
$113
$125
$153
$124
$132
$247
$350
$86
$547
$247
$134
$227
$218
$151
$137
$151
$172
$159
$234
$300
$175
$491
$222
Average Contracts Per Trade
Call
Put
Total
9
9
8
7
8
10
7
9
5
9
8
7
8
18
46
24
11
22
13
14
17
52
27
8
85
25
11
16
10
8
12
10
9
11
22
15
8
33
12
Call
127
182
721
422
285
475
178
150
84
123
139
100
2,986
Transactions
Put
29
43
124
70
107
125
70
63
47
63
45
51
837
Total
156
225
845
492
392
600
248
213
131
186
184
151
3,823
71
TYX Options Contract Volume
Month
Trading
Days
Call
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
22
21
21
22
20
23
21
21
21
21
252
Contract Volume
Put
Total
1,288
1,655
2,094
289
446
553
200
194
388
958
419
146
8,630
772
62
721
203
647
914
187
259
191
602
342
269
5,169
Average Daily
Volume
2,060
1,717
2,815
492
1,093
1,467
387
453
579
1,560
761
415
13,799
103
90
128
23
52
67
19
20
28
74
36
20
55
TYX Options Open Interest and Dollar Volume
Open Interest in Contracts
Month
Call
Put
Total
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
7,114
7,647
2,011
2,185
2,042
1,874
1,843
1,752
1,683
2,137
2,108
1,038
—
1,114
1,088
871
911
1,328
1,436
1,386
1,426
566
781
917
564
—
Call
8,228
8,735
2,882
3,096
3,370
3,310
3,229
3,178
2,249
2,918
3,025
1,602
—
$187,390
$329,735
$428,745
$33,125
$104,475
$121,295
$17,025
$66,925
$59,475
$194,710
$69,790
$16,415
$1,629,105
Dollar Volume
Put
Total
$39,400
$12,960
$202,270
$25,115
$105,860
$136,340
$43,885
$70,695
$34,185
$90,975
$51,945
$83,155
$896,785
$226,790
$342,695
$631,015
$58,240
$210,335
$257,635
$60,910
$137,620
$93,660
$285,685
$121,735
$99,570
$2,525,890
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
72
Average Premium Per Contract
Call
Put
Total
$145
$199
$205
$115
$234
$219
$85
$345
$153
$203
$167
$112
$189
$51
$209
$281
$124
$164
$149
$235
$273
$179
$151
$152
$309
$173
$110
$200
$224
$118
$192
$176
$157
$304
$162
$183
$160
$240
$183
Average Contracts Per Trade
Call
Put
Total
16
14
14
6
9
9
11
4
13
9
8
5
11
20
5
15
9
19
22
12
12
19
22
11
12
16
17
13
14
7
13
14
11
7
15
11
9
8
12
Call
82
117
147
47
50
63
18
48
29
113
51
28
793
Transactions
Put
38
13
49
22
35
42
16
21
10
27
31
22
326
Total
120
130
196
69
85
105
34
69
39
140
82
50
1,119
CBOE Historical Trading Activity - All Options
Total CBOE Options Contract Volume
On April 26, 1973, CBOE began trading call options. Put option trading was introduced on June 3, 1977.
