2007
Market Statistics
INTEREST RATE OPTIONS - 2007
Table of Contents
CBOE TRADING ACTIVITY - 2007
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
EQUITY OPTIONS - 2007
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 ....................................................................8-27
CBOE Equity Options Volume .............................................................................28-65
CBOE Top 100 Equity Options Ranked By Volume ................................................66-67
CASH INDEX OPTIONS - 2007
(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 ......................................................................68
Most Active Cash Indexes-2007.........................................................................69-70
Total Cash Index Options ...................................................................................71-72
Total Cash Index Options Contract Volume By Exchange.......................................72
Total Cash Index FLEX (NDX, RUT, SPX, MVR)......................................................73-74
SPX® (S&P 500®) ..............................................................................................75-76
XSP® (Mini-S&P 500® Index) ..............................................................................77-78
OEX® (S&P 100®) ..............................................................................................79-80
XEO® (S&P 100® European Style) .......................................................................81-82
DJX (Dow Jones Industrial AverageSM) ................................................................83-84
NDX (Nasdaq-100 Index®) .................................................................................85-86
MNX (Mini Nasdaq-100 Index®) .........................................................................87-88
RUT (Russell 2000® Index) ................................................................................89-90
RVX (Russell 2000 Volatility Index) ......................................................................91-92
VIX (CBOE S&P 500 Volatility Index).....................................................................93-94
VXN (NASDAQ Volatility Index).............................................................................95-96
Other Cash Index Option Products ......................................................................97-98
Other Cash Index Options Contract Volume Detail ................................................99-100
EXCHANGE TRADED FUNDS OPTIONS – 2007
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade
and Transactions)
Exchange Traded Funds-2007..........................................................................101-102
Most Active Exchange Traded Funds .................................................................103
Total Exchange Traded Funds Options ..............................................................104-105
Total Exchange Traded Funds Options Contract Volume By Exchange..................105
Total Exchange Traded Funds FLEX (DIA, EFA, IWM, QQQQ,
SPY, USO)…………........................................................................ ……106-107
QQQQ (Nasdaq 100® Shares) ...........................................................................108
DIA (DIAMONDS®)............................................................................................109
SPY (S&P Depository Receipts)..........................................................................110
IWM (iShares Russell 2000® Index Fund) ..........................................................111
Other Exchange Traded Funds Option Products .................................................112-113
Other Exchange Traded Funds Options Contract Volume Detail ...........................114-118
(Each listing includes Contract Volume, Open Interest and Dollar
Volume, Average Premium Per Contract, Average Contracts Per Trade and Transactions)
Total Interest Rate Options ..............................................................................119-120
IRX Options ....................................................................................................121-122
FVX Options ...................................................................................................123-124
TNX Options ...................................................................................................125-126
TYX Options ...................................................................................................127-128
CREDIT OPTIONS - 2007
Total Single-Name CEBOs Contract Volume, Dollar
Volume and Transactions ..............................................................................129
