2006
Market Statistics
Table of Contents
INTEREST RATE OPTIONS - 2006
Total CBOE Options Trading Summary ..................................................................1
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 ..............................................................................106-107
IRX Options ....................................................................................................108-109
FVX Options ....................................................................................................110-111
TNX Options ...................................................................................................112-113
TYX Options ....................................................................................................114-115
EQUITY OPTIONS - 2006
Historical Trading Activity
CBOE TRADING ACTIVITY - 2006
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 ....................................................................8-24
CBOE Equity Options Volume .............................................................................25-56
CBOE Top 100 Equity Options Ranked By Volume ................................................57-58
CASH INDEX OPTIONS - 2006
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Cash Index Options Launch Dates ......................................................................59
Most Active Cash Indexes-2006.........................................................................60-61
Total Cash Index Options ...................................................................................62
Total Cash Index Options Contract Volume By Exchange.......................................63
Total Cash Index FLEX (NDX, RUT, SPX, MVR)......................................................64-65
SPX® (S&P 500®) ..............................................................................................66-67
XSP® (Mini-S&P 500® Index) ..............................................................................68-69
OEX® (S&P 100®) ..............................................................................................70-71
XEO® (S&P 100® European Style) .......................................................................72-73
DJX (Dow Jones Industrial AverageSM) ................................................................74-75
NDX (Nasdaq-100 Index®) .................................................................................76-77
MNX (Mini Nasdaq-100 Index®) .........................................................................78-79
RUT (Russell 2000® Index) ................................................................................80-81
VIX (CBOE S&P 500 Volatility Index).....................................................................82-83
Other Cash Index Option Products ......................................................................84-85
Other Cash Index Options Contract Volume Detail ................................................86-88
ALL OPTIONS
Total CBOE Options Contract Volume ................................................................116
Total CBOE Options Year-End Open Interest and Dollar Volume...........................117
Total CBOE Options Average Premium
Per Contract, and Average Contracts Per Trade ...........................................118
Total CBOE Options Contract Volume-All Options ...............................................119
Total Options Contract Volume By Exchange......................................................120
EQUITY OPTIONS
Equity Options Contract Volume ........................................................................121
Equity Options Open Interest and Dollar Volume.................................................122
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ...............................................................123
Equity Options Contract Volume By Exchange ....................................................124
Equity LEAPS Contract Volume and Open Interest ..............................................125
CASH INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Cash Index Contract Volume.....................................................................126
Total Cash Index Option Open Interest and Dollar Volume...................................127
Total Cash Index Option Average Premium Per Contract
and Average Contracts Per Trade ...............................................................128
OEX® (S&P 100®) ...........................................................................................129
XEO® (S&P 100® European Style) .....................................................................129
SPX® (S&P 500®) ...........................................................................................130
XSP® (Mini-S&P 500®).....................................................................................130
DJX (Dow Jones Industrial AverageSM) ..............................................................131
NDX (Nasdaq-100 Index®) ..............................................................................131
MNX® (Mini Nasdaq-100 Index®) .....................................................................131
RUT (Russell 2000® Index) .............................................................................132
VIX (CBOE S&P 500 Volatility Index®) ................................................................132
EXCHANGE TRADED FUNDS OPTIONS
EXCHANGE TRADED FUNDS OPTIONS – 2006
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Exchange Traded Funds-2006............................................................................89
Most Active Exchange Traded Funds ...................................................................90
Total Exchange Traded Funds Options ................................................................91
Total Exchange Traded Funds Options Contract Volume By Exchange....................92
Total Exchange Traded Funds FLEX (DIA, QQQQ, SPY)………… ................ ……93-94
QQQQ (Nasdaq 100® Shares) .............................................................................95
DIA (DIAMONDS®)..............................................................................................96
SPY (S&P Depository Receipts)............................................................................97
IWM (iShares Russell 2000® Index Fund) ............................................................98
Other Exchange Traded Funds Option Products ...................................................99-100
Other Exchange Traded Funds Options Contract Volume Detail ...........................101-105
(Each listing includes Contract Volume and Open Interest)
Total Exchange Traded Funds Contract Volume..................................................133
Total Exchange Traded Funds Option Open Interest and Dollar Volume................133
Total Exchange Traded Funds Option Average Premium Per Contract
and Average Contracts Per Trade ...............................................................133
QQQQ (Nasdaq 100® Shares) ...........................................................................134
DIA (DIAMONDS®)............................................................................................134
SPY (S&P Depository Receipts) .........................................................................134
IWM (iShares Russell 2000® Index Fund) ..........................................................134
Total Cash Index and Exchange Traded Funds
Options Contract Volume By Exchange ..............................................................135
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume ......................................................136
Total Interest Rate Options Open Interest and Dollar Volume...............................136
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions............................................137
CBOE TRADING ACTIVITY - 2006
Total CBOE Options Trading Summary
Call
No. of Contracts
Average Daily Volume
Dollar Volume
Open Interest
Transactions
Month
Trading
Days
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
20
19
23
19
22
22
20
23
20
22
21
20
251
Put
354,565,882
1,412,613
$176,160,342,105
121,058,989
23,659,794
Call
Total
320,169,466
674,735,348
1,275,576
2,688,189
$135,516,054,019 $311,676,396,124
105,343,113
226,402,102
13,685,908
37,345,702
Contract Volume
Put
30,475,177
24,776,407
30,778,364
27,691,782
34,307,962
30,716,594
26,349,145
28,173,920
26,970,665
33,527,609
32,137,325
28,660,932
354,565,882
CHICAGO BOARD OPTIONS EXCHANGE
23,417,056
20,574,492
24,269,851
22,954,225
36,214,546
32,222,050
26,902,871
26,332,519
25,527,266
29,755,019
27,690,178
24,309,393
320,169,466
Total
53,892,233
45,350,899
55,048,215
50,646,007
70,522,508
62,938,644
53,252,016
54,506,439
52,497,931
63,282,628
59,827,503
52,970,325
674,735,348
Average Daily
Total
2,694,612
2,386,889
2,393,401
2,665,579
3,205,569
2,860,847
2,662,601
2,369,845
2,624,897
2,876,483
2,848,929
2,648,516
2,688,189
Page 1
Call
75,981,391
82,283,903
88,016,213
95,815,974
106,503,248
109,012,254
107,748,572
111,258,765
114,884,275
119,543,627
123,934,698
121,058,989
--
Open Interest
Put
64,162,630
68,501,543
73,907,168
79,572,936
88,125,187
88,877,094
88,399,611
93,143,243
98,330,111
102,837,667
108,999,764
105,343,113
--
Total
140,144,021
150,785,446
161,923,381
175,388,910
194,628,435
197,889,348
196,148,183
204,402,008
213,214,386
222,381,294
232,934,462
226,402,102
--
Total Dollar
Volume
$23,096,530,215
$19,902,290,232
$30,834,499,679
$19,659,814,788
$31,178,896,775
$38,864,776,423
$22,326,910,054
$20,493,523,612
$26,053,676,084
$24,895,124,275
$25,354,493,049
$29,015,860,938
$311,676,396,124
2006 MARKET STATISTICS
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
23
19
22
22
20
23
20
22
21
20
251
Average Premium Per Contract
Call
Put
Total
$469
$376
$429
$447
$429
$439
$649
$448
$560
$436
$331
$388
$420
$463
$442
$598
$636
$618
$367
$470
$419
$389
$362
$376
$570
$419
$496
$447
$333
$393
$507
$327
$424
$653
$424
$548
$497
$423
$462
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
14
21
17
13
20
16
15
21
17
14
21
16
15
25
19
17
26
20
15
23
18
16
23
18
15
24
19
15
25
19
16
25
19
16
26
19
15
23
18
Page 2
Call
2,157,491
1,850,318
2,107,424
2,038,684
2,282,242
1,855,597
1,758,340
1,795,106
1,756,513
2,178,123
2,073,258
1,806,698
23,659,794
Transactions
Put
1,094,340
1,032,153
1,156,836
1,076,324
1,421,812
1,246,378
1,170,712
1,163,123
1,059,740
1,214,155
1,113,395
936,940
13,685,908
Total
3,251,831
2,882,471
3,264,260
3,115,008
3,704,054
3,101,975
2,929,052
2,958,229
2,816,253
3,392,278
3,186,653
2,743,638
37,345,702
2006 MARKET STATISTICS
Total CBOE Options Contract Volume - All Options
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Total
Volume
53,892,233
45,350,899
55,048,215
50,646,007
70,522,508
62,938,644
53,252,016
54,506,439
52,497,931
63,282,628
59,827,503
52,970,325
674,735,348
Equity
Volume
35,021,674
28,038,604
32,936,647
32,304,107
37,147,481
30,346,986
28,827,574
30,292,653
30,100,372
38,416,714
35,841,571
31,383,194
390,657,577
Cash Index
Volume
11,483,323
10,212,719
11,324,484
10,473,119
17,531,350
16,440,726
12,945,842
12,917,002
12,612,283
14,330,724
14,406,658
12,897,119
157,575,349
ETF
Interest Rate
Volume
Volume
7,386,102
1,134
7,097,472
2,104
10,784,123
2,961
7,865,842
2,939
15,840,912
2,765
16,147,972
2,960
11,477,637
963
11,295,307
1,477
9,784,757
519
10,533,398
1,792
9,578,703
571
8,688,867
1,145
126,481,092
21,330
Total Options Contract Volume By Exchange
Month
CBOE
Jan
53,892,233
Feb
45,350,899
Mar
55,048,215
Apr
50,646,007
May
70,522,508
Jun
62,938,644
Jul
53,252,016
Aug
54,506,439
Sep
52,497,931
Oct
63,282,628
Nov
59,827,503
Dec
52,970,325
Total 674,735,348
AMEX
17,714,452
14,083,311
16,985,706
14,651,027
18,873,998
16,707,670
14,749,681
15,434,355
15,619,783
19,120,478
17,503,372
15,601,912
197,045,745
CHICAGO BOARD OPTIONS EXCHANGE
BOX
9,695,716
7,063,152
7,707,192
7,882,046
9,780,509
8,045,070
7,713,672
7,073,972
7,204,622
8,142,117
7,655,596
6,426,938
94,390,602
PHLX
22,630,544
17,800,889
21,111,193
20,142,462
25,463,308
20,742,888
19,412,380
20,877,551
21,369,090
27,112,303
27,436,775
29,028,634
273,128,017
PCX
20,417,833
13,919,452
14,112,192
13,310,595
17,167,259
13,727,132
13,586,094
15,452,941
15,009,431
17,399,083
19,788,453
22,695,891
196,586,356
Page 3
ISE
TOTAL
CBOE Share
53,842,568
178,193,346
30%
44,770,240
142,987,943
32%
49,202,312
164,166,810
34%
45,210,726
151,842,863
33%
57,906,633
199,714,215
35%
48,587,820
170,749,224
37%
45,900,015
154,613,858
34%
47,105,644
160,450,902
34%
47,264,410
158,965,267
33%
56,288,630
191,345,239
33%
52,714,471
184,926,170
32%
43,168,049
169,891,749
31%
591,961,518 2,027,847,586
33%
2006 MARKET STATISTICS
EQUITY OPTIONS - 2006
Equity Options Contract Volume
During 2006, 391 million equity contracts were traded on the CBOE, representing
options on 39.1 billion shares of underlying stock.
Trading
Contract Volume
Average Daily
Month
Days
Call
Put
Total
Volume
Jan
20
22,796,929
12,224,745
35,021,674
1,751,084
Feb
19
17,711,083
10,327,521
28,038,604
1,475,716
Mar
23
20,551,767
12,384,880
32,936,647
1,432,028
Apr
19
20,551,483
11,752,624
32,304,107
1,700,216
May
22
22,949,382
14,198,099
37,147,481
1,688,522
Jun
22
18,322,814
12,024,172
30,346,986
1,379,408
Jul
20
17,259,720
11,567,854
28,827,574
1,441,379
Aug
23
18,153,705
12,138,948
30,292,653
1,317,072
Sep
20
18,126,340
11,974,032
30,100,372
1,505,019
Oct
22
23,614,515
14,802,199
38,416,714
1,746,214
Nov
21
22,558,450
13,283,121
35,841,571
1,706,741
Dec
20
19,856,716
11,526,478
31,383,194
1,569,160
Total
251
242,452,904 148,204,673
390,657,577
1,556,405
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 2006, open interest in equity options on CBOE was 187,953,281 contracts.
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
64,964,983
70,343,785
75,932,921
82,700,799
90,856,448
92,935,366
91,026,231
94,363,813
98,485,846
101,995,896
106,102,878
105,349,889
--
Open Interest
Put
48,135,684
51,605,960
55,578,495
59,900,165
65,162,951
66,060,466
65,724,980
69,128,509
73,582,416
77,062,438
81,897,120
82,603,392
--
Total
Call
113,100,667 $7,807,967,221
121,949,745 $4,627,851,890
131,511,416 $6,650,262,713
142,600,964 $5,858,285,297
156,019,399 $5,824,442,603
158,995,832 $4,129,426,845
156,751,211 $3,776,468,344
163,492,322 $3,715,506,816
172,068,262 $4,247,187,366
179,058,334 $6,404,012,671
187,999,998 $7,026,184,592
187,953,281 $6,431,484,670
-$66,499,081,029
CHICAGO BOARD OPTIONS EXCHANGE
Dollar Volume
Put
$2,325,955,341
$3,068,158,708
$3,282,272,779
$2,108,570,148
$3,282,638,280
$3,223,552,269
$2,659,684,380
$2,730,172,720
$2,525,502,621
$2,972,105,395
$2,115,632,831
$2,266,131,665
$32,560,377,135
Page 4
Total
$10,133,922,561
$7,696,010,599
$9,932,535,492
$7,966,855,445
$9,107,080,882
$7,352,979,114
$6,436,152,724
$6,445,679,536
$6,772,689,987
$9,376,118,066
$9,141,817,423
$8,697,616,335
$99,059,458,164
2006 MARKET STATISTICS
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
$343
$190
$289
$261
$297
$274
$324
$265
$302
$285
$179
$247
$254
$231
$245
$225
$268
$242
$219
$230
$223
$205
$225
$213
$234
$211
$225
$271
$201
$244
$311
$159
$255
$324
$197
$277
$274
$220
$254
Call
12
12
13
12
12
13
13
13
13
13
13
13
13
Average Contracts Per Trade
Put
Total
19
14
18
13
19
15
21
14
28
16
27
17
22
15
21
16
23
16
23
16
23
16
24
16
22
15
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 26% of all equity options trading in 2006.
At year-end there were 1,906 listed equity options at CBOE.
Cleared Equity Options Volume
Month
CBOE
AMEX
PHLX
PCX
ISE
Jan
35,021,674
14,068,278
20,018,811
18,975,309
46,361,108
Feb
28,038,604
10,758,637
15,403,818
12,317,199
38,220,007
Mar
32,936,647
12,261,992
17,603,304
12,001,609
40,984,568
Apr
32,304,107
11,289,527
17,701,411
11,942,009
38,502,233
May
37,147,481
12,555,168
21,009,441
14,048,336
45,869,684
Jun
30,346,986
10,817,523
16,439,121
10,364,755
36,171,158
Jul
28,827,574
9,728,254
16,274,931
10,505,329
36,187,674
Aug
30,292,653
10,642,325
18,222,625
12,908,588
38,030,193
Sep
30,100,372
11,125,723
17,165,936
12,204,827
37,270,022
Oct
38,416,714
14,502,535
22,845,632
15,372,583
46,487,776
Nov
35,841,571
12,660,727
24,603,176
17,981,360
44,337,859
Dec
31,383,194
11,447,345
24,501,459
19,899,394
35,762,342
Total
390,657,577 141,858,034 231,789,665
168,521,298
484,184,624
CHICAGO BOARD OPTIONS EXCHANGE
Page 5
Call
1,841,807
1,539,775
1,615,307
1,752,875
1,856,277
1,369,260
1,378,871
1,387,613
1,419,060
1,800,410
1,722,548
1,490,689
19,174,493
Transactions
Put
640,537
582,084
652,186
562,297
501,486
442,622
521,205
565,042
516,683
637,962
586,971
478,756
6,687,831
Total
2,482,344
2,121,859
2,267,494
2,315,172
2,357,762
1,811,882
1,900,076
1,952,655
1,935,743
2,438,372
2,309,518
1,969,445
25,862,324
CBOE
BOX
TOTAL Market Share
8,259,887
142,705,067
25%
6,025,758
110,764,023
25%
6,310,677
122,098,797
27%
6,639,447
118,378,734
27%
8,039,877
138,669,987
27%
6,285,181
110,424,724
27%
6,267,808
107,791,570
27%
5,779,292
115,875,676
26%
5,820,909
113,687,789
26%
6,607,936
144,233,176
27%
6,197,724
141,622,417
25%
5,245,663
128,239,397
24%
77,480,159 1,494,491,357
26%
2006 MARKET STATISTICS
Equity LEAPS (Long-term Equity AnticiPation Securities) Contract Volume, Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
3,467,522
2,395,545
2,961,441
2,740,107
3,392,600
2,145,876
1,426,704
1,123,751
1,339,509
1,810,526
1,923,254
2,244,644
26,971,479
Contract Volume
Put
1,832,307
1,557,856
2,174,318
1,933,714
2,276,217
1,804,510
781,373
745,946
856,556
1,298,611
1,160,934
1,263,751
17,686,093
Total
5,299,829
3,953,401
5,135,759
4,673,821
5,668,817
3,950,386
2,208,077
1,869,697
2,196,065
3,109,137
3,084,188
3,508,395
44,657,572
Average Daily
Volume
264,991
208,074
223,294
245,991
257,674
179,563
110,404
81,291
109,803
141,324
146,866
175,420
177,919
Open Interest in Contracts
Call
Put
Total
6,525,167
5,425,053
11,950,220
7,863,812
6,294,490
14,158,302
9,583,248
7,403,256
16,986,504
10,871,957
8,502,199
19,374,156
13,404,519
10,036,751
23,441,270
15,299,550
11,306,661
26,606,211
16,509,360
12,118,200
28,627,560
18,204,612
13,732,387
31,936,999
20,089,365
15,591,132
35,680,497
22,594,747
17,737,123
40,331,870
25,507,814
19,879,149
45,386,963
28,754,537
22,285,287
51,039,824
----
Dollar Volume
Total
$2,703,813,332
$1,850,459,202
$2,127,531,904
$1,797,956,611
$2,116,427,972
$1,672,969,249
$971,441,868
$883,831,397
$1,044,058,620
$1,545,407,906
$1,620,557,457
$1,496,695,532
$19,831,151,050
Equity LEAPS Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Average Premium Per Contract
Call
Put
Total
$570
$397
$510
$504
$414
$468
$442
$377
$414
$435
$314
$385
$404
$328
$373
$483
$353
$423
$450
$421
$440
$520
$401
$473
$535
$382
$475
$589
$369
$497
$634
$345
$525
$482
$328
$427
$497
$364
$444
CHICAGO BOARD OPTIONS EXCHANGE
Call
19
15
15
15
16
18
16
14
16
17
17
18
16
Average Contracts Per Trade
Put
23
24
28
27
26
33
20
22
23
28
23
25
26
Page 6
Total
20
17
19
18
19
23
17
16
18
20
19
20
19
Call
186,345
162,902
197,257
183,942
210,476
120,325
88,835
80,087
84,643
108,951
115,918
127,340
1,667,021
Transactions
Put
78,684
65,117
77,277
71,410
86,545
54,834
39,566
34,113
37,429
46,800
49,751
50,049
691,575
Total
265,029
228,019
274,534
255,352
297,021
175,159
128,401
114,200
122,072
155,751
165,669
177,389
2,358,596
2006 MARKET STATISTICS
Equity FLEX (Flexible EXchange) Options Contract Volume, Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Contract Volume
Average Daily
Call
Put
Total
Total
76,146 106,388 182,534
9,127
46,722
14,175
60,897
3,205
87,983
20,115 108,098
4,700
53,515
59,196 112,711
5,932
89,158
61,690 150,848
6,857
80,385
60,130 140,515
6,387
83,382
76,158 159,540
7,977
55,416
31,321
86,737
3,771
23,933 144,829 168,762
8,438
139,484 284,717 424,201
19,282
55,049
94,334 149,383
7,113
62,531 203,375 265,906
13,295
853,704 1,156,428 2,010,132
8,008
Call
535,507
522,181
559,770
570,711
563,454
571,016
542,463
594,946
695,669
1,357,668
1,215,779
571,232
--
Open Interest
Put
387,542
383,377
394,531
412,440
382,093
373,300
422,304
396,289
506,816
503,784
479,915
361,031
--
Total Dollar
Total
Volume
923,049
$72,726,790
905,558
$18,782,860
954,301
$99,622,025
983,151
$98,118,700
945,547
$287,701,000
944,316
$103,475,475
964,767
$151,611,285
991,235
$60,632,740
1,202,485
$38,986,815
1,861,452
$457,445,985
1,695,694
$110,181,965
932,263
$205,949,410
-$1,705,235,050
Equity FLEX 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
23
19
22
22
20
23
20
22
21
20
251
Average Premium Per Contract
Call
Put
Total
$424
$380
$398
$303
$326
$308
$1,092
$178
$922
$1,626
$188
$871
$3,086
$204
$1,907
$1,018
$360
$736
$724
$1,198
$950
$265
$1,467
$699
$258
$227
$231
$136
$1,540
$1,078
$1,483
$303
$738
$131
$973
$775
$909
$803
$848
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
508
291
354
316
302
312
667
559
643
478
1,057
671
594
685
629
693
485
585
587
560
574
423
653
485
269
2,414
1,133
1,011
2,791
1,768
500
1,626
889
344
779
600
534
836
674
Page 7
Call
150
148
132
112
150
116
142
131
89
138
110
182
1,600
Transactions
Put
365
47
36
56
90
124
136
48
60
102
58
261
1,383
Total
515
195
168
168
240
240
278
179
149
240
168
443
2,983
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
Standard
Symbol
COMS
MMM
KDE
NDN
ABAX
ABT
ANF
ABGX
ABMD
ABBI
ACN
LEND
ACE
ACGY
ATVI
ADPT
ADCT
ADBE
EYE
AMD
ANX
AES
AET
ACS
AMG
AFFX
AFL
AG
AGR
A
AEM
APD
AYR
AAI
AKS
AKAM
ALDN
APCS
AL
ALU
AA
ACL
ALXN
AYE
ATI
AGN
AB
ATK
AW
ALD
MDRX
ALL
AT
ALTR
MO
ALVR
AMZN
ABK
DOX
AMED
AMX
AXL
ACLI
AEOS
Contract Volume
Total
Call
89,452
83,344
65,040
32,149
32
11
3,229
2,620
3,159
2,931
46,276
27,663
22,573
10,640
1,031
826
313
261
7,852
5,634
8,579
4,178
25,517
15,660
712
474
246
206
45,287
42,254
885
815
18,075
11,885
17,174
10,572
3,546
2,439
252,847
165,969
10,686
2,355
20,473
9,535
48,267
25,770
1,927
1,641
8,655
4,161
7,263
4,644
762
566
318
270
4,122
3,844
15,524
11,152
24,155
19,038
27,772
13,528
103
46
5,284
4,779
45,830
32,434
35,249
28,347
1,005
489
31
26
10,850
8,828
26,076
22,408
95,910
62,584
3,699
1,641
18,902
16,869
3,469
2,448
32,624
22,266
3,581
1,803
18
18
1,708
1,046
12,519
9,389
6,504
3,869
4,020
2,873
54,746
23,045
21,258
16,774
16,888
7,555
860,666
643,851
11,785
10,270
101,712
46,243
1,086
217
2,470
1,962
1,654
1,080
37,049
18,202
72,615
8,345
599
479
14,844
9,613
Stock
3Com Corporation
3M Company
4Kids Entertainment, Inc.
99 Cents Only Stores
Abaxis, Inc.
Abbott Laboratories
Abercrombie & Fitch Company
Abgenix, Inc.
ABIOMED, Inc.
Abraxis BioScience, Inc.
Accenture Ltd.-CL A
Accredited Home Lenders Holding Company
ACE, Ltd.
Acergy S.A.
Activision, Inc.
Adaptec, Inc.
ADC Telecommunications, Inc.
Adobe Systems, Inc.
Advanced Medical Optics, Inc.
Advanced Micro Devices, Inc.
ADVENTRX Pharmaceuticals, Inc.
AES Corporation
Aetna, Inc.
Affiliated Computer Services, Inc.
Affiliated Managers Group, Inc.
Affymetrix, Inc.
AFLAC Incorporated
AGCO Corporation
Agere Systems, Inc.
Agilent Technologies, Corporation
Agnico-Eagle Mines Ltd.
Air Products & Chemicals, Inc.
Aircastle Limited
Airtran Holdings, Inc.
AK Steel Holding Corporation
Akamai Technologies, Inc.
Aladdin Knowledge Systems Ltd.
Alamosa Holdings, Inc. (New)
Alcan, Inc.
Alcatel-Lucent
ALCOA, Inc.
Alcon, Inc.
Alexion Pharmaceuticals, Inc.
Allegheny Energy, Inc.
Allegheny Technologies, Inc.
Allergan, Inc.
AllianceBernstein Holding L.P.
Alliant Techsystems, Inc.
Allied Waste Industries, Inc.
Alllied Capital Corporation
Allscripts Healthcare Solutions, Inc.
Allstate Corporation (The)
ALLTEL Corporation
Altera Corporation
Altria Group, Inc.
Alvarion Limited
Amazon.Com, Inc.
AMBAC, Inc.
Amdocs Ltd.
Amedisys, Inc.
America Movil S.A.B. de C.V.
American Axle & Manufacturing Holdings, Inc.
American Commercial Lines
American Eagle Outfitters, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 8
Put
6,108
32,891
21
609
228
18,613
11,933
205
52
2,218
4,401
9,857
238
40
3,033
70
6,190
6,602
1,107
86,878
8,331
10,938
22,497
286
4,494
2,619
196
48
278
4,372
5,117
14,244
57
505
13,396
6,902
516
5
2,022
3,668
33,326
2,058
2,033
1,021
10,358
1,778
0
662
3,130
2,635
1,147
31,701
4,484
9,333
216,815
1,515
55,469
869
508
574
18,847
64,270
120
5,231
Average Daily Volume
Total
Call
Put
356
332
24
259
128
131
0
0
0
13
10
2
13
12
1
184
110
74
90
42
48
4
3
1
1
1
0
31
22
9
34
17
18
102
62
39
3
2
1
1
1
0
180
168
12
4
3
0
72
47
25
68
42
26
14
10
4
1,007
661
346
43
9
33
82
38
44
192
103
90
8
7
1
34
17
18
29
19
10
3
2
1
1
1
0
16
15
1
62
44
17
96
76
20
111
54
57
1
0
1
21
19
2
183
129
53
140
113
27
4
2
2
0
0
0
43
35
8
104
89
15
382
249
133
15
7
8
75
67
8
14
10
4
130
89
41
14
7
7
0
0
0
7
4
3
50
37
12
26
15
10
16
11
5
218
92
126
85
67
18
67
30
37
3,429
2,565
864
47
41
6
405
184
221
4
1
3
10
8
2
7
4
2
148
73
75
289
33
256
2
2
0
59
38
21
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
Standard
Symbol
AEP
AXP
AIG
AOB
APCC
ASD
AMSC
AMT
ACF
ABC
AMGN
AMKR
AMR
AMLN
APC
ADI
ANDW
ADRX
ANPI
AU
BUD
NLY
ANN
AGEN
AOC
APA
SIL
APOL
AAPL
CRA
ABI
AMAT
AHG
AQNT
MT
ACI
ADM
ARNA
ARIA
AH
ARRS
ASA
ASH
ASML
AIZ
AZN
T
AGIX
ATPG
ATW
AUDC
ADSK
ADP
AN
AZO
AVNR
AV
AVY
AVII
AVID
CAR
AVT
AVP
BIDU
Contract Volume
Total
Call
5,118
1,701
124,867
97,710
156,886
68,177
3,746
3,183
8,196
5,409
2,269
926
4,699
3,999
88,133
16,254
4,169
1,798
1,602
889
108,232
64,300
24,178
14,914
242,371
122,519
52,444
43,630
46,721
30,061
13,803
11,647
8,054
3,681
8,401
4,922
2,996
1,043
5,285
3,173
66,557
46,728
7,433
3,777
3,439
2,509
4,108
3,482
5,180
3,712
47,958
30,614
27,956
17,266
16,174
8,553
313,048
179,709
5,232
3,620
1,379
1,107
67,888
39,084
2,396
1,852
1,436
672
50,071
19,640
22,408
15,769
76,214
53,430
1,974
1,105
11,329
10,345
13,542
12,263
682
527
6,197
5,427
5,323
3,354
5,097
4,045
902
616
4,891
3,401
171,883
113,801
77,165
64,980
1,517
1,322
98
58
996
457
2,001
1,239
35,737
32,280
5,200
4,522
6,874
4,482
19,617
11,659
11,382
8,558
820
460
1,860
1,417
5,823
3,457
104,303
66,545
30
20
5,009
3,575
779
414
Stock
American Electric Power Company, Inc.
American Express Company
American International Group, Inc.
American Oriental Bioengineering, Inc.
American Power Conversion Corporation
American Standard Companies, Inc.
American Superconductor Corp.
American Tower Corporation CLA
AmeriCredit Corporation
AmerisourceBergen Corporation
Amgen, Inc.
Amkor Technology, Inc.
AMR Corporation
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
Analog Devices, Inc.
Andrew Corporation
Andrx Corp.
Angiotech Pharmaceuticals, Inc.
AngloGold Ashanti Limited ADS
Anheuser-Busch Companies, Inc.
Annaly Capital Management, Inc.
AnnTaylor Stores Corporation
Antigenics, Inc.
AON Corporation
Apache Corporation
Apex Silver Mines Limited
Apollo Group, Inc.
Apple, Inc.
Applera Corp. - Celera Genomics Group
Applera Corporation-Applied Biosystems Group
Applied Materials, Inc.
Apria Healthcare Group Incorporated
aQuantive, Inc.
Arcelor Mittal
Arch Coal, Inc.
Archer-Daniels-Midland Company
Arena Pharmaceuticals. Inc.
ARIAD Pharmaceuticals, Inc.
Armor Holdings, Inc.
Arris Group, Inc.
ASA Limited
Ashland, Inc.
ASM Holding N.V.
Assurant, Inc.
AstraZeneca plc ADS
AT&T Corporation
AtheroGenics, Inc.
ATP Oil & Gas Corporation
Atwood Oceanics, Inc.
AudioCodes Ltd.
Autodesk, Inc.
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
Avanir Pharmaceuticals
Avaya, Inc.
Avery Dennison Corporation
AVI BioPharma, Inc. (New)
Avid Technology, Inc.
Avis Budget Group, Inc.
Avnet, Inc.
Avon Products, Inc.
Baidu.com
CHICAGO BOARD OPTIONS EXCHANGE
Page 9
Put
3,417
27,157
88,709
563
2,787
1,343
700
71,879
2,371
713
43,932
9,264
119,852
8,814
16,660
2,156
4,373
3,479
1,953
2,112
19,829
3,656
930
626
1,468
17,344
10,690
7,621
133,339
1,612
272
28,804
544
764
30,431
6,639
22,784
869
984
1,279
155
770
1,969
1,052
286
1,490
58,082
12,185
195
40
539
762
3,457
678
2,392
7,958
2,824
360
443
2,366
37,758
10
1,434
365
Average Daily Volume
Total
Call
Put
20
7
14
497
389
108
625
272
353
15
13
2
33
22
11
9
4
5
19
16
3
351
65
286
17
7
9
6
4
3
431
256
175
96
59
37
966
488
477
209
174
35
186
120
66
55
46
9
32
15
17
33
20
14
12
4
8
21
13
8
265
186
79
30
15
15
14
10
4
16
14
2
21
15
6
191
122
69
111
69
43
64
34
30
1,247
716
531
21
14
6
5
4
1
270
156
115
10
7
2
6
3
3
199
78
121
89
63
26
304
213
91
8
4
3
45
41
4
54
49
5
3
2
1
25
22
3
21
13
8
20
16
4
4
2
1
19
14
6
685
453
231
307
259
49
6
5
1
0
0
0
4
2
2
8
5
3
142
129
14
21
18
3
27
18
10
122
72
49
45
34
11
3
2
1
8
6
2
23
14
9
416
265
150
0
0
0
20
14
6
4
2
2
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
Standard
Symbol
BHI
BLL
BLDP
BYI
BBD
BAC
BK
BCR
BKS
ABX
BOL
BAX
BBT
BEAS
BSC
BZH
BBBY
BMS
BBY
BHP
BIIB
BMRN
BMET
PDLI
BPA
BIOS
BSTE
BVF
BSG
BJS
BDK
HRB
BBI
NILE
BMC
BA
BGP
BWA
BORL
BSX
BOW
BYD
BP
BMY
BRCM
BRCD
BAM
BC
BBW
BG
BNI
BOBJ
CHRW
CA
CVC
COG
CDNS
CPNLQ
CCJ
CAM
CPB
COF
CPST
CAH
Contract Volume
Total
Call
14,198
8,670
3,164
2,371
7,153
5,388
1,186
949
91
39
334,955
245,706
7,452
5,975
1,373
1,187
1,502
958
70,335
38,520
20,870
9,969
8,219
5,805
4,339
2,977
29,929
27,598
22,652
9,980
31,635
13,604
15,593
9,127
363
236
66,960
27,022
9,591
7,339
29,203
18,040
2,320
1,368
10,481
4,821
8,698
7,272
613
436
587
506
4,681
2,563
12,299
10,032
263
242
21,940
12,207
8,574
7,356
10,238
6,480
51,685
39,001
1,254
798
3,304
2,392
68,419
31,166
129,586
64,151
379
220
990
753
286,222
240,411
22,349
8,349
8,755
5,465
21,835
13,276
149,549
90,075
83,154
58,733
417,667
397,350
712
712
10,004
8,248
180
130
1,690
1,243
10,136
6,288
532
426
442
241
32,351
19,273
130,784
57,691
1,344
652
3,046
1,920
38,175
8,225
63,033
46,634
4,524
3,470
1,013
678
34,219
18,604
4,908
3,447
11,013
6,442
Stock
Baker Hughes Incorporated
Ball Corporation
Ballard Power Systems, Inc.
Bally Technologies, Inc.
Banco Bradesco
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.
BB&T Corporation
BEA Systems, Inc.
Bear Stearns Companies, Inc. (The)
Beazer Homes USA, Inc.
Bed Bath & Beyond, Inc.
Bemis Company
Best Buy Co., Inc.
BHP Billiton Limited
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
Blue Nile, Inc.
BMC Software, Inc.
Boeing Company (The)
Borders Group, Inc.
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
Brookfield Asset Management, Inc.
Brunswick Corporation
Build-A-Bear-Workshop
Bunge Limited
Burlington Northern Santa Fe Corporation
Business Objects S.A. ADR
C H Robinson Worldwide, Inc.
CA, Inc.
Cablevision Systems Corporation
Cabot Oil & Gas Corp.
Cadence Design Systems, Inc.
Calpine Corporation
Cameco Corporation
Cameron International Corporation
Campbell Soup Company
Capital One Financial Corporation
Capstone Turbine Corporation (New)
Cardinal Health, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 10
Put
5,528
793
1,765
237
52
89,249
1,477
186
544
31,815
10,901
2,414
1,362
2,331
12,672
18,031
6,466
127
39,938
2,252
11,163
952
5,660
1,426
177
81
2,118
2,267
21
9,733
1,218
3,758
12,684
456
912
37,253
65,435
159
237
45,811
14,000
3,290
8,559
59,474
24,421
20,317
0
1,756
50
447
3,848
106
201
13,078
73,093
692
1,126
29,950
16,399
1,054
335
15,615
1,461
4,571
Average Daily Volume
Total
Call
Put
57
35
22
13
9
3
28
21
7
5
4
1
1
0
0
1,334
979
356
30
24
6
5
5
1
6
4
2
280
153
127
83
40
43
33
23
10
17
12
5
119
110
9
90
40
50
126
54
72
62
36
26
1
1
1
267
108
159
38
29
9
116
72
44
9
5
4
42
19
23
35
29
6
2
2
1
2
2
0
19
10
8
49
40
9
1
1
0
87
49
39
34
29
5
41
26
15
206
155
51
5
3
2
13
10
4
273
124
148
516
256
261
2
1
1
4
3
1
1,140
958
183
89
33
56
35
22
13
87
53
34
596
359
237
331
234
97
1,664
1,583
81
3
3
0
40
33
7
1
1
0
7
5
2
40
25
15
2
2
0
2
1
1
129
77
52
521
230
291
5
3
3
12
8
4
152
33
119
251
186
65
18
14
4
4
3
1
136
74
62
20
14
6
44
26
18
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
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
Standard
Symbol
CECO
CMX
CCL
CAT
CBRL
CBS
CHINA
CDWC
CLS
CELG
CEGE
CX
CTX
CENX
CTL
CEPH
CPHD
CRDN
CHTR
CHKP
CKFR
LNG
CHK
CVX
CBI
CME
PLCE
CBAK
CMED
CQB
CHIR
CB
RIO
CIEN
CI
XEC
CC
CRUS
CSCO
CIT
C
CZN
CTXS
CKR
CLHB
CCU
CCO
CLF
CLX
CMS
CNA
CNET
COH
KO
CCE
CDE
CTSH
COGN
CSTR
CL
CMCSK
CMCSA
CMA
CBH
Contract Volume
Total
Call
21,641
6,546
13,155
8,840
38,337
18,968
90,308
51,403
2,513
1,997
43,304
33,913
21,464
14,120
351
98
4,412
2,192
61,873
43,309
5,019
2,795
8,795
6,051
32,553
11,027
1,998
1,528
6,673
3,685
61,227
38,925
3,254
2,777
15,882
10,330
52,359
44,967
9,355
6,562
6,373
4,439
55,963
47,547
166,560
115,945
200,122
124,378
402
345
17,043
11,981
162
132
712
314
1,221
543
429
264
2,053
1,736
2,538
1,663
47,446
33,278
79,780
33,646
6,627
3,270
6,780
4,730
6,282
3,581
19,558
18,181
458,485
308,794
4,332
3,373
407,968
274,041
4,561
3,807
18,155
12,440
778
501
550
254
6,607
4,913
272
82
7,696
3,539
2,327
1,052
2,526
2,357
1,564
680
2,708
1,984
23,317
12,981
159,470
111,277
10,852
8,926
123,128
99,363
9,672
6,425
6,201
5,404
245
90
10,740
7,139
8,609
6,062
70,436
35,977
3,809
3,139
28,218
16,040
Stock
Career Education Corporation
Caremark RX, Inc.
Carnival Corporation (Class A)
Caterpillar, Inc.
CBRL Group, Inc.
CBS Corporation
CDC Corporation Cl A
CDW Corporation
Celestica, Inc.
Celgene Corporation
Cell Genesys, Inc.
Cemex, S.A.B. de C.V.
CENTEX Corporation
Century Aluminum Company (New)
Centurytel, Inc.
Cephalon, Inc.
Cepheid, Inc.
Ceradyne, Inc.
Charter Communications, Inc.
Check Point Software Technologies Ltd.
Checkfree Corporation
Cheniere Energy, Inc.
Chesapeake Energy Corporation
Chevron Corporation
Chicago Bridge & Iron Company N.V.
Chicago Mercantile Exchange
Children's Place
China BAK Battery, Inc.
China Medical Technologies, Inc.
Chiquita Brands International, Inc.
Chiron Corporation
Chubb Corporation (The)
CIA Vale Do Rio Doce (CVRD)
Ciena Corporation
CIGNA 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.
CKE Restaurants, Inc.
Clean Harbors, Inc.
Clear Channel Communications, Inc.
Clear Channel Outdoor Holdings, 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.
Coeur d' Alene Mines Corp.
Cognizant Technology Solutions Corporation
Cognos Incorporated
Coinstar, Inc.
Colgate-Palmolive Company
Comcast Corporation (Special Class A)
Comcast Corporation Class A
Comerica, Incorporated
Commerce Bancorp, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 11
Put
15,095
4,315
19,369
38,905
516
9,391
7,344
253
2,220
18,564
2,224
2,744
21,526
470
2,988
22,302
477
5,552
7,392
2,793
1,934
8,416
50,615
75,744
57
5,062
30
398
678
165
317
875
14,168
46,134
3,357
2,050
2,701
1,377
149,691
959
133,927
754
5,715
277
296
1,694
190
4,157
1,275
169
884
724
10,336
48,193
1,926
23,765
3,247
797
155
3,601
2,547
34,459
670
12,178
Average Daily Volume
Total
Call
Put
86
26
60
52
35
17
153
76
77
360
205
155
10
8
2
173
136
38
86
56
29
1
0
1
18
9
9
247
173
74
20
11
9
35
24
11
130
44
86
8
6
2
27
15
12
244
155
89
13
11
2
63
41
22
209
179
29
37
26
11
25
18
8
223
189
34
664
462
202
797
496
302
2
1
0
68
48
20
1
1
0
10
4
6
5
2
3
2
1
1
8
7
1
10
7
3
189
133
56
318
134
184
26
13
13
27
19
8
25
14
11
78
72
5
1,827
1,230
596
17
13
4
1,625
1,092
534
18
15
3
72
50
23
3
2
1
2
1
1
26
20
7
1
0
1
31
14
17
9
4
5
10
9
1
6
3
4
11
8
3
93
52
41
635
443
192
43
36
8
491
396
95
39
26
13
25
22
3
1
0
1
43
28
14
34
24
10
281
143
137
15
13
3
112
64
49
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
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
Standard
Symbol
CCRT
CSC
CPWR
COGO
CMTL
CMVT
CAG
CNXT
CNCT
COP
CONR
CNO
CNX
ED
STZ
CEG
CAL
COO
CTB
CPRT
CLB
COCO
GLW
COST
CFC
CVD
CVA
CVH
CMOS
CREE
CROX
CCI
CCK
KRY
CSGS
CSX
CBST
CMI
CVTX
CVS
CYBX
CYPB
CY
CYT
DHI
DCX
DCNAQ
DHR
DVA
DF
DCGN
DE
DELL
DPHIQ
DALRQ
DPTR
DNDN
DT
DVN
DHBT
DO
DKS
DRIV
DDS
Contract Volume
Total
Call
3,384
1,113
14,929
9,131
2,775
2,359
432
344
831
651
64,966
27,169
29,877
10,424
12,765
11,957
1,237
450
391,095
310,494
5,181
4,467
10,663
8,287
9,567
5,887
5,964
3,681
1,625
1,298
1,890
1,209
116,997
47,878
2,281
1,435
9,403
516
3,508
1,838
544
520
8,084
6,881
94,765
69,307
18,436
9,671
57,932
22,244
5,148
4,597
1,877
1,383
6,806
5,515
8,428
7,637
25,074
20,882
499
250
7,118
5,151
10,502
8,918
24,004
23,421
5,886
3,952
8,752
5,369
1,167
826
8,795
4,410
16,615
11,496
43,140
22,079
2,923
1,875
16,908
13,712
26,954
18,680
6,517
5,147
61,376
18,979
7,205
3,414
12,397
5,893
7,468
1,812
9,765
7,587
378
293
1,179
1,035
17,349
8,058
326,913
199,173
2,688
2,335
13,109
4,001
12,374
7,885
23,564
19,213
22,844
15,449
48,349
34,473
801
647
19,869
13,501
4,788
3,195
11,261
8,715
12,351
854
Stock
CompuCredit Corporation
Computer Sciences Corporation
Compuware Corporation
Comtech Group, Inc.
Comtech Telecommunication Corp.
Comverse Technology, Inc.
ConAgra, Inc.
Conexant Systems, Inc.
Connetics Corporation
ConocoPhillips
Conor Medsystems, Inc.
Conseco, Inc.
Consol Energy, Inc.
Consolidated Edison, Inc.
Constellation Brands, Inc.
Constellation Energy Corp.
Continental Airlines, Inc. (Class B)
Cooper Companies, Inc. (The)
Cooper Tire & Rubber Company
Copart, Inc.
Core Laboratories N.V.
Corinthian Colleges, Inc.
Corning, Incorporated
Costco Wholesale Corp.
Countrywide Financial Corporation
Covance
Covanta Holding Corporation
Coventry Health Care, Inc.
Credence Systems Corporation
Cree, Inc.
Crocs, Inc.
Crown Castle International Corp.
Crown Holdings, Inc.
Crystallex International Corporation
CSG Systems International, Inc.
CSX Corporation
Cubist Pharmaceuticals, Inc.
Cummins, Inc.
CV Therapeutics, Inc.
CVS/Caremark Corporation
Cyberonics, Inc.
Cypress Bioscience, Inc.
Cypress Semiconductor Corporation
Cytec Industries, Inc.
D.R. Horton, Inc.
DaimlerChrysler AG
Dana Corporation
Danaher Corporation
DaVita, Inc.
Dean Foods Company
deCODE Genetics, Inc. (New)
Deere & Company
Dell Computer Corp.
Delphi Corporation
Delta Air Lines, Inc.
Delta Petroleum Corporation
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)
CHICAGO BOARD OPTIONS EXCHANGE
Page 12
Put
2,271
5,798
416
88
180
37,797
19,453
808
787
80,601
714
2,376
3,680
2,283
327
681
69,119
846
8,887
1,670
24
1,203
25,458
8,765
35,688
551
494
1,291
791
4,192
249
1,967
1,584
583
1,934
3,383
341
4,385
5,119
21,061
1,048
3,196
8,274
1,370
42,397
3,791
6,504
5,656
2,178
85
144
9,291
127,740
353
9,108
4,489
4,351
7,395
13,876
154
6,368
1,593
2,546
11,497
Average Daily Volume
Total
Call
Put
13
4
9
59
36
23
11
9
2
2
2
0
3
3
1
259
108
151
119
42
78
70
65
4
5
2
3
1,558
1,237
321
21
18
3
42
33
9
38
23
15
24
15
9
6
5
1
8
5
3
466
191
275
9
6
3
37
2
35
14
7
7
16
15
1
32
27
5
378
276
101
73
39
35
231
89
142
21
18
2
7
6
2
27
22
5
34
30
3
100
83
17
2
1
1
28
21
8
42
36
6
96
93
2
23
16
8
35
21
13
5
3
1
35
18
17
66
46
20
172
88
84
12
7
4
67
55
13
107
74
33
26
21
5
245
76
169
29
14
15
49
23
26
30
7
23
39
30
9
2
1
0
5
4
1
69
32
37
1,302
794
509
11
9
1
52
16
36
49
31
18
94
77
17
91
62
29
193
137
55
3
3
1
79
54
25
19
13
6
45
35
10
49
3
46
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
Standard
Symbol
DIOD
DCEL
DG
D
DRL
HILL
DOW
DWA
DD
DUK
DY
DYN
ETFC
ELNK
EMN
EK
EBAY
DISH
ECLP
EIX
EW
AGE
EP
ELN
ERTS
EDS
EMC
HLTH
EMR
ERJ
ELX
ECA
ENCY
ENDP
ESV
ETR
ENZ
ENZN
EOG
EOP
ERES
ERIC
ESST
EEE
ESLR
EXC
EXPE
EXPD
ESRX
XJT
EXTR
XOM
FFIV
FIC
FCS
FFH
FHR
FNM
FRE
FD
FDX
FEIC
FNF
FIS
Stock
Diodes Incorporated
Dobson Communications Corp. (New)
Dollar General Corporation
Dominion Resources, Inc.
Doral Financial Corp.
Dot Hill Systems Corp.
Dow Chemical Company (The)
DreamWorks Animation SKG, Inc. Cl A
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.
El Paso Corporation
Elan Corporation PLC ADR
Electronic Arts, Inc.
Electronic Data Systems, Inc.
EMC Corporation
Emdeon Corporation
Emerson Electric Company
Empresa Brasileira de Aeronautica S.A.
Emulex Corporation
EnCana Corporation
Encysive Pharmaceuticals, Inc.
Endo Pharmaceuticals Holdings, Inc.
ENSCO International, Incorporated
Entergy Corporation
Enzo Biochem, Inc.
Enzon Pharmaceuticals, Inc.
EOG Resources, Inc.
Equity Office Properties Trust
eRESEARCH Technology, Inc.
Ericsson (L.M.) Telephone Co. ADR
ESS Technology, Inc.
Evergreen Energy, Inc.
Evergreen Solar, Inc.
Exelon Corporation
Expedia, Inc. (New)
Expeditors International of Washington, Inc.
Express Scripts, Inc.-Cl A
ExpressJet Holdings, Inc.
Extreme Networks, Inc.
Exxon Mobil Corporation
F5 Networks, Inc.
Fair, Isaac, Inc.
Fairchild Semiconductor Int'l, Inc.
Fairfax Financial Holdings Limited
Fairmont Hotels & Resorts, Inc.
Fannie Mae
Federal Home Loan Mortgage Corporation (Freddie Mac)
Federated Department Stores, Inc.
FedEx Corporation
FEI Company
Fidelity National Financial, Inc.
Fidelity National Information Services, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 13
Contract Volume
Total
Call
3,877
3,064
1,186
967
21,364
20,729
9,720
5,169
75,859
61,894
1,193
1,043
67,532
39,781
790
230
57,377
30,174
20,488
15,104
563
260
49,523
19,668
35,845
21,579
10,233
7,764
4,009
2,161
199,225
77,885
327,549
221,324
75,777
35,578
1,003
229
3,928
3,051
1,400
985
7,089
5,363
75,065
51,118
395,991
289,263
36,573
23,545
15,754
12,032
120,591
88,175
11,051
9,912
5,200
3,445
244
56
5,614
3,952
56,640
30,290
10,916
7,767
3,895
3,524
15,946
11,949
8,478
7,173
2,321
2,096
1,959
1,353
19,521
12,516
14,147
3,553
66,929
44,366
8,892
6,731
1,267
1,215
26,073
10,284
16,219
12,390
10,133
7,883
12,598
9,621
3,084
1,339
13,272
8,502
1,063
567
15,442
15,245
349,184
232,528
3,940
1,993
681
485
2,441
1,782
23,168
19,453
32
32
56,803
20,190
41,868
24,165
11,495
7,967
35,890
18,321
7,238
6,003
291
161
260
220
Put
813
219
635
4,551
13,965
150
27,751
560
27,203
5,384
303
29,855
14,266
2,469
1,848
121,340
106,225
40,199
774
877
415
1,726
23,947
106,728
13,028
3,722
32,416
1,139
1,755
188
1,662
26,350
3,149
371
3,997
1,305
225
606
7,005
10,594
22,563
2,161
52
15,789
3,829
2,250
2,977
1,745
4,770
496
197
116,656
1,947
196
659
3,715
0
36,613
17,703
3,528
17,569
1,235
130
40
Average Daily Volume
Total
Call
Put
15
12
3
5
4
1
85
83
3
39
21
18
302
247
56
5
4
1
269
158
111
3
1
2
229
120
108
82
60
21
2
1
1
197
78
119
143
86
57
41
31
10
16
9
7
794
310
483
1,305
882
423
302
142
160
4
1
3
16
12
3
6
4
2
28
21
7
299
204
95
1,578
1,152
425
146
94
52
63
48
15
480
351
129
44
39
5
21
14
7
1
0
1
22
16
7
226
121
105
43
31
13
16
14
1
64
48
16
34
29
5
9
8
1
8
5
2
78
50
28
56
14
42
267
177
90
35
27
9
5
5
0
104
41
63
65
49
15
40
31
9
50
38
12
12
5
7
53
34
19
4
2
2
62
61
1
1,391
926
465
16
8
8
3
2
1
10
7
3
92
78
15
0
0
0
226
80
146
167
96
71
46
32
14
143
73
70
29
24
5
2
1
1
1
1
0
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
Standard
Symbol
FITB
FNSR
FDC
FE
FED
FISV
FLML
FLE
FLEX
FLIR
FRK
FLOW
FL
F
FDG
FRX
FST
FWLT
FS
FOXH
FPL
BEN
FCX
FSL
FDP
FBR
FRNT
GME
GCI
GPS
GRMN
GTW
GMT
GY
DNA
GD
GE
GIS
GM
GTOP
GPRO
GENZ
GERN
GYI
GILD
GSK
GLBC
GPN
GSF
GFI
GG
GSS
GLDN
GT
GOOG
GB
GW
GPI
TV
GSIC
GTK
GTRC
HAL
HOG
Stock
Fifth Third Bancorp.
Finisar Corporation (New)
First Data Corporation
FirstEnergy Corp.
FirstFed Financial Corp.
FIserv, Inc.
Flamel Technologies S.A., ADS
Fleetwood Enterprises, Inc.
Flextronics International Ltd.
FLIR Systems, Inc.
Florida Rock Industries, Inc.
Flow International Corporation
Foot Locker, Inc.
Ford Motor Company
Fording Canadian Coal Trust
Forest Laboratories, Inc.
Forest Oil Corporation
Foster Wheeler Ltd. (New)
Four Seasons Hotels, Inc.
FoxHollow Technologies, Inc.
FPL Group, Inc.
Franklin Resources, Inc.
Freeport-McMoRan Copper & Gold Co., Inc. (Class B)
Freescale Semiconductor, Inc.
Fresh Del Monte Products, Inc.
Friedman, Billings, Ramsey Group, Inc.
Frontier Airlines Holdings, Inc.
GameStop Corporation
Gannett Company, Inc.
Gap, Inc. (The)
Garmin Ltd.
Gateway, Inc.
GATX Corporation
GenCorp, Inc.
Genentech, Inc.
General Dynamics Corporation
General Electric Company
General Mills, Inc.
General Motors Corporation
Genitope Corporation
Gen-Probe, Incorporated
Genzyme Corporation
Geron Corporation
Getty Images, Inc.
Gilead Sciences, Inc.
GlaxoSmithKline plc ADR
Global Crossing Ltd. (New)
Global Payments, Inc.
GlobalSanta Fe Corporation
Gold Fields Limited
Goldcorp, Inc.
Golden Star Resources Ltd.
Golden Telecom, Inc.
Goodyear Tire & Rubber Company (The)
Google, Inc.
Greatbatch, Inc.
Grey Wolf, Inc.
Group 1 Automotive, Inc.