Year
2005
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
468,249,301
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 Contract Volume
Call
Put
247,513,759
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
220,735,542
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 —
—
—
—
Average Daily
Volume
1,858,132
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
Open Interest in Contracts
Month
Total
Call
Put
2005
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
180,546,883 96,452,688
154,632,839 81,910,271
126,320,572
68,527,351
93,472,074
56,719,928
88,761,882
57,328,177
53,264,239
33,792,832
47,549,070
28,187,566 19,790,701
11,816,164 15,701,630
9,414,828
11,596,228
6,869,206
10,065,868
5,872,728
8,894,266
5,374,500
7,831,078 4,795,017 5,671,591 3,517,562 4,562,642 2,679,410 3,753,880 2,304,291 3,956,914
2,689,478 3,596,163 2,453,502 3,773,540 2,863,162 4,845,869 3,426,893 5,444,817 3,788,635 4,198,005 3,103,722 7,184,514 5,325,649 5,610,671 3,884,527 4,772,604 3,449,959 3,257,364 2,633,312 2,258,529 2,048,463 2,165,894 1,976,022 1,190,636
1,831,806
1,519,852
1,519,852
1,190,085
1,190,085
543,703
543,703
242,825
242,825
84,094,195
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
Dollar Volume (thousands)
Call
Put
$202,670,123
$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
$112,617,864
$90,967,813
$83,446,496
$63,760,762
$83,694,213
$174,504,703 $162,688,061 $104,655,792 $94,343,229
$68,617,768
$58,040,292
$35,881,208
$28,424,080 $26,972,202 $33,414,169 $29,736,100 $33,014,811 $25,515,571 $50,403,786 $39,952,000 $29,645,000 $24,586,000 $33,397,000 $25,164,139 $17,013,970 $25,245,995 $12,131,512 $12,695,972 $7,507,300
$9,039,566
$6,443,327
$1,657,652
$449,615
$90,052,259 $74,829,138
$64,906,670
$88,109,978 $111,358,216
$149,928,663
$81,205,039 $70,468,571 $51,596,651 $34,938,504
$24,459,504
$31,284,290
$17,500,423
$17,526,875
$17,301,803
$25,626,774
$14,297,475
$14,193,006
$26,507,068
$15,950,000
$8,785,000
$9,781,000
$6,047,000
$7,101,625
$5,419,666
$2,647,040
$1,726,890
$1,7075,000
$489,370
—
—
—
—
73
Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade
Year
2005
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
$433
$455
$459
$459
$522 $520 $567
$429
$636
$714
$994
$836
$959 $1,003
$847
$853 $779
$841
$595
$685
$462
$580
$365
$363
$327 $357 $366 $392
$417 $476 $428 $402 $373 $414
$355 $360 $422 $437 $310 $348
$205 $305 $318 $346 $499 $597 $426 $501 $390
$417 $527 $588 $392 $403 $420 $419 $322 $318 $420
—
$446
—
$294
—
$402 —
$408
$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
19.3
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
16.0
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
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
2005
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 74
Total
Volume
Equity
Volume
468,249,301
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
275,646,980
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
T-Bond & T-Note
Volume
192,536,695
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 —
—
—
—
— —
—
— —
—
__
__
__
__
__
__
__
__
__ __ __ __ __ __ 76 7,109 144,356 140,329 207,476
321,021
415,001 241,994 110,689 14,134 —
—
—
—
—
—
—
—
—
Interest Rate
Volume
65,626
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
— —
—
— —
—
—
—
—
—
— — Total Options Contract Volume By Exchange
Year
CBOE
AMEX
PHLX
PCX
ISE
2005
468,249,301 201,764,835 162,619,052 144,780,498 448,695,669
2004
361,086,774 202,692,231 133,404,843 103,262,458 360,852,519
2003
283,946,495 180,074,903 112,705,597
86,152,637 244,979,023
2002
267,616,496 186,060,672 88,955,247
85,426,649 152,399,279
2001
306,667,851 205,043,075 101,841,724 102,637,138
65,353,969
2000
326,359,531 207,726,689 76,549,892 108,541,840
7,565,684
1999
254,331,851 129,662,189 48,125,415 75,801,209 __
1998
206,865,991 97,661,673 42,844,295 58,971,239 __
1997
187,243,741 88,107,842 30,364,035
46,686,240
__
1996
173,944,877 61,591,891 21,938,865