Total Basket CEBOs Contract Volume, Dollar Volume
and Transactions ..........................................................................................129
Historical Trading Activity
ALL OPTIONS
Total CBOE Options Contract Volume ................................................................130
Total CBOE Options Year-End Open Interest and Dollar Volume ..........................131
Total CBOE Options Average Premium
Per Contract, and Average Contracts Per Trade...........................................132
Total CBOE Options Contract Volume-All Options...............................................133
Total Options Contract Volume By Exchange......................................................134
EQUITY OPTIONS
Equity Options Contract Volume........................................................................135
Equity Options Open Interest and Dollar Volume ................................................136
Equity Options Average Premium Per Contract
and Average Contracts Per Trade ...............................................................137
Equity Options Contract Volume By Exchange....................................................138
Equity LEAPS Contract Volume and Open Interest ..............................................139
CASH INDEX OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Cash Index Contract Volume ....................................................................140
Total Cash Index Option Open Interest and Dollar Volume...................................141
Total Cash Index Option Average Premium Per Contract
and Average Contracts Per Trade ...............................................................142
OEX® (S&P 100®) ...........................................................................................143
XEO® (S&P 100® European Style).....................................................................143
SPX® (S&P 500®) ...........................................................................................144
XSP® (Mini-S&P 500®) ....................................................................................144
DJX (Dow Jones Industrial AverageSM) ..............................................................145
NDX (Nasdaq-100 Index®) ..............................................................................145
MNX® (Mini Nasdaq-100 Index®) .....................................................................145
RUT (Russell 2000® Index) .............................................................................146
RVX (Russell 2000 Volatility Index) ....................................................................146
VIX (CBOE S&P 500 Volatility Index®)...............................................................146
VXN (NASDAQ Volatility Index) ..........................................................................146
EXCHANGE TRADED FUNDS OPTIONS
(Each listing includes Contract Volume and Open Interest)
Total Exchange Traded Funds Contract Volume .................................................147
Total Exchange Traded Funds Option Open Interest and Dollar Volume ...............147
Total Exchange Traded Funds Option Average Premium Per Contract
and Average Contracts Per Trade ...............................................................147
QQQQ (Nasdaq 100® Shares) ...........................................................................148
DIA (DIAMONDS®) ...........................................................................................148
SPY (S&P Depository Receipts) .........................................................................148
IWM (iShares Russell 2000® Index Fund) ..........................................................148
Total Cash Index and Exchange Traded Funds
Options Contract Volume By Exchange..............................................................149
INTEREST RATE OPTIONS
Total Interest Rate Options Contract Volume......................................................150
Total Interest Rate Options Open Interest and Dollar Volume...............................150
Total Interest Rate Options Average Premium Per Contract,
Average Contracts Per Trade and Transactions ...........................................151
CREDIT OPTIONS - 2007
Total Single-Name CEBOs Contract Volume, Open Interest and Dollar Volume ....152
Total Basket CEBOs Contract Volume, Open Interest and Dollar Volume ..............152
CBOE TRADING ACTIVITY - 2007
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
22
20
22
21
21
23
19
23
21
20
251
469,655,277
1,871,137
$311,548,311,264
146,952,723
29,394,123
Call
32,706,799
30,263,965
37,802,207
35,683,257