Grupo Televisa S.A. ADR
GSI Commerce, Inc.
GTECH Holdings Corporation
Guitar Center, Inc.
Halliburton Company
Harley-Davidson, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 14
Contract Volume
Total
Call
Put
6,442
4,767
1,675
10,472
8,079
2,393
24,494
14,296
10,198
3,340
1,194
2,146
237
25
212
15,869
8,300
7,569
3,059
1,990
1,069
704
694
10
54,752
22,271
32,481
9,279
8,330
949
4,850
2,781
2,069
65
20
45
10,588
7,895
2,693
650,121
196,531
453,590
29,003
17,637
11,366
18,711
7,565
11,146
3,095
909
2,186
10,063
7,702
2,361
1,582
958
624
457
279
178
15,598
7,541
8,057
2,526
1,477
1,049
44,880
24,761
20,119
7,678
6,228
1,450
2,087
1,329
758
18,291
12,670
5,621
756
578
178
4,194
2,489
1,705
5,680
2,633
3,047
65,102
40,350
24,752
29,614
20,291
9,323
33,594
30,194
3,400
273
232
41
3,188
3,085
103
47,472
29,386
18,086
4,498
2,417
2,081
594,833
408,012
186,821
6,249
3,221
3,028
1,874,237
330,416
1,543,821
9,005
8,561
444
927
540
387
14,643
9,165
5,478
18,644
12,822
5,822
19,687
2,052
17,635
39,986
27,673
12,313
6,721
5,148
1,573
3,441
3,205
236
34
14
20
24,788
19,893
4,895
14,240
10,074
4,166
98,730
82,780
15,950
72,545
70,028
2,517
19,566
19,040
526
74,744
32,663
42,081
177,761
93,304
84,457
2,623
2,041
582
28,340
25,874
2,466
557
377
180
7,852
5,682
2,170
2,076
964
1,112
1,573
1,478
95
92
59
33
133,515
98,488
35,027
22,144
11,646
10,498
Average Daily Volume
Total
Call
Put
26
19
7
52
40
12
98
57
41
13
5
9
1
0
1
63
33
30
12
8
4
3
3
0
218
89
129
37
33
4
19
11
8
0
0
0
42
31
11
2,590
783
1,807
116
70
45
75
30
44
12
4
9
40
31
9
6
4
2
2
1
1
62
30
32
10
6
4
179
99
80
31
25
6
8
5
3
73
50
22
3
2
1
17
10
7
23
10
12
259
161
99
118
81
37
134
120
14
1
1
0
13
12
0
189
117
72
18
10
8
2,370
1,626
744
25
13
12
7,467
1,316
6,151
36
34
2
4
2
2
58
37
22
74
51
23
78
8
70
159
110
49
27
21
6
14
13
1
0
0
0
99
79
20
57
40
17
393
330
64
289
279
10
78
76
2
298
130
168
708
372
336
10
8
2
113
103
10
2
2
1
31
23
9
8
4
4
6
6
0
0
0
0
532
392
140
88
46
42
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
Standard
Symbol
HAR
HMY
HET
HRS
HIG
HAS
HCA
HW
HMA
HNT
HL
HNZ
HLX
HP
HES
HEW
HPQ
HXL
HLT
HEPH
HOLX
HD
HMC
HON
HOS
HST
HOV
HBC
HGSI
HUM
JBHT
HTCH
HTX
HYSL
IACI
ICOS
IDIX
IDXX
IKN
ITW
ILMN
IMCL
BLUD
IMMU
IMH
RX
INCY
IDEV
INFA
INSP
INFY
IR
IO
IDTI
INTC
IDCC
ITMN
IBM
IGT
IP
IRF
ISE
IIJI
ISSX
Contract Volume
Total
Call
6,777
2,223
110,717
76,461
39,909
34,621
2,488
1,984
3,353
2,795
2,507
765
26,163
9,889
33,176
15,789
2,192
1,821
18,379
10,733
13,162
10,037
26,826
20,638
11,891
9,119
42
42
16,761
10,755
184
63
188,894
134,532
1,320
1,032
19,391
16,721
105
105
4,618
3,230
236,672
152,750
5
2
23,756
12,701
13,261
11,898
9,075
3,187
27,999
11,259
14,115
10,186
28,627
19,538
2,543
1,384
3,264
2,451
1,040
640
3,930
2,574
103
103
16,762
8,272
7,184
4,089
1,478
1,277
573
265
2,059
1,415
8,744
4,186
579
430
63,242
36,245
2,421
1,604
15
15
19,177
7,666
650
429
3,408
2,005
24,005
23,005
327
224
6,759
3,997
2,035
1,141
9,569
7,484
1,794
1,301
286
266
910,835
618,917
39,883
24,579
19,226
9,380
102,996
62,475
23,093
19,087
9,837
5,581
14,625
9,736
8,325
5,343
7,863
4,629
974
691
Stock
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 Management Associates, Inc. (Class A)
Health Net, Inc.
Hecla Mining Company
Heinz (H.J.) Company
Helix Energy Solutions Group, Inc.
Helmerich & Payne, Inc.
Hess Corporation
Hewitt Associates, Inc.
Hewlett-Packard Company
Hexcel Corporation (New)
Hilton Hotels Corporation
Hollis-Eden Pharmaceuticals, Inc.
Hologic, Inc.
Home Depot, Inc. (The)
Honda Motor Company, Ltd. ADR
Honeywell International, Inc.
Hornbeck Offshore Services, Inc.
Host Hotels & Resorts, Inc.
Hovnanian Enterprises, Inc.
HSBC Holdings plc
Human Genome Sciences, Inc.
Humana, Inc.
Hunt (J.B.) Transport Services, Inc.
Hutchinson Technology, Inc.
Hutchison Telecommunicatons International Ltd.
Hyperion Solutions Corporation
IAC/InterActiveCorp
ICOS Corporation
Idenix Pharmaceuticals, Inc.
IDEXX Laboratories, Inc.
Ikon Office Solutions, Inc.
Illinois Tool Works, Inc.
Illumina, Inc.
ImClone Systems, Incorporated
Immucor, Inc.
Immunomedics, Inc.
Impac Mortgage Holdings, Inc.
IMS Health, Inc.
Incyte Corporation
Indevus Pharmaceuticals, Inc.
Informatica Corporation
InfoSpace, Inc.
Infosys Technologies Limited
Ingersoll-Rand Company
InPut/Output, Inc. (New)
Integrated Device Technology, Inc.
Intel Corporation
InterDigital Communications Corporation
InterMune, Inc.
International Business Machines Corporation
International Game Technology
International Paper Company
International Rectifier Corporation
International Securities Exchange Holdings, Inc.
Internet Initiative Japan, Inc.
Internet Security Systems, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 15
Put
4,554
34,256
5,288
504
558
1,742
16,274
17,387
371
7,646
3,125
6,188
2,772
0
6,006
121
54,362
288
2,670
0
1,388
83,922
3
11,055
1,363
5,888
16,740
3,929
9,089
1,159
813
400
1,356
0
8,490
3,095
201
308
644
4,558
149
26,997
817
0
11,511
221
1,403
1,000
103
2,762
894
2,085
493
20
291,918
15,304
9,846
40,521
4,006
4,256
4,889
2,982
3,234
283
Average Daily Volume
Total
Call
Put
27
9
18
441
305
136
159
138
21
10
8
2
13
11
2
10
3
7
104
39
65
132
63
69
9
7
1
73
43
30
52
40
12
107
82
25
47
36
11
0
0
0
67
43
24
1
0
0
753
536
217
5
4
1
77
67
11
0
0
0
18
13
6
943
609
334
0
0
0
95
51
44
53
47
5
36
13
23
112
45
67
56
41
16
114
78
36
10
6
5
13
10
3
4
3
2
16
10
5
0
0
0
67
33
34
29
16
12
6
5
1
2
1
1
8
6
3
35
17
18
2
2
1
252
144
108
10
6
3
0
0
0
76
31
46
3
2
1
14
8
6
96
92
4
1
1
0
27
16
11
8
5
4
38
30
8
7
5
2
1
1
0
3,629
2,466
1,163
159
98
61
77
37
39
410
249
161
92
76
16
39
22
17
58
39
19
33
21
12
31
18
13
4
3
1
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
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
Standard
Symbol
IOC
IPG
ISIL
INTU
ISRG
IVGN
IOTN
IPS
IRIS
IRM
ISIS
ITRI
ITT
ESI
IVX
IVIL
JCOM
JBL
JNS
JDSU
JBLU
JLG
JNJ
JCI
JOYG
JPM
JNPR
KSU
KBH
K
KNSY
KMG
KERX
KMB
KMP
KMI
KND
KCI
KG
KLAC
NITE
KSS
PHG
KFT
KKD
KR
KLIC
KYPH
LLL
LRW
LH
LRCX
LAMR
LVS
LCAV
LEAP
LF
LEA
LM
LEH
LEN
LUK
LVLT
LXK
Contract Volume
Total
Call
3,993
2,899
21,102
11,453
1,143
558
4,351
2,458
19,911
12,813
15,461
3,472
10,134
7,739
3,088
2,075
190
182
5,793
502
4,726
3,037
2,013
790
939
444
466
291
41,434
30,608
338
236
4,005
2,925
9,102
3,865
3,452
1,578
196,042
180,017
38,033
19,880
5,900
5,091
177,946
116,917
2,970
2,023
14,061
10,177
319,984
178,916
60,544
50,123
3,081
737
54,874
27,368
3,402
2,132
1,849
1,504
9,590
5,137
3,832
2,679
6,454
3,332
5,289
3,456
12,796
6,844
2,659
2,221
11,724
7,342
5,375
4,502
21,516
10,577
7,303
6,489
12,287
7,237
81
41
25,794
3,718
160,185
76,510
3,757
2,776
4,165
2,139
3,706
557
11,565
8,941
6,346
3,151
3,087
1,728
12,543
6,678
7,047
5,504
12,763
7,944
808
335
211
0
2,148
1,626
387,927
36,269
16,850
11,769
54,134
24,152
40,858
17,257
8,024
7,453
261,456
143,544
12,726
8,478
Stock
InterOil Corporation
Interpublic Group of Companies, Inc. (The)
Intersil Corporation
Intuit Corporation
Intuitive Surgical, Inc.
Invitrogen Corporation
Ionatron, Inc.
IPSCO, Inc.
IRIS International, Inc.
Iron Mountain, Inc.
Isis Pharmaceuticals, Inc.
Itron, Inc.
ITT Corporation
ITT Educational Services, Inc.
IVAX Corporation
iVillage, Inc.
j2 Global Communications, Inc.
Jabil Circuit, Inc.
Janus Capital Group, Inc.
JDS Uniphase Corp.
JetBlue Airways Corporation
JLG Industries, Inc. (New)
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
Keryx Biopharmaceuticals, Inc.
Kimberly-Clark Corporation
Kinder Morgan Energy Partners
Kinder Morgan, Inc.
Kindred Healthcare, Inc.
Kinetic Concepts, Inc.
King Pharmaceuticals, Inc.
KLA-Tencor Corporation
Knight Capital Group, Inc.
Kohl's Corporation
Koninklijke Philips Electronics N.V.
Kraft Foods, Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
Kulicke and Soffa Industries, Inc.
Kyphon, Inc.
L-3 Communications Hldgs.
Labor Ready, Inc.
Laboratory Corporation of America Holdings
Lam Research Corporation
Lamar Advertising Company
Las Vegas Sands Corp.
LCA-Vision, Inc.
Leap Wireless International, Inc.
LeapFrog Enterprises, Inc.
Lear Corporation
Legg Mason, Inc.
Lehman Brothers Holdings, Inc.
Lennar Corporation
Leucadia National Corp.
Level 3 Comunications, Inc.
Lexmark International Group, Inc. (Class A)
CHICAGO BOARD OPTIONS EXCHANGE
Page 16
Put
1,094
9,649
585
1,893
7,098
11,989
2,395
1,013
8
5,291
1,689
1,223
495
175
10,826
102
1,080
5,237
1,874
16,025
18,153
809
61,029
947
3,884
141,068
10,421
2,344
27,506
1,270
345
4,453
1,153
3,122
1,833
5,952
438
4,382
873
10,939
814
5,050
40
22,076
83,675
981
2,026
3,149
2,624
3,195
1,359
5,865
1,543
4,819
473
211
522
351,658
5,081
29,982
23,601
571
117,912
4,248
Average Daily Volume
Total
Call
Put
16
12
4
84
46
38
5
2
2
17
10
8
79
51
28
62
14
48
40
31
10
12
8
4
1
1
0
23
2
21
19
12
7
8
3
5
4
2
2
2
1
1
165
122
43
1
1
0
16
12
4
36
15
21
14
6
7
781
717
64
152
79
72
24
20
3
709
466
243
12
8
4
56
41
15
1,275
713
562
241
200
42
12
3
9
219
109
110
14
8
5
7
6
1
38
20
18
15
11
5
26
13
12
21
14
7
51
27
24
11
9
2
47
29
17
21
18
3
86
42
44
29
26
3
49
29
20
0
0
0
103
15
88
638
305
333
15
11
4
17
9
8
15
2
13
46
36
10
25
13
13
12
7
5
50
27
23
28
22
6
51
32
19
3
1
2
1
0
1
9
6
2
1,546
144
1,401
67
47
20
216
96
119
163
69
94
32
30
2
1,042
572
470
51
34
17
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
577
578
579
580
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
Standard
Symbol
LBTYA
LINTA
LPNT
LLY
LTD
LNCR
LNC
LLTC
LGF
LIZ
LMT
CG
LTR
LOGI
LSS
LPX
LOW
LSI
LYO
MDC
MVSN
LAVA
MECA
MANH
MTW
MNKD
HCR
MRO
MAR
MMC
MSO
MLM
MVL
MRVL
MAS
MEE
MA
MAT
MVK
MXIM
MBI
MFE
MNI
MDR
MCD
MHP
MCK
MMR
MDU
MEDX
MHS
MRX
MEDI
MDTL
MDT
MEL
WFR
MNT
MENT
MRK
MRGE
MER
MM
MET
Contract Volume
Total
Call
1,861
1,028
710
620
337
265
72,244
42,927
5,219
2,949
2,654
579
709
422
10,454
5,511
18,706
12,962
596
382
12,134
6,160
13,199
1,052
1,248
1,137
595
407
657
347
7,771
5,830
54,959
30,242
15,118
12,456
27,220
13,754
9,129
6,856
199
50
7,881
158
5,816
3,492
181
76
498
292
1,350
948
2,325
1,866
30,063
20,182
7,319
1,482
23,900
19,691
262
158
3,882
3,290
6,639
4,234
65,364
48,762
4,517
2,307
30,465
16,294
35,944
27,367
5,323
4,403
13,754
8,064
24,499
16,537
29,536
22,961
40,659
8,162
1,302
723
4,478
2,846
225,726
179,603
1,435
968
3,732
2,617
212
52
167
162
53,121
46,952
8,460
3,926
14,076
12,407
14,221
12,184
1,667
1,058
61,624
40,802
2,526
1,709
14
14
1,495
1,065
1,853
1,532
157,062
98,228
613
550
67,152
32,239
463
297
6,339
2,751
Stock
Liberty Global, Inc.
Liberty Interactive Series
LifePoint Hospitals, Inc.
Lilly (Eli) and Company
Limited Brands, Inc.
LInc.are Holdings, Inc.
Lincoln National Corporation
Linear Technology Corporation
Lions Gate Entertainment Corp.
Liz Claiborne, Inc.
Lockheed Martin Corporation
Loews Corp. - Carolina Group
Loews Corporation
Logitech International
Lone Star Technologies, Inc.
Louisiana-Pacific Corporation
Lowe's Companies, Inc.
LSI Logic Corporation
Lyondell Chemical Company
M.D.C. Holdings, Inc.
Macrovision Corp.
Magma Design Automation, Inc.
Magna Entertainment Corporation
Manhattan Associates, Inc.
Manitowoc Company
Mannkind Corporation
Manor Care, Inc.
Marathon Oil Corporation
Marriott International, Inc.
Marsh & McLennan Companies, Inc.
Martha Stewart Living - CL A
Martin Marietta Materials, Inc.
Marvel Entertainment, Inc.
Marvell Technology Group Ltd.
Masco Corporation
Massey Energy Company
MasterCard, Inc.
Mattel, Inc.
Maverick Tube Corporation
Maxim Integrated Products, Inc.
MBIA, Inc.
McAfee, Inc.
McClatchy Company
McDermott International, Inc.
McDonald's Corporation
McGraw-Hill Companies, Inc. (The)
McKesson Corporation
McMoran Exploration Co.
MDU Resources Group, Inc.
Medarex, Inc.
Medco Health Solutions, Inc.
Medicis Pharmaceutical Corporation
MedImmune, Inc.
Medis Technologies Ltd.
Medtronic, Inc.
Mellon Financial Corporation
MEMC Electronic Materials, Inc.
Mentor Corporation
Mentor Graphics Corporation
Merck & Co., Inc.
Merge Technologies, Inc.
Merrill Lynch & Co., Inc.
Metal Management, Inc.
MetLife, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 17
Put
833
90
72
29,317
2,270
2,075
287
4,943
5,744
214
5,974
12,147
111
188
310
1,941
24,717
2,662
13,466
2,273
149
7,723
2,324
105
206
402
459
9,881
5,837
4,209
104
592
2,405
16,602
2,210
14,171
8,577
920
5,690
7,962
6,575
32,497
579
1,632
46,123
467
1,115
160
5
6,169
4,534
1,669
2,037
609
20,822
817
0
430
321
58,834
63
34,913
166
3,588
Average Daily Volume
Total
Call
Put
7
4
3
4
4
1
1
1
0
288
171
117
21
12
9
11
2
8
3
2
1
42
22
20
75
52
23
2
2
1
48
25
24
53
4
48
5
5
0
3
2
1
3
1
1
31
23
8
219
120
98
60
50
11
108
55
54
36
27
9
1
0
1
31
1
31
23
14
9
1
0
0
2
1
1
5
4
2
9
7
2
120
80
39
29
6
23
95
78
17
1
1
0
15
13
2
26
17
10
260
194
66
18
9
9
121
65
56
246
187
59
21
18
4
55
32
23
98
66
32
118
91
26
162
33
129
7
4
3
18
11
7
899
716
184
6
4
2
15
10
4
1
0
1
1
1
0
212
187
25
34
16
18
56
49
7
57
49
8
7
4
2
246
163
83
10
7
3
0
0
0
6
4
2
7
6
1
626
391
234
2
2
0
268
128
139
2
1
1
25
11
14
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
641
642
643
644
645
646
647
648
649
650
651
652
653
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
Standard
Symbol
MGM
MOGN
MTG
MIK
MCHP
MU
MSFT
MSTR
MLNM
MICC
MIR
MTU
MIVA
MBT
MOBE
MHK
TAP
MON
MNST
MRH
MCO
MS
MOS
MOT
MOVI
MUR
MYL
MYOG
MYGN
NABI
NBR
NLC
NCC
NSM
NLS
NVT
NTY
NKTR
NEOL
NWRE
NTES
NFLX
NTAP
NBIX
NSR
NEW
EDU
NRPH
NYB
NYT
NWL
NFX
NEM
NWSA
NWS
NXTP
NIHD
NKE
NI
NMTI
NE
NOK
JWN
NSC
Contract Volume
Total
Call
18,045
9,961
4,333
2,694
36,415
3,945
2,826
1,925
968
546
174,622
156,941
1,222,752
888,339
315
92
8,128
6,589
217
212
21,072
16,100
3,319
2,684
1,674
265
13,407
1,615
2,127
1,350
872
243
7,009
6,026
23,039
5,597
9,205
5,161
960
537
7,257
2,907
44,958
22,157
494
386
227,251
156,894
6,267
3,382
13,664
9,762
7,385
4,787
16,121
7,402
13,302
7,751
5,125
4,111
64,385
39,888
239
179
7,562
4,831
6,276
4,818
11,531
2,963
468
373
1,208
561
11,944
9,794
12,371
6,300
4,392
3,759
54,071
36,149
26,023
12,808
19,387
9,943
16,455
12,816
231
230
65,760
43,216
2,496
831
2,106
1,864
9,739
6,918
4,915
3,650
7,655
4,625
3,532
1,680
187,950
136,659
19,797
8,526
26,722
20,190
3,087
2,540
7,786
4,133
15,637
10,286
1,356
1,061
4,207
3,515
16,198
11,809
128,091
100,240
3,372
1,289
20,572
17,284
Stock
Metro-Goldwyn-Mayer, Inc.
MGI PHARMA, INC.
MGIC Investment Corporation
Michaels Stores, Inc.
Microchip Technology, Inc.
Micron Technology, Inc.
Microsoft Corporation
MicroStrategy Inc.
Millennium Pharmaceuticals, Inc.
Millicom International Cellular S.A.
MIRANT Corporation (New)
Mitsubishi UFJ Financial Group, Inc.
Miva, Inc.
Mobile Telesystems OJSC
Mobility Electronics, Inc.
Mohawk Industries, Inc.
Molson Coors Brewing Company
Monsanto Company/New
Monster Worldwide, Inc.
Montpelier Re Holdings Ltd.
Moody's Corporation
Morgan Stanley
Mosaic Company
Motorola, Inc.
Movie Gallery, Inc.
Murphy Oil Corporation
Mylan Laboratories, Inc.
Myogen, Inc.
Myriad Genetics, Inc.
Nabi Biophamaceuticals
Nabors Industries, Ltd.
Nalco Holding Company
National City Corporation
National Semiconductor Corporation
Nautilus, Inc.
NAVTEQ Corporation
NBTY, Inc.
Nektar Therapeutics
NeoPharm, Inc.
Neoware, Inc.
Netease.com, Inc. -ADR
NetFlix, Inc.
Network Appliance Corp.
Neurocrine Biosciences, Inc.
NeuStar, Inc.
New Century Financial Corporation
New Oriental Education & Technology Group, Inc.
New River Pharmaceuticals, Inc.
New York Community Bancorp
New York Times Co. (Class A)
Newell Rubbermaid, Inc.
Newfield Exploration Company (New)
Newmont Mining Corporation
News Corp Class A
News Corporation Ltd. (The) ADR
Nextel Partners, Inc.
NII Holdings, Inc.
NIKE, Inc. (Class B)
NISource, Inc.
NMT Medical, Inc.
Noble Corporation
Nokia Corporation ADR
Nordstrom, Inc.
Norfolk Southern Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 18
Put
8,084
1,639
32,470
901
422
17,681
334,413
223
1,539
5
4,972
635
1,409
11,792
777
629
983
17,442
4,044
423
4,350
22,801
108
70,357
2,885
3,902
2,598
8,719
5,551
1,014
24,497
60
2,731
1,458
8,568
95
647
2,150
6,071
633
17,922
13,215
9,444
3,639
1
22,544
1,665
242
2,821
1,265
3,030
1,852
51,291
11,271
6,532
547
3,653
5,351
295
692
4,389
27,851
2,083
3,288
Average Daily Volume
Total
Call
Put
72
40
32
17
11
7
145
16
129
11
8
4
4
2
2
696
625
70
4,872
3,539
1,332
1
0
1
32
26
6
1
1
0
89
68
21
13
11
3
7
1
6
53
6
47
8
5
3
3
1
3
28
24
4
92
22
69
37
21
16
4
2
2
29
12
17
179
88
91
2
2
0
905
625
280
25
13
11
54
39
16
29
19
10
64
29
35
53
31
22
20
16
4
257
159
98
1
1
0
30
19
11
25
19
6
46
12
34
2
1
0
5
2
3
48
39
9
49
25
24
17
15
3
215
144
71
104
51
53
77
40
38
66
51
14
1
1
0
262
172
90
38
13
26
9
8
1
39
28
11
20
15
5
30
18
12
14
7
7
749
544
204
79
34
45
106
80
26
12
10
2
31
16
15
62
41
21
5
4
1
19
16
3
65
47
17
510
399
111
13
5
8
82
69
13
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
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
Standard
Symbol
NT
NFLD
NOC
NWACQ
NCX
NVS
NFI
NVAX
NVL
NOVL
NVLS
NRG
NUE
NUVO
NVDA
NMX
NYX
OXY
ODP
OMX
OIS
OLN
OMM
OCR
OMC
OVTI
ONNN
ONXX
OPWV
OXPS
ORCL
OSUR
ORB
OS
OSIP
OSTK
OI
PCAR
PSUN
PTIE
PALM
PAAS
PNRA
PRX
PH
PTMK
PTEN
PAYX
PSS
BTU
JCP
PPCO
PBY
PEP
PKI
PSTI
PETC
PTR
HAWK
PBR
PFE
PCG
PPDI
PCYC
Contract Volume
Total
Call
183,461
141,609
26,898
19,699
4,170
1,770
3,107
2,864
1,243
840
7,187
5,611
48,632
24,216
4,304
3,733
470
340
89,430
74,512
24,703
13,640
80,026
41,822
19,834
7,815
19,492
16,580
50,993
31,404
3,209
1,994
62,676
41,835
48,154
20,768
16,346
14,399
14,741
12,318
2,058
1,712
5,672
4,840
191
135
10,409
8,279
4,473
2,698
27,412
18,169
1,118
950
8,714
4,357
14,430
10,740
31,322
26,822
393,810
292,601
4,176
59
776
495
4,523
3,523
17,004
13,287
22,013
11,679
1,600
1,520
2,897
1,200
2,547
2,135
6,928
6,276
68,628
53,802
19,874
15,001
3,671
2,940
5,040
1,958
466
446
489
460
28,623
16,091
18,036
16,107
1,070
813
40,558
26,827
19,165
10,949
15,683
13,314
1,388
497
47,432
27,709
1,170
803
291
261
2,010
1,493
13,135
8,605
899
551
17,513
12,644
923,000
592,419
1,129
831
2,050
1,400
5,420
3,640
Stock
Nortel Networks Corporation
Northfield Laboratories, Inc.
Northrop Grumman Corporation
Northwest Airlines Corp.
NOVA Chemicals Corporation (New)
Novartis AG
Novastar Financial, Inc.
Novavax, Inc. (New)
Novelis, Inc.
Novell, Inc.
Novellus Systems, Inc.
NRG Energy, Inc. (New)
Nucor Corporation
Nuvelo, Inc.
NVIDIA Corporation
Nymex Holdings, Inc.
NYSE Group, Inc.
Occidental Petroleum Corporation
Office Depot, Inc.
OfficeMax, Incorporated
Oil States International, Inc.
Olin Corporation
OMI Corporation
Omnicare, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc.
ON Semiconductor Corporation (New)
Onyx Pharmaceuticals
Openwave Systems, Inc.
optionsXpress Holdings, Inc.
Oracle Corporation
Orasure Technologies
Orbital Sciences Corporation
Oregon Steel Mills, Inc.
OSI Pharmaceuticals, Inc.
Overstock.com, Inc.
Owens-Illinois, Inc.
PACCAR, Inc.
Pacific Sunwear of California, Inc.
Pain Therapeutics, Inc.
Palm, Inc.
Pan American Silver Corporation
Panera Bread Company, Class A
Par Pharmaceutical Companies, Inc.
Parker-Hannifin Corporation
Pathmark Stores, Inc.
Patterson UTI Energy, Inc.
Paychex, Inc.
Payless ShoeSource, Inc.
Peabody Energy Corporation
Penney (J.C.) Company, Inc.
Penwest Pharmaceuticals Co.
Pep Boys--Manny, Moe, & Jack (The)
PepsiCo, Inc.
Perkin-Elmer, Inc.
Per-Se Technologies, Inc.
PETCO Animal Supplies, Inc.
PetroChina Company Limited
Petrohawk Energy Corporation
Petroleo Brasileiro S.A.-ADR
Pfizer, Inc.
PG&E Corporation
Pharmaceutical Product Development
Pharmacyclics, Inc. (New)
CHICAGO BOARD OPTIONS EXCHANGE
Page 19
Put
41,852
7,199
2,400
243
403
1,576
24,416
571
130
14,918
11,063
38,204
12,019
2,912
19,589
1,215
20,841
27,386
1,947
2,423
346
832
56
2,130
1,775
9,243
168
4,357
3,690
4,500
101,209
4,117
281
1,000
3,717
10,334
80
1,697
412
652
14,826
4,873
731
3,082
20
29
12,532
1,929
257
13,731
8,216
2,369
891
19,723
367
30
517
4,530
348
4,869
330,581
298
650
1,780
Average Daily Volume
Total
Call
Put
731
564
167
107
78
29
17
7
10
12
11
1
5
3
2
29
22
6
194
96
97
17
15
2
2
1
1
356
297
59
98
54
44
319
167
152
79
31
48
78
66
12
203
125
78
140
87
53
303
202
101
192
83
109
65
57
8
59
49
10
8
7
1
23
19
3
1
1
0
41
33
8
18
11
7
109
72
37
4
4
1
35
17
17
57
43
15
125
107
18
1,569
1,166
403
17
0
16
3
2
1
18
14
4
68
53
15
88
47
41
6
6
0
12
5
7
10
9
2
28
25
3
273
214
59
79
60
19
15
12
3
20
8
12
2
2
0
2
2
0
114
64
50
72
64
8
4
3
1
162
107
55
76
44
33
62
53
9
6
2
4
189
110
79
5
3
1
1
1
0
8
6
2
52
34
18
4
2
1
70
50
19
3,677
2,360
1,317
4
3
1
8
6
3
22
15
7
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
Standard
Symbol
PDGI
PD
PHH
PHTN
PLAB
PNCL
PNW
PXD
PBI
PXP
PLXS
PLUG
PMCS
PMI
PNC
PPP
PLCM
PLMD
POT
PWER
PWAV
POZN
PPG
PX
PDS
PPD
PCLN
PDE
PG
PGNX
PGN
PRU
PSSI
PSYS
PHM
XING
QLGC
QLTI
QCOM
PWR
DGX
KWK
Q
RHD
RACK
RDN
RSH
RDWR
RMBS
RTN
RNWK
RHT
RRGB
RBAK
RBK
REGN
RF
RRI
RNVS
RIMM
RAI
RFMD
RAD
ROK
Contract Volume
Total
Call
11,262
6,388
60,925
33,273
2,466
505
776
446
5,557
5,182
906
577
1,276
1,276
2,291
1,814
3,077
1,907
1,179
760
1,986
1,491
4,858
4,189
28,120
21,273
44,264
5,809
4,041
2,513
6,907
6,146
977
669
654
252
5,496
2,409
56
36
15,142
8,111
11,926
2,717
2,742
1,232
1,245
870
8,033
4,820
101
60
7,327
3,984
44,887
23,976
166,905
92,520
652
142
5,337
3,317
15,662
10,220
123
103
13
13
28,735
12,334
7,541
6,536
9,204
5,466
2,433
1,815
253,262
157,321
6,644
3,701
5,714
3,961
4,210
3,069
84,963
43,044
194
130
150
33
9,959
434
37,031
6,940
1,316
814
318,982
268,729
10,206
7,793
4,831
3,043
49,985
35,255
886
580
16,164
10,419
90
35
1,288
1,065
3,211
2,368
63,480
34,825
8,808
5,439
121,721
68,080
26,936
7,569
13,796
11,793
63,346
41,792
259
108
Stock
PharmaNet Development Group, Inc.
Phelps Dodge Corporation
PHH Corporation
Photon Dynamics, Inc.
Photronics, Inc.
Pinnacle Airlines Corp.
Pinnacle West Capital Corporation
Pioneer Natural Resources Company
Pitney Bowes, Inc.
Plains Exploration & Production Company
Plexus Corporation, Inc.
Plug Power, Inc.
PMC-Sierra, Inc.
PMI Group, Inc.
PNC Bank Corporation
Pogo Producing Company
Polycom, Inc.
Polymedica Corp.
Potash Corporation of Saskatchewan Inc.
Power-One, Inc.
Powerwave Technologies, Inc.
POZEN, Inc.
PPG Industries, Inc.
Praxair, Inc.
Precision Drilling Corporation
Pre-Paid Legal Services, Inc.
Priceline.com, Inc.
Pride International
Procter & Gamble Company (The)
Progenics Pharmaceuticals, Inc.
Progress Energy, Inc.
Prudential Financial, Inc.
PSS World Medical
Psychiatric Solutions, Inc.
Pulte Homes, Inc.
Qiao Xing Universal Telephone, Inc.
QLogic Corporation
QLT, Inc.
QUALCOMM, Inc.
Quanta Services, Inc.
Quest Diagnostics Incorporated
Quicksilver Resources, Inc.
Qwest Communications Int'l.
R.H. Donnelly Co.
Rackable Systems, Inc.
Radian Group, Inc.
RadioShack
RADWARE Ltd.
Rambus, Inc.
Raytheon Company
RealNetworks, Inc.
Red Hat, Inc.
Red Robin Gourmet Burgers, Inc.
Redback Networks, Inc.
Reebok International Ltd.
Regeneron Pharmaceuticals, Inc.
Regions Financial Corp.
Reliant Energy, Inc.
Renovis, Inc.
Research in Motion Limited
Reynolds American, Inc.
RF Micro Devices, Inc.
Rite Aid Corporation
Rockwell Automation, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 20
Put
4,874
27,652
1,961
330
375
329
0
477
1,170
419
495
669
6,847
38,455
1,528
761
308
402
3,087
20
7,031
9,209
1,510
375
3,213
41
3,343
20,911
74,385
510
2,020
5,442
20
0
16,401
1,005
3,738
618
95,941
2,943
1,753
1,141
41,919
64
117
9,525
30,091
502
50,253
2,413
1,788
14,730
306
5,745
55
223
843
28,655
3,369
53,641
19,367
2,003
21,554
151
Average Daily Volume
Total
Call
Put
45
25
19
243
133
110
10
2
8
3
2
1
22
21
1
4
2
1
5
5
0
9
7
2
12
8
5
5
3
2
8
6
2
19
17
3
112
85
27
176
23
153
16
10
6
28
24
3
4
3
1
3
1
2
22
10
12
0
0
0
60
32
28
48
11
37
11
5
6
5
3
1
32
19
13
0
0
0
29
16
13
179
96
83
665
369
296
3
1
2
21
13
8
62
41
22
0
0
0
0
0
0
114
49
65
30
26
4
37
22
15
10
7
2
1,009
627
382
26
15
12
23
16
7
17
12
5
338
171
167
1
1
0
1
0
1
40
2
38
148
28
120
5
3
2
1,271
1,071
200
41
31
10
19
12
7
199
140
59
4
2
1
64
42
23
0
0
0
5
4
1
13
9
3
253
139
114
35
22
13
485
271
214
107
30
77
55
47
8
252
167
86
1
0
1
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
Standard
Symbol
RCL
RDSA
RGLD
RES
RYI
SAF
SFNT
SWY
SKS
CRM
SNDK
SANM
SNY
SAP
SLE
HSIC
SGP
SLB
SCHN
SCHW
SCRX
SFA
CKH
STX
SEE
SHLD
SEIC
SEPR
SNDA
SHPGY
SHFL
SEBL
SI
SIGM
SGTL
SPG
SINA
SIRF
SIRI
SIX
SKM
SWKS
SLM
SWHC
SII
SFD
SSCC
SLR
SMTS
SONS
SNE
SO
LUV
SWN
SOV
SPSN
SPPI
S
SPW
STJ
STAA
SPF
SPLS
SBUX
Contract Volume
Total
Call
15,513
11,292
6,588
4,756
3,687
2,932
12,875
11,186
5,440
2,614
576
411
3,349
2,498
5,254
4,540
16,270
13,523
46,459
43,357
102,624
61,448
18,465
9,220
15,583
14,126
3,623
2,400
22,528
12,427
896
511
34,069
25,131
88,072
48,049
3,851
2,046
48,362
34,606
597
492
649
389
486
328
52,110
38,540
1,559
1,448
161,047
133,212
733
436
145,257
106,671
13,508
7,799
2,182
1,424
1,647
696
71
51
2,633
649
82
72
7,786
6,176
7,532
1,365
12,401
8,533
22
22
516,280
385,322
51,805
37,443
693
88
13,891
11,548
11,651
8,936
30
30
4,106
2,509
19,722
5,740
10,645
3,674
8,237
6,440
119
22
2,266
2,124
7,282
5,266
8,505
5,736
28,198
14,711
3,881
2,187
151,816
50,025
687
291
2,723
2,679
441,941
170,596
8,060
7,327
35,593
26,424
12,105
9,554
2,972
1,376
3,926
2,479
79,265
44,640
Stock
Royal Caribbean Cruises Ltd.
Royal Dutch Shell PLC
Royal Gold, Inc.
RPC, Inc.
Ryerson, Inc.
SAFECO Corporation
SafeNet, Inc.
Safeway, Inc.
Saks, Incorporated
Salesforce.com
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)
Sciele Pharma, Inc.
Scientific-Atlanta, Inc.
SEACOR Holdings, Inc.
Seagate Technology
Sealed Air Corporation "New"
Sears Holdings Corporation
SEI Investments Company
Sepracor, Inc.
Shanda Interactive Entertainment Ltd.
Shire plc ADS
Shuffle Master, Inc.
Siebel Systems, Inc.
Siemens AG
Sigma Designs, Inc.
Sigmatel, Incorporated
Simon Property Group, Inc.
SINA Corporation
SiRF Technology Holdings, Inc.
Sirius Satellite Radio
Six Flags, Inc.
Sk Telecom Co., Ltd. ADS
Skyworks Solutions, Inc.
SLM Corporation
Smith & Wesson Holding Corporation
Smith International, Inc.
Smithfield Foods, Inc.
Smurfit Stone Container Corporation
Solectron Corporation
Somanetics Corporation
Sonus Networks, Inc.
Sony Corporation ADR
Southern Company (The)
Southwest Airlines Co.
Southwestern Energy Company
Sovereign Bancorp, Inc.
Spansion, Inc.
Spectrum Pharmaceuticals, Inc.
Sprint Nextel Corporation
SPX Corporation
St. Jude Medical, Inc.
STAAR Surgical Company
Standard Pacific Corp.
Staples, Inc.
Starbucks Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 21
Put
4,221
1,832
755
1,689
2,826
165
851
714
2,747
3,102
41,176
9,245
1,457
1,223
10,101
385
8,938
40,023
1,805
13,756
105
260
158
13,570
111
27,835
297
38,586
5,709
758
951
20
1,984
10
1,610
6,167
3,868
0
130,958
14,362
605
2,343
2,715
0
1,597
13,982
6,971
1,797
97
142
2,016
2,769
13,487
1,694
101,791
396
44
271,345
733
9,169
2,551
1,596
1,447
34,625
Average Daily Volume
Total
Call
Put
62
45
17
26
19
7
15
12
3
63
54
8
22
10
11
2
2
1
13
10
3
21
18
3
65
54
11
185
173
12
409
245
164
74
37
37
62
56
6
14
10
5
90
50
40
4
2
2
136
100
36
351
191
159
15
8
7
193
138
55
2
2
0
3
2
1
16
11
5
208
154
54
6
6
0
642
531
111
3
2
1
579
425
154
54
31
23
9
6
3
7
3
4
0
0
0
10
3
8
0
0
0
31
25
6
30
5
25
49
34
15
0
0
0
2,057
1,535
522
206
149
57
3
0
2
55
46
9
46
36
11
0
0
0
16
10
6
79
23
56
42
15
28
33
26
7
1
0
1
9
8
1
29
21
8
34
23
11
112
59
54
15
9
7
605
199
406
3
1
2
11
11
0
1,761
680
1,081
32
29
3
142
105
37
48
38
10
12
5
6
16
10
6
316
178
138
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
Standard
Symbol
HOT
STT
STN
STLD
STM
SGY
SYK
SUF
SUNW
SU
SUN
STI
SUPG
SPN
SVU
SIVB
SY
SCMR
SYMC
SBL
SYNA
ELOS
SNPS
SNV
BRLC
SYY
TSM
TTWO
TLB
TALX
TNOX
TGT
TASR
TCO
AMTD
TECD
TOA
TE
TK
TKLC
TMX
TELK
TLAB
TIN
TPX
THC
TEN
TEX
TRA
TSO
TEVA
TXI
TXN
BCO
DTV
TXCO
FINL
FAF
GS
GBX
HSY
TMR
MLS
PGR
Contract Volume
Total
Call
7,411
3,912
2,084
1,463
10,370
6,946
4,318
3,330
2,886
2,343
4,499
2,566
8,808
4,829
7,463
6,068
186,825
135,184
52,739
33,355
12,704
6,753
13,885
3,806
98
88
41
30
272
152
143
143
1,635
1,477
5,345
4,619
92,881
81,477
8,263
6,075
2,076
2,018
3,762
2,727
150
79
2,749
2,665
1,536
1,277
14,877
10,350
10,862
10,099
10,545
8,087
30
30
293
277
492
381
29,192
13,850
3,992
3,590
4,829
576
30,292
22,163
1,274
758
42,850
1,171
2,776
1,657
6,596
4,082
5,611
4,109
10,258
5,659
20,778
9,542
23,117
21,381
340
233
10,298
4,776
25,131
10,765
131
71
6,234
4,378
3,528
2,263
13,774
6,751
75,540
43,109
495
229
109,099
54,343
478
392
6,935
3,487
69
49
160
77
3,373
2,621
109,604
72,416
55
45
2,938
1,561
1,903
1,802
5,877
2,901
2,732
2,108
Stock
Starwood Hotels & Resorts Worldwide, Inc.
State Street Corporation
Station Casinos, Inc.
Steel Dynamics, Inc.
STMicroelectronics N.V.
Stone Energy Corp.
Stryker Corporation
SulphCo, Inc.
Sun Microsystems, Inc.
Suncor Energy, Inc.
Sunoco, Inc.
SunTrust Banks, Inc.
SuperGen, Inc.
Superior Energy Services, Inc. (New)
SUPERVALU, Inc.
SVB Financial Group
Sybase, Inc.
Sycamore Networks, Inc.
Symantec Corporation
Symbol Technologies, Inc.
Synaptics, Incorporated
Syneron Medical Ltd.
Synopsys, Inc.
Synovous Financial Corp.
Syntax-Brillian Corp.
Sysco Corporation
Taiwan Semiconductor Manufacturing Company Ltd.
Take-Two Interactive Software
Talbots, Inc. (The)
TALX Corporation
Tanox, Inc.
Target Corporation
TASER International, Inc.
Taubman Centers, Inc.
TD Ameritrade Holding Corp.
Tech Data Corporation
Technical Olympic USA, Inc.
TECO Energy, Inc.
Teekay Shipping Corporation
Tekelec
Telefonos de Mexico, S.A. de C.V. ADR
Telik, Inc.
Tellabs, Inc.
Temple-Inland, Inc.
Tempur-Pedic International, Inc.
Tenet Healthcare Corporation
Tenneco Inc.
Terex Corporation
Terra Industries, Inc.
Tesoro Corporation
Teva Pharmaceutical Industries Limited ADR
Texas Industries, Inc.
Texas Instruments, Incorporated
The Brink's Company
The DIRECTV Group, Inc.
The Exploration Company of Delaware
The Finish Line - CL A
The First American Financial Corporation
The Goldman Sachs Group, Inc.
The Greenbrier Companies, Inc.
The Hershey Company
The Meridian Resource Corporation
The Mills Corporation
The Progressive Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 22
Put
3,499
621
3,424
988
543
1,933
3,979
1,395
51,641
19,384
5,951
10,079
10
11
120
0
158
726
11,404
2,188
58
1,035
71
84
259
4,527
763
2,458
0
16
111
15,342
402
4,253
8,129
516
41,679
1,119
2,514
1,502
4,599
11,236
1,736
107
5,522
14,366
60
1,856
1,265
7,023
32,431
266
54,756
86
3,448
20
83
752
37,188
10
1,377
101
2,976
624
Average Daily Volume
Total
Call
Put
30
16
14
8
6
2
41
28
14
17
13
4
11
9
2
18
10
8
35
19
16
32
26
6
744
539
206
210
133
77
51
27
24
55
15
40
0
0
0
0
0
0
1
1
0
1
1
0
7
6
1
21
18
3
370
325
45
33
24
9
8
8
0
15
11
4
1
0
0
11
11
0
35
29
6
59
41
18
43
40
3
42
32
10
0
0
0
1
1
0
2
2
0
116
55
61
16
14
2
19
2
17
121
88
32
5
3
2
171
5
166
11
7
4
26
16
10
22
16
6
41
23
18
83
38
45
92
85
7
1
1
0
41
19
22
100
43
57
1
0
0
25
17
7
14
9
5
55
27
28
301
172
129
2
1
1
435
217
218
2
2
0
28
14
14
1
1
0
1
0
0
13
10
3
437
289
148
1
1
0
12
6
5
8
7
0
23
12
12
11
8
2
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
Standard
Symbol
RYL
SMG
SGR
JOE
DIS
THRX
TMO
THOR
TMA
THQI
TIBX
TIF
THI
TWTC
TWX
TIE
TJX
TLCV
THE
TOL
TRGL
TM
RIG
TRI
TRB
TRMS
TXU
TYC
TSN
USB
UAUA
UBS
UGI
UPL
UBB
UN
UNP
UIS
UAG
UMC
UPS
URI
X
UTX
UTHR
UNH
UVN
UNM
URBN
LCC
USU
USG
UST
UTSI
VCI
VRX
VLO
VAR
VSGN
WOOF
VECO
VRSN
VTS
VZ
Contract Volume
Total
Call
21,614
8,828
776
622
3,748
2,369
18,297
6,981
63,017
47,772
402
225
2,530
2,530
12,063
11,515
6,390
3,512
1,064
869
14,972
12,307
14,914
9,498
164
64
1,685
1,488
301,544
201,345
1,947
1,081
3,177
1,432
1,523
1,260
6,811
5,261
132,274
71,322
1,459
1,310
4,710
2,790
117,499
50,393
2,469
1,546
15,563
8,369
1,053
917
86,620
31,564
197,935
161,779
21,571
8,817
65,854
39,577
48,803
29,349
4,304
2,460
83
63
90,906
72,536
11,496
9,761
1,255
717
16,295
10,550
9,625
5,237
10
10
3,196
2,592
139,828
94,616
10,818
1,373
73,236
39,929
21,456
9,754
20,137
16,134
168,007
114,858
9,177
5,776
4,871
3,623
2,257
1,645
23,993
9,983
12,018
5,643
59,007
35,624
24,656
3,542
46,542
38,326
40
10
20,141
8,870
187,100
84,302
2,311
1,640
5,310
5,240
1,522
784
768
535
22,141
15,957
5,178
3,748
195,577
132,723
Stock
The Ryland Group, Inc.
The Scotts Miracle-Gro Company
The Shaw Group, Inc.
The St Joe Company
The Walt Disney Company
Theravance, Inc.
Thermo Fisher Scientific, Inc.
Thoratec Corporation
Thornburg Mortgage, Inc.
THQ, Inc.
TIBCO Software
Tiffany & Co.
Tim Hortons, Inc.
Time Warner Telecom, Inc.
Time Warner, Inc.
Titanium Metals Corporation
TJX Companies, Inc. (The)
TLC Vision Corporation
Todco
Toll Brothers, Inc.
Toreador Resources Corporation
Toyota Motor Corporation ADR
Transocean, Inc.
Triad Hospitals
Tribune Company
Trimeris, Inc.
TXU Company
Tyco International Limited
Tyson Foods, Inc. (Class A)
U.S. Bancorp
UAL Corporation (New)
UBS AG
UGI Corporation
Ultra Petroleum Corp.
Unibanco Uniao de Bancos Brasileros
Unilever N.V.
Union Pacific Corporation
Unisys Corporation
United Auto Group, Inc.
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.
Unum Group
Urban Outfitters, Inc.
US Airways Group, Inc, (New)
USEC, Inc.
USG Corporation
UST, Inc.
UTStarcom, Inc.
Valassis Communications, Inc.
Valeant Pharmaceuticals International
Valero Energy Corporation
Varian Associates, Inc.
Vasogen, Inc.
VCA Antech, Inc.
Veeco Instruments, Inc.
Verisign, Inc.
Veritas DGC, Inc.
Verizon Communications, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 23
Put
12,786
154
1,379
11,316
15,245
177
0
548
2,878
195
2,665
5,416
100
197
100,199
866
1,745
263
1,550
60,952
149
1,920
67,106
923
7,194
136
55,056
36,156
12,754
26,277
19,454
1,844
20
18,370
1,735
538
5,745
4,388
0
604
45,212
9,445
33,307
11,702
4,003
53,149
3,401
1,248
612
14,010
6,375
23,383
21,114
8,216
30
11,271
102,798
671
70
738
233
6,184
1,430
62,854
Average Daily Volume
Total
Call
Put
86
35
51
3
2
1
15
9
5
73
28
45
251
190
61
2
1
1
10
10
0
48
46
2
25
14
11
4
3
1
60
49
11
59
38
22
1
0
1
7
6
1
1,201
802
399
8
4
3
13
6
7
6
5
1
27
21
6
527
284
243
6
5
1
19
11
8
468
201
267
10
6
4
62
33
29
4
4
1
345
126
219
789
645
144
86
35
51
262
158
105
218
131
87
17
10
7
0
0
0
362
289
73
46
39
7
5
3
2
65
42
23
38
21
17
0
0
0
13
10
2
557
377
180
43
5
38
292
159
133
85
39
47
80
64
16
669
458
212
37
23
14
19
14
5
9
7
2
96
40
56
48
22
25
235
142
93
98
14
84
185
153
33
0
0
0
80
35
45
745
336
410
9
7
3
21
21
0
6
3
3
3
2
1
88
64
25
21
15
6
779
529
250
2006 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
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
Standard
Symbol
VRTX
VIP
VPHM
VSH
VC
VTAL
VTSS
V
VOD
VMC
GRA
WB
WAG
WMT
WLT
WM
WMI
WAT
WPI
WCI
WFT
WEBX
WCG
WLP
WFC
WEN
WCC
WDC
WU
WY
WHR
WFMI
OATS
WG
WMB
WIND
INT
WRSP
WYE
WYN
WYNN
XEL
XRX
XLNX
XL
XMSR
XTO
YHOO
AUY
YMI
YRCW
YUM
ZLC
ZMH
ZION
ZIXI
ZOLT
ZGEN
Contract Volume
Total
Call
15,468
9,065
18,072
7,114
17,502
10,288
17,863
10,856
110,944
21,367
1,101
71
11,001
10,100
1,926
1,762
40,715
23,431
1,524
1,054
4,488
3,950
54,236
30,198
43,450
28,344
877,937
570,008
7,260
4,984
44,028
21,456
13,301
11,543
317
167
1,866
1,152
24,180
6,207
16,812
12,024
688
346
2,453
1,941
9,241
5,143
72,414
36,391
23,383
20,882
654
357
4,130
2,288
215
161
5,818
3,580
7,071
3,290
24,988
15,484
3,751
3,028
710
500
212,686
202,165
550
517
152
112
5,483
2,187
27,561
16,007
11,744
8,960
27,412
17,982
1,641
1,375
19,509
10,718
15,346
8,198
3,730
304
263,238
125,631
30,044
16,019
276,562
182,626
12,445
8,791
1,441
1,123
31,883
14,326
6,066
4,769
1,697
1,071
7,483
4,567
3,452
1,305
1,699
1,396
3
0
1,380
585
Stock
Vertex Pharmaceuticals, Inc.
VimpelCom
ViroPharma, Incorporated
Vishay Intertechnology, Inc.
Visteon Corp.
Vital Images, Inc.
Vitesse Semiconductor Corporation (New)
Vivendi SA
Vodafone Group PLC ADR
Vulcan Materials
W.R. Grace & Co.
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.
WebEx Communications, Inc.
Wellcare Health Plans, Inc.
WellPoint Health Networks, Inc.
Wells Fargo & Company
Wendy's International, Inc.
WESCO Interntional, Inc.
Western Digital Corporation
Western Union Company
Weyerhaeuser Company
Whirlpool Corporation
Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Willbros Group, Inc.
Williams Companies, Inc. (The)
Wind River Systems, Inc.
World Fuel Services Corporation
WorldSpace, Inc.
Wyeth
Wyndham Worldwide Corporation
Wynn Resorts, Limited
Xcel Energy, Inc.
Xerox Corporation
Xilinix, Inc.
XL Capital LTD.
XM Satellite Radio Holdings, Inc.
XTO Energy, Inc.
Yahoo! Inc.
Yamana Gold, Inc.
YM Biosciences, Inc.
YRC Worldwide, Inc.
YUM! Brands, Inc.
Zale Corporation
Zimmer Holdings, Inc.