33,881,762
__
1995
178,533,465 52,391,899 22,000,030
30,905,131
__
1994
183,934,483 48,505,380 25,704,131
20,929,869
__
1993 140,348,955 47,883,957 25,699,888
16,364,744
__
1992 121,467,604 42,314,942 22,947,867 13,066,618 __ 1991 121,689,918 38,805,589 22,365,110
13,852,604 __ 1990 129,500,018 40,914,962 22,808,688
13,881,269 __ 1989 126,765,253 49,873,264 27,970,765
18,091,434 __ 1988 111,784,045 45,022,497 23,165,112 13,349,148 __ 1987 182,112,636 70,988,990 29,155,308 19,410,875 __ 1986 180,357,774 65,440,500 24,467,468 14,075,872 __ 1985 148,889,091 48,559,122 18,134,575
12,793,451 __ 1984 123,273,736 40,104,605 16,109,050 11,366,056 __
1983 82,468,750 38,967,725 16,808,125
11,155,906 __ 1982 75,735,739 38,790,852 13,466,652
9,309,563 __
1981 57,584,175 34,859,475 10,009,565 6,952,567 __
1980 52,916,921 29,048,323 7,758,101
5,486,590 __ 1979 35,379,600 17,467,018 4,952,737
3,856,344 __
1978 34,277,350 14,380,959
3,270,378
3,289,968 __
1977 24,838,632 10,077,578
2,195,307 1,925,031 __
1976 21,498,027 9,035,767 1,274,702 550,194 __
1975 14,431,023 3,530,564 140,982 __
__
1974 5,682,907 __
__
__
__
1973
1,119,177 __
__
__
__
Year
2005
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
BOX
78,202,185
20,741,271
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
NYSE
MSE
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
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 __
__
__
__
__
__
1,518,611 __ 2,609,164
__
2,012,363 __
600,780 __
15,237
__
__
__
__
__
__
NASD
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
45,239
107,453 __
__
__
__
__
__
__
__
__
__
__
__
Total
1,504,311,540
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
75
Historical Trading Activity-Equity Options
Equity Options Contract Volume
Trading
Days
Year
2005
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
Total Volume
Call
Put
252
275,646,980
252
224,316,863
252
173,033,965 252
173,189,719
248
232,851,089
252
278,920,392
252
198,086,825
252
138,507,143
253
116,031,496
254
88,456,579
252
77,040,466
252
68,974,809
253
58,710,818 254
44,968,235
253 45,255,301
253 48,486,402
252
61,902,931
253 49,393,316
253
73,315,232 253 64,744,167 252
57,523,599
253 58,674,907 253 71,695,563 253 75,721,605
253 57,584,175
253 52,916,921
253 35,379,600 252
34,277,350 252 24,838,632
253 21,498,027 253 14,431,023
253 5,682,907
173 1,119,177
Average Daily
Volume
171,904,795
103,742,185
144,135,153 80,181,710 113,319,401
59,714,564
105,614,605
67,575,114
83,199,296 149,651,793 187,906,726
91,013,666
138,620,308
59,466,577
93,506,934
45,000,209
80,677,086
35,354,410
62,902,214
25,554,365
54,736,660
22,303,806
48,113,043
20,861,766
41,515,962
17,194,856 32,039,653
12,928,582 32,055,783 13,199,518 34,417,287 14,069,115 47,641,419 14,261,512 37,904,233 11,489,083 56,423,959 16,891,273 50,022,504
14,721,663 44,008,742
13,514,857 42,938,367
15,736,540 52,594,594
19,100,969 50,214,419 25,507,186 40,801,201
16,782,974 42,941,970 9,974,951 30,123,005
5,256,595 30,298,133 3,979,217 23,581,254 1,257,378 21,498,027 —
14,431,023 —
5,682,907 —
1,119,177 —
1,093,837
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
Total
Open Interest
Call
Put
Total
Dollar Volume (thousands)
Call
2005
252 151,157,355
83,872,112
67,285,243
$61,225,819
$42,672,371
2004
252 131,498,380 72,327,968 59,170,412 $44,009,316
$30,291,322
2003
252 108,666,567
60,739,426 47,927,141 $34,107,920
$23,358,678
2002
252
81,343,419
50,202,050
31,141,369
$38,718,706
$19,944,630
2001
248
84,375,076
55,326,798
29,048,278
$91,699,048
$42,700,148
2000
252
49,944,375 32,216,400
17,727,975
$193,302,270
$113,231,311
1999
252
43,836,224
26,726,932
17,109,292
$124,144,657
$97,801,156
1998
252
16,553,566
10,504,977
6,048,589
$57,404,858
$41,908,569
1997
253
12,419,614
8,113,173
4,306,441
$41,741,218
$31,378,668
1996
254
9,121,888
6,024,657
3,097,231
$30,022,394
$23,635,014
1995
252
7,350,437
4,865,786
2,484,651
$22,173,991
$17,162,494
1994
252
6,028,581
4,089,047
1,939,534