40,002,233
37,085,718
42,536,920
48,498,351
33,642,234
46,758,182
47,193,469
37,481,942
469,655,277
CHICAGO BOARD OPTIONS EXCHANGE
Put
Total
474,816,647
944,471,924
1,891,700
3,762,836
$297,870,735,552 $609,419,046,816
131,034,422
277,987,145
17,816,582
47,210,705
Contract Volume
Put
28,612,261
31,031,105
45,161,605
32,750,627
37,615,544
37,279,846
44,671,953
57,053,390
33,580,725
42,242,046
49,965,976
34,851,569
474,816,647
Total
61,319,060
61,295,070
82,963,812
68,433,884
77,617,777
74,365,564
87,208,873
105,551,741
67,222,959
89,000,228
97,159,445
72,333,511
944,471,924
Average Daily
Total
3,065,953
3,226,056
3,771,082
3,421,694
3,528,081
3,541,217
4,152,803
4,589,206
3,538,050
3,869,575
4,626,640
3,616,676
3,762,836
Page 1
Call
93,979,781
102,899,248
112,050,901
116,118,633
127,040,128
130,331,200
136,991,033
143,529,221
137,887,367
149,336,411
157,213,319
146,952,723
--
Open Interest
Put
82,887,657
94,384,268
103,802,638
104,697,225
115,426,419
117,671,896
126,705,448
135,042,211
127,287,728
135,672,386
141,464,938
131,034,422
--
Total
176,867,438
197,283,516
215,853,539
220,815,858
242,466,547
248,003,096
263,696,481
278,571,432
265,175,095
285,008,797
298,678,257
277,987,145
--
Total Dollar
Volume
$27,110,623,247
$25,499,164,010
$48,380,700,651
$30,867,463,908
$35,724,728,880
$45,496,663,560
$51,944,594,106
$84,536,344,015
$52,590,706,270
$59,650,697,150
$85,584,846,611
$62,032,514,408
$609,419,046,816
2007 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
22
20
22
21
21
23
19
23
21
20
251
Average Premium Per Contract
Call
Put
Total
$481
$398
$442
$443
$389
$416
$587
$580
$583
$499
$399
$451
$529
$388
$460
$670
$554
$612
$581
$610
$596
$723
$867
$801
$877
$687
$782
$697
$641
$670
$824
$935
$881
$953
$755
$858
$663
$627
$645
CHICAGO BOARD OPTIONS EXCHANGE
Call
15
15
17
15
16
16
16
18
16
14
17
17
16
Average Contracts Per Trade
Put
Total
24
18
25
19
28
22
24
19
26
20
28
20
28
20
29
23
28
20
24
18
27
21
26
21
27
20
Page 2
Call
2,222,576
2,035,786
2,189,971
2,320,534
2,530,160
2,303,531
2,713,799
2,632,866
2,123,110
3,292,521
2,829,543
2,199,726
29,394,123
Transactions
Put
1,205,262
1,249,830
1,589,862
1,342,407
1,446,584
1,336,352
1,590,457
1,939,662
1,213,446
1,743,776
1,837,411
1,321,533
17,816,582
Total
3,427,838
3,285,616
3,779,833
3,662,941
3,976,744
3,639,883
4,304,256
4,572,528
3,336,556
5,036,297
4,666,954
3,521,259
47,210,705
2007 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
22
20
22
21
21
23
19
23
21
20
251
Total
Volume
61,319,060
61,295,070
82,963,812
68,433,884
77,617,777
74,365,564
87,208,873
105,551,741
67,222,959
89,000,228
97,159,445
72,333,511
944,471,924
Equity
Volume
37,454,543
34,302,428
40,308,397
39,734,625
43,496,845
37,514,529
46,126,429
49,391,813
34,480,794
51,777,531
49,191,142
37,185,637
500,964,713
Cash Index
Volume
13,601,856
14,545,466
23,308,159
16,429,364
18,832,958
19,173,898
20,828,007
27,747,381
17,310,537
19,772,980
23,629,409
15,337,828
230,517,843
ETF
Volume
10,262,217
12,445,361
19,346,484
12,269,679
15,287,784
17,676,592
20,254,096
28,412,060
15,431,177
17,449,528
24,335,565
19,808,698
212,979,241
Interest Rate
Volume
444
1,815
772
216
190
545
341
487
449
169
3,303
1,348
10,079
PHLX
28,120,510
24,580,422
29,056,115
26,341,135
30,532,879
33,316,793
41,638,036
38,151,415
29,706,145
43,346,801
42,207,040
40,978,558
407,975,849
ARCA
24,395,009
21,188,786
23,914,138
20,881,366
24,574,580
24,784,403
26,332,185
31,520,395
23,041,938
38,251,198
41,321,063
35,633,486
335,838,547
ISE
55,758,921
51,109,013
62,326,430
54,593,923
66,091,167
62,555,684
75,089,086
82,119,735
57,431,454
84,463,920
90,052,590
62,767,170
804,359,093
CEBOs
Volume
--------2
20
26
0
48
Total Options Contract Volume By Exchange
Month
CBOE
Jan
61,319,060
Feb
61,295,070
Mar
82,963,812
Apr
68,433,884
May
77,617,777
Jun
74,365,564
Jul
87,208,873
Aug 105,551,741
Sep
67,222,959
Oct
89,000,228
Nov
97,159,445
Dec
72,333,511
Total 944,471,924
AMEX
19,788,825
17,462,767
21,259,007
18,052,584
20,115,097
19,545,302
22,231,879
22,120,855
16,880,543
23,473,693
24,287,311
15,165,603
240,383,466
CHICAGO BOARD OPTIONS EXCHANGE
BOX
8,195,184
7,613,582
9,076,136
8,580,403
10,295,730
9,203,717
13,367,553
14,747,302
9,128,165
13,458,663
15,773,673
10,357,231
129,797,339
Page 3
TOTAL
CBOE Share
197,577,509
31%
183,249,640
33%
228,595,638
36%
196,883,295
35%
229,227,230
34%
223,771,463
33%
265,867,612
33%
294,211,443
36%
203,411,204
33%
291,994,503
30%
310,801,122
31%
237,235,559
30%
2,862,826,218
33%
2007 MARKET STATISTICS
EQUITY OPTIONS - 2007
Equity Options Contract Volume
During 2007, 501 million equity contracts were traded on the CBOE, representing
options on 50.1 billion shares of underlying stock.