Zions Bancorporation
Zix Corporation
Zoltek Companies, Inc. (New)
Zymogenetics, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 24
Put
6,403
10,958
7,214
7,007
89,577
1,030
901
164
17,284
470
538
24,038
15,106
307,929
2,276
22,572
1,758
150
714
17,973
4,788
342
512
4,098
36,023
2,501
297
1,842
54
2,238
3,781
9,504
723
210
10,521
33
40
3,296
11,554
2,784
9,430
266
8,791
7,148
3,426
137,607
14,025
93,936
3,654
318
17,557
1,297
626
2,916
2,147
303
3
795
Average Daily Volume
Total
Call
Put
62
36
26
72
28
44
70
41
29
71
43
28
442
85
357
4
0
4
50
46
4
8
7
1
162
93
69
6
4
2
18
16
2
216
120
96
173
113
60
3,498
2,271
1,227
29
20
9
175
85
90
53
46
7
1
1
1
7
5
3
96
25
72
67
48
19
3
1
1
10
8
2
37
20
16
289
145
144
93
83
10
3
1
1
16
9
7
3
3
1
23
14
9
28
13
15
100
62
38
15
12
3
3
2
1
847
805
42
2
2
0
1
0
0
22
9
13
110
64
46
111
85
26
109
72
38
7
5
1
78
43
35
61
33
28
15
1
14
1,049
501
548
120
64
56
1,102
728
374
50
35
15
7
5
2
127
57
70
24
19
5
7
4
2
30
18
12
14
5
9
7
6
1
0
0
0
5
2
3
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
Standard
Symbol
ARDI
FLWS
TFSM
COMS
MMM
KDE
NDN
ASVI
AIR
ABAX
ABB
ABT
ANF
ABGX
ABY
ABP
ABBI
ACAD
ACCL
ACN
LEND
ACE
ACGY
APKT
ACOR
ATVI
AYI
ACXM
ADPT
ADCT
ADEX
ADBE
ADLR
ADTN
AEA
AAP
ADIC
AEIS
AMAG
EYE
AMD
AVNC
ADVNB
AAV
ANX
AD
AEG
ARXX
ARO
AES
AET
ACS
AMG
AFFX
AFL
AG
AGR
A
AEM
AGU
AYR
AAI
AKS
AKAM
Contract Volume
Total
Call
Put
22,713
19,745
2,968
3,562
2,282
1,280
51,139
39,833
11,306
230,155
201,442
28,713
744,263
386,419
357,844
5,097
3,185
1,912
17,469
11,577
5,892
12,129
5,881
6,248
23,546
18,830
4,716
20,995
14,397
6,598
124,159
109,617
14,542
369,229
228,806
140,423
435,901
232,656
203,245
8,224
3,337
4,887
10,068
3,735
6,333
21,050
16,617
4,433
82,734
56,358
26,376
36,584
28,011
8,573
4,588
2,908
1,680
61,386
34,716
26,670
249,495
112,578
136,917
45,979
24,475
21,504
25,834
18,304
7,530
6,298
5,088
1,210
37,588
20,649
16,939
209,635
142,370
67,265
998
787
211
44,976
33,711
11,265
3,537
2,759
778
110,866
79,844
31,022
6,683
3,000
3,683
458,518
291,013
167,505
159,305
88,621
70,684
88,916
40,960
47,956
5,043
4,265
778
52,069
33,978
18,091
7,261
4,636
2,625
21,582
14,348
7,234
406,976
226,512
180,464
193,952
100,872
93,080
3,883,172 2,402,958 1,480,214
1,793
1,447
346
1,355
668
687
50,595
35,091
15,504
44,033
23,624
20,409
48,816
30,700
18,116
9,874
7,977
1,897
20,325
16,179
4,146
64,828
35,035
29,793
93,200
66,559
26,641
610,880
377,436
233,444
241,402
137,445
103,957
55,065
33,614
21,451
140,181
86,570
53,611
39,745
20,781
18,964
51,054
29,434
21,620
56,807
41,285
15,522
286,356
222,631
63,725
297,354
208,401
88,953
99
58
41
7,050
4,308
2,742
68,343
45,340
23,003
520,059
392,624
127,435
608,965
390,253
218,712
Stock
@Road, Inc.
1-800-FLOWERS.COM, Inc.
24/7 Real Media, Inc.
3Com Corporation
3M Company
4Kids Entertainment, Inc.
99 Cents Only Stores
A.S.V., Inc.
AAR CORP.
Abaxis, Inc.
ABB Ltd.
Abbott Laboratories
Abercrombie & Fitch Company
Abgenix, Inc.
Abitibi-Consolidated, Inc.
Abraxas Petroleum Corporation
Abraxis BioScience, Inc.
Acadia Pharmaceuticals, Inc.
Accelrys, Inc.
Accenture Ltd-CL A
Accredited Home Lenders Holding Company
ACE, Ltd.
Acergy S.A.
Acme Packet, Inc.
Acorda Therapeutics, Inc.
Activision, Inc.
Acuity Brands, Inc.
Acxiom Corporation
Adaptec, Inc.
ADC Telecommunications, Inc.
Ade Corporation
Adobe Systems, Inc.
Adolor Corporation
ADTRAN, Inc.
Advance America Cash Advance Centers, Inc.
Advance Auto Parts, Inc.
Advanced Digital Information Corp.
Advanced Energy Industries
Advanced Magnetics, Inc.
Advanced Medical Optics, Inc.
Advanced Micro Devices, Inc.
Advancis Pharmaceutical Corporation
ADVANTA Corp. (Class B)
Advantage Energy Income Fund
ADVENTRX Pharmaceuticals, Inc.
ADVO, inc.
Aegon NV ADR
Aeroflex Incorporated
Aeropostale, Inc.
AES Corporation
Aetna, Inc.
Affiliated Computer Services, Inc.
Affiliated Managers Group, Inc.
Affymetrix, Inc.
AFLAC Incorporated
AGCO Corporation
Agere Systems, Inc.
Agilent Technologies, Corporation
Agnico-Eagle Mines Ltd.
Agrium, Inc.
Aircastle Limited
Airtran Holdings, Inc.
AK Steel Holding Corporation
Akamai Technologies, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 25
Average Daily Volume
Total
Call
Put
90
79
12
14
9
5
204
159
45
917
803
114
2,965
1,540
1,426
20
13
8
70
46
23
48
23
25
94
75
19
84
57
26
495
437
58
1,471
912
559
1,737
927
810
33
13
19
40
15
25
84
66
18
330
225
105
163
124
38
18
12
7
245
138
106
994
449
545
183
98
86
103
73
30
140
113
27
683
375
308
835
567
268
22
17
5
179
134
45
14
11
3
442
318
124
27
12
15
1,827
1,159
667
635
353
282
354
163
191
20
17
3
207
135
72
29
18
10
86
57
29
2,142
1,192
950
773
402
371
15,471
9,574
5,897
28
22
5
5
3
3
271
188
83
175
94
81
626
394
232
39
32
8
81
64
17
258
140
119
371
265
106
2,434
1,504
930
962
548
414
219
134
85
558
345
214
158
83
76
203
117
86
226
164
62
1,141
887
254
1,185
830
354
0
0
0
76
46
29
272
181
92
2,072
1,564
508
2,426
1,555
871
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
Standard
Symbol
APCS
ALK
ACV
ABS
AL
ALU
AA
ACL
ARS
ALEX
ALXN
ALGN
ALKS
AYE
ATI
AGN
ADS
AOI
ARLP
AB
LNT
ATK
AW
ALD
MDRX
ALL
AT
ALNY
ALJ
ANR
ALO
ALTR
ATRS
MO
ALVR
AMZN
ABK
DOX
AMED
AMX
AXL
ACAS
ACLI
AEOS
AEP
AXP
AHM
AIG
AOB
APCC
ASEI
ASD
AMSC
AMT
ACF
AGP
AMP
ABC
ASCA
AMH
AMGN
AMKR
APH
AMR
Contract Volume
Call
Put
50
42
8
1,355
1,006
349
19,964
13,771
6,193
73,119
50,227
22,892
172,967
123,077
49,890
237,296
168,526
68,770
983,931
615,545
368,386
150,330
81,805
68,525
7,392
4,417
2,975
48,550
22,767
25,783
122,056
77,986
44,070
60,334
39,543
20,791
85,056
59,941
25,115
39,173
29,539
9,634
861,089
553,773
307,316
72,127
39,474
32,653
83,076
55,892
27,184
1,095
1,038
57
50,172
37,165
13,007
80,550
61,142
19,408
3,975
3,278
697
23,780
15,812
7,968
77,741
56,599
21,142
70,578
43,482
27,096
68,266
53,117
15,149
848,830
705,737
143,093
260,273
193,844
66,429
29,614
17,658
11,956
42,361
36,771
5,590
61,083
46,863
14,220
15,708
11,951
3,757
171,628
116,801
54,827
43,744
23,807
19,937
7,604,137 5,331,360 2,272,777
40,026
29,193
10,833
1,798,186
566,546 1,231,640
20,214
10,088
10,126
44,634
33,841
10,793
35,819
14,834
20,985
312,587
192,030
120,557
184,779
61,097
123,682
51,327
34,153
17,174
50,332
28,899
21,433
226,986
123,254
103,732
35,675
22,869
12,806
684,388
490,133
194,255
180,420
119,556
60,864
1,071,156
677,411
393,745
78,200
68,137
10,063
153,686
112,763
40,923
135,738
86,612
49,126
44,462
19,681
24,781
23,557
17,530
6,027
418,941
214,946
203,995
75,672
39,882
35,790
49,050
29,264
19,786
29,472
17,857
11,615
77,300
44,388
32,912
11,874
8,326
3,548
14,786
9,851
4,935
1,478,748
968,855
509,893
215,519
126,172
89,347
8,787
5,787
3,000
1,672,899
870,138
802,761
Stock
Alamosa Holdings, Inc. (New)
Alaska Air Group, Inc.
Alberto-Culver Company (New)
Albertson's, Inc.
Alcan, Inc.
Alcatel-Lucent
ALCOA, Inc.
Alcon, Inc.
Aleris International, Inc.
Alexander & Baldwin
Alexion Pharmaceuticals, Inc.
Align Technology, Inc.
Alkermes, Inc.
Allegheny Energy, Inc.
Allegheny Technologies, Inc.
Allergan, Inc.
Alliance Data Systems Corporation
Alliance One International, Inc.
Alliance Resources Partners, L.P.
AllianceBernstein Holding L.P.
Alliant Energy Corporation
Alliant Techsystems, Inc.
Allied Waste Industries, Inc.
Alllied Capital Corporation
Allscripts Healthcare Solutions, Inc.
Allstate Corporation (The)
ALLTEL Corporation
Alnylam Pharmaceuticals, Inc.
Alon USA Energy, Inc.
Alpha Natural Resources, Inc.
Alpharma, Inc. (Class A)
Altera Corporation
Altiris, Inc.
Altria Group, Inc.
Alvarion Limited
Amazon.Com, Inc.
AMBAC, Inc.
Amdocs Ltd.
Amedisys, Inc.
America Movil S.A. de C.V.
American Axle & Manufacturing Holdings, Inc.
American Capital Strategies, Ltd.
American Commercial Lines
American Eagle Outfitters, Inc.
American Electric Power Company, Inc.
American Express Company
American Home Mortgage Investment Corp.
American International Group, Inc.
American Oriental Bioengineering, Inc.
American Power Conversion Corporation
American Science and Engineering, Inc.
American Standard Companies, Inc.
American Superconductor Corp.
American Tower Corporation CLA
AmeriCredit Corporation
AMERIGROUP Corporation
Ameriprise Financial, Inc.
AmerisourceBergen Corporation
Ameristar Casinos, Inc.
AmerUs Group Co.
Amgen, Inc.
Amkor Technology, Inc.
Amphenol Corporation
AMR Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Total
Page 26
Average Daily Volume
Total
Call
Put
0
0
0
5
4
1
80
55
25
291
200
91
689
490
199
945
671
274
3,920
2,452
1,468
599
326
273
29
18
12
193
91
103
486
311
176
240
158
83
339
239
100
156
118
38
3,431
2,206
1,224
287
157
130
331
223
108
9
9
0
200
148
52
321
244
77
16
13
3
95
63
32
310
225
84
281
173
108
272
212
60
3,382
2,812
570
1,037
772
265
157
93
63
169
146
22
243
187
57
63
48
15
684
465
218
174
95
79
30,295
21,240
9,055
159
116
43
7,164
2,257
4,907
81
40
40
178
135
43
143
59
84
1,245
765
480
736
243
493
204
136
68
201
115
85
904
491
413
142
91
51
2,727
1,953
774
719
476
242
4,268
2,699
1,569
312
271
40
612
449
163
541
345
196
177
78
99
94
70
24
1,669
856
813
301
159
143
195
117
79
117
71
46
308
177
131
47
33
14
59
39
20
5,891
3,860
2,031
859
503
356
35
23
12
6,665
3,467
3,198
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
Standard
Symbol
ASO
AMLN
APC
ANAD
ADI
ANEN
ANDW
ADRX
ANPI
AU
BUD
NLY
ANN
ANSS
ANT
AGEN
AOC
APA
AIV
SIL
APOG
APOL
AINV
AAPL
APPB
CRA
ABI
AFCO
AMAT
AMCC
AHG
WTR
AQNT
ACI
ADM
AX
ASN
ARNA
ARIA
ARBA
AH
ARRS
ARTC
ASA
ASTSF
ASH
ASIA
ASML
ASMI
ASPV
ASBC
AIZ
AF
AZN
ASYT
T
AGIX
ATHR
ATYT
ATML
ATMI
ATPG
ATW
AUO
Contract Volume
Total
Call
Put
162
92
70
465,957
295,175
170,782
593,710
348,036
245,674
7,904
6,597
1,307
152,149
96,810
55,339
8,107
6,273
1,834
47,342
29,185
18,157
74,068
37,964
36,104
20,400
11,414
8,986
123,087
69,235
53,852
300,918
214,302
86,616
63,805
36,694
27,111
144,365
83,246
61,119
3,858
2,985
873
3,092
1,529
1,563
136,681
91,677
45,004
54,883
35,147
19,736
870,760
526,800
343,960
6,219
3,248
2,971
250,926
170,631
80,295
10,597
8,673
1,924
188,520
92,230
96,290
5,399
4,159
1,240
9,815,555 5,612,571 4,202,984
38,943
19,852
19,091
21,909
16,520
5,389
32,796
26,206
6,590
10,910
5,536
5,374
1,022,886
706,956
315,930
40,967
37,914
3,053
13,692
6,386
7,306
73,136
47,696
25,440
82,633
57,936
24,697
409,811
222,900
186,911
750,853
472,069
278,784
49,965
39,517
10,448
3,478
1,856
1,622
53,956
38,954
15,002
85,847
75,322
10,525
78,270
64,513
13,757
70,082
50,108
19,974
70,465
56,375
14,090
14,525
9,168
5,357
67,194
42,616
24,578
4,478
3,957
521
41,522
28,278
13,244
7,265
6,476
789
58,971
37,582
21,389
15,806
11,825
3,981
14,749
8,899
5,850
4,365
3,891
474
12,380
9,123
3,257
39,754
32,712
7,042
100,094
61,554
38,540
11,274
9,152
2,122
893,900
597,803
296,097
267,538
192,934
74,604
287,697
189,148
98,549
418,770
331,750
87,020
75,880
60,944
14,936
12,031
6,069
5,962
29,477
21,993
7,484
2,019
1,455
564
167,976
74,851
93,125
Stock
AmSouth Bancorporation
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
ANADIGICS, Inc.
Analog Devices, Inc.
Anaren, Inc.
Andrew Corporation
Andrx Corp.
Angiotech Pharmaceuticals, Inc.
AngloGold Ashanti Limited ADS
Anheuser-Busch Companies, Inc.
Annaly Capital Management, Inc.
AnnTaylor Stores Corporation
ANSYS, Inc.
Anteon International Corporation
Antigenics, Inc.
AON Corporation
Apache Corporation
Apartment Investment & Management Company
Apex Silver Mines Limited
Apogee Enterprises, Inc.
Apollo Group, Inc.
Apollo Investment Corporation
Apple Computer, Inc.
Applebee's International, Inc.
Applera Corp - Celera Genomics Group
Applera Corporation-Applied Biosystems Group
Applied Films Corporation
Applied Materials, Inc.
Applied Micro Circuits Corporation
Apria Healthcare Group Incorporated
Aqua America, Inc.
aQuantive, Inc.
Arch Coal, Inc.
Archer-Daniels-Midland Company
Archipelago Holdings, Inc.
Archstone-Smith Trust
Arena Pharmaceuticals, Inc.
ARIAD Pharmaceuticals, Inc.
Ariba, Inc.
Armor Holdings, Inc.
Arris Group, Inc.
ArthroCare Corporation
ASA Limited
ASE Test Limited (New)
Ashland, Inc.
Asiainfo Holdings, Inc.
ASM Holding N.V.
ASM International N.V.
Aspreva Pharmaceuticals Corporation
Associated Banc-Corp.
Assurant, Inc.
Astoria Financial Corporation
AstraZeneca plc ADS
Asyst Technologies, Inc.
AT&T Corporation
AtheroGenics, Inc.
Atheros Communications
ATI Technologies, Inc.
Atmel Corporation
ATMI, Inc.
ATP Oil & Gas Corporation
Atwood Oceanics, Inc.
AU Optronics Corp.
CHICAGO BOARD OPTIONS EXCHANGE
Page 27
Average Daily Volume
Total
Call
Put
1
0
0
1,856
1,176
680
2,365
1,387
979
31
26
5
606
386
220
32
25
7
189
116
72
295
151
144
81
45
36
490
276
215
1,199
854
345
254
146
108
575
332
244
15
12
3
12
6
6
545
365
179
219
140
79
3,469
2,099
1,370
25
13
12
1,000
680
320
42
35
8
751
367
384
69
53
16
39,106
22,361
16,745
155
79
76
87
66
21
131
104
26
43
22
21
4,075
2,817
1,259
163
151
12
55
25
29
291
190
101
329
231
98
1,633
888
745
2,991
1,881
1,111
199
157
42
14
7
6
215
155
60
342
300
42
312
257
55
279
200
80
281
225
56
58
37
21
268
170
98
18
16
2
165
113
53
29
26
3
235
150
85
63
47
16
59
35
23
17
16
2
49
36
13
158
130
28
399
245
154
45
36
8
3,561
2,382
1,180
1,066
769
297
1,146
754
393
1,668
1,322
347
302
243
60
48
24
24
117
88
30
8
6
2
669
298
371
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
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
Standard
Symbol
ADBL
AUDC
ADAT
ADSK
ADP
AN
AZO
AVB
AVNR
AV
AVR
AVY
AVII
AVCI
AVID
CAR
AVT
AVCT
AVP
AVX
AXCA
ACLS
AXS
AZR
BIDU
BHI
BLL
BLDP
BYI
BBD
ITU
BAC
BK
RATE
BCR
BKS
B
BRL
ABX
BOL
BAX
BTE
BBT
BEAV
BEAS
BECN
BSC
BE
BZH
BEBE
BEC
BDX
BBBY
BDC
BLS
BLC
BGO
BMS
BNT
BRY
BBY
BEV
BHP
BIG
Contract Volume
Total
Call
31,004
20,546
13,536
10,550
3,321
2,765
239,350
150,619
202,796
153,404
96,797
71,108
123,671
57,726
22,994
11,777
358,227
181,300
109,538
92,851
32,749
23,106
13,577
9,701
219,596
180,210
33,205
25,739
74,111
39,637
851,128
543,742
24,493
14,160
38,054
22,184
78,912
48,624
12,597
8,723
8,712
6,746
47,511
38,834
8,303
6,368
37,123
24,295
1,225,951
772,796
390,451
182,008
36,219
18,323
52,991
39,132
69,204
50,952
65,669
30,926
37,353
20,805
2,371,317 1,413,692
175,135
141,791
28,850
13,487
31,971
17,679
17,238
10,234
164
48
70,403
43,583
633,635
399,663
282,841
163,336
141,501
87,696
207
189
75,904
56,486
40,512
33,023
234,665
188,184
179
60
411,714
196,289
373
261
364,901
148,954
70,760
40,727
44,630
21,688
31,866
20,013
284,553
188,528
3,351
2,712
189,347
134,581
2,690
1,072
236,114
175,795
7,608
4,502
15,405
9,644
8,827
4,427
1,464,040
779,518
5,680
3,067
308,859
175,677
45,114
29,799
Stock
Audible, Inc. (New)
AudioCodes Ltd.
Authentidate Holding Corp. (New)
Autodesk, Inc.
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
Avalonbay Communities, Inc.
Avanir Pharmaceuticals
Avaya, Inc.
Aventine Renewable Energy Holdings, Inc.
Avery Dennison Corporation
AVI BioPharma, Inc. (New)
Avici Systems, Inc.
Avid Technology, Inc.
Avis Budget Group, Inc.
Avnet, Inc.
Avocent Corp.
Avon Products, Inc.
AVX Corporation
Axcan Pharma, Inc. (New)
Axcelis Technologies, Inc.
Axis Capital Holdings Limited
Aztar Corporation
Baidu.com
Baker Hughes, Incorporated
Ball Corporation
Ballard Power Systems, Inc.
Bally Technologies, Inc.
Banco Bradesco
Banco Itau Holding Financeira
Bank of America Corporation
Bank of New York Company, Inc. (The)
Bankrate, Inc.
Bard (C.R.), Inc.
Barnes & Noble, Inc.
Barnes Group, Inc.
Barr Laboratories, Inc.
Barrick Gold Corporation
Bausch & Lomb, Incorporated
Baxter International, Inc.
Baytex Energy Trust
BB&T Corporation
BE Aerospace, Inc.
BEA Systems, Inc.
Beacon Roofing Supply, Inc.
Bear Stearns Companies, Inc. (The)
BearingPoint, Inc. (New)
Beazer Homes USA, Inc.
bebe stores, inc.
Beckman Coulter, Inc.
Becton Dickinson & Company
Bed Bath & Beyond, Inc.
Belden CDT, Inc.
BellSouth Corporation
Belo Corporation
Bema Gold Corporation (New)
Bemis Company
Bentley Pharmaceuticals, Inc.
Berry Petroleum Company Cl A
Best Buy Co., Inc.
Beverly Enterprises, Inc.
BHP Billiton Limited
Big Lots, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 28
Put
10,458
2,986
556
88,731
49,392
25,689
65,945
11,217
176,927
16,687
9,643
3,876
39,386
7,466
34,474
307,386
10,333
15,870
30,288
3,874
1,966
8,677
1,935
12,828
453,155
208,443
17,896
13,859
18,252
34,743
16,548
957,625
33,344
15,363
14,292
7,004
116
26,820
233,972
119,505
53,805
18
19,418
7,489
46,481
119
215,425
112
215,947
30,033
22,942
11,853
96,025
639
54,766
1,618
60,319
3,106
5,761
4,400
684,522
2,613
133,182
15,315
Average Daily Volume
Total
Call
Put
124
82
42
54
42
12
13
11
2
954
600
354
808
611
197
386
283
102
493
230
263
92
47
45
2,225
1,126
1,099
436
370
66
278
196
82
54
39
15
934
767
168
132
103
30
295
158
137
3,391
2,166
1,225
98
56
41
152
88
63
314
194
121
50
35
15
41
32
9
189
155
35
33
25
8
148
97
51
6,319
3,983
2,336
1,556
725
830
144
73
71
211
156
55
276
203
73
408
192
216
208
116
92
9,447
5,632
3,815
698
565
133
115
54
61
127
70
57
69
41
28
5
1
3
280
174
107
2,524
1,592
932
1,127
651
476
564
349
214
41
38
4
302
225
77
161
132
30
935
750
185
1
0
0
1,640
782
858
6
4
2
1,454
593
860
282
162
120
178
86
91
127
80
47
1,134
751
383
61
49
12
754
536
218
11
4
6
972
723
248
30
18
12
75
47
28
35
18
18
5,833
3,106
2,727
23
12
10
1,231
700
531
180
119
61
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
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
Standard
Symbol
BBG
BCRX
BIVN
BIIB
BLTI
BMRN
BMET
PDLI
BRLI
BPA
BIOS
BSTE
BVF
BMD
BSG
BJS
BJ
BDK
BBOX
BLKB
HRB
BBI/B
BBI
BCSI
NILE
BXG
BTH
BMC
BBC
BA
BDE
BKHM
BWA
BORL
BSX
BOW
BYD
BP
BPT
BDY
BGG
BEXP
CELL
EAT
BMY
BAB
BRCM
BWNG
BRCD
BHS
BRKS
BRO
BRKR
BC
BW
BUCY
BBW
BLG
BG
BKC
BNI
BR
BOBJ
CHRW
Contract Volume
Total
Call
Put
22,925
16,205
6,720
149,883
100,590
49,293
72,563
50,936
21,627
396,858
256,843
140,015
26,769
22,724
4,045
60,461
44,371
16,090
236,606
155,998
80,608
77,402
56,182
21,220
25,387
16,914
8,473
7,530
6,391
1,139
8,480
6,910
1,570
42,689
25,441
17,248
162,645
97,309
65,336
82,962
62,202
20,760
26,044
23,198
2,846
417,900
274,849
143,051
53,283
32,401
20,882
76,893
39,287
37,606
21,212
11,498
9,714
2,539
1,832
707
128,100
66,722
61,378
195
175
20
169,644
133,274
36,370
60,885
34,507
26,378
59,693
30,424
29,269
2,059
1,751
308
1,679
818
861
138,930
94,502
44,428
52,934
33,290
19,644
672,031
373,065
298,966
4,162
2,785
1,377
24,540
20,905
3,635
19,263
11,306
7,957
13,060
12,332
728
1,558,531 1,097,813
460,718
87,970
31,542
56,428
171,702
116,370
55,332
223,488
143,607
79,881
86,424
51,823
34,601
29,000
16,909
12,091
28,230
12,071
16,159
19,714
15,705
4,009
89,725
57,031
32,694
47,147
14,410
32,737
1,199,891
664,372
535,519
10,451
3,988
6,463
3,210,324 2,049,429 1,160,895
92,071
72,454
19,617
427,286
301,705
125,581
24,738
9,318
15,420
29,508
18,850
10,658
12,730
9,712
3,018
111
78
33
67,865
37,246
30,619
7,292
5,705
1,587
67,891
38,527
29,364
28,794
17,404
11,390
283,205
206,767
76,438
148,413
90,100
58,313
10,522
7,596
2,926
160,955
98,196
62,759
27,214
17,920
9,294
252,182
162,718
89,464
100,421
55,141
45,280
Stock
Bill Barrett Corporation
BioCryst Pharmaceuticals, Inc.
Bioenvision, Inc.
BIOGEN IDEC, Inc.
BioLase Technology, Inc. (New)
BioMarin Pharmaceutical, Inc.
Biomet, Inc.
BioPharma, Inc.
Bio-Reference Laboratories, Inc.
BioSante Pharmaceuticals, Inc.
BioScripp, Inc.
Biosite, Inc.
Biovail Corporation International
Birch Mountain Resources Ltd.
BISYS Group, Inc. (The)
BJ Services Company
BJ's Wholesale Club, Inc.
Black & Decker Corporation (The)
Black Box Corporation
Blackbaud, Inc.
Block (H & R), Inc.
Blockbuster, Inc. Cl B
Blockbuster, Inc.-Cl A
Blue Coat Systems, Inc.
Blue Nile, Inc.
Bluegreen Corporation
Blyth, Inc.
BMC Software, Inc.
Bodisen Biotech, Inc.
Boeing Company (The)
Bois d' Arc Energy, Inc.
Bookham, Inc.
BorgWarner, Inc.
Borland Software Corporation
Boston Scientific Corporation
Bowater, Incorporated
Boyd Gaming Corporation
BP p.l.c.
BP Prudhoe Bay Royalty Trust
Bradley Pharmaceuticals, Inc. (New)
Briggs & Stratton
Brigham Exploration Company
Brightpoint, Inc.
Brinker International, Inc.
Bristol-Myers Squibb Company
British Airways PLC ADR
Broadcom, Inc.
Broadwing Corporation
Brocade Communications
Brookfield Homes Corporation
Brooks Automation, Inc.
Brown & Brown, Inc. (New)
Bruker BioSciences Corporation
Brunswick Corporation
Brush Engineered Materials, Inc.
Bucyrus International, Inc. Cl A
Build-A-Bear-Workshop
Building Materials Holding Corporation
Bunge Limited
Burger King Holdings, Inc.
Burlington Northern Santa Fe Corporation
Burlington Resources, Inc.
Business Objects S.A. ADR
C H Robinson Worldwide, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 29
Average Daily Volume
Total
Call
Put
91
65
27
597
401
196
289
203
86
1,581
1,023
558
107
91
16
241
177
64
943
622
321
308
224
85
101
67
34
30
25
5
34
28
6
170
101
69
648
388
260
331
248
83
104
92
11
1,665
1,095
570
212
129
83
306
157
150
85
46
39
39
28
11
510
266
245
1
1
0
676
531
145
243
137
105
238
121
117
8
7
1
49
24
25
554
377
177
311
196
116
2,677
1,486
1,191
17
11
5
111
94
16
77
45
32
52
49
3
6,209
4,374
1,836
350
126
225
684
464
220
890
572
318
344
206
138
144
84
60
112
48
64
79
63
16
357
227
130
188
57
130
4,780
2,647
2,134
42
16
26
12,790
8,165
4,625
367
289
78
1,702
1,202
500
169
64
106
118
75
42
51
39
12
2
1
1
270
148
122
55
43
12
270
153
117
115
69
45
1,128
824
305
591
359
232
71
51
20
641
391
250
108
71
37
1,005
648
356
400
220
180
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
Standard
Symbol
CA
CAB
CVC
CCMP
COG
CACH
CAI
CDNS
CAMP
CAMD
ELY
CALM
CPNLQ
CBJ
CBM
CCJ
CAM
CPB
CNI
CNQ
CP
CLZR
CNE
CMN
COF
CPST
CRR
CAH
CRME
CECO
CMX
KMX
CCL
CRS
CANI
CACS
CRZO
CRI
CSH
CAT
CBG
CBEY
BOT
CBRL
CBS
CBS.A
CHINA
CDWC
CE
CLS
CELG
CEGE
CTIC
CX
CNC
CNP
CTX
CEDC
CENX
CTL
CEPH
CPHD
CRDN
CERN
Contract Volume
Total
Call
149,406
71,744
86,083
42,201
245,573
136,549
24,266
13,569
36,388
18,994
4,567
2,202
29,809
15,929
25,370
15,448
20,994
15,826
14,938
10,247
6,966
3,792
9,637
6,884
114,297
75,427
2,027
1,800
9,184
6,867
524,274
362,563
112,652
66,090
47,585
22,260
52,531
35,744
182,875
118,578
20,925
12,793
49,173
35,989
70,107
50,414
7,873
4,230
292,830
147,131
24,288
19,725
6,143
4,084
151,865
93,763
13,462
9,644
200,954
74,601
351,469
244,151
53,259
22,189
173,532
76,776
116,481
67,462
2,735
2,078
8,177
5,465
40,027
28,503
12,075
7,327
1,491
1,109
1,691,671
900,874
73,882
45,141
4,649
1,945
101,051
64,487
54,795
30,175
150,802
113,820
3,947
2,827
107,991
87,852
63,086
22,149
25,291
21,547
21,534
11,180
694,888
449,247
22,117
15,593
7,588
5,207
202,303
109,870
26,710
15,106
38,208
29,832
770,376
376,300
10,677
7,124
69,416
39,608
54,124
33,306
668,505
384,640
36,458
23,739
289,638
189,157
108,436
47,775
Stock
CA, Inc.
Cabela's, Incorporated - Cl A
Cablevision Systems Corporation
Cabot Microelectronics Corporation
Cabot Oil & Gas Corp.
Cache, Inc.
CACI International Inc. Class A
Cadence Design Systems, Inc.
CalAmp Corp.
California Micro Devices Corporation
Callaway Golf Company
Cal-Maine Foods, Inc.
Calpine Corporation
Cambior, Inc.
Cambrex Corporation
Cameco Corporation
Cameron International Corporation
Campbell Soup Company
Canadian National Railway Company
Canadian Natural Resources Ltd.
Canadian Pacific Railway Limited New
Candela Corp.
Canetic Resources Trust
Cantel Medical Corp.
Capital One Financial Corporation
Capstone Turbine Corporation (New)
CARBO Ceramics, Inc.
Cardinal Health, Inc.
Cardiome Pharma Corp.
Career Education Corporation
Caremark RX, Inc.
CarMax, Inc.
Carnival Corporation (Class A)
Carpenter Technology Corporation
Carreker Corporation
Carrier Access Corporation
Carrizo Oil & Gas, Inc.
Carter's, Inc.
Cash America International, Inc.
Caterpillar, Inc.
CB Richard Ellis Group, Inc.
Cbeyond, Inc.
CBOT Holdings, Inc.
CBRL Group, Inc.
CBS Corporation
CBS Corporation Class A
CDC Corporation Cl A
CDW Corporation
Celanese Corporation
Celestica, Inc.
Celgene Corporation
Cell Genesys, Inc.
Cell Therapeutics, Inc.
Cemex, S.A.B. de C.V.
Centene Corporation
CenterPoint Energy, Inc.
CENTEX Corporation
Central European Distribution Corporation
Century Aluminum Company (New)
Centurytel, Inc.
Cephalon, Inc.
Cepheid, Inc.
Ceradyne, Inc.
Cerner Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 30
Put
77,662
43,882
109,024
10,697
17,394
2,365
13,880
9,922
5,168
4,691
3,174
2,753
38,870
227
2,317
161,711
46,562
25,325
16,787
64,297
8,132
13,184
19,693
3,643
145,699
4,563
2,059
58,102
3,818
126,353
107,318
31,070
96,756
49,019
657
2,712
11,524
4,748
382
790,797
28,741
2,704
36,564
24,620
36,982
1,120
20,139
40,937
3,744
10,354
245,641
6,524
2,381
92,433
11,604
8,376
394,076
3,553
29,808
20,818
283,865
12,719
100,481
60,661
Average Daily Volume
Total
Call
Put
595
286
309
343
168
175
978
544
434
97
54
43
145
76
69
18
9
9
119
63
55
101
62
40
84
63
21
60
41
19
28
15
13
38
27
11
455
301
155
13
11
1
37
27
9
2,089
1,444
644
449
263
186
190
89
101
209
142
67
729
472
256
83
51
32
196
143
53
556
400
156
31
17
15
1,167
586
580
97
79
18
36
24
12
605
374
231
74
53
21
801
297
503
1,400
973
428
212
88
124
691
306
385
464
269
195
11
8
3
33
22
11
159
114
46
48
29
19
50
37
13
6,740
3,589
3,151
294
180
115
97
41
56
403
257
146
218
120
98
603
455
148
16
11
4
430
350
80
251
88
163
101
86
15
86
45
41
2,768
1,790
979
88
62
26
30
21
9
806
438
368
106
60
46
152
119
33
3,069
1,499
1,570
43
28
14
277
158
119
216
133
83
2,663
1,532
1,131
145
95
51
1,154
754
400
432
190
242
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
Standard
Symbol
CHAP
CHRS
CHTR
CHTT
CHKP
CKFR
CAKE
CEM
LNG
CHK
CVX
CBI
CME
CHS
PLCE
CBAK
CESV
LFC
CMED
CHL
CN
SNP
CNTF
CHA
CYD
IMOS
CMG
CMG/B
CQB
CHIR
CBK
CB
RIO
CIEN
CI
XEC
CBB
CIN
CTAS
CC
CRUS
CSCO
CIT
C
CZN
CTXS
CYN
CKR
CLE
CLHB
CCU
CCO
CLF
CKCM
CLX
CMS
CNA
CNET
CEO
CNXS
COH
KO
CCE
CDE
Contract Volume
Total
Call
Put
76,259
45,928
30,331
25,341
19,497
5,844
78,611
67,535
11,076
27,303
16,380
10,923
157,488
114,473
43,015
146,547
81,200
65,347
68,959
33,099
35,860
31,368
17,512
13,856
217,485
151,766
65,719
2,035,948 1,447,848
588,100
3,097,470 1,916,858 1,180,612
66,008
50,263
15,745
751,345
413,125
338,220
397,795
246,622
151,173
62,754
36,329
26,425
21,024
18,125
2,899
297
265
32
118,873
79,723
39,150
220,913
161,320
59,593
101,596
73,382
28,214
9,134
5,197
3,937
121,357
88,071
33,286
20,728
17,478
3,250
17,398
11,293
6,105
59,094
39,595
19,499
26,331
21,554
4,777
186,031
98,512
87,519
1,305
760
545
57,257
18,938
38,319
27,681
15,272
12,409
33,241
22,281
10,960
62,404
40,111
22,293
783,048
459,864
323,184
205,414
127,232
78,182
220,111
116,676
103,435
57,361
35,602
21,759
24,962
20,032
4,930
6,541
5,466
1,075
35,963
26,072
9,891
184,107
94,980
89,127
41,908
36,277
5,631
3,178,120 2,237,863
940,257
44,210
23,326
20,884
2,700,819 1,704,707
996,112
28,536
17,451
11,085
228,059
160,098
67,961
6,046
3,715
2,331
15,873
10,419
5,454
48,554
38,151
10,403
45,223
36,925
8,298
215,606
159,279
56,327
5,600
2,889
2,711
211,603
129,589
82,014
129,441
89,840
39,601
42,828
24,886
17,942
17,109
9,300
7,809
4,993
3,174
1,819
23,658
17,025
6,633
32,702
22,251
10,451
19,582
13,364
6,218
217,316
140,795
76,521
1,106,535
845,504
261,031
91,261
75,321
15,940
658,833
528,748
130,085
Stock
Chaparral Steel Company
Charming Shoppes, Inc.
Charter Communications, Inc.
Chattem, Inc.
Check Point Software Technologies, Ltd
Checkfree Corporation
Cheesecake Factory Incorporated (The)
Chemtura Corporation
Cheniere Energy, Inc.
Chesapeake Energy Corporation
Chevron Corporation
Chicago Bridge & Iron Company N.V.
Chicago Mercantile Exchange
Chico's FAS, Inc.
Children's Place
China BAK Battery, Inc.
China Energy Savings Technology, Inc.
China Life Insurance Co., Ltd.
China Medical Technologies, Inc.
China Mobile Limited
China Netcom Group Corporation Limited
China Petroleum and Chemical Corporation
China Techfaith Wireless
China Telecom Corporation, Limited
China Yuchai International, Limited
ChipMOS TECHNOLOGIES (Bermuda) LTD
Chipotle Mexican Grill, Inc.
Chipotle Mexican Grill, Inc. (B)
Chiquita Brands International, Inc.
Chiron Corporation
Christopher & Banks Corporation
Chubb Corporation (The)
CIA Vale Do Rio Doce (CVRD)
Ciena Corporation
CIGNA Corporation
Cimarex Energy Co.
CIncinnati Bell, Inc.
Cinergy Corporation
Cintas Corporation
Circuit City Stores, Inc. Circuit City Group
Cirrus Logic, Inc.
Cisco Systems, Inc.
CIT Group, Inc.
Citigroup, Inc.
Citizens Communications Company
Citrix Systems, Inc.
City National Corporation
CKE Restaurants, Inc.
Claire's Stores, Inc.
Clean Harbors, Inc.
Clear Channel Communications, Inc.
Clear Channel Outdoor Holdings, Inc.
Cleveland-Cliffs, Inc.
Click Commerce, Inc.
Clorox Company (The)
CMS Energy Corporation
CNA Financial Corporation
CNET Networks, Inc.
CNOOC Limited
CNS, Inc.
Coach, Inc.
Coca-Cola Company (The)
Coca-Cola Enterprises, Inc.
Coeur d' Alene Mines Corp.
CHICAGO BOARD OPTIONS EXCHANGE
Page 31
Average Daily Volume
Total
Call
Put
304
183
121
101
78
23
313
269
44
109
65
44
627
456
171
584
324
260
275
132
143
125
70
55
866
605
262
8,111
5,768
2,343
12,341
7,637
4,704
263
200
63
2,993
1,646
1,347
1,585
983
602
250
145
105
292
252
40
1
1
0
474
318
156
880
643
237
405
292
112
36
21
16
483
351
133
83
70
13
69
45
24
235
158
78
105
86
19
812
430
382
30
18
13
228
75
153
110
61
49
132
89
44
249
160
89
3,120
1,832
1,288
818
507
311
877
465
412
229
142
87
99
80
20
26
22
4
143
104
39
733
378
355
167
145
22
12,662
8,916
3,746
176
93
83
10,760
6,792
3,969
114
70
44
909
638
271
24
15
9
63
42
22
193
152
41
180
147
33
859
635
224
22
12
11
843
516
327
516
358
158
171
99
71
68
37
31
20
13
7
94
68
26
130
89
42
78
53
25
866
561
305
4,409
3,369
1,040
364
300
64
2,625
2,107
518
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
Standard
Symbol
COGT
CTSH
COGN
COHU
CSTR
CWTR
CL
CGPI
CNB
COLM
CMCSA
CMCSK
CMA
CBH
CMC
SID
VNT
BVN
CMP
CCRT
CSC
CPWR
CRK
COGO
CMTL
CMVT
CAG
CPTS
CNXT
CNCT
CONN
COP
CONR
CNO
CNX
ED
STZ
CEG
CAL
CNVR
CVG
CNW
COO
CBE
CTB
CPRT
CLB
COCO
CPO
GLW
COR
CORS
CPWM
COST
CFC
CVD
CVA
CVH
COWN
CR
CRAY
CREAF
CMOS
CS
Contract Volume
Total
Call
159,375
107,282
209,151
134,331
166,181
111,745
10,317
6,873
29,934
15,801
88,510
56,654
176,009
78,471
16,206
9,588
12,799
4,689
12,719
4,987
425,362
219,046
247,382
153,025
49,815
30,035
207,473
116,062
99,225
80,256
50,099
27,019
17,972
11,722
77,213
48,547
2,958
1,986
22,840
9,317
214,081
112,241
19,773
14,682
13,439
7,622
29,515
21,862
22,207
16,094
622,910
352,664
112,498
59,727
16,218
11,254
58,290
53,138
29,519
12,148
3,968
2,661
2,275,819 1,610,401
86,813
50,420
90,496
72,442
329,875
195,090
57,516
30,813
27,207
18,714
66,228
36,082
709,048
337,747
36,222
32,343
18,644
12,020
45,740
18,158
87,570
54,666
23,873
16,074
42,700
10,910
29,213
16,455
7,402
4,650
31,657
23,450
25,261
19,922
909,066
619,849
11,562
4,318
80,549
26,149
3
0
405,659
200,723
879,736
411,230
32,585
20,945
76,690
56,534
303,596
205,638
2,867
1,278
13,327
11,749
730
257
14,121
8,504
45,205
36,029
99,070
72,632
Stock
Cogent, Inc.
Cognizant Technology Solutions Corporation
Cognos, Incorporated
Cohu, Inc.
Coinstar, Inc.
Coldwater Creek, Inc.
Colgate-Palmolive Company
Collagenex Pharmaceuticals, Inc.
Colonial BancGroup, Inc.
Columbia Sportwear Company
Comcast Corp. (Class A)
Comcast Corporation (Special Class A)
Comerica, Incorporated
Commerce Bancorp, Inc.
Commercial Metals Company
Companhia Siderurgica Nacional ADR
Compania Anonima Nacional Venezuela
Compania de Minas Buenaventura S.A.
Compass Minerals International, Inc.
CompuCredit Corporation
Computer Sciences Corporation
Compuware Corporation
Comstock Resources, Inc. (New)
Comtech Group, Inc.
Comtech Telecommunication Corp.
Comverse Technology, Inc.
ConAgra, Inc.
Conceptus, Inc.
Conexant Systems, Inc.
Connetics Corporation
Conn's, Inc.
ConocoPhillips
Conor Medsystems, Inc.
Conseco, Inc.
Consol Energy Inc.
Consolidated Edison, Inc.
Constellation Brands, Inc.
Constellation Energy Corp.
Continental Airlines, Inc. (Class B)
Convera Corporation (New)
Convergys Corp.
Con-way, Inc.
Cooper Companies, Inc. (The)
Cooper Industries, Inc.
Cooper Tire & Rubber Company
Copart, Inc.
Core Laboratories N.V.
Corinthian Colleges, Inc.
Corn Products International
Corning Incorporated
Cortex Pharmaceuticals, Inc.
Corus Bankshares, Inc.
Cost Plus, Inc.
Costco Wholesale Corp.
Countrywide Financial Corporation
Covance
Covanta Holding Corporation
Coventry Health Care, Inc.
Cowen Group, Inc.
Crane Co.
Cray, Inc. (New)
Creative Technology Limited
Credence Systems Corporation
Credit Suisse Group - SPON ADR
CHICAGO BOARD OPTIONS EXCHANGE
Page 32
Put
52,093
74,820
54,436
3,444
14,133
31,856
97,538
6,618
8,110
7,732
206,316
94,357
19,780
91,411
18,969
23,080
6,250
28,666
972
13,523
101,840
5,091
5,817
7,653
6,113
270,246
52,771
4,964
5,152
17,371
1,307
665,418
36,393
18,054
134,785
26,703
8,493
30,146
371,301
3,879
6,624
27,582
32,904
7,799
31,790
12,758
2,752
8,207
5,339
289,217
7,244
54,400
3
204,936
468,506
11,640
20,156
97,958
1,589
1,578
473
5,617
9,176
26,438
Average Daily Volume
Total
Call
Put
635
427
208
833
535
298
662
445
217
41
27
14
119
63
56
353
226
127
701
313
389
65
38
26
51
19
32
51
20
31
1,695
873
822
986
610
376
198
120
79
827
462
364
395
320
76
200
108
92
72
47
25
308
193
114
25
17
8
91
37
54
853
447
406
79
58
20
54
30
23
163
121
42
88
64
24
2,482
1,405
1,077
448
238
210
65
45
20
319
290
28
118
48
69
43
29
14
9,067
6,416
2,651
346
201
145
361
289
72
1,314
777
537
229
123
106
108
75
34
264
144
120
2,825
1,346
1,479
144
129
15
74
48
26
182
72
110
349
218
131
95
64
31
170
43
127
116
66
51
218
137
81
126
93
33
101
79
21
3,622
2,470
1,152
60
22
38
321
104
217
0
0
0
1,616
800
816
3,505
1,638
1,867
130
83
46
306
225
80
1,210
819
390
28
12
15
53
47
6
6
2
4
56
34
22
180
144
37
395
289
105
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
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
Standard
Symbol
CREE
CROX
CCI
CCK
CRXL
CRYP
KRY
CSGS
CSX
CTCM
CTRP
CBST
CMI
CMLS
CW
CUTR
CVTX
CVS
CYBX
CYMI
CYPB
CY
CYTO
CYTC
DHI
DADE
DCX
DAKT
DCNAQ
DHR
DRI
DTLK
DVA
DF
DECK
DCGN
DE
DK
DELL
DPHIQ
DLP
DALRQ
DPTR
DNR
DNDN
XRAY
DEPO
HXM
DB
DT
DVN
DXCM
DHBT
DEO
DO
DKS
DBD
DIGE
DOC
DGIN
DRIV
DTAS
DDS
DIOD
Contract Volume
Total
Call
Put
188,388
124,746
63,642
226,755
144,350
82,405
50,065
35,522
14,543
89,466
72,215
17,251
13,594
8,837
4,757
53,944
38,366
15,578
155,392
134,119
21,273
12,956
8,252
4,704
188,727
129,158
59,569
695
424
271
94,367
44,248
50,119
106,256
74,008
32,248
461,092
212,822
248,270
23,702
18,806
4,896
703
229
474
52,285
35,366
16,919
188,984
127,606
61,378
590,862
423,527
167,335
59,855
34,872
24,983
70,342
43,611
26,731
30,865
21,171
9,694
587,442
431,964
155,478
4,744
1,621
3,123
37,991
28,462
9,529
519,093
283,477
235,616
11,650
5,480
6,170
81,336
52,366
28,970
33,269
17,021
16,248
273,924
101,804
172,120
57,645
29,679
27,966
29,942
13,985
15,957
420
290
130
124,985
97,743
27,242
35,678
24,424
11,254
45,005
27,377
17,628
11,663
10,008
1,655
403,640
169,638
234,002
4,419
2,181
2,238
2,590,549 1,446,489 1,144,060
10,198
7,504
2,694
13,892
10,083
3,809
23,551
8,656
14,895
327,935
246,520
81,415
81,186
56,637
24,549
69,526
56,681
12,845
37,902
24,666
13,236
26,751
14,870
11,881
18,997
11,059
7,938
19,090
11,150
7,940
58,993
36,309
22,684
813,493
492,700
320,793
16,131
11,881
4,250
27,697
19,478
8,219
28,340
22,472
5,868
457,504
267,044
190,460
27,607
19,312
8,295
28,247
13,922
14,325
60,380
36,749
23,631
10,888
7,291
3,597
22,043
13,771
8,272
234,283
135,015
99,268
16,698
10,563
6,135
77,932
27,216
50,716
18,174
11,579
6,595
Stock
Cree, Inc.
Crocs, Inc.
Crown Castle International Corp.
Crown Holdings, Inc.
Crucell NV - ADR
CryptoLogic, Inc.
Crystallex International Corporation
CSG Systems International, Inc.
CSX Corporation
CTC Media, Inc.
Ctrip.com International, Ltd
Cubist Pharmaceuticals, Inc.
Cummins, Inc.
Cumulus Media, Inc.- Cl A
Curtiss-Wright Corporation
Cutera, Inc.
CV Therapeutics, Inc.
CVS Corporation
Cyberonics, Inc.
Cymer, Inc.
Cypress Bioscience, Inc.
Cypress Semiconductor Corporation
CYTOGEN Corporation (New)
CYTYC Corporation
D.R. Horton, Inc.
Dade Behring Holdings, Inc.
DaimlerChrysler AG
Daktronics, Inc.
Dana Corporation
Danaher Corporation
Darden Restaurants, Inc.
Datalink Corporation
DaVita, Inc.
Dean Foods Company
Deckers Outdoor Corporation
deCODE Genetics, Inc. (New)
Deere & Company
Delek US Holdings, Inc.
Dell Computer Corp.
Delphi Corporation
Delta & Pine Land Co.
Delta Air Lines, Inc.
Delta Petroleum Corporation
Denbury Resources, Inc.
Dendreon Corporation
DENTSPLY International, Inc.
Depomed, Inc.
Desarrolladora Homex S.A. de C.V.
Deutsche Bank AG
Deutsche Telekom AG ADR
Devon Energy Corporation
Dexcom, Inc.
DHB Industries, Inc.
Diageo PLC
Diamond Offshore Drilling, Inc.
Dick's Sporting Goods, Inc.
Diebold, Incorporated
Digene Corp.
Digital Angel Corporation
Digital Insight Corporation
Digital River, Inc.
Digitas, Inc.
Dillard Department Stores, Inc. (Class A)
Diodes, Incorporated
CHICAGO BOARD OPTIONS EXCHANGE
Page 33
Average Daily Volume
Total
Call
Put
751
497
254
1,101
701
400
199
142
58
356
288
69
54
35
19
215
153
62
619
534
85
52
33
19
752
515
237
20
12
8
376
176
200
423
295
128
1,837
848
989
94
75
20
4
1
3
208
141
67
753
508
245
2,354
1,687
667
238
139
100
280
174
106
123
84
39
2,340
1,721
619
19
6
12
151
113
38
2,068
1,129
939
46
22
25
324
209
115
133
68
65
1,091
406
686
230
118
111
119
56
64
12
9
4
498
389
109
142
97
45
179
109
70
46
40
7
1,608
676
932
57
28
29
10,321
5,763
4,558
41
30
11
55
40
15
94
34
59
1,307
982
324
323
226
98
277
226
51
151
98
53
107
59
47
76
44
32
76
44
32
235
145
90
3,241
1,963
1,278
93
69
25
110
78
33
113
90
23
1,823
1,064
759
110
77
33
113
55
57
241
146
94
43
29
14
88
55
33
933
538
395
67
42
24
310
108
202
72
46
26
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
577
578
579
580
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
Standard
Symbol
DISCA
DSCO
DESC
DITC
DIVX
DJO
DCEL
RDY
DLB
DG
DLTR
D
DPZ
RRD
DRL
HILL
DOVP
DDE
DOW
DJ
DSL
DWA
DRC
DRQ
DRS
DRYS
DSPG
DD
DUK
DRRA
DYAX
DY
BOOM
DVAX
DYN
ETFC
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
EMBT
EQ
EMC
Contract Volume
Total
Call
Put
14,623
12,702
1,921
84,598
62,980
21,618
42,376
32,008
10,368
11,250
7,759
3,491
10,190
8,377
1,813
7,809
5,346
2,463
24,504
21,069
3,435
30,173
20,941
9,232
1,782
1,664
118
159,420
122,574
36,846
48,583
30,665
17,918
80,629
50,156
30,473
11,996
6,270
5,726
65,430
39,708
25,722
466,516
302,406
164,110
7,812
5,904
1,908
59,446
35,085
24,361
900
703
197
404,456
271,008
133,448
8,544
5,816
2,728
15,716
5,841
9,875
35,217
26,873
8,344
49,295
31,251
18,044
107,776
74,699
33,077
24,749
14,366
10,383
86,084
55,914
30,170
8,016
5,588
2,428
367,328
225,826
141,502
290,813
178,335
112,478
3,563
1,950
1,613
2,186
1,912
274
9,818
6,311
3,507
35,274
25,213
10,061
13,350
9,215
4,135
136,021
88,606
47,415
884,198
570,646
313,552
45,772
31,718
14,054
151,212
97,129
54,083
66,279
48,949
17,330
44,918
23,091
21,827
630,053
313,556
316,497
45,550
25,744
19,806
2,582,918 1,594,129
988,789
9,840
7,979
1,861
268,036
147,024
121,012
15,167
12,316
2,851
38,463
24,424
14,039
22,383
18,034
4,349
11
11
0
24,202
18,267
5,935
41,303
25,598
15,705
9,383
3,738
5,645
7,182
5,000
2,182
20,529
11,177
9,352
77,925
56,484
21,441
20,540
12,880
7,660
767,212
552,126
215,086
3,369,440 2,367,683 1,001,757
15,369
9,270
6,099
761,273
397,159
364,114
85,873
60,102
25,771
1,346
790
556
14,342
9,838
4,504
729,361
555,549
173,812
Stock
Discovery Holding Company
Discovery Laboratories, Inc.
Distributed Energy Systems Corp.
Ditech Networks, Inc.
DivX, Inc.
DJO, Incorporated
Dobson Communications Corp. (New)
Doctor Reddy's Laboratories Limited (New)
Dolby Laboratories, Inc.
Dollar General Corporation
Dollar Tree Stores, Inc.
Dominion Resources, Inc.
Domino's Pizza, Inc.
Donnelley (R.R.) & Sons Company
Doral Financial Corp.
Dot Hill Systems Corp.
DOV Pharmaceutical, Inc.
Dover Downs Gaming & Entertainment, Inc.
Dow Chemical Company (The)
Dow Jones & Company, Inc.
Downey Financial Corporation
DreamWorks Animation SKG, Inc. Cl A
Dresser-Rand Group, Inc.
Dril-Quip, Inc.
DRS Technologies, Inc.
DryShip, Inc.
DSP Group
du Pont (E.I.) de Nemours & Company
Duke Energy Company
Dura Automotive Systems, Inc.
Dyax Corporation
Dycom Industries, Inc.
Dynamic Materials Corporation
Dynavax Technologies Corporation
Dynegy, Inc.
E*Trade Financial Corporation
Eagle Bulk Shipping, Inc.
Eagle Materials, Inc.
EarthLink, Inc.
Eastman Chemical Company
Eastman Kodak Company
Eaton Corporation
eBay, Inc.
Echelon Corporation
EchoStar Communications Corporation
ECI Telecom Limited
Eclipsys Corporation
eCollege.com
eCOST.com, Inc.