$17,033,086
$12,044,017
1993 253
5,642,471 3,904,005 1,738,466 $15,135,317 $11,370,936
1992 254 3,781,653
2,705,913 1,075,740 $11,296,632 $8,156,397 1991 253 2,783,155 1,955,738 827,417 $11,463,090
$8,689,214 1990 253 2,459,695
1,731,851 727,844 $12,464,706
$8,886,631 1989 252 2,944,944 2,238,981 705,963 $19,514,223 $15,190,793 1988 253 2,706,148 2,023,117 683,031 $12,012,403 $9,682,054 1987 253 3,027,620 2,463,979 563,641 $25,833,348 $20,551,949 1986 253 3,773,319 2,890,993 882,326 $19,544,336 $16,459,993 1985 252 4,101,981
3,089,567 1,012,414 $15,801,517 $13,415,012 1984 253 3,532,286 2,694,296 837,790 $18,644,743 $14,865,730 1983 253 6,840,625 5,124,492
1,716,133 $35,796,506 $31,388,075 1982 253 5,610,671 3,884,527 1,726,144 $32,265,764 $25,164,139 1981 253 4,772,604
3,449,959 1,322,645 $22,433,636 $17,013,970 1980 253 3,257,364 2,633,312 624,052 $27,893,035
$25,245,995 1979 253 2,258,529 2,048,463 210,066 $13,858,402 $12,131,512 1978 252 2,165,894 1,976,022 189,872 $14,403,416 $12,695,972 1977 252 1,960,636 1,831,806 128,830 $7,996,670 $7,507,300 1976 253 1,519,852
—
—
$9,039,566 —
1975 253 1,190,085
—
—
$6,443,327 —
1974 253 543,703
—
—
$1,657,652 —
1973 173 242,825
—
—
$449,615 —
76
Put
$18,553,448
$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
—
—
—
—
Equity Options Average Premium Per Contract and Average Contracts Per Trade
Year
2005
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
$222
$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
$248
$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 $179
$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
16.4
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 13.8
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
23.6
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
AMEX
PHLX
PCX
ISE
BOX
MSE*
NYSE** Total
2005
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
275,646,980 155,020,082 138,878,659 127,621,679 384,016,841 61,318,465
224,316,863 160,354,728 107,404,566 88,909,404 322,767,111 16,457,048
173,033,965 142,184,749 89,060,733 71,112,677 225,829,026
173,189,719 145,258,377 78,435,997 71,433,006 140,343,022
232,851,089 167,713,954 92,955,040 95,646,008 59,201,203
278,920,392 192,032,222 72,135,321 108,533,862 7,565,684
198,086,825 126,821,276 44,086,183 75,770,940
138,507,143 94,332,281 37,871,930 58,930,521
116,031,496 83,926,288 25,021,282 46,606,429
88,456,579 57,082,441 16,325,194 33,839,202
77,040,466 48,886,858 14,739,706 30,852,968
68,974,809 44,810,966 13,016,116 20,861,609
58,710,818 43,390,722 11,411,065 16,203,312
44,918,235 36,067,822 10,408,628 12,996,923 45,255,301 32,829,447 11,803,703 13,781,027 48,486,402 34,197,819 12,443,833 13,750,956 61,902,931 41,579,453 16,768,793 17,865,387 49,393,231 37,470,045 13,092,707 13,068,755
73,315,232 52,770,659 18,088,192 18,951,794 64,744,167 47,140,205 15,054,738 13,941,683 57,523,599 36,099,739 12,068,358 12,700,805 58,674,901 33,076,866 15,982,001 11,191,471
71,695,563 36,199,701 16,607,806 11,155,906 75,721,605 38,766,996 13,466,652
9,309,563
57,584,175 34,859,475 10,009,565
6,952,567 52,916,921 29,048,323 7,758,101 5,486,590 1,518,611 35,379,600 17,467,018
4,952,737
3,856,344 2,609,164 34,277,350 14,380,959
3,270,378 3,289,968 2,012,363 24,838,632 10,077,578 2,195,307 1,925,031
600,780 21,498,027
9,035,767 1,274,702
550,194 15,237
14,431,023
3,530,564
140,982 5,682,907
1,119,177 CBOE % Share
of Total Volume
1,142,502,706
920,209,720
701,221,150
608,660,121
648,367,294
659,187,481
444,765,224
329,641,875
1,413,206
272,998,701
3,414,471
199,117,887
2,860,273
174,380,271
2,269,165
149,932,665
2,010,184 131,726,101 2,042,844
106,484,452 1,901,208 104,850,686
2,546,734 111,425,744 3,723,184
141,839,748
1,902,900 114,927,638
1,305,974 164,431,851
1,050,152 141,930,945
163,593 118,556,094
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
24.0
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
*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.