Trading
Average Daily
Contract Volume
Month
Days
Call
Put
Total
Volume
Jan
20
23,426,434
14,028,109
37,454,543
1,872,727
Feb
19
20,562,328
13,740,100
34,302,428
1,805,391
Mar
22
22,826,090
17,482,307
40,308,397
1,832,200
Apr
20
24,520,923
15,213,702
39,734,625
1,986,731
May
22
27,423,482
16,073,363
43,496,845
1,977,129
Jun
21
23,256,854
14,257,675
37,514,529
1,786,406
Jul
21
28,365,318
17,761,111
46,126,429
2,196,497
Aug
23
28,250,874
21,140,939
49,391,813
2,147,470
Sep
19
20,879,034
13,601,760
34,480,794
1,814,779
Oct
23
32,112,507
19,665,024
51,777,531
2,251,197
Nov
21
28,900,798
20,290,344
49,191,142
2,342,435
Dec
20
22,578,836
14,606,801
37,185,637
1,859,282
Total
251
303,103,478 197,861,235
500,964,713
1,995,875
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 2007, open interest in equity options on CBOE was 219,737,693 contracts.
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Call
79,649,047
87,018,418
94,631,473
98,259,103
107,372,707
110,531,207
115,168,005
118,306,811
115,667,559
124,560,745
130,375,893
124,228,333
--
Open Interest
Put
61,432,453
68,829,769
74,701,183
75,816,255
81,996,119
84,849,752
89,729,515
92,909,245
89,655,737
96,688,216
99,809,490
95,509,360
--
CHICAGO BOARD OPTIONS EXCHANGE
Total
141,081,500
155,848,187
169,332,656
174,075,358
189,368,826
195,380,959
204,897,520
211,216,056
205,323,296
221,248,961
230,185,383
219,737,693
--
Call
$6,848,567,814
$5,253,453,064
$5,245,608,418
$6,399,355,235
$7,283,141,214
$6,758,743,999
$9,663,104,130
$9,080,930,227
$6,984,970,027
$14,500,274,912
$12,923,606,133
$13,964,814,028
$104,906,569,202
Dollar Volume
Put
$2,771,559,666
$2,780,065,359
$4,137,908,909
$3,070,746,990
$2,608,165,617
$2,353,217,968
$3,263,512,737
$6,418,592,632
$3,149,122,913
$4,662,597,210
$7,255,110,068
$3,265,719,899
$45,736,319,968
Page 4
Total
$9,620,127,481
$8,033,518,423
$9,383,517,327
$9,470,102,224
$9,891,306,831
$9,111,961,967
$12,926,616,867
$15,499,522,860
$10,134,092,940
$19,162,872,121
$20,178,716,202
$17,230,533,927
$150,642,889,170
2007 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
$292
$198
$257
$255
$202
$234
$230
$237
$233
$261
$202
$238
$266
$162
$227
$291
$165
$243
$341
$184
$280
$321
$304
$314
$335
$232
$294
$452
$237
$370
$447
$358
$410
$618
$224
$463
$346
$231
$301
Call
13
12
14
13
13
13
13
14
13
12
13
14
14
Average Contracts Per Trade
Put
22
26
29
23
27
32
34
33
30
25
29
28
25
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 2007.
At year-end there were 2,203 listed equity options at CBOE.