Edge Petroleum Corporation
Edison International
Educate, Inc.
Education Management Corporation
Edward Lifesciences Corporation
Edwards (A.G.) & Sons, Inc.
EGL, Inc.
El Paso Corporation
Elan Corporation PLC ADR
Electro Scientific Industries, Inc.
Electronic Arts, Inc.
Electronic Data Systems, Inc.
Embarcadero Technologies, Inc.
Embarq Corporation
EMC Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 34
Average Daily Volume
Total
Call
Put
58
51
8
337
251
86
169
128
41
45
31
14
300
246
53
31
21
10
98
84
14
120
83
37
7
7
0
635
488
147
194
122
71
321
200
121
48
25
23
261
158
102
1,859
1,205
654
31
24
8
289
170
118
8
6
2
1,611
1,080
532
34
23
11
63
23
39
140
107
33
196
125
72
556
385
171
99
57
41
343
223
120
32
22
10
1,463
900
564
1,159
710
448
14
8
6
9
8
1
39
25
14
242
173
69
393
271
122
542
353
189
3,523
2,273
1,249
182
126
56
602
387
215
264
195
69
179
92
87
2,510
1,249
1,261
181
103
79
10,291
6,351
3,939
39
32
7
1,068
586
482
60
49
11
153
97
56
89
72
17
0
0
0
96
73
24
165
102
63
37
15
22
29
20
9
82
45
37
310
225
85
82
51
31
3,057
2,200
857
13,424
9,433
3,991
61
37
24
3,033
1,582
1,451
342
239
103
5
3
2
91
63
29
2,906
2,213
692
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
641
642
643
644
645
646
647
648
649
650
651
652
653
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
Standard
Symbol
EMKR
HLTH
EMR
EMIS
EMMS
ERJ
ELX
ECA
EAC
WIRE
ENCY
ENDP
ENWV
EGN
ENR
ENER
EPL
ERF
EC
EASI
ENG
ESV
ENTG
ETR
EPD
ENT
EVC
ENMD
ENZ
ENZN
EOG
EPIQ
EPIX
EQIX
EQT
EOP
EQR
ERES
ERIC
ESCL
ESPD
ESST
KEYW
EL
ETH
EVVV
RE
EEE
ESLR
EXM
XCO
EXEL
EXC
EXPE
EXPD
ESRX
XJT
EXTR
XOM
EZPW
FFIV
FIC
FCS
FFH
Contract Volume
Total
Call
Put
27,172
18,806
8,366
527,783
436,730
91,053
101,587
78,821
22,766
55,769
41,533
14,236
20,282
13,497
6,785
31,155
23,941
7,214
140,236
74,960
65,276
1,816,066 1,188,388
627,678
15,221
11,424
3,797
277,076
188,094
88,982
223,416
175,253
48,163
75,277
43,785
31,492
39,882
30,916
8,966
609
438
171
15,451
7,978
7,473
395,529
270,815
124,714
94,423
62,383
32,040
104,883
73,809
31,074
46,883
39,275
7,608
799
481
318
26,943
21,816
5,127
282,686
182,548
100,138
21,405
16,120
5,285
36,616
23,184
13,432
27,278
17,004
10,274
58,997
32,260
26,737
2,535
2,347
188
1,402
1,193
209
95,703
77,686
18,017
13,301
11,337
1,964
465,291
272,836
192,455
8,075
4,003
4,072
14,676
10,108
4,568
34,850
19,798
15,052
8,128
6,574
1,554
109,406
76,977
32,429
6,376
5,613
763
212,104
129,352
82,752
176,465
85,273
91,192
32,264
19,540
12,724
21,642
17,218
4,424
2,291
2,137
154
26,126
22,556
3,570
20,378
9,849
10,529
17,776
6,848
10,928
8,983
6,499
2,484
55,468
45,755
9,713
1,343,634
900,408
443,226
229,842
165,554
64,288
21,087
15,459
5,628
8,652
7,267
1,385
25,698
22,644
3,054
243,994
186,474
57,520
128,637
82,345
46,292
171,008
61,245
109,763
324,995
167,032
157,963
13,027
9,175
3,852
27,327
24,514
2,813
3,153,769 1,845,345 1,308,424
83,969
55,898
28,071
203,818
114,213
89,605
14,371
7,427
6,944
30,559
17,646
12,913
170,338
83,759
86,579
Stock
EMCORE Corporation (New)
Emdeon Corporation
Emerson Electric Company
Emisphere Technologies, Inc.
Emmis Communications Corp. Cl A
Empresa Brasileira de Aeronautica S.A.
Emulex Corporation
EnCana Corporation
Encore Acquisition Company
Encore Wire Corporation
Encysive Pharmaceuticals, Inc.
Endo Pharmaceuticals Holdings, Inc.
Endwave Corporation
Energen Corp.
Energizer Holdings, Inc.
Energy Conversion Devices, Inc.
Energy Partners, Ltd.
Enerplus Resources Fund
Engelhard Corporation
Engineered Support Systems, Inc.
ENGlobal Corporation
ENSCO International, Incorporated
Entegris, Inc.
Entergy Corporation
Enterprise Products Partners L.P.
Enterra Energy Trust.
Entravision Communications Corporation
EntreMed, Inc.
Enzo Biochem, Inc.
Enzon Pharmaceuticals, Inc.
EOG Resources, Inc.
EPIQ Systems, Inc.
EPIX Pharmaceuticals, Inc.
Equinix, Inc.
Equitable Resources, Inc.
Equity Office Properties Trust
Equity Residential
eRESEARCH Technology, Inc.
Ericsson (L.M.) Telephone Co. ADR
Escala Group, Inc.
eSPEED, Inc.
ESS Technology, Inc.
Essex Corporation
Estee Lauder Companies, Inc. (The) (Class A)
Ethan Allen Interiors, Inc.
ev3, Inc.
Everest Reinsurance Holdings, Inc.
Evergreen Energy, Inc.
Evergreen Solar, Inc.
Excel Maritime Carriers Ltd.
EXCO Resources, Inc.
Exelixis, Inc.
Exelon Corporation
Expedia, Inc. (New)
Expeditors International of Washington, Inc.
Express Scripts Inc.-Cl A
ExpressJet Holdings, Inc.
Extreme Networks, Inc.
Exxon Mobil Corporation
EZCORP, Inc.
F5 Networks, Inc.
Fair, Isaac, Inc.
Fairchild Semiconductor Int'l, Inc.
Fairfax Financial Holdings, Limited
CHICAGO BOARD OPTIONS EXCHANGE
Page 35
Average Daily Volume
Total
Call
Put
116
80
36
2,103
1,740
363
405
314
91
222
165
57
81
54
27
124
95
29
559
299
260
7,235
4,735
2,501
61
46
15
1,104
749
355
890
698
192
300
174
125
159
123
36
11
8
3
62
32
30
1,576
1,079
497
376
249
128
418
294
124
187
156
30
3
2
1
107
87
20
1,126
727
399
85
64
21
146
92
54
109
68
41
235
129
107
10
9
1
6
5
1
381
310
72
53
45
8
1,854
1,087
767
32
16
16
58
40
18
184
105
80
32
26
6
436
307
129
25
22
3
845
515
330
703
340
363
208
126
82
86
69
18
9
9
1
104
90
14
81
39
42
71
27
44
36
26
10
221
182
39
5,353
3,587
1,766
916
660
256
84
62
22
133
112
21
102
90
12
972
743
229
512
328
184
681
244
437
1,295
665
629
52
37
15
109
98
11
12,565
7,352
5,213
335
223
112
812
455
357
57
30
28
122
70
51
679
334
345
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
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
Standard
Symbol
FHR
FALC
FDO
FNM
FARO
FAST
FRE
FD
FDX
FEIC
FTWR
FNF
FIS
FITB
FILE
FNSR
FBP
FDC
FMD
FE
FED
FISV
FSH
FLML
FLDR
FLE
FLEX
FLIR
FRK
FLOW
FLR
FTI
FMCN
FL
F
FDG
FRX
FST
FORM
FO
FOSL
FWLT
FCL
FDRY
FS
FOXH
FPL
BEN
FCX
FSL
FSL.B
RAIL
FMT
FDP
FBR
FRG
FRNT
FTO
FRO
FTD
FCN
FCEL
FTEK
FBN
Stock
Fairmont Hotels & Resorts, Inc.
FalconStor Software, Inc.
Family Dollar Stores, Inc.
Fannie Mae
FARO Technologies, Inc.
Fastenal Company
Federal Home Loan Mortgage Corporation (Freddie Mac)
Federated Department Stores, Inc.
FedEx Corporation
FEI Company
FiberTower Corporation
Fidelity National Financial, Inc.
Fidelity National Information Services, Inc.
Fifth Third Bancorp.
FileNet Corporation
Finisar Corporation (New)
First Bancorp Puerto Rico
First Data Corporation
First Marblehead Corporation
FirstEnergy Corp.
FirstFed Financial Corp.
FIserv, Inc.
Fisher Scientific International, Inc.
Flamel Technologies S.A., ADS
Flanders Corporation
Fleetwood Enterprises, Inc.
Flextronics International Ltd.
FLIR Systems, Inc.
Florida Rock Industries, Inc.
Flow International Corporation
Fluor Corporation (New)
FMC Technologies, Inc.
Focus Media Holding Limited
Foot Locker, Inc.
Ford Motor Company
Fording Canadian Coal Trust
Forest Laboratories, Inc.
Forest Oil Corporation
FormFactor, Inc.
Fortune Brands, Inc.
Fossil, Inc.
Foster Wheeler Ltd. (New)
Foundation Coal Holdings, Inc.
Foundry Networks, Inc.
Four Seasons Hotels, Inc.
FoxHollow Technologies, Inc.
FPL Group, Inc.
Franklin Resources, Inc.
Freeport-McMoRan Copper & Gold Co., Inc. (Class B)
Freescale Semiconductor Inc.
Freescale Semiconductor Inc. Cl B
Freightcar America, Inc.
Fremont General Corporation
Fresh Del Monte Products, Inc.
Friedman, Billings, Ramsey Group, Inc.
Fronteer Development Group
Frontier Airlines Holdings, Inc.
Frontier Oil Corporation
Frontline Limited
FTD Group, Inc.
FTI Consulting, Inc.
FuelCell Energy, Inc.
Fuel-Tech N.V.
Furniture Brands International, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 36
Contract Volume
Total
Call
Put
8,019
6,150
1,869
21,597
17,437
4,160
32,204
19,882
12,322
365,213
166,290
198,923
24,438
14,680
9,758
86,290
41,413
44,877
266,722
135,982
130,740
296,426
215,855
80,571
735,010
370,587
364,423
36,165
25,772
10,393
3,220
3,000
220
70,294
54,396
15,898
952
255
697
111,557
77,311
34,246
38,053
26,231
11,822
88,443
74,282
14,161
46,635
37,138
9,497
280,996
197,084
83,912
390,975
214,635
176,340
24,210
14,412
9,798
1,123
203
920
55,706
32,949
22,757
40,334
24,043
16,291
67,841
40,900
26,941
1,878
1,544
334
7,135
5,598
1,537
220,140
138,793
81,347
44,770
29,709
15,061
85,269
57,044
28,225
20,112
14,984
5,128
129,155
71,838
57,317
17,810
12,205
5,605
46,903
32,049
14,854
630,072
450,964
179,108
1,857,648
856,617 1,001,031
241,331
143,528
97,803
427,475
208,655
218,820
84,990
67,670
17,320
99,871
56,259
43,612
57,363
39,056
18,307
7,037
3,996
3,041
185,036
134,731
50,305
105,853
79,908
25,945
101,818
73,913
27,905
37,932
16,652
21,280
103,168
54,066
49,102
109,550
57,464
52,086
103,758
45,461
58,297
602,139
350,289
251,850
175,010
131,290
43,720
10,593
8,840
1,753
36,251
22,834
13,417
44,803
16,334
28,469
31,417
11,098
20,319
82,076
54,968
27,108
31,353
25,294
6,059
26,273
20,374
5,899
200,216
140,982
59,234
216,703
138,755
77,948
3,666
1,904
1,762
18,128
9,095
9,033
58,322
45,219
13,103
20,432
15,683
4,749
19,802
9,619
10,183
Average Daily Volume
Total
Call
Put
32
25
7
86
69
17
128
79
49
1,455
663
793
97
58
39
344
165
179
1,063
542
521
1,181
860
321
2,928
1,476
1,452
144
103
41
95
88
6
437
338
99
4
1
3
444
308
136
152
105
47
440
370
70
186
148
38
1,120
785
334
1,558
855
703
96
57
39
4
1
4
222
131
91
161
96
65
270
163
107
12
10
2
28
22
6
877
553
324
178
118
60
340
227
112
104
77
26
515
286
228
71
49
22
601
411
190
2,510
1,797
714
7,401
3,413
3,988
961
572
390
1,703
831
872
339
270
69
398
224
174
229
156
73
28
16
12
737
537
200
422
318
103
406
294
111
151
66
85
411
215
196
436
229
208
413
181
232
2,399
1,396
1,003
697
523
174
42
35
7
144
91
53
178
65
113
125
44
81
327
219
108
174
141
34
105
81
24
798
562
236
863
553
311
15
8
7
72
36
36
232
180
52
120
92
28
79
38
41
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
Standard
Symbol
FXEN
GME
GME/B
GRS
GCI
GPS
GDI
GRMN
GSX
GTW
GMT
GMST
GY
DNA
BGC
GD
GE
GGP
GMR
GIS
GM
GWR
GHCI
GNSS
GTOP
GPRO
GNTA
GNW
GENZ
GGR
GGC
GNA
GGB
GERN
GYI
GFIG
GI
GIGM
GILD
GIVN
GLG
GSK
GLBC
GLBL
GPN
GSL
GSF
GSAT
GMXR
GOL
GFI
GKIS
GRZ
GG
GSS
GDW
GR
GDP
GT
GOOG
GWW
GVA
GRP
GAP
Contract Volume
Total
Call
Put
25,710
20,130
5,580
154,122
71,870
82,252
4,537
2,632
1,905
50,778
41,820
8,958
77,928
27,889
50,039
299,377
171,957
127,420
1,719
1,056
663
1,026,614
632,149
394,465
38,083
32,305
5,778
67,241
56,365
10,876
8,754
6,228
2,526
6,459
4,993
1,466
20,486
16,223
4,263
695,956
454,590
241,366
28,161
17,976
10,185
152,089
103,019
49,070
3,580,598 2,156,392 1,424,206
23,295
16,637
6,658
37,060
24,903
12,157
60,741
41,954
18,787
6,283,823 2,091,736 4,192,087
2,759
1,870
889
4,399
3,514
885
167,530
114,261
53,269
150,435
109,366
41,069
77,186
52,780
24,406
51,144
45,787
5,357
18,760
16,541
2,219
242,474
143,779
98,695
63,921
54,560
9,361
57,847
37,113
20,734
10,647
9,740
907
80,727
57,723
23,004
111,973
87,133
24,840
97,052
32,951
64,101
27,860
16,151
11,709
24,413
12,519
11,894
75,697
66,248
9,449
599,770
403,855
195,915
23,947
11,249
12,698
189,073
105,263
83,810
98,702
68,223
30,479
42,175
29,389
12,786
60,729
46,316
14,413
37,669
23,954
13,715
20,752
13,201
7,551
593,890
404,218
189,672
4,318
4,025
293
25,288
16,240
9,048
51,051
32,801
18,250
389,965
264,815
125,150
221,652
72,826
148,826
10,110
9,383
727
926,627
650,411
276,216
188,518
168,112
20,406
84,088
24,925
59,163
46,241
33,166
13,075
44,973
27,981
16,992
293,040
159,936
133,104
8,512,143 4,924,240 3,587,903
15,266
8,158
7,108
2,868
1,580
1,288
102,784
68,316
34,468
85,738
77,138
8,600
Stock
FX Energy, Inc.
GameStop Corporation
GameStop Corporation (New)
Gammon Lake Resources, Inc.
Gannett Company, Inc.
Gap, Inc. (The)
Gardner Denver, Inc.
Garmin, Ltd.
Gasco Energy, Inc.
Gateway, Inc.
GATX Corporation
Gemstar-TV Guide Int'l, Inc.
GenCorp, Inc.
Genentech, Inc.
General Cable Corporation
General Dynamics Corporation
General Electric Company
General Growth Properties, Inc.
General Maritime Corporation
General Mills, Inc.
General Motors Corporation
Genesee & Wyoming, Inc.
Genesis HealthCare Corporation
Genesis Microchip, Incorporated
Genitope Corporation
Gen-Probe, Incorporated
Genta Incorporated (New)
Genworth Financial, Inc.
Genzyme Corporation
GeoGlobal Resources, Inc.
Georgia Gulf Corporation
Gerdau Ameristeel Corporation
Gerdau S.A.
Geron Corporation
Getty Images, Inc.
GFI Group, Inc. (New)
Giant Industries, Inc.
GigaMedia Ltd.
Gilead Sciences, Inc.
Given Imaging Ltd.
Glamis Gold Ltd.
GlaxoSmithKline plc ADR
Global Crossing Ltd. (New)
Global Industries, Ltd.
Global Payments, Inc.
Global Signal, Inc.
GlobalSanta Fe Corporation
Globalstar, Inc.
GMX Resources Inc.
Gol Linhas Aereas Inteligentes S.A.
Gold Fields Limited
Gold Kist, Inc.
Gold Reserve, Inc.
Goldcorp, Inc.
Golden Star Resources, Ltd.
Golden West Financial Corporation
Goodrich Corporation
Goodrich Petroleum Corporation
Goodyear Tire & Rubber Company (The)
Google, Inc.
Grainger (W.W.), Inc.
Granite Construction, Inc.
Grant Prideco, Inc.
Great Atlantic & Pacific Tea Company, Inc. (The)
CHICAGO BOARD OPTIONS EXCHANGE
Page 37
Average Daily Volume
Total
Call
Put
102
80
22
614
286
328
18
10
8
246
203
43
310
111
199
1,193
685
508
31
19
12
4,090
2,519
1,572
152
129
23
268
225
43
35
25
10
26
20
6
82
65
17
2,773
1,811
962
112
72
41
606
410
195
14,265
8,591
5,674
93
66
27
148
99
48
242
167
75
25,035
8,334
16,702
35
24
11
129
103
26
667
455
212
599
436
164
308
210
97
228
204
24
75
66
9
966
573
393
255
217
37
230
148
83
47
43
4
322
230
92
446
347
99
387
131
255
111
64
47
97
50
47
355
311
44
2,390
1,609
781
95
45
51
753
419
334
393
272
121
168
117
51
242
185
57
150
95
55
83
53
30
2,366
1,610
756
135
126
9
109
70
39
203
131
73
1,554
1,055
499
883
290
593
63
58
5
3,692
2,591
1,100
751
670
81
335
99
236
184
132
52
179
111
68
1,167
637
530
33,913
19,618
14,294
61
33
28
11
6
5
409
272
137
342
307
34
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
Standard
Symbol
GXP
GB
GBBK
GW
GPI
TV
GSIC
GTK
GES
GDT
GTRC
GYMB
HAIN
HAL
HBI
HOG
HAR
HLIT
HMY
HET
TINY
HRS
HIG
HTE
HNR
HAS
HCA
HW
HMA
HNT
HLEX
HLS
HWAY
HL
HNZ
HLX
HP
HTZ
HES
HPQ
HXL
HIBB
HLT
HIMX
HIT
HITT
HEPH
HOC
HOLX
HD
HOM
HON
HOFF
HOS
HSP
HPT
HST
HOTT
SOLD
THX
HOV
HBC
HCBK
HU
Contract Volume
Total
Call
Put
17,989
15,618
2,371
9,044
3,974
5,070
4,236
2,128
2,108
107,769
92,025
15,744
41,022
20,378
20,644
49,437
33,119
16,318
14,798
11,207
3,591
78,279
66,118
12,161
8,240
5,722
2,518
300,975
178,263
122,712
31,745
14,040
17,705
18,247
9,164
9,083
26,798
20,886
5,912
2,733,121 1,533,090 1,200,031
2,960
2,123
837
1,010,520
419,180
591,340
78,155
47,120
31,035
35,370
26,962
8,408
1,008,280
761,664
246,616
738,054
539,009
199,045
21,681
16,543
5,138
45,773
31,359
14,414
78,529
43,795
34,734
47,840
34,884
12,956
14,881
9,176
5,705
12,523
7,901
4,622
171,043
93,163
77,880
141,301
76,618
64,683
33,566
15,104
18,462
73,065
44,046
29,019
19,582
11,436
8,146
11,859
7,522
4,337
37,595
19,930
17,665
217,598
183,648
33,950
196,553
135,051
61,502
242,668
181,646
61,022
73,145
50,593
22,552
1,480
1,309
171
679,188
421,666
257,522
4,206,924 2,648,924 1,558,000
56,741
41,415
15,326
7,126
3,540
3,586
110,771
79,927
30,844
8,761
6,259
2,502
5,616
2,965
2,651
10,241
6,529
3,712
45,561
39,516
6,045
119,436
80,868
38,568
97,218
60,237
36,981
2,004,651 1,303,974
700,677
109,796
74,091
35,705
243,708
159,851
83,857
13,472
7,057
6,415
25,900
14,925
10,975
63,501
41,048
22,453
13,641
10,112
3,529
54,808
30,722
24,086
25,510
18,319
7,191
10,723
5,053
5,670
68,015
40,703
27,312
280,596
131,252
149,344
91,162
55,081
36,081
82,615
75,775
6,840
225
124
101
Stock
Great Plains Energy, Incorporated
Greatbatch, Inc.
Greater Bay Bancorp
Grey Wolf, Inc.
Group 1 Automotive, Inc.
Grupo Televisa S.A. ADR
GSI Commerce, Inc.
GTECH Holdings Corporation
Guess?, Inc.
Guidant Corporation
Guitar Center, Inc.
Gymboree Corporation (The)
Hain Food Group, Inc.
Halliburton Company
Hanesbrands, Inc.
Harley-Davidson, Inc.
Harman International Industries, Incorporated
Harmonic, Inc.
Harmony Gold Mining Company Limited
Harrah's Entertainment, Inc.
Harris & Harris Group, Inc.
Harris Corporation
Hartford Financial Services Group, Inc.(The)
Harvest Energy Trust
Harvest Natural Resources, Inc.
Hasbro, Inc.
HCA, Inc.
Headwaters Incorporated
Health Management Associates, Inc. (Class A)
Health Net, Inc.
HealthExtras, Inc.
Healthsouth Corp.
Healthways, Inc.
Hecla Mining Company
Heinz (H.J.) Company
Helix Energy Solutions Group, Inc.
Helmerich & Payne, Inc.
Hertz Global Holdings, Inc.
Hess Corporation
Hewlett-Packard Company
Hexcel Corporation (New)
Hibbett Sporting Goods, Inc.
Hilton Hotels Corporation
Himax Technologies, Inc.
Hitachi, Ltd. ADR
Hittite Microwave Corporation
Hollis-Eden Pharmaceuticals, Inc.
Holly Corporation
Hologic, Inc.
Home Depot, Inc. (The)
Home Solutions of America, Inc.
Honeywell International, Inc.
Horizon Offshore, Inc. (New)
Hornbeck Offshore Services, Inc.
Hospira, Inc.
Hospitality Properties Trust
Host Hotels & Resorts, Inc.
Hot Topic, Inc.
HouseValues, Inc.
Houston Exploration Company (New)
Hovnanian Enterprises, Inc.
HSBC Holdings plc
Hudson City Bancorp, Inc.
Hudson United Bancorp
CHICAGO BOARD OPTIONS EXCHANGE
Page 38
Average Daily Volume
Total
Call
Put
72
62
9
36
16
20
17
8
8
429
367
63
163
81
82
197
132
65
59
45
14
312
263
48
33
23
10
1,199
710
489
126
56
71
73
37
36
107
83
24
10,889
6,108
4,781
37
26
10
4,026
1,670
2,356
311
188
124
141
107
33
4,017
3,035
983
2,940
2,147
793
86
66
20
182
125
57
313
174
138
256
187
69
59
37
23
50
31
18
681
371
310
563
305
258
134
60
74
291
175
116
78
46
32
264
167
96
150
79
70
867
732
135
783
538
245
967
724
243
291
202
90
62
55
7
2,706
1,680
1,026
16,761
10,553
6,207
226
165
61
28
14
14
441
318
123
48
35
14
22
12
11
158
100
57
182
157
24
476
322
154
387
240
147
7,987
5,195
2,792
437
295
142
971
637
334
114
60
54
103
59
44
253
164
89
54
40
14
218
122
96
102
73
29
43
20
23
271
162
109
1,118
523
595
363
219
144
329
302
27
1
0
0
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
Standard
Symbol
HGSI
HUM
JBHT
HBAN
HUN
HTCH
HTX
HYDL
HYSL
ITWO
IACI
IAG
IBN
ICON
ICOS
IAR
IDIX
IDNX
IDXX
IFLO
IKN
ITW
ILMN
IMN
IMAX
IMCL
IIG
IMMR
IMM
BLUD
IMMU
IMH
RX
INFS
IMDC
N
INCY
ICBC
IDEV
NDE
INFA
INSP
INFY
ING
IR
IM
INVX
INPC
IO
ISPH
IDTI
ISSI
INTC
SYNC
ICE
IDCC
INGR
IN
ITMN
INAP
IBM
ICO
IFF
IGT
Contract Volume
Total
Call
Put
237,326
162,849
74,477
145,131
82,044
63,087
65,839
50,471
15,368
9,389
8,225
1,164
116,052
85,321
30,731
52,673
34,929
17,744
2,639
1,793
846
81,732
50,066
31,666
51,642
25,933
25,709
52,056
40,082
11,974
150,190
80,189
70,001
10,414
9,204
1,210
113,073
67,990
45,083
21,664
18,376
3,288
110,413
82,409
28,004
1,597
1,192
405
57,385
41,815
15,570
32,427
28,265
4,162
39,338
13,922
25,416
13,293
9,558
3,735
9,712
8,373
1,339
133,128
91,584
41,544
146,719
84,620
62,099
6,491
4,250
2,241
107,054
74,933
32,121
605,173
334,366
270,807
156,349
87,924
68,425
34,876
32,116
2,760
23,970
17,324
6,646
49,196
38,517
10,679
98,506
83,563
14,943
142,196
85,080
57,116
46,293
25,331
20,962
6,689
5,196
1,493
18,298
4,211
14,087
124,581
81,646
42,935
12,093
8,328
3,765
2,197
1,466
731
163,911
97,279
66,632
25,149
10,089
15,060
40,735
31,441
9,294
110,326
72,847
37,479
174,429
106,024
68,405
24,657
18,203
6,454
209,903
140,550
69,353
14,781
11,308
3,473
3,551
1,084
2,467
11,654
10,345
1,309
40,290
34,201
6,089
13,504
8,999
4,505
59,460
42,281
17,179
3,457
3,305
152
5,976,381 4,065,580 1,910,801
1,885
1,809
76
410,423
258,135
152,288
422,341
317,271
105,070
16,314
9,538
6,776
112,666
68,524
44,142
92,450
55,164
37,286
10,480
7,919
2,561
1,535,324
840,390
694,934
42,087
32,460
9,627
9,907
7,542
2,365
150,527
94,964
55,563
Stock
Human Genome Sciences, Inc.
Humana, Inc.
Hunt (J.B.) Transport Services, Inc.
Huntington Bancshares, Inc.
Huntsman Corporation
Hutchinson Technology, Inc.
Hutchison Telecommunicatons International Ltd.
Hydril Co.
Hyperion Solutions Corporation
i2 Technologies, Inc. (New)
IAC/InterActiveCorp.
IAMGOLD Corporation
ICICI Bank Limited
Iconix Brand Group, Inc.
ICOS Corporation
Idearc, Inc.
Idenix Pharmaceuticals, Inc.
Identix, Incorporated
IDEXX Laboratories, Inc.
I-Flow Corporation
Ikon Office Solutions, Inc.
Illinois Tool Works, Inc.
Illumina, Inc.
Imation Corporation
Imax Corporation
ImClone Systems, Incorporated
Imergent, Inc.
Immersion Corporation (New)
Immtech International, Inc.
Immucor, Inc.
Immunomedics, Inc.
Impac Mortgage Holdings, Inc.
IMS Health, Inc.
In Focus Corp., Inc.
Inamed Corporation
INCO Limited
Incyte Corporation
Independence Community Bank Corp.
Indevus Pharmaceuticals, Inc.
Indymac Mortgage Holdings
Informatica Corporation
InfoSpace, Inc.
Infosys Technologies Limited
ING Groep NV
Ingersoll-Rand Company
Ingram Micro Inc. (New)
Innovex, Inc.
InPhonic, Inc.
InPut/Output, Inc. (New)
Inspire Pharmaceuticals, Inc.
Integrated Device Technology, Inc.
Integrated Silicon Solution (New)
Intel Corporation
Intellisync Corporation
IntercontinentalExchange, Inc.
InterDigital Communications Corporation
Intergraph Corporation
Intermec, Inc.
InterMune, Inc.
Internap Network Services Corporation
International Business Machines Corporation
International Coal Group, Inc.
International Flavors & Fragrances, Inc.
International Game Technology
CHICAGO BOARD OPTIONS EXCHANGE
Page 39
Average Daily Volume
Total
Call
Put
946
649
297
578
327
251
262
201
61
37
33
5
462
340
122
210
139
71
11
7
3
326
199
126
206
103
102
207
160
48
598
319
279
41
37
5
450
271
180
108
91
16
440
328
112
59
44
15
229
167
62
129
113
17
157
55
101
53
38
15
39
33
5
530
365
166
585
337
247
26
17
9
427
299
128
2,411
1,332
1,079
623
350
273
139
128
11
95
69
26
196
153
43
392
333
60
567
339
228
184
101
84
27
21
6
73
17
56
496
325
171
48
33
15
9
6
3
653
388
265
100
40
60
162
125
37
440
290
149
695
422
273
98
73
26
836
560
276
59
45
14
14
4
10
46
41
5
161
136
24
54
36
18
237
168
68
14
13
1
23,810
16,198
7,613
8
7
0
1,635
1,028
607
1,683
1,264
419
65
38
27
449
273
176
368
220
149
134
102
33
6,117
3,348
2,769
168
129
38
39
30
9
600
378
221
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
1001
1002
1003
1004
1005
1006
1007
1008
1009
1010
1011
1012
1013
1014
1015
1016
1017
1018
1019
1020
1021
1022
1023
1024
Standard
Symbol
IP
IRF
ISE
ICGE
IIJI
ISSX
IOC
IPG
ISIL
INTV
IWOV
TRDO
ILSE
IDR
INGN
INTU
ISRG
VTIV
ITG
IEDU
IFIN
IVGN
IOTN
IPAS
IPS
IRIS
IRBT
IRM
ISIS
ISLE
ILE
ITRI
ITT
ESI
IVN
IVX
IVIL
XXIA
IXYS
JCG
JILL
JCOM
JBL
JBX
JTX
JEC
JJZ
JMDT
JRCC
JNS
JAH
JDSU
JDO
JEF
JBLU
JLG
JNJ
JCI
JOSB
JOYG
JPM
JNPR
JUPM
KSU
Contract Volume
Total
Call
233,272
155,570
140,747
80,779
181,358
134,048
2,850
2,779
42,352
31,795
41,499
19,746
174,426
113,382
35,539
18,777
67,876
35,517
6,310
4,366
4,791
4,083
3,453
2,602
20,066
15,498
6,118
4,861
17,217
13,110
138,394
67,675
624,819
362,609
30,293
25,382
45,961
28,576
12,497
10,146
55,720
22,087
99,885
57,674
368,189
233,642
53,121
46,442
84,594
52,571
20,043
15,714
21,234
12,555
25,674
9,709
90,925
72,875
37,474
26,111
618
558
50,667
32,200
67,769
43,142
42,924
30,812
153,856
129,466
778,455
751,513
4,998
3,364
16,389
10,838
4,580
2,861
24,651
15,926
2,104
1,437
72,663
48,104
133,985
68,772
10
10
16,904
10,573
38,369
24,091
37,399
14,059
696
310
128,270
83,920
61,206
34,630
36,910
25,990
592,832
450,182
10,858
8,403
18,408
10,652
325,112
200,928
172,551
131,883
855,827
566,686
91,338
51,210
78,013
44,610
353,338
225,764
2,107,307 1,332,686
784,333
506,657
15,274
9,686
35,511
23,939
Stock
International Paper Company
International Rectifier Corporation
International Securities Exchange Holdings, Inc.
Internet Capital Group, Inc. (New)
Internet Initiative Japan Inc.
Internet Security Systems, Inc.
InterOil Corporation
Interpublic Group of Companies, Inc. (The)
Intersil Corporation
Intervoice, Inc. (New)
Interwoven, Inc.
Intrado, Inc.
IntraLase Corp.
Intrawest Corporation
Introgen Therapeutics, Inc.
Intuit Corporation
Intuitive Surgical, Inc.
inVentiv Health, Inc.
Investment Technology Group (New)
INVESTools, Inc.
Investors Financial Services Corp.
Invitrogen Corporation
Ionatron, Inc.
iPass, Inc.
IPSCO, Inc.
IRIS International, Inc.
iRobot Corporation (New)
Iron Mountain, Inc.
Isis Pharmaceuticals, Inc.
Isle of Capri Casinos, Inc.
Isolagen, Inc.
Itron, Inc.
ITT Corporation
ITT Educational Services, Inc.
Ivanhoe Mines Ltd.
IVAX Corporation
iVillage, Inc.
Ixia
IXYS Corporation
J. Crew Group, Inc.
J. Jill Group, Inc.
j2 Global Communications, Inc.
Jabil Circuit, Inc.
Jack in the Box, Inc.
Jackson Hewitt Tax Service, Inc.
Jacobs Engineering Group, Inc.
Jacuzzi Brands, Inc.
JAMDAT Mobile, Inc.
James River Coal Company
Janus Capital Group, Inc.
Jarden Corporation
JDS Uniphase Corp.
Jed Oil, Inc.
Jefferies Group, Inc. (New)
JetBlue Airways Corporation
JLG Industries, Inc. (New)
Johnson & Johnson
Johnson Controls, Inc.
Jos. A. Bank Clothiers, Inc.
Joy Global, Inc.
JPMorgan Chase & Co.
Juniper Networks, Inc.
Jupitermedia Corporation
Kansas City Southern Industries, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 40
Put
77,702
59,968
47,310
71
10,557
21,753
61,044
16,762
32,359
1,944
708
851
4,568
1,257
4,107
70,719
262,210
4,911
17,385
2,351
33,633
42,211
134,547
6,679
32,023
4,329
8,679
15,965
18,050
11,363
60
18,467
24,627
12,112
24,390
26,942
1,634
5,551
1,719
8,725
667
24,559
65,213
0
6,331
14,278
23,340
386
44,350
26,576
10,920
142,650
2,455
7,756
124,184
40,668
289,141
40,128
33,403
127,574
774,621
277,676
5,588
11,572
Average Daily Volume
Total
Call
Put
929
620
310
561
322
239
723
534
188
11
11
0
169
127
42
165
79
87
695
452
243
142
75
67
270
142
129
25
17
8
19
16
3
14
10
3
80
62
18
37
29
8
69
52
16
551
270
282
2,489
1,445
1,045
121
101
20
183
114
69
100
81
19
222
88
134
398
230
168
1,467
931
536
212
185
27
337
209
128
80
63
17
132
78
54
102
39
64
362
290
72
149
104
45
9
8
1
202
128
74
270
172
98
171
123
48
613
516
97
3,101
2,994
107
20
13
7
65
43
22
18
11
7
209
135
74
8
6
3
289
192
98
534
274
260
0
0
0
67
42
25
153
96
57
149
56
93
3
1
2
570
373
197
244
138
106
147
104
44
2,362
1,794
568
72
56
16
73
42
31
1,295
801
495
687
525
162
3,410
2,258
1,152
364
204
160
311
178
133
1,408
899
508
8,396
5,310
3,086
3,125
2,019
1,106
61
39
22
141
95
46
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
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
Standard
Symbol
KBH
KBR
KCS
K
KNSY
KMG
KERX
KEY
KMB
KMP
KMI
KND
KCI
KG
KGC
KEX
KLAC
NITE
KNX
KRI
VLCCF
KSS
KOMG
KONG
AHO
PHG
KB
KOPN
KEP
KFY
KOSP
KFT
KKD
KR
KSWS
KLIC
KVHI
KYPH
ID
LLL
LH
LAB
LRCX
LAMR
LNY
LSTR
LVS
LCRD
LSCP
LSCC
LWSN
LAZ
LZB
LCAV
LEAP
LF
LEA
LM
LEH
LEN
LUK
LVLT
LEXR
LXK
Contract Volume
Total
Call
515,691
252,106
3,860
2,640
30,583
23,075
27,038
16,318
8,905
4,975
97,020
55,218
76,854
61,454
32,682
25,092
75,823
45,405
46,187
28,364
166,579
87,371
68,619
43,663
267,620
164,424
88,491
54,281
142,750
111,258
11,239
9,724
528,630
287,705
102,055
83,664
10,012
7,033
46,680
30,129
40,492
22,191
363,527
179,729
70,207
39,090
23,910
16,795
6,496
4,702
18,212
13,362
6,538
3,704
29,565
20,927
28,120
23,666
27,218
21,673
143,706
91,748
403,558
76,866
1,085,614
532,728
40,395
30,415
11,769
5,666
76,295
54,552
4,271
3,379
129,403
52,648
174,202
111,125
82,325
57,505
50,466
32,919
58,369
26,013
303,248
142,342
54,379
30,677
17,669
6,995
41,621
22,898
459,786
248,940
37,850
31,952
23,976
15,124
20,140
14,146
3,749
3,294
35,681
25,107
46,750
24,252
125,962
52,892
1,723
446
36,051
20,952
740,473
195,269
254,250
148,256
913,219
422,866
893,053
631,796
27,128
21,862
620,658
411,793
164,606
109,213
266,626
136,545
Stock
KB HOME
KBR, Inc.
KCS Energy, Inc.
Kellogg Company
Kensey Nash Corporation
Kerr-McGee Corporation
Keryx Biopharmaceuticals, Inc.
KeyCorp
Kimberly-Clark Corporation
Kinder Morgan Energy Partners
Kinder Morgan, Inc.
Kindred Healthcare, Inc.
Kinetic Concepts, Inc.
King Pharmaceuticals Inc.
Kinross Gold Corporation
Kirby Corporation
KLA-Tencor Corporation
Knight Capital Group, Inc.
Knight Transporation, Inc.
Knight-Ridder, Inc.
Knightsbridge Tankers Ltd.
Kohl's Corporation
Komag, Incorporated
Kongzhong Corporation
Koninklijke Ahold NV-SP ADR
Koninklijke Philips Electronics N.V.
Kookmin Bank
Kopin Corp.
Korea Electric Power Corporation
Korn/Ferry International
Kos Pharmaceuticals, Inc.
Kraft Foods, Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
K-Swiss, Inc.
Kulicke and Soffa Industries, Inc.
KVH Industries, Inc.
Kyphon Inc.
L-1 Identity Solutions, Inc.
L-3 Communications Hldgs.
Laboratory Corporation of America Holdings
LaBranche & Co, Inc.
Lam Research Corporation
Lamar Advertising Company
Landry's Seafood Restaurants, Inc.
Landstar System, Inc.
Las Vegas Sands Corp.
LaserCard Corporation
Laserscope
Lattice Semiconductor
Lawson Software, Inc.
Lazard Ltd. Cl A
La-Z-Boy
LCA-Vision, Inc.
Leap Wireless International, Inc.
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)
CHICAGO BOARD OPTIONS EXCHANGE
Page 41
Put
263,585
1,220
7,508
10,720
3,930
41,802
15,400
7,590
30,418
17,823
79,208
24,956
103,196
34,210
31,492
1,515
240,925
18,391
2,979
16,551
18,301
183,798
31,117
7,115
1,794
4,850
2,834
8,638
4,454
5,545
51,958
326,692
552,886
9,980
6,103
21,743
892
76,755
63,077
24,820
17,547
32,356
160,906
23,702
10,674
18,723
210,846
5,898
8,852
5,994
455
10,574
22,498
73,070
1,277
15,099
545,204
105,994
490,353
261,257
5,266
208,865
55,393
130,081
Average Daily Volume
Total
Call
Put
2,055
1,004
1,050
161
110
51
122
92
30
108
65
43
35
20
16
387
220
167
306
245
61
130
100
30
302
181
121
184
113
71
664
348
316
273
174
99
1,066
655
411
353
216
136
569
443
125
45
39
6
2,106
1,146
960
407
333
73
40
28
12
186
120
66
161
88
73
1,448
716
732
280
156
124
95
67
28
26
19
7
73
53
19
45
25
19
118
83
34
112
94
18
108
86
22
573
366
207
1,608
306
1,302
4,325
2,122
2,203
161
121
40
47
23
24
304
217
87
17
13
4
516
210
306
694
443
251
328
229
99
201
131
70
233
104
129
1,208
567
641
217
122
94
70
28
43
166
91
75
1,832
992
840
151
127
23
96
60
35
80
56
24
15
13
2
142
100
42
186
97
90
502
211
291
7
2
5
144
83
60
2,950
778
2,172
1,013
591
422
3,638
1,685
1,954
3,558
2,517
1,041
108
87
21
2,473
1,641
832
656
435
221
1,062
544
518
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1089
1090
1091
1092
1093
1094
1095
1096
1097
1098
1099
1100
1101
1102
1103
1104
1105
1106
1107
1108
1109
1110
1111
1112
1113
1114
1115
1116
1117
1118
1119
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
Standard
Symbol
LPL
LBTYA
LINTA
L
LCAPA
LTM
LIFC
LPNT
LGND
LLY
LTD
LNCR
LNC
LLTC
LGF
LFUS
LYV
LIZ
LMT
CG
LTR
LOGI
LOJN
LSS
LDG
LPX
LOW
LSI
LZ
LU
LUFK
LMRA
LYO
MDC
MVSN
MGLN
LAVA
MECA
MANH
MTW
MTEX
MNKD
HCR
MAN
MANT
MFC
MRO
MCHX
ME
MAR
MMC
MATK
MSO
MLM
MVL
MRVL
MAS
MEE
MA
MTRX
MTXX
MC
MAT
MVK
Contract Volume
Total
Call
24,094
12,583
16,841
11,411
53,530
42,935
60,594
55,376
19,492
15,050
905
603
140,183
98,607
28,588
17,273
35,405
25,708
542,364
307,641
52,717
32,812
41,588
13,897
47,859
36,947
193,564
107,516
90,714
73,690
9,981
4,257
10,380
7,216
13,103
7,942
142,549
98,383
92,767
42,150
59,121
40,575
25,923
22,398
24,577
18,033
95,018
49,826
20,990
10,608
57,884
26,746
750,585
492,655
98,607
75,208
5,870
3,222
962,166
837,998
38,323
28,289
63,992
44,033
180,767
111,552
115,736
54,110
29,390
13,884
12,747
9,470
28,040
14,834
16,330
11,758
7,913
5,561
48,223
32,287
41,276
20,546
34,894
18,639
27,577
19,173
22,268
12,980
13,254
8,334
8,682
6,145
410,744
260,857
49,690
36,330
28,734
24,177
98,128
42,946
148,466
108,011
94,942
61,693
215,287
102,896
43,438
29,505
50,798
32,806
2,256,521 1,603,251
73,818
29,447
321,034
138,108
591,488
406,848
23,479
18,714
26,678
19,370
18,214
14,762
38,221
29,690
90,516
54,909
Stock
LG.Phillips LCD Co., Ltd. ADR
Liberty Global, Inc.
Liberty Interactive Series
Liberty Media Corporation Series A
Liberty Media Holding Corporation
Life Time Fitness, Inc.
LifeCell Corporation
LifePoint Hospitals, Inc.
Ligand Pharmaceuticals, Incorporated (Class B)
Lilly (Eli) and Company
Limited Brands, Inc.
LInc.are Holdings, Inc.
Lincoln National Corporation
Linear Technology Corporation
Lions Gate Entertainment Corp.
Littelfuse, Inc.
Live Nation, Inc.
Liz Claiborne, Inc.
Lockheed Martin Corporation
Loews Corp - Carolina Group
Loews Corporation
Logitech International
LoJack Corporation
Lone Star Technologies, Inc.
Long Drug Stores Corporation
Louisiana-Pacific Corporation
Lowe's Companies, Inc.
LSI Logic Corporation
Lubrizol Corporation
Lucent Technologies, Inc.
Lufkin Industries, Inc.
Lumera Corporation
Lyondell Chemical Company
M.D.C. Holdings, Inc.,
Macrovision Corp.
Magellan Health Services, Inc.
Magma Design Automation, Inc.
Magna Entertainment Corporation
Manhattan Associates, Inc.
Manitowoc Company
Mannatech, Incorporated
Mannkind Corporation
Manor Care, Inc.
Manpower, Inc.
ManTech International Corporation
Manulife Financial Corporation
Marathon Oil Corporation
Marchex, Inc.
Mariner Energy, Inc.
Marriott International, Inc.
Marsh & McLennan Companies, Inc.
Martek Biosciences Corporation
Martha Stewart Living - CL A
Martin Marietta Materials, Inc.
Marvel Entertainment, Inc.
Marvell Technology Group, Ltd.
Masco Corporation
Massey Energy Company
MasterCard, Inc.
Matrix Service Company
Matrixx Initiatives, Inc.
Matsushita Electic Industrial Co., Ltd.
Mattel, Inc.
Maverick Tube Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 42
Put
11,511
5,430
10,595
5,218
4,442
302
41,576
11,315
9,697
234,723
19,905
27,691
10,912
86,048
17,024
5,724
3,164
5,161
44,166
50,617
18,546
3,525
6,544
45,192
10,382
31,138
257,930
23,399
2,648
124,168
10,034
19,959
69,215
61,626
15,506
3,277
13,206
4,572
2,352
15,936
20,730
16,255
8,404
9,288
4,920
2,537
149,887
13,360
4,557
55,182
40,455
33,249
112,391
13,933
17,992
653,270
44,371
182,926
184,640
4,765
7,308
3,452
8,531
35,607
Average Daily Volume
Total
Call
Put
96
50
46
67
45
22
330
265
65
241
221
21
120
93
27
16
11
5
558
393
166
114
69
45
141
102
39
2,161
1,226
935
210
131
79
166
55
110
191
147
43
771
428
343
361
294
68
40
17
23
41
29
13
52
32
21
568
392
176
370
168
202
236
162
74
115
100
16
98
72
26
379
199
180
84
42
41
231
107
124
2,990
1,963
1,028
393
300
93
23
13
11
3,833
3,339
495
153
113
40
1,488
1,024
464
720
444
276
461
216
246
117
55
62
51
38
13
112
59
53
65
47
18
32
22
9
192
129
63
164
82
83
139
74
65
110
76
33
89
52
37
53
33
20
35
24
10
1,636
1,039
597
198
145
53
137
115
22
391
171
220
591
430
161
378
246
132
858
410
448
173
118
56
202
131
72
8,990
6,387
2,603
294
117
177
1,279
550
729
4,051
2,787
1,265
94
75
19
106
77
29
73
59
14
152
118
34
361
219
142
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1153
1154
1155
1156
1157
1158
1159
1160
1161
1162
1163
1164
1165
1166
1167
1168
1169
1170
1171
1172
1173
1174
1175
1176
1177
1178
1179
1180
1181
1182
1183
1184
1185
1186
1187
1188
1189
1190
1191
1192
1193
1194
1195
1196
1197
1198
1199
1200
1201
1202
1203
1204
1205
1206
1207
1208
1209
1210
1211
1212
1213
1214
1215
1216
Standard
Symbol
MXIM
MXO
MYG
MBI
MFE
MNI
MCDTA
MCDT
MDR
MCD
MHP
MCIP
MCK
MMR
MEDX
MHS
MCCC
MDCO
MRX
MED
MEDI
MDTL
MDT
MEL
WFR
MNT
MENT
MRK
MCY
MERQE
MRGE
VIVO
MDG
MTH
MERX
MER
MM
MET
MEK
MGM
MTLG
MOGN
MTG
MGPI
MIK
MCRL
MCHP
MUSE
MU
MCRS
MSCC
MSFT
MSTR
TUNE
MWY
MLNM
MLHR
MICC
MR
MIPS
MNG
MIR
MTU
MT
Contract Volume
Total
Call
Put
264,152
166,807
97,345
36,524
25,698
10,826
167,545
88,033
79,512
96,606
54,882
41,724
117,747
62,401
55,346
57,058
29,508
27,550
40,321
17,724
22,597
19,986
12,151
7,835
123,326
86,072
37,254
1,933,570 1,133,191
800,379
23,632
14,033
9,599
4,055
3,376
679
44,158
25,587
18,571
24,012
15,220
8,792
181,283
152,554
28,729
158,376
92,194
66,182
20
1
19
71,115
50,850
20,265
58,264
46,253
12,011
51,081
38,253
12,828
168,292
116,767
51,525
336,368
178,123
158,245
551,247
362,760
188,487
46,872
37,070
9,802
335,144
228,153
106,991
82,356
52,592
29,764
29,804
24,565
5,239
1,034,331
634,615
399,716
571
379
192
29,129
9,634
19,495
79,610
50,922
28,688
12,932
10,069
2,863
142,315
108,957
33,358
131,922
66,941
64,981
20,362
17,046
3,316
814,680
408,696
405,984
37,993
24,691
13,302
56,001
31,805
24,196
122
122
0
193,117
145,698
47,419
9,458
6,425
3,033
79,409
42,051
37,358
106,588
35,198
71,390
26,764
15,356
11,408
76,939
55,578
21,361
10,128
7,263
2,865
38,331
21,994
16,337
1,921
1,602
319
900,866
593,503
307,363
28,546
18,429
10,117
38,712
27,815
10,897
6,229,074 4,351,651 1,877,423
134,392
71,319
63,073
10,656
9,641
1,015
14,597
7,191
7,406
99,951
65,543
34,408
8,195
4,614
3,581
531,696
393,306
138,390
14,870
10,418
4,452
10,978
7,472
3,506
4,843
4,031
812
398,734
294,511
104,223
92,764
73,978
18,786
1,037,932
618,238
419,694
Stock
Maxim Integrated Products, Inc.
Maxtor Corporation
Maytag Corporation
MBIA, Inc.
McAfee, Inc.
McClatchy Company
McData Corporation Class A
McData Corporation Class B
McDermott International, Inc.
McDonald's Corporation
McGraw-Hill Companies, Inc. (The)
MCI, Inc.
McKesson Corporation
McMoran Exploration Co.
Medarex, Inc.
Medco Health Solutions, Inc.
Mediacom Communications Corp.
Medicines Company (The)
Medicis Pharmaceutical Corporation
Medifast, Inc.
MedImmune, Inc.
Medis Technologies Ltd.
Medtronic, Inc.
Mellon Financial Corporation
MEMC Electronic Materials, Inc.
Mentor Corporation
Mentor Graphics Corporation
Merck & Co., Inc.
Mercury General Corp.
Mercury Interactive Corporation
Merge Technologies, Inc.
Meridian Bioscience, Inc.
Meridian Gold, Inc.
Meritage Corporation
Merix Corporation
Merrill Lynch & Co., Inc.
Metal Management, Inc.
MetLife, Inc.
Metretek Technologies, Inc.
Metro-Goldwyn-Mayer, Inc.
Metrologic Instruments, Inc.
MGI PHARMA, Inc.
MGIC Investment Corporation
MGP Ingredients, Inc.
Michaels Stores, Inc.
Micrel, Inc.
Microchip Technology, Inc.
Micromuse, Inc.
Micron Technology, Inc.
MICROS Systems, Inc.
Microsemi Corporation
Microsoft Corporation
MicroStrategy Inc.
Microtune, Inc. (New)
Midway Games, Inc.
Millennium Pharmaceuticals, Inc.
Miller (Herman), Inc.
Millicom International Cellular S.A.
Mindray Medical International Limited
MIPS Technologies, Inc. (New)
Miramar Mining Corporation
MIRANT Corporation (New)
Mitsubishi UFJ Financial Group, Inc.
Mittal Steel Company N.V.
CHICAGO BOARD OPTIONS EXCHANGE
Page 43
Average Daily Volume
Total
Call
Put
1,052
665
388
146
102
43
668
351
317
385
219
166
469
249
221
291
151
141
161
71
90
80
48
31
491
343
148
7,703
4,515
3,189
94
56
38
16
13
3
176
102
74
96
61
35
722
608
114
631
367
264
0
0
0
283
203
81
232
184
48
313
235
79
670
465
205
1,340
710
630
2,196
1,445
751
187
148
39
1,335
909
426
328
210
119
119
98
21
4,121
2,528
1,592
10
7
3
116
38
78
317
203
114
52
40
11
567
434
133
526
267
259
81
68
13
3,246
1,628
1,617
151
98
53
223
127
96
24
24
0
769
580
189
38
26
12
316
168
149
425
140
284
107
61
45
307
221
85
40
29
11
153
88
65
8
6
1
3,589
2,365
1,225
114
73
40
154
111
43
24,817
17,337
7,480
535
284
251
42
38
4
58
29
30
398
261
137
33
18
14
2,118
1,567
551
437
306
131
44
30
14
70
58
12
1,675
1,237
438
370
295
75
4,135
2,463
1,672
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1217
1218
1219
1220
1221
1222
1223
1224
1225
1226
1227
1228
1229
1230
1231
1232
1233
1234
1235
1236
1237
1238
1239
1240
1241
1242
1243
1244
1245
1246
1247
1248
1249
1250
1251
1252
1253
1254
1255
1256
1257
1258
1259
1260
1261
1262
1263
1264
1265
1266
1267
1268
1269
1270
1271
1272
1273
1274
1275
1276
1277
1278
1279
1280
Standard
Symbol
MIVA
MKSI
MBT
MOBE
MHK
MDCC
MOH
TAP
MNTA
MCRI
MON
MNST
MRH
MCO
MOG/A
MS
MORN
MOS
MOSY
MOT
MOVE
MOVI
MPS
MRVC
FLSH
MWA
MFLX
MGAM
MUR
MYL
MYOG
MYGN
NABI
NBR
NLC
NTE
NGEN
NANO
NANX
NAPS
NARA
NDAQ
NSTK
NTG
FIZ
NCC
NOV
NSM
NLS
NAVR
NAV
NVT
NTY
NCR
NDC
NP
NKTR
NEOL
NWRE
NTES
NFLX
NTGR
NETL
NTAP
Contract Volume
Total
Call
11,962
6,443
10,713
6,094
95,512
45,806
16,397
14,286
60,807
21,134
8,775
6,497
8,203
4,240
80,174
36,254
63,763
27,278
10,630
6,013
304,788
155,324
118,919
59,687
40,241
21,894
56,838
29,001
15
15
982,506
606,406
12,417
7,904
27,158
18,886
10,320
6,220
1,900,983 1,240,009
6,328
4,446
66,890
43,660
6,891
5,014
5,715
4,498
222,612
152,812
192
150
155,215
94,206
30,042
17,483
127,021
70,678
115,440
66,220
107,312
47,928
40,726
22,518
44,540
39,524
687,912
465,279
4,657
3,392
124,650
88,414
5,074
3,416
9,368
7,979
15,615
11,788
20,570
17,283
7,296
6,864
250,105
172,123
64,486
50,633
13
13
11,911
10,144
114,561
65,293
413,638
256,048
183,311
102,897
154,180
67,562
236,532
40,963
171,986
88,523
86,511
45,568
38,496
23,576
40,834
27,468
23
0
2,665
1,302
200,879
141,313
95,654
64,189
67,986
51,008
599,409
372,419
337,653
174,190
87,599
57,188
50,410
25,650
428,186
227,598
Stock
Miva, Inc.