77
Equity LEAPS Contract Volume and Open Interest
Trading Total Contract Volume
Year
Days
Total
Call
Put
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993 1992 1991 252
252
252
252
248
252
252
252
253
254
252
252
253 254
253 37,153,710
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
Average
DailyOpen Interest in Contracts
Volume
Total
Call
Put
20,386,596 16,767,114 147,435
16,526,854 11,758,725 112,244
13,389,335 9,788,288
91,975
12,530,244 8,619,328
83,927
7,228,812 13,839,764
84,954
12,913,284 5,407,563
72,702
8,828,450 3,666,770
49,584
5,109,298 2,084,513
28,547
3,677,210 1,469,570
20,343
2,538,756 1,035,121
14,070
2,463,099 1,069,680
14,019
2,169,929
749,728
11,586
1,866,891 704,430 10,163 1,182,606 365,111 6,093 497,984 127,658 2,473 45,169,499
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 24,466,273
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
20,703,226
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
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Total
252
192,536,695
75,572,125
116,964,570
764,035
252 136,679,303 53,999,101
82,680,202 542,378 252 110,822,092 46,956,166
63,865,926 439,770 252
94,383,545
42,869,665
51,513,880
374,538
248
52,009,919
21,645,888
30,364,031
209,717
252
47,397,039
20,870,522
26,526,517
188,083
252
56,202,470
23,526,840
32,675,630
233,026
252
68,282,088
29,106,264
39,175,824
270,961
253
71,136,728
31,506,552
39,630,176
281,173
254
85,394,046
37,256,032
48,138,014
336,197
252
101,427,897
45,270,975
56,156,922
400,901
252
114,743,082
50,701,273
64,041,809
455,330
253 81,573,576 38,146,429 43,427,147 322,425
254 76,442,064 36,683,601 39,758,463 300,953
253 76,384,506 38,148,456 38,236,050 301,915
253 80,944,668 39,449,611 41,495,057 319,939
252 4,645,248 31,991,176 32,654,072 256,529
253 62,250,400 32,804,412 29,445,988 246,049
253 108,352,440 58,548,350 49,804,090 428,271
253 114,834,854 64,312,356 50,522,498 453,893
252 90,822,067 55,805,515 5,016,552 358,981
253 64,356,917 35,860,918 28,495,999 254,375
205 10,662,498 5,187,861 5,474,637 52,012
Total Index Option Open Interest and Dollar Volume Year
Total
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992 1991
1990 1989 1988
1987
1986
1985 1984 1983 Open Interest in Contracts
Call
Put
Total
29,381,746
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 12,576,334
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 16,805,412
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 $141,430,335,429
$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 *Includes LEAPS for 1990-1998. 1999 & 2000 data includes LEAPS and FLEX.