Cleared Equity Options Volume
Month
CBOE
AMEX
PHLX
ARCA
ISE
Jan
37,454,543
15,152,844
25,131,278
22,509,666
46,419,558
Feb
34,302,428
12,654,180
21,645,113
18,593,504
40,266,208
Mar
40,308,397
14,477,004
24,124,557
19,589,491
44,813,800
Apr
39,734,625
13,455,836
22,991,159
18,660,930
44,216,275
May
43,496,845
13,932,352
25,712,882
20,928,777
52,842,285
Jun
37,514,529
12,879,926
25,895,687
18,358,957
46,217,497
Jul
46,126,429
14,698,072
32,395,121
20,357,900
56,886,298
Aug
49,391,813
12,994,530
27,698,137
21,924,834
55,699,137
Sep
34,480,794
9,844,372
22,828,671
16,946,810
42,668,690
Oct
51,777,531
15,052,679
35,375,962
28,307,381
65,526,856
Nov
49,191,142
14,578,203
33,829,057
27,951,235
62,826,098
Dec
37,185,637
9,220,327
33,830,612
25,269,948
44,978,947
Total
500,964,713 158,940,325 331,458,236
259,399,433
603,361,649
CHICAGO BOARD OPTIONS EXCHANGE
Page 5
Total
15
16
18
15
16
17
17
19
16
15
17
18
17
BOX
6,779,821
6,083,084
6,859,783
6,891,822
7,314,356
6,544,986
9,749,107
10,063,581
6,634,739
9,366,673
11,572,216
7,649,205
95,509,373
Call
1,844,577
1,656,176
1,676,525
1,914,073
2,096,190
1,789,553
2,196,420
1,957,149
1,661,565
2,694,272
2,153,948
1,574,709
22,012,330
Transactions
Put
633,602
537,245
596,514
656,714
602,306
449,745
528,004
648,633
458,738
801,248
692,721
521,706
7,904,346
Total
2,478,180
2,193,421
2,273,039
2,570,787
2,698,495
2,239,298
2,724,424
2,605,782
2,120,303
3,495,520
2,846,669
2,096,415
29,916,676
CBOE
TOTAL
Market Share
153,447,710
24%
133,544,517
26%
150,173,032
27%
145,950,647
27%
164,227,497
26%
147,411,582
25%
180,212,927
26%
177,772,032
28%
133,404,076
26%
205,407,082
25%
199,947,951
25%
158,134,676
24%
1,949,633,729
26%
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
2,850,963
2,358,419
2,669,037
3,140,989
3,163,441
2,182,779
1,960,717
1,654,660
1,042,037
1,848,585
1,903,358
1,603,846
26,378,831
Contract Volume
Put
1,647,656
1,692,724
2,023,330
2,025,772
2,010,226
1,435,353
1,394,217
1,281,831
840,294
1,087,901
1,448,246
1,206,388
18,093,938
Total
4,498,619
4,051,143
4,692,367
5,166,761
5,173,667
3,618,132
3,354,934
2,936,491
1,882,331
2,936,486
3,351,604
2,810,234
44,472,769
Average Daily
Volume
224,931
213,218
213,289
258,338
235,167
172,292
159,759
127,674
99,070
127,673
159,600
140,512
177,182
Open Interest in Contracts
Call
Put
5,969,377
5,014,310
7,131,268
5,885,881
8,609,788
7,293,684
45,424,301
36,463,412
33,174,204
26,680,000
28,851,143
23,494,483
17,691,545
14,125,135
19,823,414
15,839,560
21,569,389
17,111,108
24,493,323
19,480,478
27,522,456
21,934,975
29,861,284
23,868,373
---
Total
10,983,687
13,017,149
15,903,472
81,887,713
59,854,204
52,345,626
31,816,680
35,662,974
38,680,497
43,973,801
49,457,431
53,729,657
--
Dollar Volume
Total
$1,987,329,457
$1,739,568,072
$1,921,301,249
$2,006,401,898
$2,070,399,137
$1,580,108,544
$1,863,972,022
$1,760,316,020
$1,130,042,795
$2,088,441,051
$2,306,641,382
$1,832,400,246
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
22
20
22
21
21
23
19
23
21
20
251
Average Premium Per Contract
Call
Put
Total
$516
$314
$442
$503
$326
$429
$456
$348
$409
$462
$274
$388
$470
$291
$400
$508
$328
$437
$675
$387
$556
$619
$574
$599
$682
$499
$600
$796
$567
$711
$702
$670
$688
$694
$596
$652
$565
$408
$501
CHICAGO BOARD OPTIONS EXCHANGE
Call
16
14
15
15
15
14
16
16
13
14
14
14
15
Average Contracts Per Trade
Put
22
22
22
22
24
22
26
23
25
21
21
24
23
Page 6
Total
18
16
17
17
18
17
19
18
16
16
16
17
17
Call
177,077
172,061
181,536
213,482
205,326
150,657