MKS Instruments, Inc.
Mobile Telesystems OJSC
Mobility Electronics, Inc.
Mohawk Industries, Inc.
Molecular Devices Corporation
Molina Healthcare, Inc.
Molson Coors Brewing Company
Momenta Pharmaceutical, Inc.
Monarch Casino & Resort, Inc.
Monsanto Company/New
Monster Worldwide, Inc.
Montpelier Re Holdings Ltd.
Moody's Corporation
Moog, Inc.
Morgan Stanley
Morningstar, Inc.
Mosaic Company
MoSys, Inc.
Motorola, Inc.
Move, Inc.
Movie Gallery, Inc.
MPS Group, Inc. (New)
MRV Communications, Inc. (New)
msystems Ltd.
Mueller Water Products, Inc.
Multi-Fineline Electronix, Inc.
Multimedia Games, Inc.
Murphy Oil Corporation
Mylan Laboratories, Inc.
Myogen, Inc.
Myriad Genetics, Inc.
Nabi Biophamaceuticals
Nabors Industries, Ltd.
Nalco Holding Company
Nam Tai Electronics, Inc.
Nanogen, Inc.
Nanometrics, Incorporated
Nanophase Technologies Corp.
Napster, Inc.
Nara Bancorp, Inc.
Nasdaq Stock Market, Inc.
Nastech Pharmaceutical Company, Inc.
NATCO Group, Inc.
National Beverage Corporation
National City Corporation
National Oilwell Varco, Inc.
National Semiconductor Corporation
Nautilus, Inc.
Navarre Corporation
Navistar International Corporation
NAVTEQ Corporation
NBTY, Inc.
NCR Corporation
NDCHealth Corp.
Neenah Paper, Inc.
Nektar Therapeutics
NeoPharm, Inc.
Neoware, Inc.
Netease.com, Inc. -ADR
NetFlix, Inc.
NETGEAR, Inc.
NetLogic Microsystems, Inc.
Network Appliance Corp.
CHICAGO BOARD OPTIONS EXCHANGE
Page 44
Put
5,519
4,619
49,706
2,111
39,673
2,278
3,963
43,920
36,485
4,617
149,464
59,232
18,347
27,837
0
376,100
4,513
8,272
4,100
660,974
1,882
23,230
1,877
1,217
69,800
42
61,009
12,559
56,343
49,220
59,384
18,208
5,016
222,633
1,265
36,236
1,658
1,389
3,827
3,287
432
77,982
13,853
0
1,767
49,268
157,590
80,414
86,618
195,569
83,463
40,943
14,920
13,366
23
1,363
59,566
31,465
16,978
226,990
163,463
30,411
24,760
200,588
Average Daily Volume
Total
Call
Put
48
26
22
43
24
18
381
182
198
65
57
8
242
84
158
35
26
9
33
17
16
319
144
175
254
109
145
42
24
18
1,214
619
595
474
238
236
160
87
73
226
116
111
0
0
0
3,914
2,416
1,498
49
31
18
108
75
33
41
25
16
7,574
4,940
2,633
25
18
7
266
174
93
27
20
7
29
23
6
887
609
278
3
3
1
618
375
243
120
70
50
506
282
224
460
264
196
428
191
237
162
90
73
177
157
20
2,741
1,854
887
19
14
5
497
352
144
20
14
7
37
32
6
62
47
15
82
69
13
29
27
2
996
686
311
257
202
55
0
0
0
66
56
10
456
260
196
1,648
1,020
628
730
410
320
614
269
345
942
163
779
685
353
333
345
182
163
153
94
59
163
109
53
0
0
0
11
5
5
800
563
237
381
256
125
271
203
68
2,388
1,484
904
1,345
694
651
349
228
121
201
102
99
1,706
907
799
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1281
1282
1283
1284
1285
1286
1287
1288
1289
1290
1291
1292
1293
1294
1295
1296
1297
1298
1299
1300
1301
1302
1303
1304
1305
1306
1307
1308
1309
1310
1311
1312
1313
1314
1315
1316
1317
1318
1319
1320
1321
1322
1323
1324
1325
1326
1327
1328
1329
1330
1331
1332
1333
1334
1335
1336
1337
1338
1339
1340
1341
1342
1343
1344
Standard
Symbol
NRMX
NBIX
NURO
NSR
NEW
EDU
NRPH
NYB
NYT
NWL
NFX
NEU
NEM
NR
NEWP
NWSA
NWS
NXY
NXTP
NGAS
GAS
NIHD
NKE
NINE
NTT
NI
NTMD
NMSS
NMTI
NBL
NE
NOK
NMR
NAT
JWN
NSC
NT
PAL
NFB
NTO
NTRS
NFLD
NXG
NOC
NWACQ
NCX
NG
NVS
NFI
NVTL
NGPS
NVAX
NVL
NOVL
NVLS
NOVN
NPSP
NRG
NSS
NTLI
NUAN
NUE
NTRI
NUVA
Contract Volume
Total
Call
Put
117,462
67,913
49,549
325,079
157,491
167,588
58,492
24,256
34,236
1,627
1,323
304
1,321,912
789,600
532,312
12,626
5,691
6,935
431,992
279,994
151,998
102,286
71,660
30,626
37,175
25,509
11,666
43,472
31,766
11,706
99,266
66,623
32,643
9,152
4,889
4,263
2,892,004 1,711,777 1,180,227
15,969
13,454
2,515
8,235
5,896
2,339
69,426
49,142
20,284
141,645
107,219
34,426
64,122
49,038
15,084
13,204
11,229
1,975
31,794
26,933
4,861
7,186
3,562
3,624
135,087
94,690
40,397
258,968
132,267
126,701
4,658
3,887
771
5,382
4,642
740
10,318
6,583
3,735
92,514
53,976
38,538
2,922
1,319
1,603
137,685
77,689
59,996
104,900
85,619
19,281
266,026
157,491
108,535
854,019
562,262
291,757
1,299
779
520
87,227
59,836
27,391
117,836
83,463
34,373
125,481
91,464
34,017
402,659
311,595
91,064
89,524
71,778
17,746
31,438
22,943
8,495
33,411
26,809
6,602
29,762
17,911
11,851
568,196
306,787
261,409
87,781
76,835
10,946
63,721
44,298
19,423
15,607
11,700
3,907
40,345
20,825
19,520
169,732
120,433
49,299
100,980
70,707
30,273
816,496
335,307
481,189
78,849
60,320
18,529
36,488
24,460
12,028
15,188
12,195
2,993
21,680
16,234
5,446
183,743
156,077
27,666
520,099
228,825
291,274
20,669
13,117
7,552
53,764
37,513
16,251
243,476
154,335
89,141
15,094
9,231
5,863
282,370
218,269
64,101
86,316
72,178
14,138
794,025
444,467
349,558
462,910
293,417
169,493
2,078
1,553
525
Stock
Neurochem, Inc.
Neurocrine Biosciences, Inc.
Neurometrix, Inc.
NeuStar, Inc.
New Century Financial Corporation
New Oriental Education & Technology Group, Inc.
New River Pharmaceuticals, Inc.
New York Community Bancorp
New York Times Co. (Class A)
Newell Rubbermaid, Inc.
Newfield Exploration Company (New)
Newmarket Corporation
Newmont Mining Corporation
Newpark Resources, Inc. (New)
Newport Corp.
News Corp. Class A
News Corporation, Ltd. (The) ADR
Nexen, Inc.
Nextel Partners, Inc.
Ngas Resources, Inc.
NICOR, Inc.
NII Holdings, Inc.
NIKE, Inc. (Class B)
Ninetowns Digital World Trade Holdings Limited
Nippon Telegraph and Telephone Corporation
NISource, Inc.
NitroMed, Inc.
NMS Communications Corporation (New)
NMT Medical, Inc.
Noble Affiliates, Inc.
Noble Corporation
Nokia Corporation ADR
Nomura Holdings, Inc.
Nordic American Tanker Shipping Limited
Nordstrom, Inc.
Norfolk Southern Corporation
Nortel Networks Corporation
North American Palladium Ltd.
North Fork Bancorporation
Northern Orion Resources, Inc.
Northern Trust Bank Corporation
Northfield Laboratories, Inc.
Northgate Minerals Corporation
Northrop Grumman Corporation
Northwest Airlines Corp.
NOVA Chemicals Corporation (New)
NovaGold Resources, Inc.
Novartis AG
Novastar Financial, Inc.
Novatel Wireless, Inc. (New)
NovAtel, Inc.
Novavax, Inc. (New)
Novelis, Inc.
Novell, Inc.
Novellus Systems, Inc.
Noven Pharmacuticals, Inc.
NPS Pharmaceuticals, Inc.
NRG Energy, Inc. (New)
NS Group, Inc.
NTL, Incorporated
Nuance Communications, Inc.
Nucor Corporation
NutriSystem, Inc.
NuVasive, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 45
Average Daily Volume
Total
Call
Put
468
271
197
1,295
627
668
848
352
496
6
5
1
5,267
3,146
2,121
194
88
107
1,838
1,191
647
408
285
122
148
102
46
173
127
47
395
265
130
36
19
17
11,522
6,820
4,702
71
60
11
33
23
9
277
196
81
564
427
137
255
195
60
53
45
8
135
115
21
29
14
14
538
377
161
1,032
527
505
19
15
3
21
18
3
41
26
15
369
215
154
12
5
6
612
345
267
418
341
77
1,060
627
432
3,402
2,240
1,162
17
10
7
348
238
109
469
333
137
500
364
136
1,604
1,241
363
357
286
71
125
91
34
193
155
38
119
71
47
2,264
1,222
1,041
545
477
68
254
176
77
62
47
16
161
83
78
676
480
196
402
282
121
3,253
1,336
1,917
314
240
74
145
97
48
61
49
12
86
65
22
732
622
110
2,072
912
1,160
82
52
30
214
149
65
970
615
355
60
37
23
1,351
1,044
307
344
288
56
3,163
1,771
1,393
1,844
1,169
675
13
10
3
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1345
1346
1347
1348
1349
1350
1351
1352
1353
1354
1355
1356
1357
1358
1359
1360
1361
1362
1363
1364
1365
1366
1367
1368
1369
1370
1371
1372
1373
1374
1375
1376
1377
1378
1379
1380
1381
1382
1383
1384
1385
1386
1387
1388
1389
1390
1391
1392
1393
1394
1395
1396
1397
1398
1399
1400
1401
1402
1403
1404
1405
1406
1407
1408
Standard
Symbol
JNC
NUVO
NVDA
NMX
NYX
OIIM
OO
OXY
OCCX
OII
OCN
ODSY
ODP
OMX
OIS
BQI
OLN
ZEUS
OMG
OMM
OMNI
OCR
OMCL
OMC
OVTI
OMRI
ONNN
ONXX
OTEX
OPWV
OPSW
OPMR
OXPS
ORCL
OSUR
ORB
ORCT
OS
OSK
OSIP
OSI
OSIS
OSG
OSTK
OI
PFCB
PCAR
PACR
PEIX
PSUN
PKTR
PTV
PTIE
PALM
PMTI
PAAS
PANC
PA
PNRA
PRX
PLLL
PKD
PH
PRKR
Contract Volume
Total
Call
11,655
7,662
107,247
84,777
994,036
525,896
33,950
21,781
1,564,159
978,585
9,079
8,255
36,116
21,245
580,497
347,826
159,039
91,161
131,753
93,785
3,720
2,714
6,024
3,699
78,155
56,626
218,808
142,500
35,885
25,403
11,867
9,801
23,884
17,124
26,110
18,589
56,621
35,857
62,928
40,001
7,987
7,476
153,875
100,171
8,650
6,671
44,662
23,931
448,103
265,913
4,784
3,351
19,143
13,985
293,868
166,513
25,824
9,243
167,283
122,366
22,604
15,565
23,585
15,586
342,039
261,122
2,149,050 1,554,267
46,464
37,194
13,955
10,044
74,672
57,039
157,325
105,864
77,634
52,486
259,302
185,386
117,238
78,607
45,196
36,169
34,777
12,674
489,674
251,104
19,501
11,244
54,719
22,793
134,933
95,029
6,619
4,392
639,712
374,777
107,937
77,656
22,162
12,364
23,830
12,978
19,921
16,580
846,682
608,790
57,089
31,034
225,277
155,780
42,173
32,369
1,179
515
149,434
83,626
53,575
35,292
44,847
31,641
16,840
14,776
38,812
20,887
1,112
1,022
Stock
Nuveen Investments Cl A
Nuvelo, Inc.
NVIDIA Corporation
Nymex Holdings, Inc.
NYSE Group, Inc.
O2Micro International Ltd.
Oakley, Inc.
Occidental Petroleum Corporation
OccuLogix, Inc.
Oceaneering International, Inc.
Ocwen Financial Corporation
Odyssey Healthcare, Inc.
Office Depot, Inc.
OfficeMax, Incorporated
Oil States International, Inc.
Oilsands Quest, Inc.
Olin Corporation
Olympic Steel, Inc.
OM Group, Inc. (New)
OMI Corporation
OMNI Energy Services Corp.
Omnicare, Inc.
Omnicell, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc.
Omrix Biopharmaceuticals, Inc.
ON Semiconductor Corporation (New)
Onyx Pharmaceuticals
Open Text Corporation
Openwave Systems, Inc.
Opsware, Inc.
Optimal Group, Inc.
optionsXpress Holdings Inc.
Oracle Corporation
Orasure Technologies
Orbital Sciences Corporation
Orckit Communications Ltd.
Oregon Steel Mills, Inc.
Oshkosh Truck Corporation
OSI Pharmaceuticals, Inc.
OSI Restaurant Partners, Inc.
OSI Systems, Inc.
Overseas Shipholding Group, Inc.
Overstock.com, Inc.
Owens-Illinois, Inc.
P.F. Chang's China Bistro
PACCAR, Inc.
Pacer International, Inc.
Pacific Ethanol, Inc.
Pacific Sunwear of California, Inc.
Packeteer, Inc.
Pactiv Corporation
Pain Therapeutics, Inc.
Palm, Inc.
Palomar Medical Technologies, Inc.
Pan American Silver Corporation
Panacos Pharmaceuticals, Inc.
Panamsat Holding Corporation
Panera Bread Company, Class A
Par Pharmaceutical Companies, Inc.
Parallel Petroleum Corporation
Parker Drilling Company (New)
Parker-Hannifin Corporation
ParkerVision, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 46
Put
3,993
22,470
468,140
12,169
585,574
824
14,871
232,671
67,878
37,968
1,006
2,325
21,529
76,308
10,482
2,066
6,760
7,521
20,764
22,927
511
53,704
1,979
20,731
182,190
1,433
5,158
127,355
16,581
44,917
7,039
7,999
80,917
594,783
9,270
3,911
17,633
51,461
25,148
73,916
38,631
9,027
22,103
238,570
8,257
31,926
39,904
2,227
264,935
30,281
9,798
10,852
3,341
237,892
26,055
69,497
9,804
664
65,808
18,283
13,206
2,064
17,925
90
Average Daily Volume
Total
Call
Put
46
31
16
427
338
90
3,960
2,095
1,865
1,476
947
529
7,556
4,727
2,829
36
33
3
144
85
59
2,313
1,386
927
634
363
270
525
374
151
48
35
13
24
15
9
311
226
86
872
568
304
143
101
42
152
126
26
95
68
27
104
74
30
226
143
83
251
159
91
90
84
6
613
399
214
34
27
8
178
95
83
1,785
1,059
726
184
129
55
76
56
21
1,171
663
507
103
37
66
666
488
179
90
62
28
94
62
32
1,363
1,040
322
8,562
6,192
2,370
185
148
37
56
40
16
297
227
70
627
422
205
309
209
100
1,033
739
294
467
313
154
180
144
36
139
50
88
1,951
1,000
950
78
45
33
218
91
127
538
379
159
26
17
9
2,549
1,493
1,056
430
309
121
88
49
39
95
52
43
79
66
13
3,373
2,425
948
227
124
104
898
621
277
168
129
39
5
2
3
595
333
262
213
141
73
179
126
53
67
59
8
155
83
71
4
4
0
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1409
1410
1411
1412
1413
1414
1415
1416
1417
1418
1419
1420
1421
1422
1423
1424
1425
1426
1427
1428
1429
1430
1431
1432
1433
1434
1435
1436
1437
1438
1439
1440
1441
1442
1443
1444
1445
1446
1447
1448
1449
1450
1451
1452
1453
1454
1455
1456
1457
1458
1459
1460
1461
1462
1463
1464
1465
1466
1467
1468
1469
1470
1471
1472
Standard
Symbol
PDCO
PTEN
PAYX
PSS
MALL
BTU
PDX
PEET
PGSW
PGH
PENN
PWE
JCP
PNR
PPCO
PBCT
PBY
PEP
PKI
PBT
PRGO
PSTI
CUP
PETC
PETS
PCZ
PTR
HAWK
PBR
PETD
PQ
PETM
PFE
PCG
PPDI
PCYC
SFCC
PHRM
PD
PHH
PVH
PHTN
PLAB
PIR
PEC
PPC
PNCL
PNK
PDC
PXD
PJC
PBI
PIXR
PXLW
PDG
PXP
PLT
PYX
PLXS
PLUG
PCL
PLXT
PMCS
PMI
Contract Volume
Total
Call
Put
31,941
16,039
15,902
443,157
276,850
166,307
154,317
113,270
41,047
44,168
26,515
17,653
4,459
4,186
273
825,142
478,986
346,156
9,599
6,479
3,120
16,551
8,772
7,779
24,681
18,198
6,483
161,904
96,661
65,243
94,173
78,546
15,627
58,896
42,419
16,477
275,723
141,999
133,724
17,974
9,430
8,544
140,249
75,621
64,628
170
50
120
49,273
29,005
20,268
371,174
244,618
126,556
19,194
9,674
9,520
3,052
2,164
888
6,222
4,174
2,048
8,253
3,747
4,506
60,325
46,478
13,847
28,023
18,256
9,767
46,962
34,262
12,700
34,457
26,245
8,212
257,901
167,670
90,231
66,816
51,949
14,867
832,379
629,290
203,089
14,960
10,039
4,921
53,836
46,806
7,030
69,191
40,407
28,784
3,702,428 2,388,138 1,314,290
14,074
9,430
4,644
60,246
43,121
17,125
18,417
13,404
5,013
153,923
86,634
67,289
39,773
26,324
13,449
2,170,429 1,254,296
916,133
10,152
6,246
3,906
95
53
42
10,726
7,588
3,138
34,396
26,439
7,957
47,584
28,560
19,024
10,853
7,427
3,426
70,192
26,997
43,195
17,800
14,859
2,941
11,705
6,203
5,502
89,456
66,966
22,490
145,047
96,273
48,774
17,723
9,290
8,433
20,723
12,329
8,394
126,409
81,043
45,366
18,092
13,675
4,417
42,753
32,405
10,348
41,468
26,157
15,311
31,950
23,862
8,088
1,787
1,238
549
60,758
32,599
28,159
25,506
21,852
3,654
26,735
17,555
9,180
16,446
13,304
3,142
238,876
198,041
40,835
80,306
27,187
53,119
Stock
Patterson Companies, Inc.
Patterson UTI Energy, Inc.
Paychex, Inc.
Payless ShoeSource, Inc.
PC Mall, Inc.
Peabody Energy Corporation
Pediatrix Medical Group, Inc.
Peet's Coffee & Tea, Inc.
Pegasus Wireless Corp.
Pengrowth Energy Trust
Penn National Gaming, Inc.
Penn West Energy Trust
Penney (J.C.) Company, Inc.
Pentair, Inc.
Penwest Pharmaceuticals Co.
People's Bank
Pep Boys--Manny, Moe, & Jack (The)
PepsiCo, Inc.
Perkin-Elmer, Inc.
Permian Basin Royalty Trust
Perrigo Company
Per-Se Technologies, Inc.
Peru Copper, Inc.
PETCO Animal Supplies, Inc.
PetMed Express, Inc.
Petro-Canada
PetroChina Company Limited
Petrohawk Energy Corporation
Petroleo Brasileiro S.A.-ADR
Petroleum Development Corporation
PetroQuest Energy, Inc.
PETsMART, Inc.
Pfizer, Inc.
PG&E Corporation
Pharmaceutical Product Development
Pharmacyclics, Inc. (New)
PharmaNet Development Group, Inc.
Pharmion Corp.
Phelps Dodge Corporation
PHH Corporation
Phillips-Van Heusen Corporation
Photon Dynamics, Inc.
Photronics, Inc.
Pier 1 Imports, Inc.
Pike Electric Corporation
Pilgrim's Pride Corporation
Pinnacle Airlines Corp.
Pinnacle Entertainment, Inc.
Pioneer Drilling Company
Pioneer Natural Resources Company
Piper Jaffray Companies, Inc.
Pitney Bowes, Inc.
Pixar, Inc.
Pixelworks, Inc.
Placer Dome, Inc.
Plains Exploration & Production Company
Plantronics, Inc.
Playtex Products, Inc. (New)
Plexus Corporation, Inc.
Plug Power, Inc.
Plum Creek Timber Company, LP
PLX Technology, Inc.
PMC-Sierra, Inc.
PMI Group, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 47
Average Daily Volume
Total
Call
Put
127
64
63
1,766
1,103
663
615
451
164
176
106
70
18
17
1
3,287
1,908
1,379
38
26
12
66
35
31
209
154
55
645
385
260
375
313
62
464
334
130
1,098
566
533
72
38
34
559
301
257
1
0
1
196
116
81
1,479
975
504
76
39
38
12
9
4
25
17
8
33
15
18
413
318
95
112
73
39
187
137
51
137
105
33
1,027
668
359
266
207
59
3,316
2,507
809
60
40
20
214
186
28
276
161
115
14,751
9,514
5,236
56
38
19
240
172
68
73
53
20
613
345
268
158
105
54
8,647
4,997
3,650
40
25
16
0
0
0
43
30
13
137
105
32
190
114
76
43
30
14
280
108
172
71
59
12
47
25
22
356
267
90
578
384
194
71
37
34
83
49
33
504
323
181
72
54
18
170
129
41
165
104
61
127
95
32
9
6
3
242
130
112
102
87
15
107
70
37
66
53
13
952
789
163
320
108
212
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
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
1535
1536
Standard
Symbol
PNC
PPP
PII
RL
PLCM
PLMD
BPOP
PLAY
POR
PKX
POSS
PPS
POT
POWI
PWER
PWAV
POZN
PPG
PX
PCP
PDS
PGI
PPD
PCLN
PDE
PWI
PG
PGNX
PGN
PGIC
PL
PVX
PRU
PSSI
PSYS
PEG
PHM
PWEI
XING
QI
QLGC
QLTI
QCOM
QSII
NX
PWR
QTWW
DGX
QSFT
STR
KWK
QDEL
ZQK
Q
RGF
RHD
RACK
RDN
RTSX
RSH
RVSN
RDWR
RAE
RMBS
Stock
PNC Bank Corporation
Pogo Producing Company
Polaris Industries, Inc.
Polo Ralph Lauren Corp.
Polycom, Inc.
Polymedica Corp.
Popular, Inc.
PortalPlayer, Inc.
Portland General Electric Company
POSCO
Possis Medical, Inc.
Post Properties, Inc.
Potash Corporation of Saskatchewan, Inc.
Power Integrations, Inc.
Power-One, Inc.
Powerwave Technologies, Inc.
POZEN, Inc.
PPG Industries, Inc.
Praxair, Inc.
Precision Castparts Corp.
Precision Drilling Corporation
Premiere Global Services, Inc.
Pre-Paid Legal Services, Inc.
Priceline.com, Inc.
Pride International
PrimeWest Energy Trust
Procter & Gamble Company (The)
Progenics Pharmaceuticals, Inc.
Progress Energy, Inc.
Progressive Gaming International Corporation
Protective Life Corporation
Provident Energy Trust
Prudential Financial, Inc.
PSS World Medical
Psychiatric Solutions, Inc.
Public Service Enterprise Group, Incorporated
Pulte Homes, Inc.
PW Eagle, Inc.
Qiao Xing Universal Telephone, Inc.
Qimonda AG
QLogic Corporation
QLT, Inc.
QUALCOMM, Inc.
Quality Systems, Inc.
Quanex Corporation
Quanta Services, Inc.
Quantum Fuel Systems Technologies Worldwide, Inc.
Quest Diagnostics, Incorporated
Quest Software, Inc.
Questar Corporation
Quicksilver Resources, Inc.
Quidel Corporation
Quiksilver, Inc.
Qwest Communications Int'l.
R&G Financial Corporation
R.H. Donnelly Co.
Rackable Systems, Inc.
Radian Group
Radiation Therapy Services, Inc.
RadioShack
RADVISION Ltd.
RADWARE, Ltd.
RAE Systems, Inc.
Rambus, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 48
Contract Volume
Total
Call
Put
77,823
50,917
26,906
66,385
45,799
20,586
36,652
14,220
22,432
48,913
24,550
24,363
59,028
38,339
20,689
52,133
32,318
19,815
12,737
5,690
7,047
245,316
164,306
81,010
25,339
11,969
13,370
32,474
19,476
12,998
4,937
3,499
1,438
6,163
2,363
3,800
107,931
48,321
59,610
7,828
4,107
3,721
8,174
6,548
1,626
103,258
72,684
30,574
165,682
95,764
69,918
41,873
25,196
16,677
28,488
21,671
6,817
65,056
26,242
38,814
61,858
39,099
22,759
3,870
2,942
928
554
370
184
138,790
84,517
54,273
246,297
186,251
60,046
82,574
50,210
32,364
1,197,205
674,595
522,610
41,665
29,025
12,640
63,257
50,077
13,180
44,575
28,381
16,194
4,000
3,488
512
92,823
73,677
19,146
174,333
105,714
68,619
7,464
5,469
1,995
40,854
23,756
17,098
100,398
44,724
55,674
336,130
156,563
179,567
80,675
37,956
42,719
207,603
170,561
37,042
6,597
6,147
450
197,151
134,625
62,526
26,183
21,448
4,735
3,661,836 2,374,285 1,287,551
72,360
40,749
31,611
13,444
9,101
4,343
29,795
20,905
8,890
12,878
11,172
1,706
62,078
39,030
23,048
46,196
23,823
22,373
66,589
51,460
15,129
113,840
70,103
43,737
44,285
33,399
10,886
30,401
20,838
9,563
252,838
165,268
87,570
4,250
2,589
1,661
13,285
6,426
6,859
216,710
152,591
64,119
49,890
20,292
29,598
3,122
2,001
1,121
167,175
59,981
107,194
41,765
32,585
9,180
18,084
14,871
3,213
14,457
13,896
561
2,478,087 1,811,207
666,880
Average Daily Volume
Total
Call
Put
310
203
107
264
182
82
146
57
89
195
98
97
235
153
82
208
129
79
51
23
28
977
655
323
149
70
79
129
78
52
20
14
6
25
9
15
430
193
237
31
16
15
33
26
6
411
290
122
660
382
279
167
100
66
113
86
27
259
105
155
246
156
91
15
12
4
2
1
1
553
337
216
981
742
239
329
200
129
4,770
2,688
2,082
166
116
50
252
200
53
178
113
65
16
14
2
370
294
76
695
421
273
30
22
8
163
95
68
400
178
222
1,339
624
715
495
233
262
827
680
148
70
65
5
785
536
249
104
85
19
14,589
9,459
5,130
288
162
126
54
36
17
119
83
35
51
45
7
247
155
92
184
95
89
265
205
60
454
279
174
176
133
43
121
83
38
1,007
658
349
17
10
7
53
26
27
1,057
744
313
199
81
118
16
10
6
666
239
427
166
130
37
72
59
13
58
55
2
9,873
7,216
2,657
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
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
Standard
Symbol
GOLD
RRC
RYN
RTN
RDA
RNWK
H
RHT
RRGB
RBAK
REDF
RBK
RFX
RGC
RTIX
REGN
RF
RGS
RS
RRI
REM
RNVS
RCII
RTK
RSG
RIMM
RMD
RECN
RESP
RAI
RFMD
RIGL
RNOW
RTP
RAD
RVBD
RHI
ROK
RSTI
ROST
RDC
RY
RCL
RDSB
RDSA
RGLD
RES
RSAS
RTI
RYAAY
RYI
TSG
SAF
SFNT
SWY
SAI
SKS
CRM
SBH
SFP
SAFM
SNDK
SANM
SNY
Contract Volume
Total
Call
Put
72,916
59,533
13,383
43,968
33,363
10,605
12,841
8,846
3,995
89,907
71,768
18,139
7,021
5,739
1,282
51,201
38,914
12,287
73,824
50,266
23,558
511,408
261,492
249,916
23,405
12,506
10,899
242,114
138,654
103,460
11,451
10,435
1,016
3,383
194
3,189
263
251
12
23,252
17,507
5,745
1,538
850
688
61,486
37,961
23,525
34,569
22,192
12,377
23,550
12,104
11,446
26,353
19,397
6,956
125,968
83,461
42,507
6,168
4,324
1,844
97,007
60,437
36,570
25,377
11,416
13,961
31,486
26,537
4,949
25,763
23,233
2,530
3,335,097 1,740,359 1,594,738
24,493
15,901
8,592
13,688
8,488
5,200
9,277
7,307
1,970
384,394
155,756
228,638
119,267
98,828
20,439
11,015
8,572
2,443
12,347
7,115
5,232
55,938
36,843
19,095
219,496
176,505
42,991
35,399
25,750
9,649
20,626
10,295
10,331
59,406
31,576
27,830
13,152
8,314
4,838
40,387
22,960
17,427
194,389
128,726
65,663
17,053
12,036
5,017
79,814
43,450
36,364
3,313
3,236
77
47,568
32,525
15,043
91,491
67,588
23,903
35,535
26,951
8,584
52,054
28,235
23,819
45,200
24,412
20,788
11,927
7,707
4,220
32,530
19,008
13,522
13,667
9,496
4,171
17,428
6,850
10,578
26,222
17,979
8,243
83,943
59,217
24,726
32,295
26,157
6,138
106,757
71,040
35,717
182,648
74,617
108,031
542
406
136
2,447
1,673
774
39,337
19,484
19,853
3,122,785 1,681,263 1,441,522
52,865
33,445
19,420
119,734
77,967
41,767
Stock
Randgold Resources, Limited
Range Resources Corporation
Rayonier, Inc.
Raytheon Company
Reader's Digest Association, Inc. (Class A)
RealNetworks, Inc.
Realogy Corporation
Red Hat, Inc.
Red Robin Gourmet Burgers, Inc.
Redback Networks, Inc.
Rediff.com India
Reebok International, Ltd.
Refco, Inc.
Regal Entertainment Group, Class A
Regeneration Technologies, Inc.
Regeneron Pharmaceuticals, Inc.
Regions Financial Corp.
Regis Corporation
Reliance Steel & Aluminum Co.
Reliant Energy, Inc.
Remington Oil & Gas Corporation (New)
Renovis, Inc.
Rent-A-Center, Inc.
Rentech, Inc.
Republic Services, Inc.-CL A
Research in Motion Limited
ResMed, Inc.
Resources Connection, Inc. (New)
Respironics, Inc. (New)
Reynolds American, Inc.
RF Micro Devices, Inc.
Rigel Pharmaceuticals, Inc.
RightNow Technologies, Inc.
Rio Tinto plc
Rite Aid Corporation
Riverbed Technology, Inc.
Robert Half International, Inc.
Rockwell Automation, Inc.
Rofin-Sinar Technologies, Inc.
Ross Stores, Inc.
Rowan Companies, Inc.
Royal Bank of Canada
Royal Caribbean Cruises, Ltd.
Royal Dutch Shell plc
Royal Dutch Shell PLC
Royal Gold, Inc.
RPC, Inc.
RSA Security, Inc.
RTI International Metals
Ryanair Holdings plc.
Ryerson, Inc.
Sabre Holdings Corp.
SAFECO Corporation
SafeNet, Inc.
Safeway, Inc.
SAIC, Inc.
Saks Incorporated
Salesforce.com
Sally Beauty Holdings, Inc.
Salton, Inc.
Sanderson Farms, Inc.
SanDisk Corporation
Sanmina SCI Corporation
Sanofi-Aventis
CHICAGO BOARD OPTIONS EXCHANGE
Page 49
Average Daily Volume
Total
Call
Put
291
237
53
175
133
42
51
35
16
358
286
72
28
23
5
204
155
49
696
474
222
2,037
1,042
996
93
50
43
965
552
412
208
190
18
13
1
13
1
1
0
93
70
23
6
3
3
245
151
94
138
88
49
94
48
46
105
77
28
502
333
169
25
17
7
386
241
146
101
45
56
125
106
20
103
93
10
13,287
6,934
6,354
98
63
34
55
34
21
37
29
8
1,531
621
911
475
394
81
44
34
10
49
28
21
223
147
76
874
703
171
656
477
179
82
41
41
237
126
111
52
33
19
161
91
69
774
513
262
68
48
20
318
173
145
13
13
0
190
130
60
365
269
95
173
131
42
207
112
95
180
97
83
48
31
17
130
76
54
54
38
17
69
27
42
104
72
33
334
236
99
718
581
136
425
283
142
728
297
430
29
21
7
10
7
3
157
78
79
12,441
6,698
5,743
211
133
77
477
311
166
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1601
1602
1603
1604
1605
1606
1607
1608
1609
1610
1611
1612
1613
1614
1615
1616
1617
1618
1619
1620
1621
1622
1623
1624
1625
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
Standard
Symbol
SAP
SAPE
SLE
SSL
SAY
SBAC
HSIC
SGP
SLB
SCHN
SCHW
SCLN
SCRX
SGMS
SFA
SCT
SA
SEAC
STX
SEE
SHLD
SCUR
SEIC
SCSS
SMI
SRE
SMTC
SXT
SEPR
SRA
SNDA
SHRP
SHW
SFL
SHPGY
SHFL
SEBL
SI
SIE
SWIR
SIFY
SIGM
SIAL
SGTL
SIMG
SLAB
SSTI
SPIL
SSRI
SLW
SPG
STEC
SINA
SVA
SIRF
SIRI
SIRO
SIX
SKM
SKX
SKIL
SWKS
SLM
SWHC
Stock
SAP AG
Sapient Corporation (New)
Sara Lee Corporation
SASOL LTD
Satyam Computer Services Limited
SBA Communications Corporation
Schein (Henry), Inc.
Schering-Plough Corporation
Schlumberger Limited
Schnitzer Steel Industries, Inc.
Schwab Corporation (The Charles)
SciClone Pharmaceuticals, Inc.
Sciele Pharma, Inc.
Scientific Games Corporation
Scientific-Atlanta, Inc.
Scottish RE Group Limited
Seabridge Gold, Inc.
SeaChange International, Inc.
Seagate Technology
Sealed Air Corporation "New"
Sears Holdings Corporation
Secure Computing Corp.
SEI Investments Company
Select Comfort Corporation
Semiconductor Manufacturing International Corporation
Sempra Energy
Semtech Corporation
Sensient Technologies Corporation
Sepracor, Inc.
Serono SA
Shanda Interactive Entertainment Ltd.
Sharper Image Corp.
Sherwin-Williams Company (The)
Ship Finance International Limited
Shire plc ADS
Shuffle Master, Inc.
Siebel Systems, Inc.
Siemens AG
Sierra Health Services, Inc.
Sierra Wireless, Inc.
Sify Limited
Sigma Designs, Inc.
Sigma-Aldrich Corporation
Sigmatel, Incorporated
Silicon Image, Inc.
Silicon Laboratories, Inc.
Silicon Storage Technology, Inc.
Siliconware Precision Industries Company
Silver Standard Resources, Inc.
Silver Wheaton Corporation
Simon Property Group, Inc.
SimpleTech, Inc. (New)
SINA Corporation
Sinovac Biotech Ltd.
SiRF Technology Holdings, Inc.
Sirius Satellite Radio
Sirona Dental Systems, Inc.
Six Flags, Inc.
Sk Telecom Co., Ltd. ADS
Skechers U.S.A., Inc.
SkillSoft plc.
Skyworks Solutions, Inc.
SLM Corporation
Smith & Wesson Holding Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 50
Contract Volume
Total
Call
113,328
42,524
12,572
6,114
145,311
102,454
19,232
15,146
29,990
22,851
54,861
42,010
15,635
11,043
378,460
269,070
1,286,205
751,599
81,759
50,344
227,324
171,135
41,898
28,187
16,373
11,665
40,866
30,995
14,680
13,101
38,613
19,116
29,343
23,641
28,201
19,547
620,586
420,801
21,775
10,652
1,697,016 1,026,241
17,349
13,735
22,772
17,098
62,439
44,927
1,115
650
22,393
16,254
28,833
21,567
7,907
4,958
1,370,770
858,791
15,912
9,282
155,080
109,236
24,858
10,102
134,457
58,006
45,379
36,327
216,316
148,277
65,889
29,091
3,451
3,334
27,613
15,018
16,288
10,128
49,583
36,699
108,058
85,809
127,952
91,782
42,814
34,550
67,391
45,782
122,346
93,598
191,824
110,090
15,772
12,109
16,349
15,616
147,836
113,978
300,963
228,701
44,316
21,313
4,484
3,396
269,868
179,822
21,468
16,970
183,784
115,378
1,787,273 1,346,223
10,966
9,225
308,874
171,822
11,182
9,523
29,796
22,107
1,512
1,252
70,542
60,148
90,365
51,943
13,840
10,905
Put
70,804
6,458
42,857
4,086
7,139
12,851
4,592
109,390
534,606
31,415
56,189
13,711
4,708
9,871
1,579
19,497
5,702
8,654
199,785
11,123
670,775
3,614
5,674
17,512
465
6,139
7,266
2,949
511,979
6,630
45,844
14,756
76,451
9,052
68,039
36,798
117
12,595
6,160
12,884
22,249
36,170
8,264
21,609
28,748
81,734
3,663
733
33,858
72,262
23,003
1,088
90,046
4,498
68,406
441,050
1,741
137,052
1,659
7,689
260
10,394
38,422
2,935
Average Daily Volume
Total
Call
Put
452
169
282
50
24
26
579
408
171
163
128
35
185
141
44
219
167
51
62
44
18
1,508
1,072
436
5,124
2,994
2,130
326
201
125
906
682
224
167
112
55
65
46
19
163
123
39
58
52
6
495
245
250
157
126
30
112
78
34
2,472
1,676
796
87
42
44
6,761
4,089
2,672
69
55
14
91
68
23
249
179
70
4
3
2
89
65
24
115
86
29
32
20
12
5,461
3,421
2,040
63
37
26
618
435
183
99
40
59
536
231
305
181
145
36
862
591
271
263
116
147
14
13
0
110
60
50
65
40
25
198
146
51
431
342
89
510
366
144
171
138
33
268
182
86
487
373
115
764
439
326
63
48
15
65
62
3
589
454
135
1,338
1,016
321
177
85
92
82
62
20
1,075
716
359
86
68
18
732
460
273
7,121
5,363
1,757
98
82
16
1,231
685
546
45
38
7
119
88
31
6
5
1
281
240
41
360
207
153
124
97
26
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1665
1666
1667
1668
1669
1670
1671
1672
1673
1674
1675
1676
1677
1678
1679
1680
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
Standard
Symbol
SII
SMSI
SFD
SSCC
SOHU
SLR
SLXA
SAH
SONC
SNIC
SONO
SONS
SNE
BID
SO
PCU
SUG
LUV
SWN
SOV
SPSN
SLNK
SPC
SPPI
S
SPW
SM
STJ
STAA
STMP
SMSC
SPF
SWK
SPLS
STSI
SBUX
HOT
STT
STN
STO
STLD
STTX
STEL
STEM
SRCL
STE
STXS
SWC
STM
SGY
SSYS
STRA
SYK
SUF
SUNH
SUNW
SU
SUN
STKL
SPWR
SRZ
STP
STI
SUPG
Contract Volume
Total
Call
Put
80,561
48,090
32,471
29,693
25,941
3,752
55,846
29,413
26,433
52,249
32,736
19,513
178,921
118,887
60,034
28,545
25,109
3,436
7,981
6,785
1,196
2,371
1,805
566
4,659
3,389
1,270
25,635
15,621
10,014
21,742
18,784
2,958
237,539
206,736
30,803
89,183
56,007
33,176
149
114
35
44,985
28,921
16,064
552,590
309,457
243,133
19,879
16,681
3,198
157,085
105,734
51,351
375,257
254,183
121,074
282,653
147,932
134,721
43,657
30,392
13,265
6,436
3,981
2,455
120,242
70,584
49,658
46,409
38,561
7,848
3,175,948 1,789,234 1,386,714
19,076
12,698
6,378
16,082
9,762
6,320
349,731
237,755
111,976
27,567
21,705
5,862
28,070
15,593
12,477
2,408
1,084
1,324
145,282
69,969
75,313
22,134
9,847
12,287
75,649
47,551
28,098
41,543
36,301
5,242
1,001,211
580,922
420,289
117,371
65,049
52,322
35,702
23,187
12,515
176,665
112,847
63,818
45,451
32,565
12,886
117,420
73,652
43,768
20,407
11,478
8,929
6,828
5,908
920
6,336
5,351
985
22,405
13,591
8,814
5,926
3,305
2,621
28,856
22,684
6,172
55,524
42,735
12,789
53,952
21,561
32,391
45,126
26,100
19,026
12,086
6,886
5,200
20,297
7,629
12,668
93,615
57,460
36,155
182,323
137,283
45,040
1,015
900
115
885,665
685,679
199,986
667,964
444,400
223,564
314,077
192,723
121,354
23,499
19,536
3,963
207,615
140,280
67,335
59,825
31,294
28,531
213,812
143,577
70,235
114,044
78,255
35,789
104,587
69,619
34,968
Stock
Smith International, Inc.
Smith Micro Software, Inc.
Smithfield Foods, Inc.
Smurfit Stone Container Corporation
Sohu.com, Inc.
Solectron Corporation
Solexa, Inc.
Sonic Automotive, Inc.
Sonic Corp.
Sonic Solutions
SonoSite, Inc.
Sonus Networks, Inc.
Sony Corporation ADR
Sotheby's
Southern Company (The)
Southern Copper Corporation
Southern Union Company
Southwest Airlines Co.
Southwestern Energy Company
Sovereign Bancorp, Inc.
Spansion, Inc.
SpectraLink Corporation
Spectrum Brands
Spectrum Pharmaceuticals, Inc.
Sprint Nextel Corporation
SPX Corporation
St Mary Land & Exploration Company
St. Jude Medical, Inc.
STAAR Surgical Company
Stamps.com, Inc. (New)
Standard Microsystems Corp.
Standard Pacific Corp.
Stanley Works (The)
Staples, Inc.
Star Scientific, Inc. (New)
Starbucks Corporation
Starwood Hotels & Resorts Worldwide, Inc.
State Street Corporation
Station Casinos, Inc.
Statoil ASA
Steel Dynamics, Inc.
Steel Technologies, Inc.
Stellent, Inc.
StemCells, Inc.
Stericycle, Inc.
STERIS Corporation
Sterotaxis, Inc.
Stillwater Mining Company
STMicroelectronics N.V.
Stone Energy Corp.
Stratasys, Inc.
Strayer Education, Inc.
Stryker Corporation
SulphCo, Inc.
Sun Healthcare Group, Inc.
Sun Microsystems, Inc.
Suncor Energy, Inc.
Sunoco, Inc.
SunOpta, Inc.
SunPower Corporation
Sunrise Senior Living, Inc.
Suntech Power Holdings Co., Ltd.
SunTrust Banks, Inc.
SuperGen, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 51
Average Daily Volume
Total
Call
Put
321
192
129
381
333
48
222
117
105
208
130
78
713
474
239
114
100
14
44
38
7
9
7
2
19
14
5
102
62
40
87
75
12
946
824
123
355
223
132
1
1
0
179
115
64
2,202
1,233
969
79
66
13
626
421
205
1,495
1,013
482
1,126
589
537
175
122
53
26
16
10
479
281
198
185
154
31
12,653
7,128
5,525
76
51
25
64
39
25
1,393
947
446
110
86
23
112
62
50
12
5
7
579
279
300
88
39
49
301
189
112
755
660
95
3,989
2,314
1,674
468
259
208
142
92
50
704
450
254
181
130
51
468
293
174
81
46
36
27
24
4
25
21
4
89
54
35
24
13
10
128
101
27
221
170
51
215
86
129
180
104
76
48
27
21
81
30
50
373
229
144
773
582
191
30
26
3
3,529
2,732
797
2,661
1,771
891
1,251
768
483
144
120
24
827
559
268
238
125
114
910
611
299
454
312
143
417
277
139
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
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
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
Standard
Symbol
SPN
SUPX
SVU
SPRT
SRDX
SIVB
SWFT
SY
SCMR
SYMC
SBL
SYMM
SYNA
ELOS
SNPS
SYNO
SNV
BRLC
SYNM
SYY
TROW
TSM
TTWO
TLB
TLM
TALK
TALX
TNOX
TRE
TGT
TAROF
TASR
TCO
AMTD
BNK
TECD
TECH
TOA
TCK
TE
TK
TKLC
TEK
TNE
TMX
TELK
TLAB
WRLS
TIN
TPX
TS
THC
TEN
TER
TEX
TX
TRA
TSO
TSRA
TTI
TEVA
TXI
TXN
TXRH
Stock
Superior Energy Services, Inc. (New)
Supertex, Inc. (New)
SUPERVALU, Inc.
SupportSoft, Inc.
SurModics, Inc.
SVB Financial Group
Swift Transporation Co., Inc.
Sybase, Inc.
Sycamore Networks, Inc.
Symantec Corporation
Symbol Technologies, Inc.
Symmetricom, Inc. (New)
Synaptics Incorporated
Syneron Medical Ltd.
Synopsys, Inc.
Synovis Life Technologies, Inc.
Synovous Financial Corp.
Syntax-Brillian Corp.
Syntroleum Corporation
Sysco Corporation
T. Rowe Price Group, Inc.
Taiwan Semiconductor Manufacturing Company Ltd.
Take-Two Interactive Software
Talbots, Inc. (The)
Talisman Energy, Inc.
Talk America Holdings, Inc.
TALX Corporation
Tanox, Inc.
Tanzanian Royalty Exploration Corporation
Target Corporation
Taro Pharmaceutical Industries Ltd.
TASER International, Inc.
Taubman Centers, Inc.
TD Ameritrade Holding Corp.
TD Banknorth Inc.
Tech Data Corporation
Techne Corporation
Technical Olympic USA, Inc.
Teck Cominco Limited
TECO Energy, Inc.
Teekay Shipping Corporation
Tekelec
Tektronix, Inc.
Tele Norte Leste Participacoes SA
Telefonos de Mexico, S.A. de C.V. ADR
Telik, Inc.
Tellabs, Inc.
Telular Corporation (New)
Temple-Inland, Inc.
Tempur-Pedic International, Inc.
Tenaris S.A.
Tenet Healthcare Corporation
Tenneco, Inc.
Teradyne, Inc.
Terex Corporation
Ternium S.A.
Terra Industries, Inc.
Tesoro Corporation
Tessera Technologies, Inc.
TETRA Technologies, Inc. (New)
Teva Pharmaceutical Industries Limited ADR
Texas Industries, Inc.
Texas Instruments Incorporated
Texas Roadhouse, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 52
Contract Volume
Total
Call
52,984
40,871
25,877
13,103
25,784
17,255
3,694
3,509
22,119
10,464
7,755
4,371
92,376
62,988
17,364
11,448
33,862
26,287
759,490
523,601
115,056
79,697
9,097
5,163
75,883
46,487
87,292
56,245
36,050
22,939
4,693
3,955
26,703
21,701
26,583
23,201
14,304
11,627
121,121
87,335
67,645
33,817
102,881
77,463
278,063
129,291
17,170
12,610
149,939
110,412
6,107
4,429
36,136
28,234
24,009
13,279
63,332
48,757
556,625
270,837
75,546
47,843
447,615
279,787
13,182
3,965
387,240
262,478
485
434
33,453
11,542
5,753
3,234
69,506
14,628
12,966
10,731
17,276
10,286
71,986
46,053
40,173
16,924
20,366
13,677
2,817
1,969
159,320
93,546
341,711
182,084
182,613
133,430
1,172
1,168
30,125
15,761
164,121
46,061
332,725
211,807
216,486
118,735
6,492
4,875
69,514
50,170
124,990
73,366
6,183
5,623
34,442
30,853
358,241
213,218
75,994
59,734
16,433
11,955
580,817
350,966
67,150
39,835
1,462,590
806,194
4,331
3,939
Put
12,113
12,774
8,529
185
11,655
3,384
29,388
5,916
7,575
235,889
35,359
3,934
29,396
31,047
13,111
738
5,002
3,382
2,677
33,786
33,828
25,418
148,772
4,560
39,527
1,678
7,902
10,730
14,575
285,788
27,703
167,828
9,217
124,762
51
21,911
2,519
54,878
2,235
6,990
25,933
23,249
6,689
848
65,774
159,627
49,183
4
14,364
118,060
120,918
97,751
1,617
19,344
51,624
560
3,589
145,023
16,260
4,478
229,851
27,315
656,396
392
Average Daily Volume
Total
Call
Put
211
163
48
115
58
57
103
69
34
15
14
1
88
42
46
31
17
13
368
251
117
69
46
24
135
105
30
3,026
2,086
940
458
318
141
36
21
16
302
185
117
348
224
124
144
91
52
19
16
3
106
86
20
604
527
77
57
46
11
483
348
135
270
135
135
410
309
101
1,108
515
593
68
50
18
597
440
157
24
18
7
144
112
31
96
53
43
252
194
58
2,218
1,079
1,139
301
191
110
1,783
1,115
669
53
16
37
1,543
1,046
497
2
2
0
133
46
87
23
13
10
277
58
219
288
238
50
69
41
28
287
183
103
160
67
93
81
54
27
11
8
3
635
373
262
1,361
725
636
728
532
196
5
5
0
120
63
57
654
184
470
1,326
844
482
862
473
389
26
19
6
277
200
77
498
292
206
32
29
3
137
123
14
1,427
849
578
303
238
65
113
82
31
2,314
1,398
916
268
159
109
5,827
3,212
2,615
24
22
2
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
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
1827
1828
1829
1830
1831
1832
1833
1834
1835
1836
1837
1838
1839
1840
1841
1842
1843
1844
1845
1846
1847
1848
1849
1850
1851
1852
1853
1854
1855
1856
Standard
Symbol
TXT
ANDE
BCO
DTV
DBRN
TXCO
FINL
FAF
GS
GBX
HSY
SJM
LMS
TMR
MLS
PTRY
PGR
RYL
SMG
SGR
TSA
JOE
STA
DIS
WTSLA
NCTY
THRX
TMO
TWTI
THO
THOR
TMA
THQI
TIBX
TDW
TIF
THI
TWTC
TWX
TIE
TIVO
TJX
TLCV
THE
TOL
TOMO
TOM
TOPT
TRGL
TD
TOT
TWGP
TM
TSCO
TRAD
TGA
TMY
TMG
RIG
TZOO
TRI
TRB
TRID
TRMS
Contract Volume
Total
Call
47,563
29,074
20,991
15,090
121,638
81,714
120,866
62,080
82,375
50,185
6,110
4,935
9,164
6,902
32,427
12,947
2,069,349 1,279,360
4,413
2,372
34,612
21,541
10,117
6,848
20,034
15,516
34,921
33,503
221,888
129,401
28,489
17,284
63,023
35,441
422,170
164,278
23,753
13,612
88,648
63,531
8,715
7,104
192,829
76,026
143,404
97,608
609,246
435,709
50,567
46,587
80,733
55,543
26,735
15,970
9,031
6,796
1,857
1,302
48,089
15,324
47,660
38,478
44,857
21,931
56,492
39,246
86,341
68,632
61,584
35,667
82,619
51,569
79,561
35,570
27,086
16,726
2,953,020 2,283,274
1,108,264
764,990
345,767
251,036
53,887
37,131
32,586
17,677
225,092
155,717
876,153
504,386
187,411
104,058
5,704
4,556
85,850
48,536
17,253
12,262
19,646
12,862
38,443
24,122
2,743
2,240
119,262
79,104
37,863
20,733
46,186
38,565
23,923
19,510
9,279
8,411
8,436
7,029
1,580,069
855,512
3,247
2,678
83,248
47,166
190,570
90,030
95,005
61,869
20,703
13,569
Stock
Textron, Inc.
The Andersons, Inc.
The Brink's Company
The DIRECTV Group, Inc.
The Dress Barn, Inc.
The Exploration Company of Delaware
The Finish Line - CL A
The First American Financial Corporation
The Goldman Sachs Group, Inc.