78
Dollar Volume
Call
$69,937,837,437
$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
Put
$71,492,497,992
$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
Total Index Option Average Premium Per Contract and Average Contracts Per Trade
Year
Average Premium Per Contract
Total
Call
Put
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991 1990 1989 1988 1987 1986 1985 1984 1983 $735
$925
$891 $1,123
$1,031 $1,279
$1,199 $1,022
$1,986 $1,894
$2,766 $2,936
$2,131 $2,758
$1,724 $2,156
$1,465 $1,998
$861 $1,207
$595
$903
$437
$470
$377 $447 $434 $513
$514 $648 $530
$528 $425
$549
$441 $477
$466 $506 $308 $355
$238 $277 $239 $266 $318 $363
$611
$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 Average Contracts Per Trade
Total
Call
Put
25.9
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
24.9
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
26.6
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
AMEX
PHLX
PCX
ISEBOX
NYSE
MSE
NASD
Total
2005
192,536,695 46,744,753 23,555,581 17,158,819
2004 136,679,303 42,337,503 25,769,498 14,353,054
2003 110,822,092 37,890,154 23,366,215 15,039,960
2002 94,383,545 40,828,126 10,891,670 14,005,412
2001 52,009,919 37,329,121
8,366,266
6,991,130
2000 47,397,539 15,694,467
3,862,126
7,978
1999 56,202,470
2,840,913
3,189,587
30,269
1998 68,282,088
3,329,392
3,139,347
40,718
1997 71,136,728
4,181,554
2,776,578
79,811
1996 85,394,046
4,509,450
2,459,867
42,560
1995 101,427,897
3,505,041
2,799,964
52,163
1994 114,743,082
3,694,414
2,549,514
68,260
1993 81,573,576
4,493,235
1,153,714
161,432
1992 76,442,064
6,247,120
354,005
69,695
1991 76,384,506
5,976,142
433,686
71,577
1990 80,944,668
6,617,870
218,659
130,313
1989 64,645,248
8,282,314
151,117
226,047
1988 62,250,400
7,548,749
156,597
280,393
1987 108,352,440 18,192,811
498,756
459,081
1986 114,834,854 18,274,774
1,398,800
134,189
1985 90,822,067 12,437,897
2,321,006
92,646
1984 64,356,841
7,006,035
127,049
174,585
1983 10,662,498
2,693,153
6,278
__
64,674,471 16,883,720
__
__
38,085,408 4,284,223
__
__
19,149,997
__ __
__
12,060,836
__
__
__
6,152,766 __ __
__
__
__
__
__
__
__
__ __
__
__
__
__
__
__
8,054
__
__
__
24,519
__
__
__
25,425
__
__
__
31,535
__
__
__
42,781
__
__
__
134,197
__
__
__
158,761
__
__
__
271,077
__
__
__
592,760
__
__
__
724,889
__
__
__ 2,193,121
__
__
__ 3,773,630
45,239
__
__ 4,263,262 107,453
__
__ 4,093,816
__
__
__
656,480
__
__
__
__
__
__ __
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
CBOE % Share
of Total
361,554,039
261,508,989
206,268,418
172,169,58
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
53.3
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
79
OEX® (S&P 100®) Contract Volume and Open Interest
Year
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993 1992
1991
1990
1989 1988 1987 1986 1985 1984 1983 Trading
Days
Total
Contract Volume
Call
Put
252
18,672,964
8,919,153
252
16,426,392
7,993,875
252
14,343,992
6,994,379
252
13,530,159
6,534,139
248
10,399,217
4,840,572
252
15,557,421
7,047,058
252
25,761,292
11,253,040
252
33,425,854
15,458,446
253
36,595,576
17,580,145
254
54,929,246
24,967,860
252
69,633,460
31,416,311
252
81,824,650
36,995,171
253 64,031,944 30,628,988 254 62,427,272 30,600,646 253 63,935,546
32,173,041 253 68,846,535
33,616,840 252 58,371,337 28,716,525 253 57,433,506 30,221,224 253
101,827,077 55,158,010 253 113,151,085 63,392,789 252 90,804,930 55,795,875 253 64,288,445 35,823,507 205 10,595,664 5,145,533 9,753,811
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 74,099
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
265,058
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