123,488
104,241
81,061
129,249
135,823
113,294
1,787,295
Transactions
Put
74,335
76,015
91,045
92,062
83,408
64,877
54,093
55,715
33,749
52,226
67,884
49,468
794,877
Total
251,412
248,076
272,581
305,544
288,734
215,534
177,581
159,956
114,810
181,475
203,707
162,762
2,582,172
2007 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
22
20
22
21
21
23
19
23
21
20
251
Contract Volume
Average Daily
Call
Put
Total
Total
44,734
171,064
215,798
10,790
98,944
140,989
239,933
12,628
40,486
191,434
231,920
10,542
52,440
241,944
294,384
14,719
65,040
67,874
132,914
6,042
44,650
139,595
184,245
8,774
25,241
86,839
112,080
5,337
82,670
104,056
186,726
8,119
28,963
94,078
123,041
6,476
35,134
7,318
42,452
1,846
26,387
10,397
36,784
1,752
18,202
139,900
158,102
7,905
562,891 1,395,488 1,958,379
7,802
Call
354,397
391,578
439,690
380,274
396,468
461,326
465,218
587,487
652,052
437,946
431,732
452,504
--
Open Interest
Put
216,330
296,788
285,719
243,630
241,445
255,771
244,093
347,383
332,032
290,577
328,620
375,411
--
Total
570,727
688,366
725,409
623,904
637,913
717,097
709,311
934,870
984,084
728,523
760,352
827,915
--
Total Dollar
Volume
$451,083,570
$489,249,330
$618,563,470
$532,490,275
$108,465,040
$99,358,145
$84,896,535
$57,134,855
$85,521,560
$35,690,400
$13,090,495
$69,389,925
$2,644,933,600
Call
222
242
139
126
172
93
89
137
92
84
86
44
1,526
Transactions
Put
246
238
229
268
119
152
129
119
22
26
19
104
1,671
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
22
20
22
21
21
23
19
23
21
20
251
Average Premium Per Contract
Call
Put
Total
$224
$2,578
$2,090
$976
$2,785
$2,039
$91
$3,212
$2,667
$167
$2,165
$1,809
$411
$1,204
$816
$241
$635
$539
$242
$907
$757
$271
$334
$306
$1,123
$563
$695
$973
$207
$841
$321
$446
$356
$270
$461
$439
$471
$1,705
$1,351
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
202
695
461
409
592
500
291
836
630
416
903
747
378
570
457
480
918
752
284
673
514
603
874
729
315
4,276
1,079
418
281
386
307
547
350
414
1,345
1,068
369
835
613
Page 7
Total
468
480
368
394
291
245
218
256
114
110
105
148
3,197
2007 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
ABMD
ABH
ACAD
ACN
LEND
ACE
ACGY
ACOR
ATVI
ARXT
ADPT
ADCT
ADBE
ADLR
AATI
EYE
AMD
ANX
ARO
AES
AET
ACS
AMG
AFFX
AFL
AG
A
AEM
AGU
APD
AYR
AAI
AKS
AKAM
AL
ALU
AA
ACL
ALXN
ALKS
AYE
ATI
AGN
ATK
AW
ALD
ALTH
MDRX
ALL
AT
ALO
ALTR
MO
ACH
ALVR
AMAG
AMZN
Contract Volume
Total
Call
8,155
6,793
73,420
41,480
4,083
3,502
3,637
3,330
8,026
7,067
56,917
29,200
13,747
8,840
673
456
14,578
1,324
771
533
5,660
3,547
71,237
47,571
1,541
1,328
1,802
1,265
368
205
8,745
6,173
2,028
1,722
1,698
1,469
7,969
5,875
22,535
14,255
445
375
50
30
12,514
3,212
481,853
237,776
3,783
2,875
4,406
4,050
10,164
8,103
23,576
13,680
4,117
3,513
3,900
2,151
5,152
3,330
5,274
3,523
418
357
8,525
5,191
20,319
14,408
1,913
1,231
4,668
2,175
2,555
1,921
14,618
13,393
50,179
21,895
30,914
19,915
14,589
9,452
75,412
66,166
145,276
115,878
2,806
1,457
9,915
7,949
2,332
1,024
2,285
1,182
20,944
12,478
3,176
2,489
3,060
2,141
24,176
12,619
11,837
5,044
252
212
3,603
1,737
19,871
9,787
26,157
21,554
1,528
1,267
11,495
6,056
632,239
516,088
895
485
7,595
4,808
3,142
2,970
176,346
108,162
Stock
3Com Corporation
3M Company
4Kids Entertainment, Inc.
99 Cents Only Stores
Abaxis, Inc.
Abbott Laboratories
Abercrombie & Fitch Company
ABIOMED, Inc.
AbitibiBowater, Inc.
Acadia Pharmaceuticals, Inc.
Accenture Ltd-CL A
Accredited Home Lenders Holding Company
ACE, Ltd.
Acergy S.A.
Acorda Therapeutics, Inc.