The Greenbrier Companies, Inc.
The Hershey Company
The J.M. Smucker Company
The Lamson & Sessions Co.
The Meridian Resource Corporation
The Mills Corporation
The Pantry, Inc.
The Progressive Corporation
The Ryland Group, Inc.
The Scotts Miracle-Gro Company
The Shaw Group, Inc.
The Sports Authority, Inc.
The St Joe Company
The St. Paul Travelers Companies, Inc.
The Walt Disney Company
The Wet Seal, Inc.
The9 Limited
Theravance, Inc.
Thermo Fisher Scientific, Inc.
Third Wave Technologies, Inc.
Thor Industries, Inc.
Thoratec Corporation
Thornburg Mortgage, Inc.
THQ Inc.
TIBCO Software
Tidewater, Inc.
Tiffany & Co.
Tim Hortons, Inc.
Time Warner Telecom, Inc.
Time Warner, Inc.
Titanium Metals Corporation
TiVo, Inc.
TJX Companies, Inc. (The)
TLC Vision Corporation
Todco
Toll Brothers, Inc.
Tom Online, Inc.
Tommy Hilfiger Corporation
TOP Tankers, Inc.
Toreador Resources Corporation
Toronto Dominion Bank
Total S.A. (ADR)
Tower Group, Inc.
Toyota Motor Corporation ADR
Tractor Supply Company
Tradestation Group, Inc.
TransGlobe Energy Corporation
Transmeridian Exploration, Incorporated
TransMontaigne, Inc.
Transocean, Inc.
Travelzoo, Inc.
Triad Hospitals
Tribune Company
Trident Microsystems, Inc.
Trimeris, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 53
Put
18,489
5,901
39,924
58,786
32,190
1,175
2,262
19,480
789,989
2,041
13,071
3,269
4,518
1,418
92,487
11,205
27,582
257,892
10,141
25,117
1,611
116,803
45,796
173,537
3,980
25,190
10,765
2,235
555
32,765
9,182
22,926
17,246
17,709
25,917
31,050
43,991
10,360
669,746
343,274
94,731
16,756
14,909
69,375
371,767
83,353
1,148
37,314
4,991
6,784
14,321
503
40,158
17,130
7,621
4,413
868
1,407
724,557
569
36,082
100,540
33,136
7,134
Average Daily Volume
Total
Call
Put
189
116
74
165
119
46
485
326
159
482
247
234
328
200
128
69
55
13
37
27
9
129
52
78
8,244
5,097
3,147
64
34
30
138
86
52
40
27
13
124
96
28
139
133
6
884
516
368
127
77
50
251
141
110
1,682
654
1,027
95
54
40
353
253
100
35
28
6
768
303
465
571
389
182
2,427
1,736
691
201
186
16
322
221
100
114
68
46
36
27
9
7
5
2
192
61
131
190
153
37
179
87
91
225
156
69
344
273
71
245
142
103
329
205
124
421
188
233
108
67
41
11,765
9,097
2,668
4,415
3,048
1,368
1,378
1,000
377
215
148
67
130
70
59
897
620
276
3,491
2,010
1,481
747
415
332
23
18
5
342
193
149
69
49
20
78
51
27
153
96
57
11
9
2
475
315
160
151
83
68
184
154
30
95
78
18
44
39
4
34
28
6
6,295
3,408
2,887
135
112
24
332
188
144
759
359
401
379
246
132
82
54
28
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1857
1858
1859
1860
1861
1862
1863
1864
1865
1866
1867
1868
1869
1870
1871
1872
1873
1874
1875
1876
1877
1878
1879
1880
1881
1882
1883
1884
1885
1886
1887
1888
1889
1890
1891
1892
1893
1894
1895
1896
1897
1898
1899
1900
1901
1902
1903
1904
1905
1906
1907
1908
1909
1910
1911
1912
1913
1914
1915
1916
1917
1918
1919
1920
Standard
Symbol
TRN
TQNT
TIV
TRZ
TRX
TRLG
TNP
OVEN
TWB
TWTR
TXU
TYC
TSN
USB
RMIX
UAUA
UPCS
UBS
UGI
UCI
UPL
UTEK
UA
UBB
UN
UNP
UNS
UIS
UNT
UAG
UIC
UMC
UNFI
UNTD
UPS
URI
X
USTR
UTX
UTHR
UNH
UHS
UVN
UNM
URBN
ULGX
LCC
CLEC
USNA
USU
USG
UST
UTSI
VCI
VRX
VLO
VCLK
VAR
VARI
VSEA
VASC
VSGN
WOOF
VGR
Contract Volume
Total
Call
Put
67,472
47,296
20,176
37,421
28,897
8,524
42,998
29,261
13,737
7,568
5,678
1,890
6,839
6,823
16
209,216
134,085
75,131
30,371
25,024
5,347
193,687
127,462
66,225
79,220
53,126
26,094
2,636
2,053
583
540,695
294,698
245,997
821,941
532,348
289,593
186,668
57,795
128,873
276,011
199,719
76,292
11,528
8,059
3,469
281,279
190,390
90,889
13,599
12,735
864
78,922
44,462
34,460
6,023
5,203
820
589
522
67
599,849
399,170
200,679
18,367
12,489
5,878
297,057
167,061
129,996
82,304
53,299
29,005
15,141
7,357
7,784
154,710
78,028
76,682
8,754
7,798
956
163,507
84,939
78,568
45,197
29,112
16,085
87
73
14
35,206
25,714
9,492
5,175
4,553
622
18,048
11,682
6,366
19,656
11,458
8,198
1,239,246
875,092
364,154
56,337
34,551
21,786
1,173,581
586,446
587,135
4,947
2,691
2,256
300,207
185,706
114,501
160,768
96,996
63,772
1,660,250 1,096,598
563,652
34,152
23,417
10,735
364,080
279,501
84,579
53,374
31,864
21,510
178,356
109,590
68,766
1,450
791
659
231,268
123,623
107,645
1,570
1,354
216
20,607
10,679
9,928
75,761
47,997
27,764
517,630
329,937
187,693
119,150
49,318
69,832
174,129
133,144
40,985
425
55
370
389,156
239,154
150,002
3,430,288 2,021,059 1,409,229
80,627
59,014
21,613
85,607
46,962
38,645
5,796
4,401
1,395
64,918
29,375
35,543
20,467
5,345
15,122
109,307
96,507
12,800
14,883
9,787
5,096
18,622
7,316
11,306
Stock
Trinity Industries, Inc.
Triquint Semiconductor, Inc.
Tri-Valley Corporation
Trizec Properties, Inc. (New)
Tronox, Incorporated
True Religon Apparel, Inc.
Tsakos Energy Navigation Ltd.
TurboChef Technologies, Inc.
Tween Brands, Inc.
Tweeter Home Entertainment Group, Inc.
TXU Company
Tyco International Limited
Tyson Foods, Inc. (Class A)
U.S. Bancorp
U.S. Concrete, Inc.
UAL Corporation (New)
UbiquiTel, Inc.
UBS AG
UGI Corporation
UICI
Ultra Petroleum Corp.
Ultratech, Inc.
Under Armour, Inc.
Unibanco Uniao de Bancos Brasileros
Unilever N.V.
Union Pacific Corporation
UniSource Energy Corporation (New)
Unisys Corporation
Unit Corporation
United Auto Group, Inc.
United Industrial Corporation
United Microelectronics Corporation
United Natural Foods, Inc. (New)
United Online, Inc.
United Parcel Service, Inc.
United Rentals, Inc.
United States Seel Corporation
United Stationers, Inc.
United Technologies Corporation
United Therapeutics Corp.
UnitedHealth Group
Universal Health Services, Inc.
Univision Communications, Inc.
Unumprovident Corporation
Urban Outfitters, Inc.
Urologix, Inc. (New)
US Airways Group, Inc., (New)
US LEC Corporation
USANA Health Sciences, Inc.
USEC, Inc.
USG Corporation
UST, Inc.
UTStarcom, Inc.
Valassis Communications, Inc.
Valeant Pharmaceuticals International
Valero Energy Corporation
ValueClick, Inc.
Varian Associates, Inc.
Varian Inc.
Varian Semiconductor Equipment Associates, Inc.
Vascular Solutions, Inc. (New)
Vasogen, Inc.
VCA Antech, Inc.
Vector Group Ltd.
CHICAGO BOARD OPTIONS EXCHANGE
Page 54
Average Daily Volume
Total
Call
Put
269
188
80
149
115
34
171
117
55
30
23
8
30
30
0
834
534
299
121
100
21
772
508
264
316
212
104
11
8
2
2,154
1,174
980
3,275
2,121
1,154
744
230
513
1,100
796
304
51
36
15
1,256
850
406
54
51
3
314
177
137
24
21
3
2
2
0
2,390
1,590
800
73
50
23
1,183
666
518
328
212
116
60
29
31
616
311
306
35
31
4
651
338
313
180
116
64
2
2
0
140
102
38
21
18
2
72
47
25
78
46
33
4,937
3,486
1,451
224
138
87
4,676
2,336
2,339
20
11
9
1,196
740
456
641
386
254
6,615
4,369
2,246
136
93
43
1,451
1,114
337
213
127
86
711
437
274
6
3
3
921
493
429
29
25
4
82
43
40
302
191
111
2,062
1,314
748
475
196
278
694
530
163
2
0
1
1,550
953
598
13,666
8,052
5,614
321
235
86
341
187
154
23
18
6
259
117
142
82
21
60
435
384
51
59
39
20
74
29
45
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1921
1922
1923
1924
1925
1926
1927
1928
1929
1930
1931
1932
1933
1934
1935
1936
1937
1938
1939
1940
1941
1942
1943
1944
1945
1946
1947
1948
1949
1950
1951
1952
1953
1954
1955
1956
1957
1958
1959
1960
1961
1962
1963
1964
1965
1966
1967
1968
1969
1970
1971
1972
1973
1974
1975
1976
1977
1978
1979
1980
1981
1982
1983
1984
Standard
Symbol
VECO
VMSI
VSE
PAY
VRNT
VRSN
VTS
VZ
VRTX
VIA
VIA.B
VIGN
VIP
VPHM
VSH
VGZ
VSTA
VPRT
VC
VTSS
V
VVUS
VOD
VLCM
VLTR
VG
VMC
BER
GRA
WB
WAG
WMT
WLT
WCRX
WRES
WM
WCN
WMI
WAT
WPI
WTS
WCI
WFT
WEBX
WBMD
WBSN
WSSI
WZEN
WTW
WCG
WLP
WFC
WEN
WERN
WCC
WDC
WGR
WNR
WTZ
WU
WY
WHQ
WHR
WLL
Contract Volume
Total
Call
Put
52,698
27,522
25,176
16,968
8,231
8,737
69,876
43,100
26,776
46,317
36,860
9,457
11,842
7,755
4,087
310,075
188,150
121,925
146,026
107,736
38,290
1,325,656
828,744
496,912
266,017
135,324
130,693
23,490
14,958
8,532
176,686
149,631
27,055
7,924
5,688
2,236
175,448
89,727
85,721
146,812
103,667
43,145
136,859
88,403
48,456
20,673
16,301
4,372
6,620
4,068
2,552
13,601
7,956
5,645
375,193
74,235
300,958
66,205
43,288
22,917
17,876
12,773
5,103
14,251
7,700
6,551
224,004
139,099
84,905
5,961
3,348
2,613
16,069
10,977
5,092
46,019
26,621
19,398
41,576
24,842
16,734
70,200
56,956
13,244
389,749
277,358
112,391
1,087,994
752,802
335,192
597,695
370,752
226,943
3,176,897 1,913,438 1,263,459
152,531
102,902
49,629
2,284
2,244
40
25,403
13,107
12,296
443,862
258,480
185,382
10,724
9,308
1,416
105,834
87,968
17,866
25,080
13,207
11,873
20,289
12,598
7,691
10,013
7,061
2,952
169,804
61,319
108,485
238,590
158,558
80,032
67,757
38,380
29,377
30,843
16,723
14,120
32,158
19,269
12,889
8,332
6,649
1,683
11,160
6,499
4,661
40,323
21,327
18,996
30,982
14,066
16,916
211,759
117,171
94,588
616,353
233,952
382,401
180,420
123,541
56,879
12,110
8,816
3,294
29,580
18,277
11,303
219,075
140,603
78,472
34,001
25,173
8,828
36,562
27,205
9,357
9,799
7,585
2,214
16,036
12,309
3,727
200,857
134,184
66,673
19,762
13,328
6,434
147,085
67,096
79,989
26,008
16,068
9,940
Stock
Veeco Instruments Inc.
Ventana Medical Systems, Inc.
VeraSun Energy
VeriFone Holdings, Inc.
Verint Systems, Inc.
Verisign, Inc.
Veritas DGC, Inc.
Verizon Communications, Inc.
Vertex Pharmaceuticals, Inc.
Viacom, Inc. Class A
Viacom, Inc. Class B
Vignette Corporation (New)
VimpelCom
ViroPharma, Incorporated
Vishay Intertechnology, Inc.
Vista Gold Corp.
VistaCare, Inc.
VistaPrint Limited
Visteon Corp.
Vitesse Semiconductor Corporation (New)
Vivendi SA
VIVUS, Inc.
Vodafone Group PLC ADR
Volcom, Inc.
Volterra Semiconductor Corporation
Vonage Holdings Corporation
Vulcan Materials
W.R. Berkley Corporation
W.R. Grace & Co.
Wachovia Corporation
Walgreen Company
Wal-Mart Stores, Inc.
Walter Industries, Inc.
Warner Chilcott Limited
Warren Resources, Inc.
Washington Mutual, Inc.
Waste Connections, Inc.
Waste Management, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
Watts Water Technologies, Inc.
WCI Communities, Inc. (New)
Weatherford International, Inc.
WebEx Communications, Inc.
WebMD Health Corp.
Websense, Inc.
WebSideStory, Inc.
Webzen, Inc.
Weight Watchers International, Inc.
Wellcare Health Plans, Inc.
WellPoint Health Networks Inc.
Wells Fargo & Company
Wendy's International, Inc.
Werner Enterprises, Inc.
WESCO Interntional, Inc.
Western Digital Corporation
Western Gas Resources, Inc.
Western Refining, Inc.
Western Silver Corporation
Western Union Company
Weyerhaeuser Company
W-H Energy Services, Inc.
Whirlpool Corporation
Whiting Petroleum Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 55
Average Daily Volume
Total
Call
Put
210
110
100
68
33
35
525
324
201
185
147
38
47
31
16
1,235
750
486
582
429
153
5,281
3,302
1,980
1,060
539
521
94
60
34
704
596
108
32
23
9
699
357
342
585
413
172
545
352
193
142
112
30
26
16
10
54
32
22
1,495
296
1,199
302
198
105
71
51
20
57
31
26
892
554
338
76
43
34
64
44
20
313
181
132
166
99
67
280
227
53
1,553
1,105
448
4,335
2,999
1,335
2,381
1,477
904
12,657
7,623
5,034
608
410
198
51
50
1
101
52
49
1,768
1,030
739
43
37
6
422
350
71
100
53
47
81
50
31
69
48
20
677
244
432
951
632
319
270
153
117
123
67
56
128
77
51
33
26
7
44
26
19
161
85
76
123
56
67
844
467
377
2,456
932
1,524
719
492
227
48
35
13
118
73
45
873
560
313
135
100
35
193
144
50
39
30
9
255
195
59
800
535
266
79
53
26
586
267
319
104
64
40
2006 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
1985
1986
1987
1988
1989
1990
1991
1992
1993
1994
1995
1996
1997
1998
1999
2000
2001
2002
2003
2004
2005
2006
2007
2008
2009
2010
2011
2012
2013
2014
2015
2016
2017
2018
2019
2020
2021
2022
2023
2024
2025
2026
2027
Standard
Symbol
WFMI
OATS
WG
WMB
WSM
WSH
WIND
WNDXQ
WGO
WIT
WFII
WITS
WLDA
INT
WRSP
WOR
WMGI
WWY
WYE
WYN
WYNN
XEL
XNPT
XRX
XNL
XLNX
XL
XMSR
XTO
XRTX
YHOO
AUY
YMI
YRCW
YUM
ZLC
ZBRA
ZMH
ZION
ZIXI
ZOLT
ZRAN
ZGEN
Contract Volume
Total
Call
Put
682,165
405,177
276,988
43,615
30,458
13,157
9,753
6,151
3,602
889,407
685,533
203,874
76,386
34,287
42,099
9,500
6,803
2,697
21,267
14,092
7,175
503
236
267
104,657
30,966
73,691
43,093
33,643
9,450
8,883
7,120
1,763
5,812
4,482
1,330
1,225
1,056
169
3,891
1,981
1,910
15,878
8,677
7,201
34,911
19,531
15,380
12,346
7,450
4,896
47,542
30,574
16,968
736,922
507,354
229,568
54,960
37,133
17,827
630,857
389,313
241,544
11,610
10,045
1,565
2,030
883
1,147
195,143
133,148
61,995
29,137
16,753
12,384
325,604
192,384
133,220
56,626
17,233
39,393
1,193,910
669,108
524,802
250,624
149,929
100,695
70,288
52,745
17,543
4,218,526 2,746,283 1,472,243
182,162
151,433
30,729
17,207
12,190
5,017
160,315
93,010
67,305
61,232
33,010
28,222
13,318
5,339
7,979
22,778
13,143
9,635
159,188
96,988
62,200
24,541
12,331
12,210
4,119
3,389
730
134,625
79,771
54,854
83,958
51,358
32,600
6,678
2,785
3,893
Stock
Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Willbros Group, Inc.
Williams Companies, Inc. (The)
Williams-Sonoma, Inc.
Willis Group Holdings Limited
Wind River Systems, Inc.
Winn-Dixie Stores, Inc.
Winnebago Industries, Inc.
Wipro Limited
Wireless Facilities, Inc.
Witness Systems, Inc. (New)
World Air Holdings, Inc.
World Fuel Services Corporation
WorldSpace, Inc.
Worthington Industries, Inc.
Wright Medical Group, Inc.
Wrigley (Wm.) Jr. Company
Wyeth
Wyndham Worldwide Corporation
Wynn Resorts, Limited
Xcel Energy, Inc.
Xenoport, Inc.
Xerox Corporation
Xethanol Corporation
Xilinix, Inc.
XL Capital LTD
XM Satellite Radio Holdings, Inc.
XTO Energy, Inc.
Xyratek Ltd.
Yahoo!, Inc.
Yamana Gold, Inc.
YM Biosciences, Inc.
YRC Worldwide, Inc.
YUM! Brands, Inc.
Zale Corporation
Zebra Technologies, Inc.
Zimmer Holdings, Inc.
Zions Bancorporation
Zix Corporation
Zoltek Companies, Inc. (New)
Zoran Corp.
Zymogenetics, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 56
Average Daily Volume
Total
Call
Put
2,718
1,614
1,104
174
121
52
43
27
16
3,543
2,731
812
304
137
168
38
27
11
85
56
29
2
1
1
417
123
294
172
134
38
35
28
7
23
18
5
5
4
1
16
8
8
63
35
29
139
78
61
49
30
20
189
122
68
2,936
2,021
915
518
350
168
2,513
1,551
962
46
40
6
68
29
38
777
530
247
247
142
105
1,297
766
531
226
69
157
4,757
2,666
2,091
999
597
401
390
293
97
16,807
10,941
5,866
726
603
122
82
58
24
639
371
268
244
132
112
53
21
32
91
52
38
634
386
248
98
49
49
16
14
3
536
318
219
334
205
130
27
11
16
2006 MARKET STATISTICS
CBOE Top 100 Equity Options Ranked by Volume (Includes LEAPS)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
Standard
Symbol
AAPL
GOOG
MO
GM
MSFT
INTC
YHOO
HPQ
AMD
PFE
QCOM
GE
VLO
ELN
RIMM
BRCM
CSCO
WMT
S
XOM
SNDK
CVX
TWX
NEM
HAL
C
DELL
EBAY
RMBS
BAC
COP
MRVL
PD
ORCL
JPM
GS
CHK
HD
MCD
MOT
F
ECA
AMZN
SIRI
SHLD
CAT
AMR
UNH
RIG
NYX
BSX
IBM
AMGN
BBY
TXN
SEPR
EEE
VZ
NEW
SLB
UPS
BIDU
BMY
PG
Stock
Apple Computer, Inc.
Google, Inc.
Altria Group, Inc.
General Motors Corporation
Microsoft Corporation
Intel Corporation
Yahoo!, Inc.
Hewlett-Packard Company
Advanced Micro Devices, Inc.
Pfizer, Inc.
QUALCOMM, Inc.
General Electric Company
Valero Energy Corporation
Elan Corporation PLC ADR
Research in Motion Limited
Broadcom, Inc.
Cisco Systems, Inc.
Wal-Mart Stores, Inc.
Sprint Nextel Corporation
Exxon Mobil Corporation
SanDisk Corporation
Chevron Corporation
Time Warner, Inc.
Newmont Mining Corporation
Halliburton Company
Citigroup, Inc.
Dell Computer Corp.
eBay, Inc.
Rambus, Inc.
Bank of America Corporation
ConocoPhillips
Marvell Technology Group, Ltd.
Phelps Dodge Corporation
Oracle Corporation
JPMorgan Chase & Co.
The Goldman Sachs Group, Inc.
Chesapeake Energy Corporation
Home Depot, Inc. (The)
McDonald's Corporation
Motorola, Inc.
Ford Motor Company
EnCana Corporation
Amazon.Com, Inc.
Sirius Satellite Radio
Sears Holdings Corporation
Caterpillar, Inc.
AMR Corporation
UnitedHealth Group
Transocean, Inc.
NYSE Group, Inc.
Boston Scientific Corporation
International Business Machines Corporation
Amgen, Inc.
Best Buy Co., Inc.
Texas Instruments Incorporated
Sepracor, Inc.
Evergreen Energy, Inc.
Verizon Communications, Inc.
New Century Financial Corporation
Schlumberger Limited
United Parcel Service, Inc.
Baidu.com
Bristol-Myers Squibb Company
Procter & Gamble Company (The)
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Total
Call
9,815,555
5,612,571
8,512,143
4,924,240
7,604,137
5,331,360
6,283,823
2,091,736
6,229,074
4,351,651
5,976,381
4,065,580
4,218,526
2,746,283
4,206,924
2,648,924
3,883,172
2,402,958
3,702,428
2,388,138
3,661,836
2,374,285
3,580,598
2,156,392
3,430,288
2,021,059
3,369,440
2,367,683
3,335,097
1,740,359
3,210,324
2,049,429
3,178,120
2,237,863
3,176,897
1,913,438
3,175,948
1,789,234
3,153,769
1,845,345
3,122,785
1,681,263
3,097,470
1,916,858
2,953,020
2,283,274
2,892,004
1,711,777
2,733,121
1,533,090
2,700,819
1,704,707
2,590,549
1,446,489
2,582,918
1,594,129
2,478,087
1,811,207
2,371,317
1,413,692
2,275,819
1,610,401
2,256,521
1,603,251
2,170,429
1,254,296
2,149,050
1,554,267
2,107,307
1,332,686
2,069,349
1,279,360
2,035,948
1,447,848
2,004,651
1,303,974
1,933,570
1,133,191
1,900,983
1,240,009
1,857,648
856,617
1,816,066
1,188,388
1,798,186
566,546
1,787,273
1,346,223
1,697,016
1,026,241
1,691,671
900,874
1,672,899
870,138
1,660,250
1,096,598
1,580,069
855,512
1,564,159
978,585
1,558,531
1,097,813
1,535,324
840,390
1,478,748
968,855
1,464,040
779,518
1,462,590
806,194
1,370,770
858,791
1,343,634
900,408
1,325,656
828,744
1,321,912
789,600
1,286,205
751,599
1,239,246
875,092
1,225,951
772,796
1,199,891
664,372
1,197,205
674,595
Page 57
Put
4,202,984
3,587,903
2,272,777
4,192,087
1,877,423
1,910,801
1,472,243
1,558,000
1,480,214
1,314,290
1,287,551
1,424,206
1,409,229
1,001,757
1,594,738
1,160,895
940,257
1,263,459
1,386,714
1,308,424
1,441,522
1,180,612
669,746
1,180,227
1,200,031
996,112
1,144,060
988,789
666,880
957,625
665,418
653,270
916,133
594,783
774,621
789,989
588,100
700,677
800,379
660,974
1,001,031
627,678
1,231,640
441,050
670,775
790,797
802,761
563,652
724,557
585,574
460,718
694,934
509,893
684,522
656,396
511,979
443,226
496,912
532,312
534,606
364,154
453,155
535,519
522,610
Average Daily Volume
Total
Call
Put
39,106
22,361
16,745
33,913
19,618
14,294
30,295
21,240
9,055
25,035
8,334
16,702
24,817
17,337
7,480
23,810
16,198
7,613
16,807
10,941
5,866
16,761
10,553
6,207
15,471
9,574
5,897
14,751
9,514
5,236
14,589
9,459
5,130
14,265
8,591
5,674
13,666
8,052
5,614
13,424
9,433
3,991
13,287
6,934
6,354
12,790
8,165
4,625
12,662
8,916
3,746
12,657
7,623
5,034
12,653
7,128
5,525
12,565
7,352
5,213
12,441
6,698
5,743
12,341
7,637
4,704
11,765
9,097
2,668
11,522
6,820
4,702
10,889
6,108
4,781
10,760
6,792
3,969
10,321
5,763
4,558
10,291
6,351
3,939
9,873
7,216
2,657
9,447
5,632
3,815
9,067
6,416
2,651
8,990
6,387
2,603
8,647
4,997
3,650
8,562
6,192
2,370
8,396
5,310
3,086
8,244
5,097
3,147
8,111
5,768
2,343
7,987
5,195
2,792
7,703
4,515
3,189
7,574
4,940
2,633
7,401
3,413
3,988
7,235
4,735
2,501
7,164
2,257
4,907
7,121
5,363
1,757
6,761
4,089
2,672
6,740
3,589
3,151
6,665
3,467
3,198
6,615
4,369
2,246
6,295
3,408
2,887
7,556
4,727
2,829
6,209
4,374
1,836
6,117
3,348
2,769
5,891
3,860
2,031
5,833
3,106
2,727
5,827
3,212
2,615
5,461
3,421
2,040
5,353
3,587
1,766
5,281
3,302
1,980
5,267
3,146
2,121
5,124
2,994
2,130
4,937
3,486
1,451
6,319
3,983
2,336
4,780
2,647
2,134
4,770
2,688
2,082
2006 MARKET STATISTICS
CBOE Top 100 Equity Options Ranked by Volume (Includes LEAPS)
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
Standard
Symbol
XMSR
X
TIE
KO
WB
KKD
AIG
MT
MRK
GRMN
AMAT
HOG
HMY
SBUX
NVDA
AA
MS
LU
GG
LEH
GLW
MU
T
LEN
WMB
SUNW
ETFC
CFC
TOL
APA
ATI
JNJ
NOK
CAR
ALL
PALM
Stock
XM Satellite Radio Holdings, Inc.
United States Seel Corporation
Titanium Metals Corporation
Coca-Cola Company (The)
Wachovia Corporation
Krispy Kreme Doughnuts, Inc.
American International Group, Inc.
Mittal Steel Company N.V.
Merck & Co., Inc.
Garmin, Ltd.
Applied Materials, Inc.
Harley-Davidson, Inc.
Harmony Gold Mining Company Limited
Starbucks Corporation
NVIDIA Corporation
ALCOA, Inc.
Morgan Stanley
Lucent Technologies, Inc.
Goldcorp, Inc.
Lehman Brothers Holdings, Inc.
Corning Incorporated
Micron Technology, Inc.
AT&T Corporation
Lennar Corporation
Williams Companies, Inc. (The)
Sun Microsystems, Inc.
E*Trade Financial Corporation
Countrywide Financial Corporation
Toll Brothers, Inc.
Apache Corporation
Allegheny Technologies, Inc.
Johnson & Johnson
Nokia Corporation ADR
Avis Budget Group, Inc.
Allstate Corporation (The)
Palm, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Total
Call
1,193,910
669,108
1,173,581
586,446
1,108,264
764,990
1,106,535
845,504
1,087,994
752,802
1,085,614
532,728
1,071,156
677,411
1,037,932
618,238
1,034,331
634,615
1,026,614
632,149
1,022,886
706,956
1,010,520
419,180
1,008,280
761,664
1,001,211
580,922
994,036
525,896
983,931
615,545
982,506
606,406
962,166
837,998
926,627
650,411
913,219
422,866
909,066
619,849
900,866
593,503
893,900
597,803
893,053
631,796
889,407
685,533
885,665
685,679
884,198
570,646
879,736
411,230
876,153
504,386
870,760
526,800
861,089
553,773
855,827
566,686
854,019
562,262
851,128
543,742
848,830
705,737
846,682
608,790
Page 58
Put
524,802
587,135
343,274
261,031
335,192
552,886
393,745
419,694
399,716
394,465
315,930
591,340
246,616
420,289
468,140
368,386
376,100
124,168
276,216
490,353
289,217
307,363
296,097
261,257
203,874
199,986
313,552
468,506
371,767
343,960
307,316
289,141
291,757
307,386
143,093
237,892
Average Daily Volume
Total
Call
Put
4,757
2,666
2,091
4,676
2,336
2,339
4,415
3,048
1,368
4,409
3,369
1,040
4,335
2,999
1,335
4,325
2,122
2,203
4,268
2,699
1,569
4,135
2,463
1,672
4,121
2,528
1,592
4,090
2,519
1,572
4,075
2,817
1,259
4,026
1,670
2,356
4,017
3,035
983
3,989
2,314
1,674
3,960
2,095
1,865
3,920
2,452
1,468
3,914
2,416
1,498
3,833
3,339
495
3,692
2,591
1,100
3,638
1,685
1,954
3,622
2,470
1,152
3,589
2,365
1,225
3,561
2,382
1,180
3,558
2,517
1,041
3,543
2,731
812
3,529
2,732
797
3,523
2,273
1,249
3,505
1,638
1,867
3,491
2,010
1,481
3,469
2,099
1,370
3,431
2,206
1,224
3,410
2,258
1,152
3,402
2,240
1,162
3,391
2,166
1,225
3,382
2,812
570
3,373
2,425
948
2006 MARKET STATISTICS
CASH INDEX OPTIONS - 2006
Standard & Poor’s Indexes
OEX® (Standard & Poor’s 100 Index Options): March 11, 1983.
OEX (Reduced-Value) LEAPS: December 11, 1990.
XEO® (European-Style Standard & Poor’s 100 Index Options): July 23, 2001.
SPXTM (Standard & Poor’s 500 Index Options): 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.
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.
Jumbo Options on the Dow Jones Industrial Average (DXL): October 11, 2005.
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 Volatility Index (VIX): February 24, 2006.
CBOE China Index (CYX): November 1, 2004.
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.
CBOE Exchange Index (EXQ): September 19, 2006.
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.
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.
CHICAGO BOARD OPTIONS EXCHANGE
Page 59
2006 Market Statistics
Most Active Cash Indexes—2006
The following is a description of the index options most actively traded during 2006. Please refer to
www.cboe.com for a complete description of each product.
Standard & Poor’s 500 Index Options - SPXTM
Options are based on the Standard & Poor’s 500 Index, which is a capitalization-weighted index of 500
stocks from a broad range of industries. The component stocks are weighted according to the total market
value of their outstanding shares. The impact of a component’s price change is proportional to the issue’s
total market value, which is the share price times the number of shares outstanding. These are summed for
all 500 stocks and divided by a predetermined base value. The base value for the S&P 500 Index is adjusted
to reflect changes in capitalization resulting from mergers, acquisitions, stock rights, substitutions, etc. SPX
options are available in the three near-term months followed by three additional months from the March
quarterly cycle (March, June, September and December) and are European-style exercise (they generally
may be exercised only on the last business day before the expiration date). The exercise-settlement value,
SET, is calculated using the first (opening) reported sales price in the primary market of each component
stock on the last business day before the expiration date. Exercise will result in delivery of cash on the
business day following expiration. SPX, which was originally introduced an American-style option, was
reintroduced as a European-style option on April 2, 1986. SPX FLEX and LEAPS (based on 1/10th of the
SPX level) and Long-Dated options (SPL) are also traded.
Standard & Poor’s 100 Index Options - OEX® & XEO®
"Options are based on the Standard & Poor’s 100 Index, which is a capitalization-weighted index of 100
stocks from a broad range of industries. The component stocks are weighted according to the total market
value of their outstanding shares. The impact of a component’s price change is proportional to the issue’s
total market value, which is the share price times the number of shares outstanding. These are summed for
all 100 stocks and divided by a predetermined base value. The base value for the S&P 100 Index is adjusted
to reflect changes in capitalization resulting from mergers, acquisitions, stock rights, substitutions, etc. OEX
and XEO options are available in the four near-term months plus 1 month from the March cycle. OEX options
are 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 CBOE S&P 500 Volatility Index® – VIX®
The CBOE Volatility Index - more commonly referred to as “VIX” - is an up-to-the-minute market estimate of
expected volatility that is calculated by using real-time S&P 500® Index (SPX) option bid/ask quotes. VIX
uses nearby and second nearby options with at least 8 days left to expiration and then weights them to yield
a constant, 30-day measure of the expected volatility of the S&P 500 Index. VIX options are European-style
and are available in three near-term months plus three months on the February quarterly cycle (February,
May, August and November). Exercise will result in delivery of cash on the business day following expiration.
The exercise-settlement value, VRO, is a Special Opening Quotation (SOQ) of VIX calculated from the
sequence of opening prices of the SPX options used to calculate VIX at settlement. The opening price for
any series in which there is no trade is deemed to be the mid-quote price, the average of that option's bid
and ask prices. Only series with non-zero bid prices upon completion of the special SPX opening procedures
are used in the SOQ calculation. VIX 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.
CHICAGO BOARD OPTIONS EXCHANGE
Page 60
2006 Market Statistics
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.
CHICAGO BOARD OPTIONS EXCHANGE
Page 61
2006 Market Statistics
CASH INDEX OPTIONS - 2006
Total Cash Index Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
4,872,092
4,276,709
4,688,777
4,603,120
6,931,346
6,674,396
5,187,497
5,623,186
5,399,002
6,162,109
6,036,147
5,435,497
65,889,878
Contract Volume
Put
6,611,231
5,936,010
6,635,707
5,869,999
10,600,004
9,766,330
7,758,345
7,293,816
7,213,281
8,168,615
8,370,511
7,461,622
91,685,471
Total
11,483,323
10,212,719
11,324,484
10,473,119
17,531,350
16,440,726
12,945,842
12,917,002
12,612,283
14,330,724
14,406,658
12,897,119
157,575,349
Average Daily
Volume
574,166
537,512
492,369
551,217
796,880
747,306
647,292
561,609
630,614
651,397
686,031
644,856
627,790
Cash Index Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
4,732,623
7,018,029
11,750,652
5,106,629
7,459,536
12,566,165
4,954,588
7,114,200
12,068,788
5,378,515
7,556,898
12,935,413
6,499,931
8,787,301
15,287,232
6,180,165
8,072,538
14,252,703
6,441,703
8,121,248
14,562,951
6,699,897
8,696,702
15,396,599
6,309,644
8,196,243
14,505,887
6,820,121
8,845,470
15,665,591
6,856,781
9,859,860
16,716,641
5,712,398
7,877,817
13,590,215
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$5,673,136,248
$5,672,501,122
$11,644,434,783
$5,587,203,791
$7,508,345,468
$12,856,354,534
$5,029,340,887
$6,309,577,134
$10,338,722,580
$7,653,595,170
$8,359,905,353
$11,349,306,256
$97,982,423,326
Page 62
Dollar Volume
Put
$5,152,011,971
$4,585,212,343
$6,004,836,727
$4,165,307,272
$10,679,311,850
$14,742,311,186
$8,298,751,571
$5,334,448,466
$6,740,537,741
$5,294,260,475
$5,409,480,181
$6,560,659,740
$82,967,129,523
Total
$10,825,148,219
$10,257,713,465
$17,649,271,510
$9,752,511,063
$18,187,657,318
$27,598,665,720
$13,328,092,458
$11,644,025,600
$17,079,260,321
$12,947,855,645
$13,769,385,534
$17,909,965,996
$180,949,552,849
2006 MARKET STATISTICS
Total Cash Index Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$1,164
$779
$943
$1,326
$772
$1,004
$2,483
$905
$1,559
$1,214
$710
$931
$1,083
$1,007
$1,037
$1,926
$1,510
$1,679
$970
$1,070
$1,030
$1,122
$731
$901
$1,915
$934
$1,354
$1,242
$648
$904
$1,385
$646
$956
$2,088
$879
$1,389
$1,487
$905
$1,148
Average Contracts Per Trade
Call
Put
Total
42
51
47
43
48
46
42
46
45
44
44
44
48
54
51
46
54
50
42
52
48
45
48
47
47
53
50
44
56
50
49
61
55
52
60
56
45
52
49
Transactions
Call
Put
116,749 129,096
99,468 123,841
110,844 143,219
103,939 131,960
144,916 195,727
144,820 180,949
122,300 150,115
124,037 153,333
115,871 135,331
139,640 145,629
122,415 137,448
104,595 124,269
1,449,594 1,750,917
Total
245,845
223,309
254,063
235,899
340,643
325,769
272,415
277,370
251,202
285,269
259,863
228,864
3,200,511
Total Cash Index Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
AMEX
PHLX
11,483,323
552,812
696,025
10,212,719
474,860
671,194
11,324,484 1,031,898
610,807
10,473,119
629,008
562,541
17,531,350 1,127,905 1,056,893
16,440,726 1,307,341
868,729
12,945,842
843,699
589,882
12,917,002
823,842
510,865
12,612,283
753,249
571,763
14,330,724
841,999
591,901
14,406,658
840,471
484,537
12,897,119
823,596
374,607
157,575,349 10,050,680 7,589,744
CHICAGO BOARD OPTIONS EXCHANGE
ISE
650,870
513,144
555,835
479,982
948,091
845,835
636,786
718,447
717,112
816,393
731,670
598,254
8,212,419
BOX
----------18,987
29,872
48,859
Page 63
Total
CBOE Share
13,383,030
85.8%
11,871,917
86.0%
13,523,024
83.7%
12,144,650
86.2%
20,664,239
84.8%
19,462,631
84.5%
15,016,209
86.2%
14,970,156
86.3%
14,654,407
86.1%
16,581,017
86.4%
16,482,323
87.4%
14,723,448
87.6%
183,477,051
85.9%
2006 MARKET STATISTICS
Total Cash Index FLEX (NDX, RUT, SPX, MVR ) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
2,834
83,738
96,421
63,682
2,228
3,480
1,842
1,286
15,437
30,584
10,366
2,166
314,064
Average Daily
Contract Volume
Put
Total
Volume
5,202
8,036
402
7,314
91,052
4,792
18,595
115,016
5,001
62,814
126,496
6,658
3,224
5,452
248
2,755
6,235
283
3,408
5,250
263
4,135
5,421
236
14,200
29,637
1,482
28,870
59,454
2,702
10,209
20,575
980
13,954
16,120
806
174,680
488,744
1,947
Total Cash Index FLEX (NDX, RUT, SPX, MVR ) Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
115,309 121,599
236,908
197,326 123,553
320,879
278,714 125,361
404,075
337,186 182,977
520,163
334,286 182,063
516,349
162,904 173,431
336,335
161,217 169,284
330,501
159,221 172,919
332,140
173,293 186,503
359,796
172,333 186,422
358,755
172,622 191,902
364,524
171,670 199,626
371,296
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$45,942,998
$1,196,789,253
$2,549,086,630
$1,164,815,940
$18,898,200
$56,668,555
$28,733,200
$9,357,350
$11,592,108
$77,501,670
$13,193,424
$17,322,788
$5,189,902,116
Page 64
Dollar Volume
Put
$28,768,083
$22,414,989
$44,044,742
$48,928,880
$18,694,217
$18,384,610
$38,406,650
$13,098,036
$6,800,000
$9,907,500
$52,552,866
$10,590,415
$312,590,988
Total
$74,711,081
$1,219,204,242
$2,593,131,372
$1,213,744,820
$37,592,417
$75,053,165
$67,139,850
$22,455,386
$18,392,108
$87,409,170
$65,746,290
$27,913,203
$5,502,493,104
2006 MARKET STATISTICS
Total Cash Index FLEX (NDX, RUT, SPX, MVR ) 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
$16,211
$5,530
$9,297
$14,292
$3,065 $13,390
$26,437
$2,369 $22,546
$18,291
$779
$9,595
$8,482
$5,798
$6,895
$16,284
$6,673 $12,037
$15,599 $11,270 $12,789
$7,276
$3,168
$4,142
$751
$479
$621
$2,534
$343
$1,470
$1,273
$5,148
$3,195
$7,998
$759
$1,732
$16,525
$1,790 $11,258
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
283
400
349
4,926
271
2,069
3,110
808
2,130
7,960
5,710
6,658
223
322
273
232
197
215
307
682
477
257
517
417
551
947
689
900
1,604
1,143
546
567
556
217
698
537
1,627
960
1,303
Page 65
Transactions
Put
10
13
17
27
31
23
8
11
10
10
15
14
6
5
5
8
28
15
34
18
19
18
10
20
193
182
Call
Total
23
44
54
19
20
29
11
13
43
52
37
30
375
2006 MARKET STATISTICS
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
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
2,847,045
2,703,032
3,004,493
2,735,892
3,824,770
4,097,355
3,138,823
3,595,540
3,139,832
3,808,232
3,660,812
3,572,905
40,128,731
Contract Volume
Put
Total
4,263,634
7,110,679
4,006,306
6,709,338
4,643,928
7,648,421
4,071,982
6,807,874
7,293,182
11,117,952
7,016,935
11,114,290
5,382,907
8,521,730
5,257,815
8,853,355
5,218,289
8,358,121
5,643,794
9,452,026
5,885,046
9,545,858
5,500,124
9,073,029
64,183,942
104,312,673
Average Daily
Volume
355,534
353,123
332,540
358,309
505,361
505,195
426,087
384,928
417,906
429,638
454,565
453,651
415,588
SPX (S&P 500) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
2,575,485 4,199,283
6,774,768
2,864,621 4,545,828
7,410,449
2,755,062 4,419,125
7,174,187
2,935,017 4,749,664
7,684,681
3,222,273 5,444,364
8,666,637
3,076,978 4,919,533
7,996,511
3,154,313 4,833,654
7,987,967
3,377,600 5,246,245
8,623,845
3,042,670 5,115,231
8,157,901
3,323,061 5,453,727
8,776,788
3,614,348 6,124,982
9,739,330
2,905,286 4,943,499
7,848,785
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$4,782,428,368
$4,963,466,958
$10,868,429,260
$3,784,132,655
$6,310,292,705
$11,705,450,115
$4,151,576,295
$5,228,125,960
$9,110,477,593
$6,165,213,100
$6,811,580,379
$10,031,470,198
$83,912,643,586
Dollar Volume
Put
Total
$4,142,884,788
$8,925,313,156
$3,850,286,359
$8,813,753,317
$5,265,512,702 $16,133,941,962
$3,544,854,225
$7,328,986,880
$8,719,834,922 $15,030,127,627
$13,153,286,450 $24,858,736,565
$6,436,337,460 $10,587,913,755
$4,412,366,345
$9,640,492,305
$5,946,475,200 $15,056,952,793
$4,417,371,435 $10,582,584,535
$4,514,447,755 $11,326,028,134
$5,626,615,655 $15,658,085,853
$70,030,273,296 $153,942,916,882
Page 66
2006 MARKET STATISTICS
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
$1,680
$972
$1,255
$1,836
$961
$1,314
$3,617
$1,134
$2,109
$1,383
$871
$1,077
$1,650
$1,196
$1,352
$2,857
$1,875
$2,237
$1,323
$1,196
$1,242
$1,454
$839
$1,089
$2,902
$1,140
$1,801
$1,619
$783
$1,120
$1,861
$767
$1,186
$2,808
$1,023
$1,726
$2,091
$1,091
$1,476
CHICAGO BOARD OPTIONS EXCHANGE
Call
63
64
63
64
61
67
59
62
59
58
69
76
63
Average Contracts Per Trade
Put
79
78
76
76
82
85
80
74
84
85
91
92
82
Page 67
Total
72
72
70
70
73
77
71
69
72
71
81
85
74
Call
45,423
42,018
47,677
42,992
62,884
61,345
52,967
57,990
53,518
65,941
52,752
46,971
632,478
Transactions
Put
Total
53,655
99,078
51,255
93,273
61,490 109,167
53,586
96,578
88,706 151,590
82,998 144,343
67,190 120,157
71,125 129,115
61,940 115,458
66,779 132,720
64,581 117,333
59,881 106,852
783,186 1,415,664
2006 MARKET STATISTICS
XSP (Mini S&P 500 Index) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
117,585
58,402
73,307
63,701
56,406
64,053
59,071
27,799
48,383
54,920
84,986
91,007
799,620
Contract Volume
Put
111,994
61,354
41,719
52,900
59,789
153,289
101,566
24,680
33,655
106,307
112,345
112,602
972,200
Total
229,579
119,756
115,026
116,601
116,195
217,342
160,637
52,479
82,038
161,227
197,331
203,609
1,771,820
Average Daily
Volume
11,479
6,303
5,001
6,137
5,282
9,879
8,032
2,282
4,102
7,329
9,397
10,180
7,059
XSP (Mini S&P 500 Index) Open Interest and Dollar Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
395,042
567,021
962,063
380,539
556,430
936,969
346,562
499,205
845,767
318,400
496,298
814,698
308,591
490,471
799,062
294,271
547,318
841,589
314,636
579,098
893,734
318,831
583,138
901,969
307,860
524,605
832,465
321,428
544,896
866,324
354,143
603,323
957,466
402,807
534,523
937,330
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$30,146,020
$18,877,576
$31,126,276
$25,279,412
$17,397,789
$20,008,608
$18,054,428
$11,457,506
$32,211,733
$11,401,156
$91,266,288
$129,792,842
$437,019,634
Dollar Volume
Put
$28,947,960
$13,548,120
$8,442,205
$8,591,939
$17,489,505
$27,517,154
$25,327,988
$9,362,641
$7,105,386
$16,168,656
$18,843,430
$20,187,205
$201,532,189
Page 68
Total
$59,093,980
$32,425,696
$39,568,481
$33,871,351
$34,887,294
$47,525,762
$43,382,416
$20,820,147
$39,317,119
$27,569,812
$110,109,718
$149,980,047
$638,551,823
2006 MARKET STATISTICS
XSP (Mini S&P 500 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
$256
$258
$257
$323
$221
$271
$425
$202
$344
$397
$162
$290
$308
$293
$300
$312
$180
$219
$306
$249
$270
$412
$379
$397
$666
$211
$479
$208
$152
$171
$1,074
$168
$558
$1,426
$179
$737
$547
$207
$360
CHICAGO BOARD OPTIONS EXCHANGE
Call
59
43
42
47
52
77
77
57
54
69
104
90
61
Average Contracts Per Trade
Put
71
53
32
50
36
76
75
28
31
80
98
96
62
Page 69
Total
64
48
38
48
42
76
76
38
41
76
100
93
61
Call
1,993
1,361
1,739
1,344
1,095
830
763
489
899
795
818
1,008
13,134
Transactions
Put
Total
1,572
3,565
1,157
2,518
1,297
3,036
1,061
2,405
1,670
2,765
2,012
2,842
1,360
2,123
893
1,382
1,082
1,981
1,323
2,118
1,146
1,964
1,172
2,180
15,745
28,879
2006 MARKET STATISTICS
OEX (S&P 100) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
695,280
624,443
577,140
677,830
878,888
861,939
676,562
570,675
582,389
599,922
504,972
449,586
7,699,626
Contract Volume
Put
801,481
707,601
729,391
728,493
1,037,078
970,936
804,204
772,411
731,328
807,098
689,679
627,156
9,406,856
Total
1,496,761
1,332,044
1,306,531
1,406,323
1,915,966
1,832,875
1,480,766
1,343,086
1,313,717
1,407,020
1,194,651
1,076,742
17,106,482
Average Daily
Volume
74,838
70,108
56,806
74,017
87,089
83,313
74,038
58,395
65,686
63,955
56,888
53,837
68,153
OEX (S&P 100) Open Interest and Dollar Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
131,973
206,808
338,781
139,378
265,785
405,163
154,755
192,679
347,434
131,789
188,595
320,384
262,608
239,815
502,423
246,368
234,808
481,176
241,178
219,182
460,360
214,046
228,198
442,244
238,044
228,277
466,321
213,553
192,857
406,410
216,153
189,028
405,181
105,703
146,561
252,264
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$214,389,190
$183,779,919
$210,743,253
$194,367,421
$297,064,090
$290,003,260
$248,734,897
$230,685,264
$228,168,968
$333,526,144
$265,665,976
$239,556,476
$2,936,684,857
Dollar Volume
Put
$348,692,476
$248,714,523
$225,642,405
$185,202,616
$604,564,359
$405,785,372
$738,870,043
$298,989,476
$234,057,983
$170,517,078
$193,167,117
$145,972,366
$3,800,175,814
Page 70
Total
$563,081,666
$432,494,442
$436,385,658
$379,570,037
$901,628,450
$695,788,632
$987,604,939
$529,674,740
$462,226,951
$504,043,222
$458,833,093
$385,528,842
$6,736,860,671
2006 MARKET STATISTICS
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
$308
$435
$376
$294
$351
$325
$365
$309
$334
$287
$254
$270
$338
$583
$471
$336
$418
$380
$368
$919
$667
$404
$387
$394
$392
$320
$352
$556
$211
$358
$526
$280
$384
$533
$233
$358
$381
$404
$394
CHICAGO BOARD OPTIONS EXCHANGE
Call
17
19
17
21
20
19
19
19
22
23
20
20
20
Average Contracts Per Trade
Put
21
20
17
17
22
20
24
20
24
27
26
22
21
Page 71
Total
19
20
17
19
21
19
22
20
23
25
23
21
20
Call
40,760
32,257
33,681
32,897
44,054
45,231
34,741
29,540
26,497
26,660
25,258
22,093
393,669
Transactions
Put
Total
38,936
79,695
35,800
68,057
42,107
75,788
41,813
74,710
47,460
91,515
48,978
94,209
33,078
67,819
38,078
67,618
30,237
56,735
29,797
56,457
26,653
51,911
28,797
50,890
441,735 835,403
2006 MARKET STATISTICS
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
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
62,951
87,837
88,418
88,081
101,122
72,308
89,253
122,148
145,801
186,056
111,362
99,630
1,254,967
Contract Volume
Put
127,753
130,631
127,128
80,037
298,507
77,263
310,628
197,443
293,692
358,239
321,235
129,197
2,451,753
Total
190,704
218,468
215,546
168,118
399,629
149,571
399,881
319,591
439,493
544,295
432,597
228,827
3,706,720
Average Daily
Volume
9,535
11,498
9,372
8,848
18,165
6,799
19,994
13,895
21,975
24,741
20,600
11,441
14,768
XEO (S&P 100 European Style) Open Interest and Dollar Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
23,350
38,432
61,782
28,325
60,000
88,325
40,201
82,719
122,920
35,818
44,756
80,574
34,340
85,095
119,435
34,328
37,985
72,313
46,821
76,773
123,594
60,209
128,172
188,381
78,001