2005
2004
2003
2002
2001
Trading
Days
Total
252
252
252
252
123
1,922,543
1,800,574
1,933,355
1,708,074
473,625
Contract Volume
Call
Put
948,157
842,544
962,550
797,153
187,189
Average Daily
Volume
Open
Interest
7,629
7,145
7,672
6,778
3,851
67,358
80,488
78,386
72,902
62,997
974,386
958,030
970,805
910,921
286,436
SPX® (S&P 500®) Contract Volume and Open Interest
Year
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993 1992 1991 1990 1989 1988 1987 1986 1985 1984 1983 Trading
Days
Total
252
252
252
252
248
252
252
252
253
254
252
252
253 254 253 253 252 253 253 253 252 253 127 71,802,558
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 Contract Volume
Call
Put
26,511,165
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 45,291,393
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 284,931
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
6,080,323
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
XSP (Mini S&P 500®) Contract Volume and Open Interest
Year
2005
80
Trading
Days
Total
47
709,820
Contract Volume
Call
Put
382,038
327,782
Average Daily
Volume 15,103
Open
Interest
981,280
DJX (Dow Jones Industrial AverageSM) Contract Volume and Open Interest
Year
2005
2004
2003
2002
2001
2000
1999
1998
1997
Trading
Days
Total
Contract Volume
Call
Put
252
6,887,691
3,540,252
252
7,347,145
3,512,773
252
10,193,708
4,595,606
252 12,114,841 4,141,448 248 8,958,075 2,666,528 252
3,763,077
1,635,695
252
3,319,804
1,015,438
252
4,281,731
1,399,234 61
2,029,938
902,050
Average Daily
Volume Open
Interest
3,347,439
27,332
622,265
3,834,372
29,155
584,402
5,598,102
40,451
603,906
7,973,393 48,075 822,035
6,291,547 36,121 562,428
2,127,382
14,933
223,569
2,304,366 13,174
437,654
2,882,497 16,991
343,556
1,127,888
33,278
464,792
NDX (Nasdaq-100 Index®) Contract Volume and Open Interest
Year
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
Trading
Days
Total
252
252
252
252
248
252
252
252
253
254
252
227
6,341,052
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
Put
2,732,001
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
3,609,051
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 25,163
14,002
6,439
4,750
6,467
9,181
5,442
6,203
8,148
12,662
8,263
5,986
Open
Interest
653,883
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
2005
2004
2003
2002
2001
2000
Trading
Days
Total
Contract Volume
Call
Put
Average Daily
Volume Open
Interest
252
6,157,513
2,760,217
3,397,296
24,435
1,627,837
252
5,503,345
2,498,691
3,004,654
21,839
1,528,121
252
4,034,201
1,798,884
2,235,317
16,009
1,125,454
252
4,993,791
2,506,047
2,487,744
19,817
694,679
248
6,325,335
3,084,290
3,241,045
25,505
589,386 93 1,468,469 756,636 711,740 15,790 268,086 81
RUT (Russell 2000 Index®) Contract Volume and Open Interest
Year
2005
2004
2003
2002
2001 2000
1999
1998
1997
1996
1995
1994
1993 1992 Trading
Days
Total
252
252
252
252
248
252
252
252
253
254
252
252
253 35 1,086,807
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 Contract Volume
Call
Put
402,341
336,085
237,850
156,940
142,733
197,567
414,385
383,124
349,415
179,145
103,557
192,777
233,801 19,869 684,466
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 Open
Interest
4,313
3,530
2,432
1,533
1,311
3,316
3,260
3,477
2,438
1,529
1,258
2,583
1,956 1,145 217,879
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
2005
2004
2003
2002
2001
Trading
Days
Total
252
252
252
252
227
26,337,846
32,628,165
28,081,944
24,052,423
20,314,749
Contract Volume
Call
Put
10,875,082
11,744,724
10,482,751
12,856,006
11,575,444
15,462,764
20,883,441
17,599,193
11,196,417
8,739,305
Average Daily
Volume 104,515
129,477
111,436