Activision, Inc.
Adams Respiratory Therapeutics, Inc.
Adaptec, Inc.
ADC Telecommunications, Inc.
Adobe Systems, Inc.
Adolor Corporation
Advanced Analogic Technologies, Inc.
Advanced Medical Optics, Inc.
Advanced Micro Devices, Inc.
ADVENTRX Pharmaceuticals, Inc.
Aeropostale, Inc.
AES Corporation
Aetna, Inc.
Affiliated Computer Services, Inc.
Affiliated Managers Group, Inc.
Affymetrix, Inc.
AFLAC Incorporated
AGCO Corporation
Agilent Technologies, Corporation
Agnico-Eagle Mines Ltd.
Agrium, Inc.
Air Products & Chemicals, Inc.
Aircastle Limited
Airtran Holdings, Inc.
AK Steel Holding Corporation
Akamai Technologies, Inc.
Alcan, Inc.
Alcatel-Lucent
ALCOA, Inc.
Alcon, Inc.
Alexion Pharmaceuticals, Inc.
Alkermes, Inc.
Allegheny Energy, Inc.
Allegheny Technologies, Inc.
Allergan, Inc.
Alliant Techsystems, Inc.
Allied Waste Industries, Inc.
Alllied Capital Corporation
Allos Therapeutics, Inc.
Allscripts Healthcare Solutions, Inc.
Allstate Corporation (The)
ALLTEL Corporation
Alpharma, Inc. (Class A)
Altera Corporation
Altria Group, Inc.
Aluminum Corporation of China
Alvarion Limited
AMAG Pharmaceutcals, Inc.
Amazon.Com, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 8
Put
1,362
31,940
581
307
959
27,717
4,907
217
13,254
238
2,113
23,666
213
537
163
2,572
306
229
2,094
8,280
70
20
9,302
244,077
908
356
2,061
9,896
604
1,749
1,822
1,751
61
3,334
5,911
682
2,493
634
1,225
28,284
10,999
5,137
9,246
29,398
1,349
1,966
1,308
1,103
8,466
687
919
11,557
6,793
40
1,866
10,084
4,603
261
5,439
116,151
410
2,787
172
68,184
Average Daily Volume
Total
Call
Put
32
27
5
293
165
127
16
14
2
14
13
1
32
28
4
227
116
110
55
35
20
3
2
1
331
30
301
3
2
1
23
14
8
284
190
94
6
5
1
7
5
2
1
1
1
35
25
10
8
7
1
7
6
1
32
23
8
90
57
33
2
1
0
0
0
0
50
13
37
1,920
947
972
15
11
4
18
16
1
40
32
8
94
55
39
16
14
2
16
9
7
21
13
7
21
14
7
2
1
0
34
21
13
81
57
24
8
5
3
19
9
10
10
8
3
58
53
5
200
87
113
123
79
44
58
38
20
300
264
37
579
462
117
11
6
5
40
32
8
9
4
5
9
5
4
83
50
34
13
10
3
12
9
4
96
50
46
47
20
27
1
1
0
14
7
7
79
39
40
104
86
18
6
5
1
46
24
22
2,519
2,056
463
4
2
2
30
19
11
13
12
1
703
431
272
2007 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
ABK
DOX
AMED
AMX
AXL
ACLI
AEO
AEP
AXP
AIG
AMMD
AOB
APCC
AMSC
AMT
ACF
AGP
ABC
AMGN
AMKR
AMR
AFSI
AMLN
APC
ANAD
ADI
ANDW
ANPI
AU
BUD
AXE
NLY
ANN
AGEN
AOC
APA
SIL
APOL
APPX
AAPL
CRA
ABI
AMAT
AHG
AQNT
MT
ACI
ADM
ARNA
ARD
ARIA
AH
ARRS
ARM
ASA
ASH
ASML
ASPV
AIZ
AZN
T
AGIX
ATMI
ATPG
Contract Volume
Total
Call
19,368
5,796
11,825
5,679
2,055
1,512
101,179
90,337
122,475
17,686
263
223
15,256
10,990
2,774
1,838
129,383
93,166
179,763
95,132
610
504
65,661
45,722
157
62
19,970
17,597
8,858
4,098
13,944
6,309
1,133
666
3,627
2,194
243,045
159,911
33,403
12,103
241,806
106,447
7,077
7,072
32,500
22,199
107,112
62,306
475
260
13,574
8,231
4,126
3,191
4,730
4,217
4,833
3,431
71,549
58,587
375
320
9,933
6,599
11,436
9,106
1,570
1,427
2,809
1,588
37,514
22,446
14,541
12,361
8,556
2,959
2,847
1,983
1,044,885
314,582
1,735
1,236
3,267
2,799
62,907
37,143
7,529
3,308
6,905
4,254
18,821
13,013
28,239
18,504
64,232
35,712
2,588
2,016
672
612
7,434
5,120
14,573
13,813
7,037
6,486
2,852
2,323
2,442
1,812
3,012
1,436
1,715
1,513
1,536
1,336
919
482
4,440
2,424
164,306
108,542
65,163
36,042
270
175
4,943
4,602
Stock
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.