169,189
247,190
48,510
161,595
210,105
45,210
193,382
238,592
46,623
174,308
220,931
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$19,410,905
$25,851,321
$32,285,922
$25,257,184
$34,179,230
$24,328,352
$32,813,453
$49,376,166
$57,122,067
$103,437,681
$58,587,594
$53,086,643
$515,736,519
Dollar Volume
Put
$55,580,244
$45,915,462
$39,327,970
$20,347,569
$174,014,581
$32,290,692
$285,392,417
$76,427,419
$93,994,702
$75,685,812
$89,972,348
$30,070,974
$1,019,020,190
Page 72
Total
$74,991,149
$71,766,783
$71,613,892
$45,604,753
$208,193,810
$56,619,044
$318,205,871
$125,803,585
$151,116,769
$179,123,493
$148,559,942
$83,157,617
$1,534,756,709
2006 MARKET STATISTICS
XEO (S&P 100 European Style) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$308
$435
$393
$294
$351
$329
$365
$309
$332
$287
$254
$271
$338
$583
$521
$336
$418
$379
$368
$919
$796
$404
$387
$394
$392
$320
$344
$556
$211
$329
$526
$280
$343
$533
$233
$363
$411
$416
$414
CHICAGO BOARD OPTIONS EXCHANGE
Call
17
19
17
21
20
19
19
19
22
23
20
20
20
Average Contracts Per Trade
Put
21
20
17
17
22
20
24
20
24
27
26
22
23
Page 73
Total
19
20
17
19
21
19
23
20
23
25
24
21
22
Call
3,690
4,537
5,160
4,275
5,069
3,794
4,583
6,323
6,634
8,268
5,570
4,896
62,799
Transactions
Put
Total
6,206
9,897
6,609
11,146
7,339
12,499
4,594
8,869
13,661
18,729
3,898
7,692
12,777
17,360
9,733
16,056
12,143
18,776
13,226
21,494
12,414
17,984
5,932
10,828
108,531 171,331
2006 MARKET STATISTICS
DJX (Dow Jones Industrial Average) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
407,069
329,232
314,706
278,394
488,769
484,304
417,794
247,852
341,260
275,407
322,025
226,665
4,133,477
Contract Volume
Put
325,734
268,581
230,549
253,710
441,766
396,403
358,369
266,102
244,340
273,084
275,419
232,235
3,566,292
Total
732,803
597,813
545,255
532,104
930,535
880,707
776,163
513,954
585,600
548,491
597,444
458,900
7,699,769
Average Daily
Volume
36,640
31,464
23,707
28,005
42,297
40,032
38,808
22,346
29,280
24,931
28,450
22,945
30,676
DJX (Dow Jones Industrial Average) Open Interest and Dollar Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
370,089
348,037
718,126
391,760
329,773
721,533
355,510
273,801
629,311
367,660
310,856
678,516
444,782
360,137
804,919
389,144
364,283
753,427
415,514
376,501
792,015
403,374
387,411
790,785
410,914
341,133
752,047
432,481
378,935
811,416
462,334
420,136
882,470
342,149
274,006
616,155
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$94,815,895
$69,510,380
$80,611,040
$57,629,345
$133,714,570
$97,540,872
$93,776,091
$68,053,873
$157,223,370
$68,536,610
$106,090,988
$84,611,527
$1,112,114,561
Dollar Volume
Put
$44,329,795
$39,438,465
$28,845,680
$30,910,970
$63,330,775
$74,086,857
$56,863,859
$33,613,255
$30,851,977
$31,300,254
$25,685,171
$29,074,746
$488,331,804
Page 74
Total
$139,145,690
$108,948,845
$109,456,720
$88,540,315
$197,045,345
$171,627,729
$150,639,950
$101,667,128
$188,075,347
$99,836,864
$131,776,159
$113,686,273
$1,600,446,365
2006 MARKET STATISTICS
DJX (Dow Jones Industrial Average) 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
$233
$136
$190
$211
$147
$182
$256
$125
$201
$207
$122
$166
$274
$143
$212
$201
$187
$195
$224
$159
$194
$275
$126
$198
$461
$126
$321
$249
$115
$182
$329
$93
$221
$373
$125
$248
$269
$137
$208
CHICAGO BOARD OPTIONS EXCHANGE
Call
42
42
41
40
46
50
42
32
48
35
45
41
42
Average Contracts Per Trade
Put
28
20
19
20
25
25
25
20
20
21
25
26
23
Page 75
Total
34
29
27
27
32
35
32
24
30
26
33
32
30
Call
9,693
7,794
7,751
6,954
10,651
9,633
9,845
7,663
7,139
7,885
7,145
5,506
97,659
Transactions
Put
Total
11,832
21,525
13,157
20,951
12,420
20,171
12,773
19,727
18,016
28,667
15,830
25,463
14,215
24,060
13,575
21,238
12,508
19,647
12,934
20,819
11,020
18,165
8,907
14,413
157,187 254,846
2006 MARKET STATISTICS
NDX (Nasdaq-100 Index) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
303,811
159,229
231,386
213,306
251,669
278,178
238,389
313,030
267,382
407,924
533,393
214,126
3,411,823
Contract Volume
Put
433,425
270,701
354,967
267,795
586,021
411,889
338,086
290,811
230,018
377,568
460,871
316,502
4,338,654
Total
737,236
429,930
586,353
481,101
837,690
690,067
576,475
603,841
497,400
785,492
994,264
530,628
7,750,477
Average Daily
Volume
36,862
22,628
25,494
25,321
38,077
31,367
28,824
26,254
24,870
35,704
47,346
26,531
30,878
NDX (Nasdaq-100 Index) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
266,510
396,352
662,862
268,774
329,357
598,131
287,473
389,699
677,172
249,387
336,127
585,514
286,624
353,336
639,960
215,717
264,235
479,952
224,210
283,383
507,593
289,025
346,968
635,993
238,016
270,298
508,314
329,142
380,540
709,682
295,057
400,466
695,523
214,134
260,954
475,088
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$320,865,370
$152,434,280
$175,255,530
$188,246,325
$229,128,595
$364,084,545
$281,404,005
$416,031,365
$393,434,305
$618,691,510
$585,078,190
$434,449,470
$4,159,103,490
Dollar Volume
Put
$327,362,475
$186,426,975
$236,170,515
$228,584,795
$664,095,740
$643,723,640
$501,755,665
$272,643,745
$215,804,680
$372,768,100
$347,310,480
$469,765,075
$4,466,411,885
Page 76
Total
$648,227,845
$338,861,255
$411,426,045
$416,831,120
$893,224,335
$1,007,808,185
$783,159,670
$688,675,110
$609,238,985
$991,459,610
$932,388,670
$904,214,545
$8,625,515,375
2006 MARKET STATISTICS
NDX (Nasdaq-100 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$1,056
$755
$879
$957
$689
$788
$757
$665
$702
$883
$854
$866
$910
$1,133
$1,066
$1,309
$1,563
$1,460
$1,180
$1,484
$1,359
$1,329
$938
$1,140
$1,471
$938
$1,225
$1,517
$987
$1,262
$1,097
$754
$938
$2,029
$1,484
$1,704
$1,219
$1,029
$1,113
CHICAGO BOARD OPTIONS EXCHANGE
Call
38
28
32
31
33
28
28
32
34
42
65
31
35
Average Contracts Per Trade
Put
49
34
38
29
46
30
30
29
29
41
66
40
38
Page 77
Total
44
32
36
30
41
29
29
31
32
42
65
36
37
Call
8,070
5,681
7,187
6,937
7,706
10,100
8,541
9,685
7,816
9,756
8,225
6,989
96,693
Transactions
Put
Total
8,822
16,892
7,962
13,643
9,285
16,472
9,263
16,200
12,684
20,390
13,654
23,754
11,344
19,885
9,947
19,632
7,904
15,720
9,137
18,893
6,955
15,180
7,847
14,836
114,804 211,497
2006 MARKET STATISTICS
MNX (Mini Nasdaq-100 Index) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
322,677
183,872
133,123
144,075
295,697
252,056
147,337
191,647
201,257
188,824
210,633
142,881
2,414,079
Contract Volume
Put
308,902
248,604
187,940
171,076
467,857
248,705
192,802
149,652
203,382
209,724
202,468
193,798
2,784,910
Total
631,579
432,476
321,063
315,151
763,554
500,761
340,139
341,299
404,639
398,548
413,101
336,679
5,198,989
Average Daily
Volume
31,579
22,762
13,959
16,587
34,707
22,762
17,007
14,839
20,232
18,116
19,671
16,834
20,713
MNX (Mini Nasdaq-100 Index) Open Interest and Dollar Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
791,828 1,011,795
1,803,623
818,505 1,065,714
1,884,219
705,463
878,646
1,584,109
781,874
967,127
1,749,001
945,045 1,207,952
2,152,997
925,965 1,032,712
1,958,677
971,112 1,069,419
2,040,531
1,035,060 1,066,588
2,101,648
883,479
997,867
1,881,346
987,160 1,097,314
2,084,474
1,046,885 1,256,174
2,303,059
789,446
920,582
1,710,028
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$126,227,102
$68,400,598
$75,308,776
$60,576,959
$158,812,861
$125,072,519
$73,693,864
$79,614,474
$105,875,585
$108,723,760
$127,831,821
$110,681,487
$1,220,819,806
Dollar Volume
Put
$106,145,307
$91,720,659
$71,340,270
$43,966,356
$179,950,092
$116,192,857
$85,728,474
$65,388,604
$75,784,650
$74,872,267
$70,586,579
$84,509,552
$1,066,185,667
Page 78
Total
$232,372,409
$160,121,257
$146,649,046
$104,543,315
$338,762,953
$241,265,376
$159,422,338
$145,003,078
$181,660,235
$183,596,027
$198,418,400
$195,191,039
$2,287,005,473
2006 MARKET STATISTICS
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
$391
$344
$368
$372
$369
$370
$566
$380
$457
$420
$257
$332
$537
$385
$444
$496
$467
$482
$500
$445
$469
$415
$437
$425
$526
$373
$449
$576
$357
$461
$607
$349
$480
$775
$436
$580
$506
$383
$440
CHICAGO BOARD OPTIONS EXCHANGE
Call
197
143
81
156
178
163
114
120
132
114
118
100
134
Average Contracts Per Trade
Put
207
207
119
171
230
137
126
76
122
133
121
135
147
Page 79
Total
202
174
100
164
207
149
120
96
126
124
119
117
141
Call
1,639
1,287
1,641
922
1,663
1,545
1,293
1,599
1,527
1,650
1,789
1,435
17,990
Transactions
Put
Total
1,489
3,128
1,203
2,490
1,575
3,216
999
1,921
2,032
3,695
1,811
3,356
1,531
2,824
1,969
3,568
1,672
3,199
1,573
3,223
1,668
3,457
1,438
2,873
18,960
36,950
2006 MARKET STATISTICS
RUT (Russell 2000 Index) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
66,774
69,996
83,446
105,933
94,877
82,743
50,135
62,883
65,544
65,116
102,054
87,966
937,467
Contract Volume
Put
104,451
109,270
97,762
128,124
126,839
107,601
62,557
82,430
65,260
91,904
133,940
109,214
1,219,352
Total
171,225
179,266
181,208
234,057
221,716
190,344
112,692
145,313
130,804
157,020
235,994
197,180
2,156,819
Average Daily
Volume
8,561
9,435
7,879
12,319
10,078
8,652
5,635
6,318
6,540
7,137
11,238
9,859
8,593
RUT (Russell 2000 Index) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
115,290
136,449
251,739
128,732
165,435
294,167
144,303
196,656
340,959
200,272
284,113
484,385
237,574
337,132
574,706
257,887
372,780
630,667
267,096
378,679
645,775
305,563
413,131
718,694
281,153
332,984
614,137
282,737
338,932
621,669
313,533
376,601
690,134
285,730
354,196
639,926
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$49,560,075
$158,637,595
$130,357,540
$1,203,087,065
$147,667,870
$106,425,735
$46,449,045
$99,968,365
$112,547,150
$62,032,380
$238,316,520
$105,922,224
$2,460,971,564
Dollar Volume
Put
$63,216,010
$80,803,820
$87,686,275
$78,700,330
$193,872,395
$181,683,180
$85,857,550
$94,323,566
$85,164,440
$80,281,325
$96,100,713
$102,852,455
$1,230,542,059
Page 80
Total
$112,776,085
$239,441,415
$218,043,815
$1,281,787,395
$341,540,265
$288,108,915
$132,306,595
$194,291,931
$197,711,590
$142,313,705
$334,417,233
$208,774,679
$3,691,513,623
2006 MARKET STATISTICS
RUT (Russell 2000 Index) Average Premium Per Contract, Average Contracts Per Trade and Transactions (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$742
$605
$659
$2,266
$739
$1,336
$1,562
$897
$1,203
$11,357
$614
$5,476
$1,556
$1,528
$1,540
$1,286
$1,688
$1,514
$926
$1,372
$1,174
$1,590
$1,144
$1,337
$1,717
$1,305
$1,512
$953
$874
$906
$2,335
$717
$1,417
$1,204
$942
$1,059
$2,625
$1,009
$1,712
CHICAGO BOARD OPTIONS EXCHANGE
Call
16
20
22
22
16
15
11
15
14
11
11
15
15
Average Contracts Per Trade
Put
22
20
17
21
15
15
12
18
16
14
15
15
16
Page 81
Total
19
20
19
21
15
15
11
16
15
13
13
15
16
Call
4,211
3,518
3,871
4,919
6,008
5,599
4,754
4,240
4,632
6,075
9,630
5,881
63,338
Transactions
Put
Total
4,654
8,865
5,463
8,981
5,897
9,768
6,211
11,130
8,704
14,712
7,277
12,876
5,280
10,034
4,665
8,905
4,191
8,823
6,349
12,424
8,963
18,593
7,145
13,026
74,799 138,137
2006 MARKET STATISTICS
VIX (Volatility Index) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
0
3
23
19
22
22
20
23
20
22
21
20
215
Call
-14,410
126,870
259,648
876,031
427,523
210,092
401,375
371,652
457,017
455,033
462,937
4,062,588
Contract Volume
Put
-10,566
54,743
26,346
144,066
173,922
36,191
101,790
60,257
149,618
132,491
98,060
988,050
24,976
181,613
285,994
1,020,097
601,445
246,283
503,165
431,909
606,635
587,524
560,997
5,050,638
Average Daily
Volume
-8,325
7,896
15,052
46,368
27,338
12,314
21,877
21,595
27,574
27,977
28,050
23,491
Call
-$1,143,975
$13,191,133
$35,416,116
$134,505,704
$103,182,569
$38,701,423
$73,459,836
$54,388,832
$73,524,834
$47,541,197
$44,148,608
$619,204,227
Dollar Volume
Put
-$726,690
$6,701,055
$2,605,780
$12,868,773
$16,611,242
$5,276,625
$13,741,462
$7,506,610
$12,340,407
$9,786,247
$6,883,561
$95,048,452
Total
--
VIX (Volatility Index) Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
---14,207
8,921
23,128
107,100
51,894
158,994
295,067
56,079
351,146
697,427
106,170
803,597
678,880
150,736
829,616
703,256
144,044
847,300
613,027
115,620
728,647
709,169
92,905
802,074
806,495
169,052
975,547
449,011
148,781
597,792
556,364
140,647
697,011
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 82
Total
-$1,870,665
$19,892,188
$38,021,896
$147,374,477
$119,793,811
$43,978,048
$87,201,298
$61,895,442
$85,865,241
$57,327,444
$51,032,169
$714,252,679
2006 MARKET STATISTICS
VIX (Volatility Index) 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
---$79
$69
$75
$104
$122
$110
$136
$99
$133
$154
$89
$144
$241
$96
$199
$184
$146
$179
$183
$135
$173
$146
$125
$143
$161
$82
$142
$104
$74
$98
$95
$70
$91
$152
$96
$141
CHICAGO BOARD OPTIONS EXCHANGE
Call
-160
94
128
182
84
60
76
69
41
46
54
71
Average Contracts Per Trade
Put
-207
136
67
133
76
31
59
38
55
62
63
65
Page 83
Total
-177
104
118
173
82
53
72
62
44
49
55
70
Call
-90
1,350
2,036
4,812
5,066
3,505
5,295
5,383
11,190
9,817
8,584
57,128
Transactions
Put
-51
404
396
1,081
2,276
1,154
1,724
1,577
2,735
2,124
1,564
15,086
Total
-141
1,754
2,432
5,893
7,342
4,659
7,019
6,960
13,925
11,941
10,148
72,214
2006 MARKET STATISTICS
Other Cash Index Options Products Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
48,900
46,256
55,888
36,260
63,117
53,937
160,041
90,237
235,502
118,691
50,877
87,794
1,047,500
Contract Volume
Put
133,857
122,396
167,580
89,536
144,899
209,387
171,035
150,682
133,060
151,279
157,017
142,734
1,773,462
Total
182,757
168,652
223,468
125,796
208,016
263,324
331,076
240,919
368,562
269,970
207,894
230,528
2,820,962
Average Daily
Volume
9,138
8,876
9,716
6,621
9,455
11,969
16,554
10,475
18,428
12,271
9,900
11,526
11,239
Other Cash Index Options Products Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
63,056
113,852
176,908
71,788
132,293
204,081
58,159
129,776
187,935
63,231
123,283
186,514
60,667
162,829
223,496
60,627
148,148
208,775
103,567
160,515
264,082
83,162
181,231
264,393
120,338
123,754
244,092
75,554
127,622
203,176
60,107
146,987
207,094
64,156
128,541
192,697
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$35,293,323
$30,398,520
$27,126,053
$13,211,309
$45,582,054
$20,257,959
$44,137,386
$52,804,325
$87,272,977
$108,507,995
$27,946,400
$115,586,781
$608,125,082
Dollar Volume
Put
$34,852,916
$27,631,270
$35,167,650
$21,542,692
$49,290,708
$91,133,742
$77,341,490
$57,591,953
$43,792,113
$42,955,141
$43,580,341
$44,728,151
$569,608,167
Page 84
Total
$70,146,239
$58,029,790
$62,293,703
$34,754,001
$94,872,762
$111,391,701
$121,478,876
$110,396,278
$131,065,090
$151,463,136
$71,526,741
$160,314,932
$1,177,733,249
2006 MARKET STATISTICS
Other Cash Index Options Products Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$722
$260
$384
$657
$226
$344
$485
$210
$279
$364
$241
$276
$722
$340
$456
$376
$435
$423
$276
$452
$367
$585
$382
$458
$371
$329
$356
$914
$284
$561
$549
$278
$344
$1,317
$313
$695
$581
$321
$417
Call
39
50
71
55
65
32
122
74
129
84
36
71
71
Average Contracts Per Trade
Put
69
103
119
71
85
95
78
93
64
85
82
90
85
Total
57
80
102
65
77
68
95
85
94
84
62
82
79
Call
1,270
925
787
663
974
1,677
1,308
1,213
1,826
1,420
1,411
1,232
14,706
Transactions
Put
Total
1,930
3,200
1,184
2,109
1,405
2,192
1,264
1,927
1,713
2,687
2,215
3,892
2,186
3,494
1,624
2,837
2,077
3,903
1,776
3,196
1,924
3,335
1,586
2,818
20,884
35,590
Includes CYX, DJR, DTX, DUX, DXL, ECM, EXQ, EYR, GOX, INX, MEX, MGO, MUT, MVB, MVR, OIX, PFU, POQ, POU, POY, PVC, PVF, PVK, PVL, PVO, PVP, PVU,
RAV, RLG, RLV, RMC, RMN, RPY, RUI, SML, TXX
CHICAGO BOARD OPTIONS EXCHANGE
Page 85
2006 MARKET STATISTICS
OTHER CASH INDEX OPTIONS CONTRACT VOLUME DETAIL
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CYX
244
96
30
184
115
434
80
100
50
10
0
0
1,343
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
PFU
CHICAGO BOARD OPTIONS EXCHANGE
GOX
INX
MEX
OIX
2,405
2,258
0
2,779
1,432
99
0
3,351
1,360
101
0
1,614
1,024
124
0
1,721
2,127
445
0
3,219
3,838
326
0
2,000
2,803
55
0
3,200
1,700
100
0
1,781
2,702
88
0
2,453
2,500
244
0
2,328
1,387
35
0
2,310
1,374
147
0
2,039
24,652
4,022
0
28,795
POQ
0
83
1
1
0
0
0
0
0
0
0
0
85
POU
0
34
10
12
0
0
0
0
0
0
0
0
56
CHICAGO BOARD OPTIONS EXCHANGE
7
131
40
0
10
20
0
0
0
0
0
0
208
POY
114
2
376
29
26
285
5
290
3
44
50
0
1,224
TXX
579
65
243
22
24
90
512
64
84
11
42
737
2,473
CBOE POWERPACKS
PVF
PVK
0
10
23
100
26
49
10
0
20
0
0
0
400
0
15
0
0
1
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
510
36
108
PVC
Page 86
PVL
PVO
30
0
30
0
0
0
0
0
0
0
0
0
60
69
55
39
14
9
0
0
0
0
0
0
0
186
PVP
293
8
1
0
0
0
0
0
0
0
0
0
302
PVU
208
30
20
0
10
6
0
0
0
0
0
0
274
RPY
327
61
2
2
21
0
2
0
0
0
0
0
415
2006 MARKET STATISTICS
STANDARD & POORS
Month
SML
1,184
Jan
761
Feb
703
Mar
681
Apr
1,413
May
420
Jun
962
Jul
2,406
Aug
1,222
Sep
1,427
Oct
1,693
Nov
2,315
Dec
Total
15,187
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
DJR
0
0
0
0
0
0
0
0
0
0
0
0
0
DTX
826
481
3,389
637
754
1,280
148
1,174
1,045
935
346
1,019
12,034
DOW JONES
DUX
DXL
804
3,674
812
4,734
1,468
578
589
62
1,742
298
1,400
182
147
2,486
767
2,696
953
2,736
8
4,736
0
8,252
1,792
6,426
10,482
36,860
ECM
MUT
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
MORGAN STANLEY
MGO
MVB
MVR
0
158,782
76
0
0 152,122
0
0 204,050
0
0 115,345
0
0 190,875
0
0 242,868
0
0 314,288
0
0 210,195
0
0 356,270
0
0 257,011
0
0 192,950
0
0 197,710
0
76 2,592,466
CHICAGO BOARD OPTIONS EXCHANGE
Page 87
2006 MARKET STATISTICS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
OTHER RUSSELL GROWTH AND VALUE INDEXES
RAV
RLG
RLV
RMC
RMN
RUI
0
20
385
0
5,905
1,755
0
10
116
0
3,507
487
0
294
10
0
8,874
205
0
30
10
0
5,131
178
0
244
40
0
6,076
153
0
0
0
0
10,127
47
0
0
0
0
6,363
25
0
0
0
0
995
18,651
0
0
0
0
270
673
0
0
0
0
45
618
0
0
0
0
593
2
0
0
0
0
523
16,332
0
598
561
0
48,409
39,126
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
OTHER
EXQ
EYR
----------------13
53
234
114
414
0
0
0
0
0
0
0
0
0
0
0
0
0
CHICAGO BOARD OPTIONS EXCHANGE
Page 88
2006 MARKET STATISTICS
EXCHANGE TRADED FUNDS - 2006
Major Market Index Funds
SPDR® S&P® 500 ETF (SPY)
iShares Russell 2000 Index Fund (IWM)
Powershares QQQ (QQQQ)
DIAMONDS (DIA)
MSCI Funds
iShares MSCI Emerging Markets Index (EEM)
ishares MSCI EAFE Index Fund (EFA)
iShares MSCI Canada Index Fund (EWC)
iShares MSCI Hong Kong Index Fund (EWH)
iShares MSCI Japan Index Fund (EWJ)
HOLDRs
Biotech HOLDRS Trust (BBH)
Broadband HOLDRS Trust (BDH)
Internet HOLDRs Trust (HHH)
Internet Architecture HOLDRS Trust (IAH)
Oil Services HOLDRs Trust (OIH)
Pharmaceutical HOLDRS Trust (PPH)
Regional Bank HOLDRs Trust (RKH)
Retail HOLDRs Trust (RTH)
iShares MSCI Taiwan Index Fund (EWT)
iShares MSCI Brazil Index Fund (EWZ)
S&P Index Funds
iShares Trust - S&P 100 (OEF)
S&P 400 MidCap SPDRs (MDY)
iShares S&P SmallCap 600 Index Fund (IJR)
iShares Trust S&P 500 Index Fund (IVV)
SPDR Biotech ETF (XBI)
Semiconductor HOLDRS Trust (SMH)
Software HOLDRs Trust (SWH)
Telecom HOLDRs Trust (TTH)
Utilities HOLDRs Trust (UTH)
Wireless HOLDRs Trust (WMH)
SPDR Homebuilders ETF (XHB)
Basic Industries SPDR (XLB)
Energy Select SPDR (XLE)
Financial Select SPDR (XLF)
Industrial Select SPDR (XLI)
Technology Select SPDR (XLK)
Powershares Funds
Powershares Wilderhill Clean Energy (PBW)
PowerShares Water Resources Portfolio (PHO)
PowerShares FTSE RAFI US 1000 Portfolio (PRF)
Consumer Staples SPDR (XLP)
Utilities Select Sector SPDR (XLU)
Consumer Svcs Select SPDR (XLV)
Consumer Discretionary Select Sector SPDR Fund (XLY)
SPDR SemiConductor ETF (XSD)
Vanguard ETFs
Vanguard Materials ETF (VAW)
Vanguard Small-Cap ETF (VB)
Vanguard Small-Cap Growth ETF (VBK)
Vanguard Small-Cap Value ETF (VBR)
Vanguard Consumer Staples ETF (VDC)
Vanguard Energy ETF (VDE)
Vanguard Financials ETF (VFH)
Vanguard European ETF (VGK)
streetTRACKS SPDR O-STRIP Index Fund (OOO)
Rydex S&P 500 Equal-Weighted Index Fund (RSP)
Lehman Brothers
iShares Lehman Aggregate Bond Fund (AGG)
iShares Lehman 7-10 Year Treasury Bond Fund (IEF)
iShares Lehman 1-3 Year Treasury Bond Fund (SHY)
iShares Lehman 20+Year Treasury Bond Fund (TLT)
Vanguard Information Technology ETF (VGT)
Vanguard Health Care ETF (VHT)
Vanguard Industrials ETF (VIS)
Vanguard Mid-Cap ETF (VO)
Vanguard Telecommunication Services ETF (VOX)
Vanguary Pacific ETF (VPL)
Frank Russell Company Funds
iShares Trust - Russell 1000 Indx Fnd (IWB)
iShares Russell Microcap Index Fund (IWC)
iShares Russell 1000 Value Index Fund (IWD)
iShares Russell 1000 Growth Index Fund (IWF)
iShares Trust - Russell 2000 Value Index Fund (IWN)
Vanguard Utilities ETF (VPU)
Vanguard Total Stock Market ETF (VTI)
Vanguard Value ETF (VTV)
Vanguard Growth ETF (VUG)
Vanguard Large-Cap ETF (VV)
Vanguard Extended Market ETF (VXF)
iShares Trust - Russell 2000 Growth Index Fund (IWO)
iShares Russell Midcap Growth Index Fund (IWP)
iShares Russell Midcap Index Fund (IWR)
iShares Russell Midcap Value Index Fund (IWS)
iShares Russell 3000 Index Fund (IWV)
iShares Russell 3000 Value Index fund (IWW)
iShares Russell 3000 Growth Index Fund (IWZ)
Dow Jones Funds
StreetTracks Dow Jones Global Titans Index Fund (DGT)
iShares DJ Select Dividend Index Fund (DVY)
iShares DJ US Utilities Sector (IDU)
iShares Dow Jones US Energy Sector Index Fund (IYE)
iShares Dow Jones US Healthcare Sector Index Fund (IYH)
iShares DJ US Total Market Index Fund (IYY)
Other Index Funds
BLDRS Asia 50 ADR Index Fund (ADRA)
BLDRS Emerging Markets 50 ADR Index Fund (ADRE)
First Trust IPOX-100 Index Fund (FPX)
iShares FTSE/Xinhua China Index Fund (FXI)
Market Vectors-Gold Miners ETF (GDX)
iShares Nasdaq Biotechnology Fund (IBB)
Fidelity NASDAQ Composite Tracking Stock (ONEQ)
First Trust NASDAQ-100 Equal Weighted (QQEW)
First Trust NASDAQ-100 Technology Sector (QTEC)
Goldman Sachs Funds
iShares Goldman Sachs Technology Index Fund (IGM)
iShares Goldman Sachs Networking Index Fund (IGN)
iShares Goldman Sachs Software Index Fund (IGV)
iShares Goldman Sachs Semiconductor Index Fund (IGW)
iShares GS InvesTop Corporate Bond Fund (LQD)
CHICAGO BOARD OPTIONS EXCHANGE
Page 89
2006 MARKET STATISTICS
MOST ACTIVE EXCHANGE TRADED FUNDS - 2006
SPDR® S&P® 500 ETF (Ticker: SPY)
The SPDR S&P 500 ETF represents ownership in the SPDR Trust Series 1, a unit investment trust established to
accumulate and hold a portfolio of the equity securities that comprise the Standard & Poor's 500 Composite Stock Price
Index. SPDRs seek investment results that, before expenses, generally correspond to the price and yield performance of
the Standard & Poor's 500 Composite Stock Price Index. The S&P 500® Index is composed of 500 selected stocks, all of
which are listed on the NYSE, AMEX or NASDAQ, and spans over 24 separate industry groups.
iShares Russell 2000 Index Fund (Ticker: IWM)
The iShares Russell 2000 Index Fund seeks investment results that correspond generally to the price and yield
performance, before fees and expenses, of the small capitalization sector of the U.S. equity market as represented by the
Russell 2000 Index. The index represents the approximately 2,000 smallest companies in the Russell 3000 Index.
DIAMONDS (Ticker: DIA)
DIAMONDS represent ownership in the DIAMONDS, Trust Series 1, a unit investment trust established to accumulate and
hold a portfolio of the equity securities that comprise the Dow Jones Industrial Average. DIAMONDS seek investment
results that, before expenses, generally correspond to the price and yield performance of the DJIA. The Dow Jones
Industrial Average is the oldest continuous barometer of the U.S. stock market, and the most widely quoted indicator of
U.S. stock market activity. The 30 stocks now comprising the DJIA are all leaders in their respective industries, and their
stocks are widely held by individuals and institutional investors.
PowerShares QQQ™ (Ticker: QQQQ)
PowerShares QQQ™, formerly known as "QQQ" or the "NASDAQ- 100 Index Tracking Stock®", is based on the Nasdaq100 Index®. The Index includes 100 of the largest domestic and international non-financial companies listed on the Nasdaq
Stock Market based on market capitalization. The portfolio is rebalanced quarterly and reconstituted annually.
CHICAGO BOARD OPTIONS EXCHANGE
Page 90
2006 MARKET STATISTICS
EXCHANGE TRADED FUNDS OPTIONS - 2006
Total Exchange Traded Funds Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
2,805,503
2,787,505
5,535,866
2,536,230
4,425,789
5,717,776
3,901,156
4,396,124
3,445,062
3,750,441
3,542,405
3,368,241
46,212,098
Contract Volume
Put
4,580,599
4,309,967
5,248,257
5,329,612
11,415,123
10,430,196
7,576,481
6,899,183
6,339,695
6,782,957
6,036,298
5,320,626
80,268,994
Total
7,386,102
7,097,472
10,784,123
7,865,842
15,840,912
16,147,972
11,477,637
11,295,307
9,784,757
10,533,398
9,578,703
8,688,867
126,481,092
Average Daily
Volume
369,305
373,551
468,875
413,992
720,041
733,999
573,882
491,100
489,238
478,791
456,129
434,443
503,909
Exchange Traded Funds Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Dollar Volume
Call
Put
Total
Call
Put
6,279,612
9,005,413 15,285,025
$811,804,431 $1,325,448,793
6,829,175
9,432,034 16,261,209
$765,111,845 $1,182,995,834
7,125,876 11,210,503 18,336,379
$1,669,422,681 $1,582,689,911
7,733,876 12,111,091 19,844,967
$625,486,344 $1,314,391,646
9,143,604 14,170,796 23,314,400
$1,085,026,960 $2,798,532,919
9,892,743 14,742,265 24,635,008
$1,385,399,114 $2,527,203,635
10,276,152 14,551,743 24,827,895
$870,986,779 $1,691,553,678
10,190,811 15,316,654 25,507,465
$935,408,546 $1,468,010,170
10,084,948 16,550,330 26,635,278
$775,151,115 $1,426,453,761
10,723,748 16,928,570 27,652,318
$915,345,795 $1,655,472,294
10,971,066 17,241,568 28,212,634
$903,532,374 $1,539,629,338
9,995,242 14,860,983 24,856,225
$933,482,677 $1,474,571,505
---$11,676,158,660 $19,986,953,486
CHICAGO BOARD OPTIONS EXCHANGE
Page 91
Total
$2,137,253,225
$1,948,107,678
$3,252,112,592
$1,939,877,990
$3,883,559,880
$3,912,602,749
$2,562,540,457
$2,403,418,716
$2,201,604,876
$2,570,818,089
$2,443,161,712
$2,408,054,182
$31,663,112,146
2006 MARKET STATISTICS
Total Exchange Traded Funds 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
$289
$289
$289
$274
$274
$274
$302
$302
$302
$247
$247
$247
$245
$245
$245
$242
$242
$242
$223
$223
$223
$213
$213
$213
$225
$225
$225
$244
$244
$244
$255
$255
$255
$277
$277
$277
$253
$249
$250
Call
14
13
15
14
16
17
15
16
16
16
16
16
15
Average Contracts Per Trade
Put
Total
14
14
13
13
15
15
14
14
16
16
17
17
15
15
16
16
16
16
16
16
16
16
16
16
15
15
Transactions
Call
Put
198,855
324,674
210,948
326,163
381,112
361,312
181,767
381,963
280,906
724,521
341,383
622,740
257,132
499,379
283,373
444,719
221,551
407,703
238,047
430,525
228,261
388,960
211,373
333,895
3,034,707
5,246,554
Total
523,529
537,111
742,423
563,730
1,005,428
964,123
756,511
728,092
629,254
668,572
617,222
545,268
8,281,261
Total Exchange Traded Funds Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
7,386,102
7,097,472
10,784,123
7,865,842
15,840,912
16,147,972
11,477,637
11,295,307
9,784,757
10,533,398
9,578,703
8,688,867
126,481,092
AMEX
3,093,362
2,849,814
3,691,994
2,732,592
5,192,816
4,586,567
4,177,728
3,968,188
3,740,811
3,775,944
4,001,575
3,330,971
45,142,362
CHICAGO BOARD OPTIONS EXCHANGE
PHLX
1,903,796
1,715,394
2,885,966
1,868,289
3,377,993
3,424,421
2,536,294
2,133,582
3,622,461
3,665,325
2,338,115
4,143,036
33,614,672
PCX
1,442,524
1,602,253
2,110,583
1,368,586
3,118,923
3,370,896
3,080,765
2,544,353
2,804,604
2,026,500
1,807,093
2,796,497
28,073,577
ISE
6,830,444
6,037,089
7,661,933
6,228,519
11,088,910
11,570,828
9,075,556
8,357,011
9,277,276
8,984,461
7,644,942
6,807,453
99,564,422
Page 92
BOX
1,435,829
1,037,394
1,396,515
1,242,599
1,740,632
1,759,889
1,445,864
1,294,680
1,383,713
1,534,181
1,438,885
1,151,403
16,861,584
Total
CBOE Share
22,092,057
33.4%
20,339,416
34.9%
28,531,114
37.8%
21,306,427
36.9%
40,360,186
39.2%
40,860,573
39.5%
31,793,844
36.1%
29,593,121
38.2%
30,613,622
32.0%
30,519,809
34.5%
26,809,313
35.7%
26,918,227
32.3%
349,737,709
36.2%
2006 MARKET STATISTICS
Total Exchange Traded Funds FLEX (DIA, QQQQ, SPY ) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
0
0
0
0
0
0
3,901,156
0
0
0
0
0
3,901,156
Contract Volume
Put
10,870
250
450
800
8,250
0
0
0
500
0
0
8,250
29,370
Total
10,870
250
450
800
8,250
0
3,901,156
0
500
0
0
8,250
3,930,526
Average Daily
Volume
544
13
20
42
375
0
195,058
0
25
0
0
413
15,659
Total Exchange Traded Funds FLEX (DIA, QQQQ, SPY ) Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
23,000
28,729
51,729
23,000
28,488
51,488
23,000
25,015
48,015
23,000
24,575
47,575
23,000
32,825
55,825
23,000
33,625
56,625
11,500
22,125
33,625
11,500
22,125
33,625
11,500
21,975
33,475
11,500
21,175
32,675
11,500
21,175
32,675
11,500
12,925
24,425
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$0
$0
$0
$0
$0
$0
$870,986,779
$0
$0
$0
$0
$0
$870,986,779
Dollar Volume
Put
$3,145,359
$68,620
$135,704
$197,296
$2,022,571
$0
$0
$0
$112,502
$0
$0
$2,286,425
$7,968,478
Page 93
Total
$3,145,359
$68,620
$135,704
$197,296
$2,022,571
$0
$870,986,779
$0
$112,502
$0
$0
$2,286,425
$878,955,256
2006 MARKET STATISTICS
Total Index FLEX (DIA, QQQQ, SPY ) 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
$0
$289
$289
$0
$274
$274
$0
$302
$302
$0
$247
$247
$0
$245
$245
$0
$0
$0
$223
$0
$223
$0
$0
$0
$0
$225
$225
$0
$0
$0
$0
$0
$0
$0
$277
$277
$223
$271
$224
CHICAGO BOARD OPTIONS EXCHANGE
Call
0
0
0
0
0
0
15
0
0
0
0
0
15
Average Contracts Per Trade
Put
Total
14
14
13
13
15
15
14
14
16
16
0
0
0
15
0
0
16
16
0
0
0
0
16
16
15
15
Page 94
Transactions
Put
0
770
0
19
0
31
0
57
0
524
0
0
257,132
0
0
0
0
32
0
0
0
0
0
518
257,132
1,951
Call
Total
770
19
31
57
524
0
257,132
0
32
0
0
518
259,083
2006 MARKET STATISTICS
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
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
1,220,291
1,097,346
1,046,062
835,508
1,141,275
1,272,354
1,111,667
1,419,386
1,003,129
1,154,588
1,018,079
937,146
13,256,831
Contract Volume
Put
1,801,721
1,065,322
1,161,057
1,175,502
2,213,975
1,806,161
1,815,965
1,498,224
1,388,339
1,746,822
1,549,329
1,214,680
18,437,097
Total
3,022,012
2,162,668
2,207,119
2,011,010
3,355,250
3,078,515
2,927,632
2,917,610
2,391,468
2,901,410
2,567,408
2,151,826
31,693,928
Average Daily
Volume
151,101
113,825
95,962
105,843
152,511
139,933
146,382
126,853
119,573
131,882
122,258
107,591
126,271
QQQQ (Nasdaq 100 Shares) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
2,364,067
2,836,058
5,200,125
2,536,635
2,760,611
5,297,246
2,505,384
3,119,122
5,624,506
2,681,078
3,237,886
5,918,964
3,168,903
3,537,144
6,706,047
2,861,387
4,078,157
6,939,544
3,109,916
3,763,918
6,873,834
3,174,287
4,358,410
7,532,697
2,920,837
4,767,818
7,688,655
3,072,836
4,586,176
7,659,012
3,266,909
4,854,298
8,121,207
3,149,342
4,028,867
7,178,209
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 95
2006 MARKET STATISTICS
DIA (DIAMONDS) Contract Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
357,462
340,419
426,852
294,205
441,431
391,321
274,762
257,450
157,604
243,018
228,685
192,192
3,605,401
Contract Volume
Put
334,729
385,013
469,914
384,744
610,726
501,989
372,380
329,105
312,830
395,432
331,307
206,321
4,634,490
Total
692,191
725,432
896,766
678,949
1,052,157
893,310
647,142
586,555
470,434
638,450
559,992
398,513
8,239,891
Average Daily
Volume
34,610
38,181
38,990
35,734
47,825
40,605
32,357
25,502
23,522
29,020
26,666
19,926
32,828
DIA (DIAMONDS) Open Interest and Dollar Volume (includes LEAPS and FLEX)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
524,230
481,199
1,005,429
506,777
526,389
1,033,166
515,735
659,475
1,175,210
496,714
610,774
1,107,488
627,482
724,947
1,352,429
588,010
589,417
1,177,427
544,189
578,723
1,122,912
581,560
642,838
1,224,398
493,618
679,804
1,173,422
554,632
795,891
1,350,523
564,492
901,974
1,466,466
559,888
896,472
1,456,360
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 96
2006 MARKET STATISTICS
SPY (S&P Depositary Receipts) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
414,736
484,934
3,081,310
413,233
844,283
954,086
750,580
567,434
699,949
647,189
475,881
713,575
10,047,190
Contract Volume
Put
685,460
724,932
824,371
953,804
1,826,725
2,087,400
1,623,308
1,130,671
1,098,951
1,220,664
963,187
947,389
14,086,862
Total
1,100,196
1,209,866
3,905,681
1,367,037
2,671,008
3,041,486
2,373,888
1,698,105
1,798,900
1,867,853
1,439,068
1,660,964
24,134,052
Average Daily
Volume
55,010
63,677
169,812
71,949
121,409
138,249
118,694
73,831
89,945
84,902
68,527
83,048
96,152
SPY (S&P Depositary Receipts) Open Interest (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
1,110,893
1,497,001
2,607,894
1,168,844
1,701,439
2,870,283
1,172,580
2,160,279
3,332,859
1,260,450
1,836,014
3,096,464
1,502,664
2,277,420
3,780,084
1,866,904
2,346,604
4,213,508
1,681,927
2,244,896
3,926,823
1,769,318
2,298,256
4,067,574
1,829,937
3,041,796
4,871,733
1,810,347
3,146,978
4,957,325
1,727,449
3,100,617
4,828,066
1,274,587
2,063,057
3,337,644
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 97
2006 MARKET STATISTICS
IWM (iShares Russell 2000 Index Fund) Contract Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
310,447
440,671
494,123
494,281
1,373,178
2,346,764
1,132,316
1,595,274
977,542
1,111,147
1,101,318
952,898
12,329,959
Contract Volume
Put
1,135,613
1,319,748
1,914,128
2,051,213
5,160,186
4,680,189
3,044,621
3,291,702
2,641,065
2,690,467
2,475,504
2,171,330
32,575,766
Total
1,446,060
1,760,419
2,408,251
2,545,494
6,533,364
7,026,953
4,176,937
4,886,976
3,618,607
3,801,614
3,576,822
3,124,228
44,905,725
Average Daily
Volume
72,303
92,654
104,707
133,973
296,971
319,407
208,847
212,477
180,930
172,801
170,325
156,211
178,907
IWM (iShares Russell 2000 Index Fund) Open Interest and Dollar Volume (includes LEAPS)
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
747,958
1,857,611
2,605,569
883,090
1,995,245
2,878,335
1,193,063
2,819,519
4,012,582
1,349,134
3,627,278
4,976,412
1,670,463
4,073,646
5,744,109
2,319,645
4,385,376
6,705,021
2,232,409
4,517,642
6,750,051
2,031,179
4,432,068
6,463,247
2,233,391
4,454,215
6,687,606
2,448,291
4,710,204
7,158,495
2,107,293
4,227,142
6,334,435
1,997,668
3,783,866
5,781,534
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 98
2006 MARKET STATISTICS
Other Exchange Traded Funds Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Call
502,567
424,135
487,519
499,003
625,622
753,251
631,831
556,580
606,838
594,499
718,442
572,430
6,972,717
Contract Volume
Put
623,076
814,952
878,787
764,349
1,603,511
1,354,457
720,207
649,481
898,510
729,572
716,971
780,906
10,534,779
Total
1,125,643
1,239,087
1,366,306
1,263,352
2,229,133
2,107,708
1,352,038
1,206,061
1,505,348
1,324,071
1,435,413
1,353,336
17,507,496
Average Daily
Volume
56,282
65,215
59,405
66,492
101,324
95,805
67,602
52,437
75,267
60,185
68,353
67,667
69,751
Other Exchange Trade Funds Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
1,532,464
2,333,544
3,866,008
1,733,829
2,448,350
4,182,179
1,739,114
2,452,108
4,191,222
1,946,500
2,799,139
4,745,639
2,174,092
3,557,639
5,731,731
2,256,797
3,342,711
5,599,508
2,707,711
3,446,564
6,154,275
2,634,467
3,585,082
6,219,549
2,607,165
3,606,697
6,213,862
2,837,642
3,689,321
6,526,963
3,304,923
4,157,537
7,462,460
3,013,757
4,088,721
7,102,478
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$145,423,519
$116,416,190
$147,018,601
$123,064,376
$153,377,564
$182,510,345
$141,064,968
$118,429,255
$136,540,693
$145,095,513
$183,247,146
$158,644,672
$1,750,832,841
Dollar Volume
Put
$180,294,178
$223,687,286
$265,011,283
$188,504,143
$393,116,948
$328,180,665
$160,796,127
$138,196,757
$202,167,923
$178,061,903
$182,871,950
$216,422,228
$2,657,311,390
Page 99
Total
$325,717,697
$340,103,476
$412,029,884
$311,568,519
$546,494,513
$510,691,009
$301,861,095
$256,626,011
$338,708,616
$323,157,416
$366,119,096
$375,066,900
$4,408,144,231
2006 MARKET STATISTICS
Other Exchange Traded Funds 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
$289
$289
$289
$274
$274
$274
$302
$302
$302
$247
$247
$247
$245
$245
$245
$242
$242
$242
$223
$223
$223
$213
$213
$213
$225
$225
$225
$244
$244
$244
$255
$255
$255
$277
$277
$277
$251
$252
$252
Call
14
13
15
14
16
17
15
16
16
16
16
16
15
Average Contracts Per Trade
Put
Total
14
14
13
13
15
15
14
14
16
16
17
17
15
15
16
16
16
16
16
16
16
16
16
16
15
15
Transactions
Call
Put
35,622
44,164
32,097
61,673
33,563
60,499
35,763
54,779
39,708
101,775
44,973
80,869
41,645
47,470
35,877
41,865
39,026
57,783
37,734
46,307
46,294
46,199
35,923
49,006
458,224
692,389
Total
79,786
93,770
94,062
90,542
141,484
125,842
89,115
77,742
96,808
84,041
92,494
84,928
1,150,614
Includes ADRA, ADRE, AGG, BBH, BDH, DGT, DVY, EEM, EFA, EWC, EWH, EWJ, EWT, EWZ, FPX, FXI, GDX, HHH, IAH, IBB, IDU, IEF, IGM, IGN, IGV, IGW, IJR, IVV, IWB, IWC, IWD,
IWF, IWN, IWO, IWP, IWR, IWS, IWV, IWW, IWZ, IYE, IYH, IYY, LQD, MDY, OEF, OIH, ONEQ, OOO, PBW, PHO, PPH, PRF, PTF, QQEW, QTEC, RKH, RSP, RTH, SHY, SMH, SWH,
TLT, TTH, UTH, VAW, VB, VBK, VBR, VDC, VDE, VFH, VGK, VGT, VHT, VIS, VO, VOX, VPL, VPU, VTI, VTV, VUG, VV, VXF, WMH, XBI, XHB, XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV,
XLY, XSD
CHICAGO BOARD OPTIONS EXCHANGE
Page 100
2006 MARKET STATISTICS
Other Exchange Traded Funds Contract Volume Detail
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
BBH
23,174
11,531
20,154
20,426
38,221
26,253
23,475
17,116
20,543
36,683
24,509
15,426
277,511
BDH
HHH
676
6,504
845
8,667
339
4,232
584
2,472
1,102
4,564
217
2,550
112
2,241
294
7,848
877
1,994
864
6,118
1,631
7,071
481
3,150
8,022 57,411
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
POWERSHARES
PBW
PHO
PRF
------------------------------------1,178
425
--5,549
2,019
--1,184
1,551
--1,147
1,714
--1,249
739
75
440
1,487
27
10,747
7,935
102
CHICAGO BOARD OPTIONS EXCHANGE
IAH
OIH
PPH
498
205,018 10,460
84
317,639
7,132
25
286,113
7,122
28
252,797
6,312
4
386,667
5,148
42
278,524
9,525
11
229,581
8,246
41
159,773
6,540
85
242,329
6,687
74
286,470 18,428
186
203,940 33,554
63
231,330
7,989
1,141 3,080,181 127,143
HOLDRs
RKH
2,309
5,509
6,411
10,117
13,314
11,657
5,053
6,784
3,985
4,781
6,444
2,623
78,987
RTH
SMH
24,950 200,624
22,317 177,696
32,337 223,254
14,014 184,098
35,477 189,010
36,618 128,180
26,767 222,514
37,439 208,273
31,798 255,113
18,273 159,258
24,111 163,951
17,805 143,048
321,906 2,255,019
Page 101
SWH
TTH
UTH
175
755 4,487
126 1,773 1,491
85 5,534 1,759
56 4,467 4,907
98 1,898 5,395
55 5,138 3,398
70 2,803 2,786
109 2,018 4,206
52 1,001 4,384
98 12,709 3,971
726 45,015 1,579
63 3,273 1,752
1,713 86,384 40,115
WMH
125
1,231
97
529
333
85
2,425
194
58
13
34
31
5,155
2006 MARKET STATISTICS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
VAW
---------------
VB
---------------
80
217
461
83
493
1,334
42
106
50
42
40
280
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
DGT
118
447
10
725
686
102
1,147
152
715
267
86
1,543
5,998
DVY
7,529
5,544
5,601
4,054
4,070
8,061
3,438
3,214
4,221
1,974
2,274
2,359
52,339
VBK
--------------3
87
6
69
64
229
VBR
--------------81
32
13
12
270
408
DOW JONES
IDU
IYE
607
3,455
333
2,380
492
2,726
485
3,287
706
3,122
584
2,388
1,290
2,736
1,011
2,336
967
3,170
1,620
3,681
1,024
3,290
563
1,919
9,682 34,490
CHICAGO BOARD OPTIONS EXCHANGE
VDC
--------------40
44
11
4
17
116
VDE
--------------137
94
410
133
638
1,412
IYH
1,275
360
503
376
629
1,014
379
884
1,791
3,725
1,095
150
12,181
IYY
202
56
193
107
197
370
255
149
277
346
147
38
2,337
VFH
--------------99
126
114
105
78
522
VGK
--------------229
241
571
1,963
1,826
4,830
VANGUARD VIPERS
VGT
VHT
VIS
------------------------------------------197
221
70
264
250
39
110
64
18
545
100
41
228
88
205
1,344
723
373
Page 102
VO
--------------36
62
8
35
83
224
VOX
--------------0
26
50
89
249
414
VPL
--------------84
173
67
230
355
909
VPU
--------------150
4,649
120
89
23
5,031
VTI
--------------3,095
2,368
832
517
829
7,641
VTV
--------------15
2,455
30
186
133
2,819
VUG
--------------25
65
171
137
20
418
VV
--------------3
611
122
118
223
1,077
VXF
--------------1,077
222
350
155
70
1,874
2006 MARKET STATISTICS
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
IGM
1,108
1,542
560
647
522
349
333
963
312
516
271
345
7,468
GOLDMAN SACHS
IGN
IGV
IGW
4,529
73
3,035
1,179
34
1,429
2,814
305
4,298
2,254
5
1,793
2,120
2,146
1,407
1,954
107
1,893
1,910
81
3,951
858
129
2,265
998
225
3,794
1,085
2,594
1,500
740
683
1,740
746
620
914
21,187
7,002 28,019
LQD
515
291
2,184
1,996
1,614
2,170
1,010
540
624
395
288
3,707
15,334
MORGAN STANLEY CAPITAL INTERNATIONAL INC.