95,446
89,492
Open
Interest
7,408,518
11,464,244
9,265,454
6,173,550
3,752,838
DIA (DIAMONDS) Options Contract Volume and Open Interest
Year
2005
2004
2003
2002
Trading
Days
Total
252
252
252
157
9,126,654
8,552,875
9,370,722
4,500,093
Contract Volume
Call
Put
4,430,628
4,113,430
4,020,916
1,598,219
4,696,026
4,439,445
5,349,806
2,901,874
Average Daily
Volume 36,217
33,940
37,185
28,663
Open
Interest
1,356,706
722,145
730,409
274,702
SPY (S&P Depository Receipts) Options Contract Volume and Open Interest
Trading
Contract Volume
Average Daily
Open
Year
Days
Total
Call
Put
2005
2004
247
252
16,195,307
8,552,875
5,841,267
4,113,430
10,354,040
4,439,445
Volume Interest
65,568
33,940
2,537,394
722,145
IWM (iShares Russell 2000 Index Fund) Contract Volume and Open Interest
Year
2005
2004
Trading
Days
Total
252
252
16,223,925
4,938,465
Contract Volume
Call
Put
4,538,810
1,051,638
11,685,115
3,886,827
Average Daily
Volume 64,381
19,597
Open
Interest
2,783,376
705,572
OEF (iShares S&P 100 Index Fund) Contract Volume and Open Interest
Year
2005
2004
2003
2002
2001
82
Trading
Days
Total
252
252
252
252
227
59,421
135,379
171,161
117,376
189,976
Contract Volume
Call
Put
38,300
75,844
105,708
89,415
163,917
21,121
59,535
65,453
27,961
26,059
Average Daily
Volume 236
537
679
466
837
Open
Interest
33,272
67,754
45,337
14,754
6,535
Historical Trading Activity-Interest Rate Options
Total Interest Rate Options Contract Volume
Year
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993 1992 1991 1990 1989 Trading
Days
Total
252
252
252
252
248
252
251
251
250
252
250
250
251
251 251 251 131 Contract Volume
Call
Put
65,626
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 36,839
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 Average Daily
Volume
28,787
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 34,263 260
360
357
172
160
167
170
306
302
374
260
866
257
228
199
246
555
Total Interest Rate Options Open Interest and Dollar Volume
Open Interest in Contracts
Year
Total
Call
Put
Total
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993 1992 1991 1990 1989 7,782
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 4,242
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 3,540
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 $13,968,215
$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 Dollar Volume
Call
Put
$7,655,850
$6,312,365
$17,224,745
$5,126,325
$17,545,615
$7,729,960
$5,470,335
$4,262,275
$3,719,173 $ 6,476,505
$3,085,375
$10,359,186
$3,975,530
$4,065,552
$5,809,911
$8,373,881
$6,856,851
$9,110,084
$10,938,500
$9,400,626
$5,705,651
$5,307,531
$23,835,743
$15,921,426
$5,365,199 $5,858,139
$3,562,920 $3,534,081
$3,075,106 $4,271,233
$4,956,810 $5,821,236
$5,500,884 $6,624,701
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions
Year
Average Premium Per Contract
Total
Call
Put
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993 1992 1991 1990 1989 $213
$247
$279
$225
$258
$314
$189
$185
$211
$216
$169
$183
$174 $124 $147 $174 $167 $208
$306
$290
$237
$221
$196
$204
$132
$179
$216
$146
$220
$164 $111 $115 $183 $143 $219
$149
$258
$211
$285
$387
$177
$257
$244
$216
$204
$147
$184 $140 $184 $167 $193 Average Contracts Per Trade
Total
Call
Put
11.4
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 8.4
20.8
7.8
14.4
9.1
11.1
11.4
15.9
12.2
12.6
12.9
36.2
16.0
17.0
26.6
23.8
21.1
30.3
18.1
19.9
15.5
20.6
24.2
29.3
20.6 28.9
26.0 20.9
17.1 11.7
17.9 16.5
15.9 12.8
83
The information and data in this document was obtained from sources believed to be reliable, but accuracy is not guaranteed.
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