EEM
EFA
EWC
EWH
EWJ
EWT
EWZ
--8,438
----------8,479
------18,378
----32,926
8,203
--29
15,388
617
--55,407
8,906
--259
17,013
572
--144,772
26,255
257 13,586
14,039
1,958
3,594
208,621
37,606
2,780
7,681
34,319
1,863
11,839
157,869
15,136
915
1,182
24,855
675
13,025
136,353
24,777
1,584
966
20,891
5,547
12,537
184,659
19,973
2,617
1,221
15,969
3,470
22,707
109,496
16,592
386
1,110
26,126
1,403
39,928
145,294
10,658
4,924
3,085
24,481
1,709
60,951
120,167
41,226
658
3,227
32,718
3,962
80,074
1,295,564 226,249 14,121 32,346
244,177 21,776 244,655
CHICAGO BOARD OPTIONS EXCHANGE
Page 103
2006 MARKET STATISTICS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
IJR
--------------------590
475
1,065
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
AGG
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
IWB
1,533
497
757
4,270
2,706
582
408
426
581
462
626
654
13,502
0
0
0
0
0
0
0
0
0
0
0
0
0
IVV
--------------------437
393
830
MDY
53,146
35,069
64,061
23,146
94,440
68,301
51,141
48,478
62,855
35,967
63,735
59,173
659,512
OEF
20,454
13,169
3,635
1,739
1,572
4,062
1,077
2,436
3,864
14,889
491
2,072
69,460
LEHMAN
IEF
SHY
1,917
353
1,777
205
2,659
153
2,556
12
2,683
61
5,110
417
2,975
24
1,740
1,911
1,983
388
3,307
332
1,322
311
2,930
288
30,959
4,455
TLT
28,256
28,369
34,836
39,453
34,167
50,842
22,984
32,392
29,766
22,921
19,345
20,481
363,812
IWC
3,319
789
1,259
396
711
2,678
2,202
997
491
2,314
656
1,016
16,828
CHICAGO BOARD OPTIONS EXCHANGE
OOO
336
7
28
13
40
44
0
8
0
0
0
0
476
RSP
259
389
458
800
3,658
3,782
1,749
867
1,270
1,033
960
719
15,944
S & P EXCHANGE TRADED FUNDS
XLB
XLE
XLF
2,400
289,277
78,157
26,555
381,070
35,780
3,363
426,721
57,987
62,592
323,389
80,499
89,923
875,575
72,331
32,131
718,738
218,446
9,986
294,677
42,950
14,260
172,681
57,654
17,915
303,231
70,518
10,287
249,677
40,560
4,916
326,350
24,392
15,371
218,218
43,492
289,699
4,579,604
822,766
XLI
1,903
4,230
3,033
8,498
6,409
25,741
7,136
13,497
3,141
33,197
2,282
24,508
133,575
OTHER RUSSELL GROWTH AND VALUE EXCHANGE TRADED FUNDS
IWD
IWF
IWN
IWO
IWP
IWR
IWS
IWV
4,078
1,569 14,936
17,674
132
754
388
456
2,475
1,377
6,608
10,752
222
621
619
1,630
6,788
1,541
8,241
7,464
309
1,064
728
343
3,280
1,809 12,482
8,581
129
312
115
5,107
7,417
1,103 18,470
17,838
729
639
575
1,283
1,130
1,037 36,073
25,585
793
939
1,521
873
904
3,844 29,996
25,469
270
980
288
5,157
1,063
980 19,397
11,738
73
711
354
960
2,211
1,949 15,297
9,834
25
197
267
573
9,203
8,405
4,622
8,430
77
439
207
5,485
1,263
373
6,281
11,427
114
429
244
49,124
1,091
465 10,711
7,102
276
282
174
188
40,903
24,452 183,114 161,894
3,149
7,367
5,480
71,179
Page 104
XLK
9,610
5,999
1,997
1,089
6,322
3,647
1,707
1,620
1,925
8,110
3,699
2,186
47,911
XLP
417
26,362
1,802
4,867
6,254
5,843
1,249
7,020
16,712
3,389
5,500
16,659
96,074
IWW
IWZ
3
68
65
23
18
62
21
19
52
0
24
12
367
XLU
5,437
6,943
6,195
3,220
2,696
7,572
9,669
8,029
3,287
7,297
8,651
37,954
106,950
XLV
658
1,607
15,422
11,912
14,855
4,041
1,373
2,335
1,098
5,630
8,029
16,011
82,971
XLY
17,003
20,750
6,205
7,807
3,421
5,485
36,529
80,161
43,709
5,952
4,369
36,457
267,848
38
35
23
24
46
302
67
61
0
206
21
17
840
2006 MARKET STATISTICS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
ADRA
----------------28
6
10
29
73
ADRE
----------------816
152
536
630
2,134
CHICAGO BOARD OPTIONS EXCHANGE
FPX
------------0
0
0
5
96
21
122
FXI
GDX
------------------------1,625
1,883
3,571
8,760
2,144 24,219
4,737 35,157
8,020 63,188
27,006 39,467
47,103 172,674
OTHER
IBB
ONEQ
58,424
2,117
25,680
2,804
39,603
2,637
54,395
1,444
50,406
3,038
38,402
4,309
26,550
285
25,982
88
22,776
167
21,830
2,179
25,706
802
27,300
21
417,054
19,891
QQEW
-------------
Page 105
QTEC
------------0
10
20
2
22
12
66
0
1
85
11
46
5
148
XBI
--25
52
48
129
161
56
197
249
34
10
86
1,047
XHB
--107
2,566
652
6,707
13,014
8,755
6,379
10,139
10,591
8,724
9,450
77,084
XSD
--4
0
0
0
102
178
162
84
46
85
78
739
2006 MARKET STATISTICS
INTEREST RATE OPTIONS - 2006
In 2006, 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
20
19
23
19
22
22
20
23
20
22
21
20
251
Average Daily
Contract Volume
Call
Put
Total
Volume
653
481
1,134
57
1,110
994
2,104
111
1,954
1,007
2,961
129
949
1,990
2,939
155
1,445
1,320
2,765
126
1,608
1,352
2,960
135
772
191
963
48
905
572
1,477
64
261
258
519
26
544
1,248
1,792
81
323
248
571
27
478
667
1,145
57
11,002
10,328
21,330
85
Total Interest Rate Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
4,173
3,504
7,677
4,314
4,013
8,327
2,828
3,970
6,798
2,784
4,782
7,566
3,265
4,139
7,404
3,980
1,825
5,805
4,486
1,640
6,126
4,244
1,378
5,622
3,837
1,122
4,959
3,862
1,189
5,051
3,973
1,216
5,189
1,460
921
2,381
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$110,485
$276,375
$389,110
$301,315
$463,985
$413,815
$82,455
$342,945
$51,415
$121,505
$67,700
$57,985
$2,679,090
Dollar Volume
Put
$95,725
$182,115
$190,975
$268,975
$134,710
$115,025
$41,960
$56,815
$69,485
$210,970
$60,680
$166,440
$1,593,875
Page 106
Total
$206,210
$458,490
$580,085
$570,290
$598,695
$528,840
$124,415
$399,760
$120,900
$332,475
$128,380
$224,425
$4,272,965
2006 MARKET STATISTICS
Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$169
$199
$182
$249
$183
$218
$199
$190
$196
$318
$135
$194
$321
$102
$217
$257
$85
$179
$107
$220
$129
$379
$99
$271
$197
$269
$233
$223
$169
$186
$210
$245
$225
$121
$250
$196
$244
$154
$200
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
8.2
14.6
10.0
8.7
15.3
11.0
12.1
8.5
10.6
9.2
19.1
14.2
10.1
16.9
12.5
12.0
20.2
14.7
20.9
14.7
19.3
10.9
19.7
13.2
8.4
11.2
9.6
20.9
32.0
27.6
9.5
15.5
11.4
11.7
33.4
18.8
11.0
17.0
13.3
Page 107
Transactions
Put
80
33
127
65
161
119
103
104
143
78
134
67
37
13
83
29
31
23
26
39
34
16
41
20
1,000
606
Call
Total
113
192
280
207
221
201
50
112
54
65
50
61
1,606
2006 MARKET STATISTICS
IRX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Average Daily
Contract Volume
Call
Put
Total
Volume
107
21
128
6
321
82
403
21
219
174
393
17
89
20
109
6
183
4
187
9
300
240
540
25
23
0
23
1
336
26
362
16
11
57
68
3
81
128
209
10
91
0
91
4
55
26
81
4
1,816
778
2,594
10
IRX Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
297
25
322
476
106
582
441
276
717
440
251
691
498
252
750
716
213
929
732
203
935
436
220
656
367
156
523
315
225
540
374
225
599
222
121
343
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$18,655
$157,110
$128,880
$92,700
$96,840
$159,220
$7,160
$226,625
$525
$40,100
$32,805
$9,275
$969,895
Dollar Volume
Put
$2,600
$8,940
$22,245
$100
$460
$17,100
$0
$3,315
$20,075
$36,190
$0
$18,965
$129,990
Page 108
Total
$21,255
$166,050
$151,125
$92,800
$97,300
$176,320
$7,160
$229,940
$20,600
$76,290
$32,805
$28,240
$1,099,885
2006 MARKET STATISTICS
IRX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$174
$124
$166
$489
$109
$412
$588
$128
$385
$1,042
$5
$851
$529
$115
$520
$531
$71
$327
$311
$0
$311
$674
$128
$635
$48
$352
$303
$495
$283
$365
$360
$0
$360
$169
$729
$349
$534
$167
$424
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
4.5
4.2
4.4
7.6
9.1
7.9
9.5
6.0
7.6
9.9
10.0
9.9
7.3
2.0
6.9
11.1
9.2
10.2
3.8
0.0
3.8
14.0
6.5
12.9
5.5
7.1
6.8
27.0
32.0
29.9
11.4
0.0
11.4
18.3
8.7
13.5
9.3
8.5
9.0
Page 109
Transactions
Put
24
5
42
9
23
29
9
2
25
2
27
26
6
0
24
4
2
8
3
4
8
0
3
3
196
92
Call
Total
29
51
52
11
27
53
6
28
10
7
8
6
288
2006 MARKET STATISTICS
FVX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Average Daily
Contract Volume
Call
Put
Total
Volume
125
0
125
6
4
25
29
2
65
2
67
3
35
0
35
2
190
185
375
17
85
0
85
4
16
0
16
1
4
0
4
0
0
0
0
0
0
35
35
2
1
2
3
0
8
1
9
0
533
250
783
3
FVX Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
97
176
273
84
201
285
54
150
204
69
150
219
244
87
331
244
25
269
247
25
272
241
25
266
223
0
223
223
35
258
224
37
261
168
35
203
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$12,675
$740
$15,205
$12,050
$16,900
$16,760
$2,225
$980
$0
$0
$70
$295
$77,900
Dollar Volume
Put
$0
$1,750
$575
$0
$3,850
$0
$0
$0
$0
$14,000
$845
$1,030
$22,050
Page 110
Total
$12,675
$2,490
$15,780
$12,050
$20,750
$16,760
$2,225
$980
$0
$14,000
$915
$1,325
$99,950
2006 MARKET STATISTICS
FVX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$101
$0
$101
$185
$70
$86
$234
$288
$236
$344
$0
$344
$89
$21
$55
$197
$0
$197
$139
$0
$139
$245
$0
$245
$0
$0
$0
$0
$400
$400
$70
$423
$305
$37
$1,030
$147
$146
$88
$128
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
11.4
0.0
11.4
1.3
12.5
5.8
7.2
1.0
6.1
7.0
0.0
7.0
17.3
26.4
20.8
6.1
0.0
6.1
3.2
0.0
3.2
2.0
0.0
2.0
0.0
0.0
0.0
0.0
11.7
11.7
1.0
1.0
1.0
2.7
1.0
2.3
8.3
14.7
9.7
Page 111
Call
Transactions
Put
11
0
3
2
9
2
5
0
11
7
14
0
5
0
2
0
0
0
0
3
1
2
3
1
64
17
Total
11
5
11
5
18
14
5
2
0
3
3
4
81
2006 MARKET STATISTICS
TNX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Average Daily
Contract Volume
Call
Put
Total
Volume
337
350
687
34
457
460
917
48
1,235
443
1,678
73
380
384
764
40
365
361
726
33
576
826
1,402
64
462
63
525
26
363
351
714
31
206
47
253
13
161
890
1,051
48
122
79
201
10
176
83
259
13
4,840
4,337
9,177
37
TNX Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
2,736
2,965
5,701
2,573
3,225
5,798
1,362
3,009
4,371
1,257
2,631
3,888
1,372
2,877
4,249
1,608
1,144
2,752
2,053
1,100
3,153
2,192
767
2,959
2,039
642
2,681
2,000
662
2,662
2,002
677
2,679
339
75
414
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$51,685
$58,310
$197,015
$92,575
$131,765
$140,770
$36,860
$69,865
$42,465
$48,485
$26,455
$33,155
$929,405
Dollar Volume
Put
$54,825
$67,600
$87,600
$62,580
$46,985
$71,650
$19,775
$28,325
$13,345
$132,200
$19,745
$50,470
$655,100
Page 112
Total
$106,510
$125,910
$284,615
$155,155
$178,750
$212,420
$56,635
$98,190
$55,810
$180,685
$46,200
$83,625
$1,584,505
2006 MARKET STATISTICS
TNX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$153
$157
$155
$128
$147
$137
$160
$198
$170
$244
$163
$203
$361
$130
$246
$244
$87
$152
$80
$314
$108
$192
$81
$138
$206
$284
$221
$301
$149
$172
$217
$250
$230
$188
$608
$323
$192
$151
$173
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
10.2
19.4
13.5
9.7
16.4
12.2
13.1
9.8
12.1
7.8
13.2
9.8
8.3
11.3
9.6
11.3
28.5
17.5
35.5
9.0
26.3
8.1
21.9
11.7
9.8
7.8
9.4
14.6
59.3
40.4
6.8
9.9
7.7
8.4
13.8
9.6
10.8
18.1
13.4
Page 113
Transactions
Put
33
18
47
28
94
45
49
29
44
32
51
29
13
7
45
16
21
6
11
15
18
8
21
6
447
239
Call
Total
51
75
139
78
76
80
20
61
27
26
26
27
686
2006 MARKET STATISTICS
TYX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
23
19
22
22
20
23
20
22
21
20
251
Average Daily
Contract Volume
Put
Total
Volume
84
110
194
10
328
427
755
40
435
388
823
36
445
1,586
2,031
107
707
770
1,477
67
647
286
933
42
271
128
399
20
202
195
397
17
44
154
198
10
302
195
497
23
109
167
276
13
239
557
796
40
3,813
4,963
8,776
35
Call
TYX Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Open Interest in Contracts
Call
Put
Total
1,043
338
1,381
1,181
481
1,662
971
535
1,506
1,018
1,750
2,768
1,151
923
2,074
1,412
443
1,855
1,454
312
1,766
1,375
366
1,741
1,208
324
1,532
1,324
267
1,591
1,373
277
1,650
731
690
1,421
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$27,470
$60,215
$48,010
$103,990
$218,480
$97,065
$36,210
$45,475
$8,425
$32,920
$8,370
$15,260
$701,890
Dollar Volume
Put
$38,300
$103,825
$80,555
$206,295
$83,415
$26,275
$22,185
$25,175
$36,065
$28,580
$40,090
$95,975
$786,735
Page 114
Total
$65,770
$164,040
$128,565
$310,285
$301,895
$123,340
$58,395
$70,650
$44,490
$61,500
$48,460
$111,235
$1,488,625
2006 MARKET STATISTICS
TYX Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Average Premium Per Contract
Call
Put
Total
$327
$348
$339
$184
$243
$217
$110
$208
$156
$234
$130
$153
$309
$108
$204
$150
$92
$132
$134
$173
$146
$225
$129
$178
$191
$234
$225
$109
$147
$124
$77
$240
$176
$64
$172
$140
$184
$159
$170
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
7.0
11.0
8.8
9.4
16.4
12.4
12.4
9.0
10.6
11.1
21.7
18.0
11.2
20.8
14.8
15.4
23.8
17.3
20.8
21.3
21.0
16.8
21.7
18.9
5.5
17.1
11.6
25.2
11.5
17.1
15.6
27.8
21.2
17.1
55.7
33.2
13.0
19.2
15.9
Page 115
Transactions
Put
12
10
35
26
35
43
40
73
63
37
42
12
13
6
12
9
8
9
12
17
7
6
14
10
293
258
Call
Total
22
61
78
113
100
54
19
21
17
29
13
24
551
2006 MARKET STATISTICS
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
2006
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
674,735,348
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
354,565,882 320,169,466
247,513,759 220,735,542
198,190,521 162,896,253
160,336,098 123,610,397
148,507,315 119,109,181
117,139,776 189,528,075
208,792,580 117,566,951
162,166,675 92,165,176
122,657,327 84,208,664
112,221,858 75,021,883
100,208,882 73,735,995
100,046,756 78,486,709
98,922,516 85,011,967
79,695,186 60,653,769
68,755,241 52,712,363
70,231,032 51,458,886
73,898,486 55,601,532
79,781,447 46,983,806
70,784,062 40,976,172
115,238,100 66,874,536
114,787,911 65,569,863
100,156,360 48,732,836
78,932,796 44,340,940
57,858,252 24,610,498
50,224,805 25,510,934
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
—
CHICAGO BOARD OPTIONS EXCHANGE
Average Daily
Volume
2,688,189
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
Page 116
2006 MARKET STATISTICS
Total CBOE Options Year-end Open Interest and Dollar Volume
Year
2006
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
Open Interest
Total
Call
Put
226,402,102 121,058,989 105,343,113
180,546,883 96,452,688 84,094,195
154,632,839 81,910,271 72,722,568
126,320,572 68,527,351 57,793,221
93,472,074 56,719,928 36,752,146
81,906,961 51,447,344 30,459,617
53,264,239 33,792,832 19,471,407
47,549,070 28,187,566 19,361,504
19,790,701 11,816,164
7,974,537
15,701,630
9,414,828
6,286,802
11,596,228
6,869,206
4,727,022
10,065,868
5,872,728
4,193,140
8,894,266
5,374,500
3,519,766
7,831,078
4,795,017
3,036,061
5,671,591
3,517,562
2,154,029
4,562,642
2,679,410
1,883,232
3,753,880
2,304,291
1,449,589
3,956,914
2,689,478
1,267,436
3,596,163
2,453,502
1,142,661
3,773,540
2,863,162
910,378
4,845,869
3,426,893
1,418,976
5,444,817
3,788,635
1,656,182
4,198,005
3,103,722
1,094,283
7,184,514
5,325,649
1,858,865
5,610,671
3,884,527
1,726,144
4,772,604
3,449,959
1,322,645
3,257,364
2,633,312
624,052
2,258,529
2,048,463
210,066
2,165,894
1,976,022
189,872
1,190,636
1,831,806
128,830
1,519,852
1,519,852
—
1,190,085
1,190,085
—
543,703
543,703
—
242,825
242,825
—
CHICAGO BOARD OPTIONS EXCHANGE
Dollar Volume (thousands)
Total
Call
$311,676,396
$176,160,342
$202,670,123
$112,617,864
$165,796,951
$90,967,813
$148,353,167
$83,446,496
$151,870,740
$63,760,762
$195,013,480
$83,694,213
$324,433,366
$174,504,703
$243,893,100
$162,688,061
$175,124,363
$104,655,792
$145,939,880
$94,343,229
$103,556,272
$68,617,768
$82,499,796
$58,040,292
$67,165,498
$35,881,208
$45,924,523
$28,424,080
$44,499,077
$26,972,202
$50,715,972
$33,414,169
$55,362,874
$29,736,100
$47,312,286
$33,014,811
$39,708,577
$25,515,571
$76,910,854
$50,403,786
$55,902,000
$39,952,000
$38,430,000
$29,645,000
$34,367,000
$24,586,000
$39,444,000
$33,397,000
$32,265,764
$25,164,139
$22,433,636
$17,013,970
$27,893,035
$25,245,995
$13,858,402
$12,131,512
$14,403,416
$12,695,972
$7,996,670
$7,507,300
$9,039,670
$9,039,566
$6,443,327
$6,443,327
$1,657,652
$1,657,652
$449,615
$449,615
Put
$135,516,054
$90,052,259
$74,829,138
$64,906,670
$88,109,978
$111,319,267
$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
$17,075,000
$489,370
—
—
—
—
Page 117
2006 MARKET STATISTICS
Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade
Year
2006
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
$462
$497
$423
$433
$455
$408
$459
$459
$459
$522
$520
$525
$567
$429
$740
$636
$714
$588
$994
$836
$1,275
$959
$1,003
$881
$847
$853
$837
$779
$841
$688
$595
$685
$474
$462
$580
$312
$365
$363
$368
$327
$357
$289
$366
$392
$333
$417
$476
$336
$428
$402
$461
$373
$414
$304
$355
$360
$346
$422
$437
$396
$310
$348
$243
$205
$305
$177
$318
$346
$240
$499
$597
$231
$426
$501
$278
$390
$417
$323
$527
$588
$265
$392
$403
$329
$420
$419
$429
$322
$318
$389
$420
—
—
$446
—
—
$294
—
—
$402
—
—
CHICAGO BOARD OPTIONS EXCHANGE
Total
18.1
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
Average Contracts Per Trade
Call
15.0
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
—
—
—
—
Put
23.4
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
—
—
—
—
Page 118
2006 MARKET STATISTICS
Total CBOE Options Contract Volume -- All Options
Year
2006
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
Volume
674,735,348
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
Equity
Volume
390,657,577
275,646,980
224,316,863
173,033,965
173,207,520
232,851,089
278,585,728
196,460,578
137,951,223
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
CHICAGO BOARD OPTIONS EXCHANGE
Cash Index
Volume
157,575,349
115,657,828
85,420,267
69,675,859
64,003,053
52,009,919
47,397,039
56,202,470
68,282,088
71,136,728
85,394,046
101,427,897
114,743,082
81,573,576
76,442,064
76,384,506
80,944,668
64,645,248
62,250,400
108,352,440
114,834,854
90,822,067
64,356,841
10,662,498
—
—
—
—
—
—
—
—
—
—
Exchange Traded
Funds
Volume
126,481,092
76,878,867
51,259,036
41,146,233
30,362,691
21,767,252
334,664
1,626,247
555,920
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
T-Bond & T-Note
Volume
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
76
7,109
144,356
140,329
207,476
321,021
415,001
241,994
110,689
14,134
—
—
—
—
—
—
—
—
—
Interest Rate
Volume
21,330
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
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
Page 119
Foreign
Currency
Volume
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
237,488
457,732
128,529
—
—
—
—
—
—
—
—
—
—
—
—
2006 MARKET STATISTICS
Total Options Contract Volume by Exchange
Year
2006
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
CBOE
674,735,348
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
AMEX
197,045,745
201,764,835
202,692,231
180,074,903
186,060,672
205,043,075
207,726,689
129,662,189
97,661,673
88,107,842
61,591,891
52,391,899
48,505,380
47,883,957
42,314,942
38,805,589
40,914,962
49,873,264
45,022,497
70,988,990
65,440,500
48,559,122
40,104,605
38,967,725
38,790,852
34,859,475
29,048,323
17,467,018
14,380,959
10,077,578
9,035,767
3,530,564
__
__
CHICAGO BOARD OPTIONS EXCHANGE
PHLX
273,128,017
162,619,052
133,404,843
112,705,597
88,955,247
101,841,724
76,549,892
48,125,415
42,844,295
30,364,035
21,938,865
22,000,030
25,704,131
25,699,888
22,947,867
22,365,110
22,808,688
27,970,765
23,165,112
29,155,308
24,467,468
18,134,575
16,109,050
16,808,125
13,466,652
10,009,565
7,758,101
4,952,737
3,270,378
2,195,307
1,274,702
140,982
__
__
PCX
196,586,356
144,780,498
103,262,458
86,152,637
85,426,649
102,637,138
108,541,840
75,801,209
58,971,239
46,686,240
33,881,762
30,905,131
20,929,869
16,364,744
13,066,618
13,852,604
13,881,269
18,091,434
13,349,148
19,410,875
14,075,872
12,793,451
11,366,056
11,155,906
9,309,563
6,952,567
5,486,590
3,856,344
3,289,968
1,925,031
550,194
__
__
__
ISE
591,961,518
448,695,669
360,852,519
244,979,023
152,399,279
65,353,969
7,565,684
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
BOX
94,390,602
78,202,185
20,741,271
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
Page 120
NYSE
__
__
__
__
__
__
__
__
__
1,421,260
3,438,990
2,885,698
2,300,700
2,052,965
2,177,041
2,059,969
2,817,811
4,315,944
2,627,789
3,499,095
4,823,782
4,426,855
4,093,816
656,480
__
__
__
__
__
__
__
__
__
__
MSE
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
1,518,611
2,609,164
2,012,363
600,780
15,237
__
__
__
NASD
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
45,239
107,453
__
__
__
__
__
__
__
__
__
__
__
__
Total
2,027,847,586
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
2006 MARKET STATISTICS
HISTORICAL TRADING ACTIVITY-- EQUITY OPTIONS
Equity Options Contract Volume
Year
2006
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
Trading
Days
251
252
252
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
253
253
253
253
253
252
252
253
253
253
173
Total
390,657,577
275,646,980
224,316,863
173,033,965
173,207,520
232,851,089
278,585,728
196,460,578
137,951,223
116,031,496
88,456,579
77,040,466
68,974,809
58,710,818
44,968,235
45,255,301
48,486,402
61,902,931
49,393,316
73,315,232
64,744,167
57,523,599
58,674,907
71,695,563
75,721,605
57,584,175
52,916,921
35,379,600
34,277,350
24,838,632
21,498,027
14,431,023
5,682,907
1,119,177
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
242,452,904
171,904,795
144,135,153
113,319,401
105,620,741
83,199,296
187,771,263
137,621,936
93,220,846
80,677,086
62,902,214
54,736,660
48,113,043
41,515,962
32,039,653
32,055,783
34,417,287
47,641,419
37,904,233
56,423,959
50,022,504
44,008,742
42,938,367
52,594,594
50,214,419
40,801,201
42,941,970
30,123,005
30,298,133
23,581,254
21,498,027
14,431,023
5,682,907
1,119,177
Put
148,204,673
103,742,185
80,181,710
59,714,564
67,586,779
149,651,793
90,814,465
58,838,642
44,730,377
35,354,410
25,554,365
22,303,806
20,861,766
17,194,856
12,928,582
13,199,518
14,069,115
14,261,512
11,489,083
16,891,273
14,721,663
13,514,857
15,736,540
19,100,969
25,507,186
16,782,974
9,974,951
5,256,595
3,979,217
1,257,378
—
—
—
—
Average Daily
Volume
1,556,405
1,093,837
890,146
686,643
687,331
938,916
1,105,499
779,605
547,425
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
Page 121
2006 MARKET STATISTICS
Equity Options Open Interest and Dollar Volume
Year
2006
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
Trading
Days
251
252
252
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
253
253
253
253
253
252
252
253
253
253
173
Open Interest
Total
Call
187,953,281 105,349,889
151,157,355 83,872,112
131,498,380 72,327,968
108,666,567 60,739,426
81,343,419 50,202,050
73,887,799 47,364,846
49,944,375 32,216,400
43,773,835 26,688,057
16,238,394 10,310,315
12,419,614
8,113,173
9,121,888
6,024,657
7,350,437
4,865,786
6,028,581
4,089,047
5,642,471
3,904,005
3,781,653
2,705,913
2,783,155
1,955,738
2,459,695
1,731,851
2,944,944
2,238,981
2,706,148
2,023,117
3,027,620
2,463,979
3,773,319
2,890,993
4,101,981
3,089,567
3,532,286
2,694,296
6,840,625
5,124,492
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
1,960,636
1,831,806
1,519,852
—
1,190,085
—
543,703
—
242,825
—
CHICAGO BOARD OPTIONS EXCHANGE
Put
82,603,392
67,285,243
59,170,412
47,927,141
31,141,369
26,522,953
17,727,975
17,085,778
5,928,079
4,306,441
3,097,231
2,484,651
1,939,534
1,738,466
1,075,740
827,417
727,844
705,963
683,031
563,641
882,326
1,012,414
837,790
1,716,133
1,726,144
1,322,645
624,052
210,066
189,872
128,830
—
—
—
—
Total
$99,059,458
$61,225,819
$44,009,316
$34,107,920
$38,561,160
$82,289,683
$193,045,390
$123,162,126
$57,183,718
$41,741,218
$30,022,394
$22,173,991
$17,033,086
$15,135,317
$11,296,632
$11,463,090
$12,464,706
$19,514,223
$12,012,403
$25,833,348
$19,544,336
$15,801,517
$18,644,743
$35,796,506
$32,265,764
$22,433,636
$27,893,035
$13,858,402
$14,403,416
$7,996,670
$9,039,566
$6,443,327
$1,657,652
$449,615
Dollar Volume
Call
$66,499,081
$42,672,371
$30,291,322
$23,358,678
$19,883,468
$36,395,995
$113,149,682
$97,096,772
$41,780,348
$31,378,668
$23,635,014
$17,162,494
$12,044,017
$11,370,936
$8,156,397
$8,689,214
$8,886,631
$15,190,793
$9,682,054
$20,551,949
$16,459,993
$13,415,012
$14,865,730
$31,388,075
$25,164,139
$17,013,970
$25,245,995
$12,131,512
$12,695,972
$7,507,300
—
—
—
—
Page 122
Put
$32,560,377
$18,553,448
$13,717,994
$10,749,241
$18,677,692
$45,893,688
$79,895,708
$26,065,354
$15,403,370
$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
—
—
—
—
2006 MARKET STATISTICS
Equity Options Average Premium Per Contract and Average Contracts Per Trade
Year
2006
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
$254
$274
$220
$222
$248
$179
$196
$210
$171
$197
$206
$180
$223
$188
$276
$353
$513
$327
$693
$603
$880
$627
$706
$443
$415
$448
$344
$360
$389
$293
$339
$376
$250
$288
$314
$225
$247
$250
$239
$258
$274
$219
$251
$255
$243
$253
$271
$210
$257
$258
$254
$315
$319
$303
$243
$255
$203
$352
$364
$313
$302
$329
$210
$275
$305
$177
$318
$346
$240
$499
$597
$231
$426
$501
$278
$390
$417
$323
$527
$588
$265
$392
$403
$329
$420
$419
$429
$322
$318
$389
$420
$420
—
$446
$446
—
$294
$294
—
$402
$402
—
CHICAGO BOARD OPTIONS EXCHANGE
Total
Average Contracts Per Trade
Call
15.1
12.6
16.4
13.8
17.3
14.9
16.4
14.7
15.8
14.6
15.8
7.2
11.4
10.4
10.2
9.5
10.7
9.8
10.4
9.7
10.4
9.9
11.1
10.6
12.2
11.9
10.4
10.2
9.1
9.1
9.2
9.0
9.5
9.7
10.2
10.0
8.8
8.8
8.6
8.6
8.5
8.5
8.7
8.7
8.4
8.3
7.7
7.8
7.4
7.5
7.2
7.3
6.1
6.0
6.0
5.8
5.3
5.3
5.1
5.1
4.1
4.1
3.5
3.5
3.4
3.4
2.6
2.6
Page 123
Put
22.2
23.6
24.3
21.2
18.1
28.2
14.2
12.1
13.0
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
—
—
—
—
2006 MARKET STATISTICS
Equity Options Contract Volume by Exchange
Year
2006
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
CBOE
390,657,577
275,646,980
224,316,863
173,033,965
173,207,520
232,851,089
278,585,728
196,460,578
137,951,223
116,031,496
88,456,579
77,040,466
68,974,809
58,710,818
44,918,235
45,255,301
48,486,402
61,902,931
49,393,231
73,315,232
64,744,167
57,523,599
58,674,901
71,695,563
75,721,605
57,584,175
52,916,921
35,379,600
34,277,350
24,838,632
21,498,027
14,431,023
5,682,907
1,119,177
AMEX
PHLX
141,858,034 231,789,665
155,020,082 138,878,659
160,354,728 107,404,566
142,184,749 89,060,733
145,258,377 78,435,997
167,713,954 92,955,040
192,032,222 72,135,321
126,821,276 44,086,183
94,332,281 37,871,930
83,926,288 25,021,282
57,082,441 16,325,194
48,886,858 14,739,706
44,810,966 13,016,116
43,390,722 11,411,065
36,067,822 10,408,628
32,829,447 11,803,703
34,197,819 12,443,833
41,579,453 16,768,793
37,470,045 13,092,707
52,770,659 18,088,192
47,140,205 15,054,738
36,099,739 12,068,358
33,076,866 15,982,001
36,199,701 16,607,806
38,766,996 13,466,652
34,859,475 10,009,565
29,048,323
7,758,101
17,467,018
4,952,737
14,380,959
3,270,378
10,077,578
2,195,307
9,035,767
1,274,702
3,530,564
140,982
Cleared Equity Options Volume
PCX
ISE
168,521,298
484,184,624
127,621,679
384,016,841
88,909,404
322,767,111
71,112,677
225,829,026
71,433,006
140,343,022
95,646,008
59,201,203
108,533,862
7,565,684
75,770,940
58,930,521
46,606,429
33,839,202
30,852,968
20,861,609
16,203,312
12,996,923
13,781,027
13,750,956
17,865,387
13,068,755
18,951,794
13,941,683
12,700,805
11,191,471
11,155,906
9,309,563
6,952,567
5,486,590
3,856,344
3,289,968
1,925,031
550,194
BOX
77,480,159
61,318,465
16,457,048
MSE*
NYSE**
1,413,206
3,414,471
2,860,273
2,269,165
2,010,184
2,042,844
1,901,208
2,546,734
3,723,184
1,902,900
1,305,974
1,050,152
163,593
1,518,611
2,609,164
2,012,363
600,780
15,237
Total
1,494,491,357
1,142,502,706
920,209,720
701,221,150
608,677,922
648,367,294
658,852,817
443,138,977
329,085,955
272,998,701
199,117,887
174,380,271
149,932,665
131,726,101
106,484,452
104,850,686
111,425,744
141,839,748
114,927,638
164,431,851
141,930,945
118,556,094
118,925,239
135,658,976
137,264,816
109,405,782
96,728,546
64,264,863
57,231,018
39,637,328
32,373,927
18,102,569
5,682,907
1,119,177
CBOE % Share of
Total Volume
26.1
24.0
24.0
24.7
28.5
35.9
42.3
44.3
41.9
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.
CHICAGO BOARD OPTIONS EXCHANGE
Page 124
2006 MARKET STATISTICS
Equity LEAPS Contract Volume
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
Trading
Days
251
252
252
252
252
248
252
252
252
253
254
252
252
253
254
253
Total
44,657,572
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
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
26,971,479
20,386,596
16,526,854
13,389,335
12,530,244
7,228,812
12,913,284
8,828,450
5,109,298
3,677,210
2,538,756
2,463,099
2,169,929
1,866,891
1,182,606
497,984
Put
17,686,093
16,767,114
11,758,725
9,788,288
8,619,328
13,839,764
5,407,563
3,666,770
2,084,513
1,469,570
1,035,121
1,069,680
749,728
704,430
365,111
127,658
Average Daily
Volume
177,919
147,435
112,244
91,975
83,927
84,954
72,702
49,584
28,547
20,343
14,070
14,019
11,586
10,163
6,093
2,473
Open Interest
Total
Call
51,039,824
28,754,537
45,169,499
24,466,273
41,145,160
21,129,138
35,790,932
18,535,560
30,405,272
17,362,660
17,881,440
11,694,927
9,220,251
5,859,826
6,331,538
3,738,715
2,623,740
1,730,927
1,749,909
1,114,337
2,467,906
841,547
1,042,392
665,976
957,380
618,975
846,057
543,649
508,781
365,887
199,109
150,230
Page 125
Put
22,285,287
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
2006 MARKET STATISTICS
HISTORICAL TRADING ACTIVITY -- CASH INDEX OPTIONS*
Total Cash Index Option Contract Volume
Year
2006
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
251
252
252
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
157,575,349
115,657,828
85,420,267
69,675,859
64,003,053
52,009,919
47,397,039
56,202,470
68,282,088
71,136,728
85,394,046
101,427,897
114,743,082
81,573,576
76,442,064
76,384,506
80,944,668
64,645,248
62,250,400
108,352,440
114,834,854
90,822,067
64,356,917
10,662,498
Contract Volume
Call
65,889,878
46,589,168
34,457,279
30,696,013
27,420,035
21,645,888
20,870,522
23,526,840
29,106,264
31,506,552
37,256,032
45,270,975
50,701,273
38,146,429
36,683,601
38,148,456
39,449,611
31,991,176
32,804,412
58,548,350
64,312,356
55,805,515
35,860,918
5,187,861
Put
91,685,471
69,068,660
50,962,988
38,979,846
36,583,018
30,364,031
26,526,517
32,675,630
39,175,824
39,630,176
48,138,014
56,156,922
64,041,809
43,427,147
39,758,463
38,236,050
41,495,057
32,654,072
29,445,988
49,804,090
50,522,498
5,016,552
28,495,999
5,474,637
Average Daily
Volume
627,790
458,960
338,969
276,492
253,980
209,717
188,083
233,026
270,961
281,173
336,197
400,901
455,330
322,425
300,953
301,915
319,939
256,529
246,049
428,271
453,893
358,981
254,375
52,012
*Includes LEAPS for 1990-1998. 1999 & 2000 data includes LEAPS and FLEX.
CHICAGO BOARD OPTIONS EXCHANGE
Page 126
2006 MARKET STATISTICS
Total Cash Index Option Open Interest and Dollar Volume
Year
2006
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
Total
Call
Put
13,590,215
5,712,398
7,877,817
10,710,125
4,419,799
6,290,326
7,873,906
2,813,149
5,060,757
6,219,688
2,540,180
3,679,508
5,116,156
2,524,734
2,591,422
4,075,603
1,862,987
2,212,616
3,317,081
1,575,805
1,741,276
3,706,451
1,459,002
2,247,449
3,232,699
1,308,280
1,924,419
3,273,034
1,296,473
1,976,561
2,467,906
841,547
1,626,359
2,708,600
1,003,661
1,704,939
2,844,191
1,273,899
1,570,292
2,185,174
889,577
1,295,597
1,887,202
809,961
1,077,241
1,774,620
719,990
1,054,630
1,289,914
569,727
720,187
1,005,657
445,741
559,916
880,985
422,233
458,752
741,736
396,658
345,078
1,010,739
501,142
509,597
1,286,108
668,340
617,768
647,821
398,057
249,764
334,510
195,682
138,828
CHICAGO BOARD OPTIONS EXCHANGE
Total
$180,949,552,849
$124,362,155,959
$111,789,605,607
$106,423,859,606
$106,269,617,884
$103,304,236,589
$131,117,652,021
$119,740,401,583
$117,705,321,296
$104,182,695,225
$73,513,538,077
$60,314,791,589
$50,092,654,182
$30,777,982,925
$33,195,348,189
$39,245,357,743
$42,880,469,686
$27,505,936,771
$27,478,205,683
$50,536,478,841
$35,358,087,000
$21,623,424,000
$15,356,000,000
$3,396,000,000
Dollar Volume
Call
$97,982,423,326
$63,417,089,377
$56,858,870,118
$56,846,355,697
$40,964,533,127
$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
$82,967,129,523
$60,945,066,582
$54,930,735,489
$49,577,503,909
$65,305,084,757
$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
Page 127
2006 MARKET STATISTICS
Total Cash Index Option Average Premium Per Contract and Average Contracts Per Trade
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
Average Premium Per Contract
Total
Call
Put
$1,148
$1,487
$905
$1,075
$1,361
$882
$1,309
$1,650
$1,078
$1,527
$1,852
$1,272
$1,660
$1,494
$1,785
$1,986
$1,894
$2,052
$2,766
$2,936
$2,633
$2,131
$2,758
$1,679
$1,724
$2,156
$1,403
$1,465
$1,998
$1,040
$861
$1,207
$593
$595
$903
$346
$437
$470
$410
$377
$447
$316
$434
$513
$362
$514
$648
$380
$530
$528
$531
$425
$549
$304
$441
$477
$401
$466
$506
$420
$308
$355
$248
$238
$277
$207
$239
$266
$204
$318
$363
$277
CHICAGO BOARD OPTIONS EXCHANGE
Total
Average Contracts Per Trade
Call
49.2
45.5
42.2
36.8
32.9
28.5
25.6
25.9
23.0
23.7
24.7
24.1
22.7
22.1
21.1
21.3
22.1
21.5
22.0
20.6
23.5
22.8
26.1
26.3
27.3
27.7
22.1
21.7
19.7
19.6
18.3
18.4
18.3
19.0
17.2
17.4
15.7
16.5
16.9
16.8
18.2
18.2
18.6
18.4
17.7
17.1
12.6
10.2
Page 128
Put
52.4
46.9
36.7
25.4
22.4
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
2006 MARKET STATISTICS
OEX® (S&P 100®) Contract Volume and Open Interest
Year
2006
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
251
252
252
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
205
Total
17,106,482
18,672,964
16,426,392
14,343,992
13,530,159
10,399,217
15,557,421
25,761,292
33,425,854
36,595,576
54,929,246
69,633,460
81,824,650
64,031,944
62,427,272
63,935,546
68,846,535
58,371,337
57,433,506
101,827,077
113,151,085
90,804,930
64,288,445
10,595,664
Contract Volume
Call
7,699,626
8,919,153
7,993,875
6,994,379
6,534,139
4,840,572
7,047,058
11,253,040
15,458,446
17,580,145
24,967,860
31,416,311
36,995,171
30,628,988
30,600,646
32,173,041
33,616,840
28,716,525
30,221,224
55,158,010
63,392,789
55,795,875
35,823,507
5,145,533
Put
9,406,856
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
68,153
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
252,264
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
Put
2,451,753
974,386
958,030
970,805
910,921
286,436
Average Daily
Volume
14,768
7,629
7,145
7,672
6,778
3,851
Open
Interest
220,931
67,358
80,488
78,386
72,902
62,997
XEO® (S&P 100®) Contract Volume and Open Interest
Year
2006
2005
2004
2003
2002
2001
Trading
Days
251
252
252
252
252
123
Total
3,706,720
1,922,543
1,800,574
1,933,355
1,708,074
473,625
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
1,254,967
948,157
842,544
962,550
797,153
187,189
Page 129
2006 MARKET STATISTICS
SPX® (S&P 500®) Contract Volume and Open Interest
Year
2006
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
251
252
252
252
252
248
252
252
252
253
254
252
252
253
254
253
253
252
253
253
253
252
253
127
Total
104,312,673
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
40,128,731
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
Put
64,183,942
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
415,588
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
7,848,785
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
Average Daily
Volume
7,059
15,103
Open
Interest
937,330
981,280
XSP (Mini S&P 500®) Contract Volume and Open Interest
Year
2006
2005
Trading
Days
251
47
Total
1,771,820
709,820
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
799,620
382,038
Put
972,200
327,782
Page 130
2006 MARKET STATISTICS
DJX (Dow Jones Industrial Average®) Contract Volume and Open Interest
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
Trading
Days
251
252
252
252
252
248
252
252
252
61
Total
7,699,769
6,887,691
7,347,145
10,193,708
12,114,841
8,958,075
3,763,077
3,319,804
4,281,731
2,029,938
Contract Volume
Call
4,133,477
3,540,252
3,512,773
4,595,606
4,141,448
2,666,528
1,635,695
1,015,438
1,399,234
902,050
Put
3,566,292
3,347,439
3,834,372
5,598,102
7,973,393
6,291,547
2,127,382
2,304,366
2,882,497
1,127,888
Average Daily
Volume
30,676
27,332
29,155
40,451
48,075
36,121
14,933
13,174
16,991
33,278
Open
Interest
616,155
622,265
584,402
603,906
822,035
562,428
223,569
437,654
343,556
464,792
Average Daily
Volume
30,878
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
475,088
653,883
276,491
180,218
70,931
35,665
68,220
86,442
20,375
31,158
36,859
83,364
39,369
Average Daily
Volume
20,713
24,435
21,839
16,009
19,817
25,505
15,790
Open
Interest
1,710,028
1,627,837
1,528,121
1,125,454
694,679
589,386
268,086
NDX (Nasdaq-100 Index®) Contract Volume and Open Interest
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
Trading
Days
251
252
252
252
252
248
252
252
252
253
254
252
227
Total
7,750,477
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
3,411,823
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
Put
4,338,654
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
MNX (Mini Nasdaq-100 Index®) Contract Volume and Open Interest
Year
2006
2005
2004
2003
2002
2001
2000
Trading
Days
251
252
252
252
252
248
93
Total
5,198,989
6,157,513
5,503,345
4,034,201
4,993,791
6,325,335
1,468,469
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
2,414,079
2,760,217
2,498,691
1,798,884
2,506,047
3,084,290
756,636
Put
2,784,910
3,397,296
3,004,654
2,235,317
2,487,744
3,241,045
711,740
Page 131
2006 MARKET STATISTICS
RUT (Russell 2000 Index®) Contract Volume and Open Interest
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
Trading
Days
251
252
252
252
252
248
252
252
252
253
254
252
252
253
35
Total
2,156,819
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
937,467
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
Put
1,219,352
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
8,593
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
Open
Interest
639,926
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
Average Daily
Volume
23,491
Open
Interest
697,011
VIX (CBOE S&P 500 Volatility Index®) Contract Volume and Open Interest
Year
2006
Trading
Days
251
Total
5,050,638
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
4,062,588
Put
988,050
Page 132
2006 MARKET STATISTICS
HISTORICAL TRADING ACTIVITY -- EXCHANGE TRADED FUNDS OPTIONS
Total Exchange Traded Funds Option Contract Volume
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
Trading
Days
251
252
252
252
252
248
252
252
252
Total
126,481,092
76,878,867
51,259,036
41,146,233
30,362,691
21,767,252
334,664
1,626,247
555,920
Contract Volume
Call
46,212,098
28,982,957
19,541,822
16,260,153
15,443,494
12,283,355
135,463
998,372
286,088
Put
80,268,994
47,895,910
31,717,214
24,886,080
14,919,197
9,483,897
199,201
627,875
269,832
Average Daily
Total
503,909
305,075
203,409
163,279
120,487
87,771
1,328
6,453
2,206
Total Exchange Traded Funds Option Open Interest and Dollar Volume
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
Open Interest in Contracts
Total
Call
Put
24,856,225
9,995,242 14,860,983
18,671,621
8,156,535 10,515,086
15,242,315
6,755,291
8,487,024
11,424,097
5,242,133
6,181,964
7,003,546
3,988,551
3,014,995
3,937,181
2,216,872
1,720,309
Not Avail.
Not Avail.
Not Avail.
62,389
38,875
23,514
315,172
194,662
120,510
Total
$31,663,112,146
$17,068,179,470
$9,975,678,503
$7,796,111,861
$7,030,229,899
$9,409,364,631
$256,879,849
$982,530,939
$221,140,301
Dollar Volume
Call
$11,676,158,660
$6,520,748,060
$3,800,395,761
$3,223,917,031
$2,907,290,874
$6,304,152,792
$81,629,080
$704,384,064
$128,220,851
Put
$19,986,953,486
$10,547,431,410
$6,175,282,742
$4,572,194,830
$4,122,939,025
$3,105,211,839
$175,250,770
$278,146,875
$92,919,450
Total Exchange Traded Funds Option Average Premium Per Contract and Average Contracts Per Trade
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
Average Premium Per Contract
Total
Call
Put
$250
$253
$249
$222
$225
$220
$195
$194
$195
$189
$198
$184
$232
$188
$276
$432
$513
$327
$768
$603
$880
$604
$706
$443
$398
$448
$344
CHICAGO BOARD OPTIONS EXCHANGE
Total
Average Contracts Per Trade
Call
15.3
15.2
16.4
16.3
17.5
17.5
18.1
14.7
16.1
14.6
10.7
7.2
12.4
10.4
10.4
9.5
11.1
9.8
Page 133
Put
15.3
16.4
17.5
21.3
18.1
28.2
14.2
12.1
13.0
2006 MARKET STATISTICS
QQQQ (Nasdaq 100 Shares) Contract Volume and Open Interest
Year
2006
2005
2004
2003
2002
2001
Trading
Days
251
252
252
252
252
227
Total
31,693,928
26,337,846
32,628,165
28,081,944
24,052,423
20,314,749
Contract Volume
Call
13,256,831
10,875,082
11,744,724
10,482,751
12,856,006
11,575,444
Put
18,437,097
15,462,764
20,883,441
17,599,193
11,196,417
8,739,305
Average Daily
Volume
126,271
104,515
129,477
111,436
95,446
89,492
Open
Interest
7,178,209
7,408,518
11,464,244
9,265,454
6,173,550
3,752,838
Average Daily
Volume
32,828
36,217
33,940
37,185
28,663
Open
Interest
1,456,360
1,356,706
722,145
730,409
274,702
Average Daily
Volume
96,152
65,568
Open
Interest
3,337,644
2,537,394
Average Daily
Volume
178,907
64,381
19,597
2,708
317
Open
Interest
5,781,534
2,783,376
705,572
208,341
47,019
DIA (DIAMONDS) Options Contract Volume and Open Interest
Year
2006
2005
2004
2003
2002
Trading
Days
251
252
252
252
157
Total
8,239,891
9,126,654
8,552,875
9,370,722
4,500,093
Contract Volume
Call
3,605,401
4,430,628
4,113,430
4,020,916
1,598,219
Put
4,634,490
4,696,026
4,439,445
5,349,806
2,901,874
SPY (S&P Depositary Receipts) Contract Volume and Open Interest
Year
2006
2005
Trading
Days
251
247
Total
24,134,052
16,195,307
Contract Volume
Call
10,047,190
5,841,267
Put
14,086,862
10,354,040
IWM (Options on iShares) Contract Volume and Open Interest
Year
2006
2005
2004
2003
2002
Trading
Days
251
252
252
252
6
Total
44,905,725
16,223,925
4,938,465
682,474
1,904
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
12,329,959
4,538,810
1,051,638
143,326
1,176
Put
32,575,766
11,685,115
3,886,827
539,148
728
Page 134
2006 MARKET STATISTICS
Total Cash Index and Exchange Traded Funds Options Contract Volume by Exchange
Year
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
1990
1989
1988
1987
1986
1985
1984
1983
CBOE
284,056,441
192,536,695
136,679,303
110,822,092
94,365,744
73,777,171
47,731,703
57,828,717
68,838,008
71,136,728
85,394,046
101,427,897
114,743,082
81,573,576
76,442,064
76,384,506
80,944,668
64,645,248
62,250,400
108,352,440
114,834,854
90,822,067
64,356,841
10,662,498
AMEX
55,193,621
46,744,753
42,337,503
37,890,154
40,828,126
37,329,121
15,694,467
2,840,913
3,329,392
4,181,554
4,509,450
3,505,041
3,694,414
4,493,235
6,247,120
5,976,142
6,617,870
8,282,314
7,548,749
18,192,811
18,274,774
12,437,897
7,006,035
2,693,153
CHICAGO BOARD OPTIONS EXCHANGE
PHLX
41,204,297
23,555,581
25,769,498
23,366,215
10,891,670
8,366,266
3,862,126
3,189,587
3,139,347
2,776,578
2,459,867
2,799,964
2,549,514
1,153,714
354,005
433,686
218,659
151,117
156,597
498,756
1,398,800
2,321,006
127,049
6,278
PCX
28,073,577
17,158,819
14,353,054
15,039,960
14,005,412
6,991,130
7,978
30,269
40,718
79,811
42,560
52,163
68,260
161,432
69,695
71,577
130,313
226,047
280,393
459,081
134,189
92,646
174,585
__
ISE
107,776,841
64,674,471
38,085,408
19,149,997
12,060,836
6,152,766
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
BOX
16,910,443
16,883,720
4,284,223
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
Page 135
NYSE
MSE
__
__
__
__
__
__
__
__
__
8,054
24,519
25,425
31,535
42,781
134,197
158,761
271,077
592,760
724,889
2,193,121
3,773,630
4,263,262
4,093,816
656,480
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
45,239
107,453
__
__
NASD
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
Total
533,215,220
361,554,039
261,508,989
206,268,418
172,151,788
132,616,454
67,296,274
63,889,486
75,347,465
78,182,725
92,430,442
107,810,490
121,086,805
87,424,738
83,247,081
83,024,672
88,281,587
73,897,486
70,961,028
129,696,209
138,461,486
110,044,331
75,758,326
14,018,409
CBOE % Share of
Total Volume
53.3
53.3
52.3
53.7
54.8
55.6
70.9
90.5
91.4
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
2006 MARKET STATISTICS
HISTORICAL TRADING ACTIVITY-INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume
Contract Volume
Trading
Year
Days
Total
Call
2006
251
21,330
11,002
2005
252
65,626
36,839
2004
252
90,608
56,267
2003
252
90,438
60,531
2002
252
43,232
23,045
2001
248
39,591
16,828
2000
252
42,100
15,781
1999
251
42,556
19,527
1998
251
76,760
44,129
1997
250
75,517
38,220
1996
252
94,252
50,636
1995
250
65,102
39,121
1994
250
216,592
108,200
1993
251
64,561
32,795
1992
251
57,305
31,987
1991
251
50,035
26,769
1990
251
61,839
27,025
1989
131
72,718
38,455
Average Daily
Volume
Put
10,328
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
85
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
Month
Total
Call
Put
Total
2006
2,381
1,460
921
$4,272,965
2005
7,782
4,242
3,540
13,968,215
2004
18,238
13,863
4,375
22,351,070
2003
10,220
5,612
4,608
25,275,575
2002
8,953
4,593
4,360
9,732,610
2001
6,378
2,639
3,739
10,195,678
2000
2,783
627
2,156
13,444,561
1999
6,395
1,632
4,763
8,041,082
1998
4,436
2,907
1,529
14,183,792
1997
8,982
5,182
3,800
15,966,935
1996
6,434
3,002
3,432
20,239,126
1995
6,831
3,281
3,550
11,013,182
1994
21,494
11,554
9,940
39,757,169
1993
3,443
1,435
1,998
11,223,338
1992
2,736
1,688
1,048
7,097,001
1991
4,867
3,682
1,185
7,347,106
1990
4,205
2,652
1,553
10,778,046
1989
4,706
3,150
1,556
12,125,585
Dollar Volume
Call
$2,679,090
$7,655,850
$17,224,745
$17,545,615
$5,470,335
$3,719,173
$3,085,375
$3,975,530
$5,809,911
$6,856,851
$10,938,500
$5,705,651
$23,835,743
$5,365,199
$3,562,920
$3,075,106
$4,956,810
$5,500,884
CHICAGO BOARD OPTIONS EXCHANGE
Put
$1,593,875
$6,312,365
$5,126,325
$7,729,960
$4,262,275
$6,476,505
$10,359,186
$4,065,552
$8,373,881
$9,110,084
$9,400,626
$5,307,531
$15,921,426
$5,858,139
$3,534,081
$4,271,233
$5,821,236
$6,624,701
Page 136
2006 MARKET STATISTICS
Total Interest Rate Options Average Premium Per Contract, Average Contracts Per Trade and Transactions
Average Premium Per Contract
Average Contracts Per Trade
Year
Total
Call
Put
Total
Call
Put
2006
$200
$244
$154
13.3
11.0
17.0
2005
$213
$208
$219
11.4
8.4
20.8
2004
$247
$306
$149
9.4
7.8
14.4
2003
$279
$290
$258
9.7
9.1
11.1
2002
$225
$237
$211
13.1
11.4
15.9
2001
$258
$221
$285
12.4
12.2
12.6
2000
$314
$196
$387
21.9
12.9
36.2
1999
$189
$204
$177
16.6
16.0
17.0
1998
$185
$132
$257
25.3
26.6
23.8
1997
$211
$179
$244
24.9
21.1
30.3
1996
$216
$216
$216
18.9
18.1
19.9
1995
$169
$146
$204
17.2
15.5
20.6
1994
$183
$220
$147
26.5
24.2
29.3
1993
$174
$164
$184
24.0
20.6
28.9
1992
$124
$111
$140
23.5
26.0
20.9
1991
$147
$115
$184
14.1
17.1
11.7
1990
$174
$183
$167
17.1
17.9
16.5
1989
$167
$143
$193
14.3
15.9
12.8
CHICAGO BOARD OPTIONS EXCHANGE
Page 137
2006 MARKET STATISTICS
The information and data in this document was obtained from sources believed to be reliable, but accuracy is not guaranteed.
Standard & Poor’s®, S&P®, S&P 500®, Standard & Poor’s Depositary Receipts®, SPDR®, Standard & Poor’s 500 and 500 are trademarks of The McGraw-Hill Companies, Inc. and have been licensed for use by Chicago Board Options Exchange, Incorporated (CBOE).
S&P makes no recommendations concerning the advisability of investing in SPDRs. Neither S&P nor its index compilation agent makes
any recommendation concerning the advisability of investing in options on SPDRs.
Russell 1000®, Russell 2000®, Russell 3000® and Russell MidCap are registered trademarks of the Frank Russell Company, used
under license.
Dow Jones, DJIA, Dow Jones Industrial Average, Dow Jones Transportation Average, Dow Jones Utility Average, and DIAMONDS
are trademarks of Dow Jones & Company, Inc. and have been licensed for use for certain purposes by CBOE. CBOE’s options based
on the Dow Jones indexes are not sponsored, endorsed, sold or promoted by Dow Jones, and Dow Jones makes no representations
regarding the advisability of investing in such products.
The Nasdaq-100 Index®, Nasdaq-100®, The Nasdaq National Market®, Nasdaq®, Nasdaq-100 Shares and Nasdaq-100 Trust are
trademark or service marks of The Nasdaq Stock Market, Inc. (with which its affiliates are the “Corporations”). These marks are licensed
for use by CBOE in connection with the trading of products based on the Nasdaq-100 Index. The products have not been passed on
by the Corporations as to their legality or suitability. The products are not issued, endorsed, sold or promoted by the Corporations. THE
CORPORATIONS MAKE NO WARRANTIES AND BEAR NO LIABILITY WITH RESPECT TO THE PRODUCT(S).
The “Morgan Stanley Multinational Index”, “Morgan Stanley Oil Services Index”, “Morgan Stanley Retail Index”, and “Morgan Stanley
Biotech Index” (each an “Index” and collectively, the “Indices”) are service marks of Morgan Stanley & Co. Incorporated (“Morgan Stanley”) and have been licensed for use by CBOE. Morgan Stanley does not calculate the Indices, options on the Indices are not sponsored
by Morgan Stanley and Morgan Stanley does not guarantee, nor is Morgan Stanley liable in any way for, the accuracy or completeness
of the Indices or make any warranty, express or implied, as to the results to be obtained by anyone in connection with the use of the
Indices and further disclaims all warranties of merchantability or fitness for a particular purpose with respect to the Indices. Morgan
Stanley assumes no liability or obligation in connection with the trading of the Index options.
CBOE®, Chicago Board Options Exchange®, CAPS®, CBOEdirect®, CBOE Volatility Index®, FLEX®, FLexible EXchange®, HyTS®,
It’s About Time®, LEAPS®, the LEAPS logo, MNX®, OEX®, The Options Institute logo, The Options Toolbox®, VIX®, Why Buy a Stock
When You Can Lease it?®, and XEO® are registered trademarks of CBOE. Ask The Institute, Best Execution Assurance Program,
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