American Electric Power Company, Inc.
American Express Company
American International Group, Inc.
American Medical Systems Holdings, Inc.
American Oriental Bioengineering, Inc.
American Power Conversion Corporation
American Superconductor Corp.
American Tower Corporation CLA
AmeriCredit Corporation
AMERIGROUP Corporation
AmerisourceBergen Corporation
Amgen, Inc.
Amkor Technology, Inc.
AMR Corporation
Amtrust Financial Services, Inc.
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
ANADIGICS, Inc.
Analog Devices, Inc.
Andrew Corporation
Angiotech Pharmaceuticals, Inc.
AngloGold Ashanti Limited ADS
Anheuser-Busch Companies, Inc.
Anixter International, Inc.
Annaly Capital Management, Inc.
AnnTaylor Stores Corporation
Antigenics, Inc.
AON Corporation
Apache Corporation
Apex Silver Mines Limited
Apollo Group, Inc.
APP Pharmaceuticals, 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.
Arena Resources, Inc.
ARIAD Pharmaceuticals, Inc.
Armor Holdings, Inc.
Arris Group, Inc.
ArvinMeritor, Inc.
ASA Limited
Ashland, Inc.
ASM Holding N.V.
Aspreva Pharmaceuticals Corporation
Assurant, Inc.
AstraZeneca plc ADS
AT&T Corporation
AtheroGenics, Inc.
ATMI, Inc.
ATP Oil & Gas Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 9
Put
13,572
6,146
543
10,842
104,789
40
4,266
936
36,217
84,631
106
19,939
95
2,373
4,760
7,635
467
1,433
83,134
21,300
135,359
5
10,301
44,806
215
5,343
935
513
1,402
12,962
55
3,334
2,330
143
1,221
15,068
2,180
5,597
864
730,303
499
468
25,764
4,221
2,651
5,808
9,735
28,520
572
60
2,314
760
551
529
630
1,576
202
200
437
2,016
55,764
29,121
95
341
Average Daily Volume
Total
Call
Put
77
23
54
47
23
24
8
6
2
403
360
43
488
70
417
1
1
0
61
44
17
11
7
4
515
371
144
716
379
337
2
2
0
262
182
79
1
0
0
80
70
9
35
16
19
56
25
30
5
3
2
14
9
6
968
637
331
133
48
85
963
424
539
59
59
0
129
88
41
427
248
179
2
1
1
54
33
21
16
13
4
19
17
2
19
14
6
285
233
52
1
1
0
40
26
13
46
36
9
6
6
1
11
6
5
149
89
60
58
49
9
34
12
22
11
8
3
4,163
1,253
2,910
7
5
2
13
11
2
251
148
103
30
13
17
28
17
11
75
52
23
113
74
39
256
142
114
10
8
2
3
2
0
30
20
9
58
55
3
28
26
2
11
9
2
10
7
3
12
6
6
7
6
1
6
5
1
4
2
2
18
10
8
655
432
222
260
144
116
1
1
0
20
18
1
2007 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
ATW
AUDC
ADSK
ADP
AN
AZO
AUXL
AVNR
AV
AVY
AVII
AVID
CAR
AVT
AVCT
AVP
BIDU
BHI
BLL
BLDP
BYI
BBD
BAC
RATE
BKUNA
BCR
BKS
ABX
BOL
BAX
BBT
BCE
BEAS
BSC
BZH
BEBE
BBBY
BMS
BBY
BHP
BBG
BIIB
BMRN
BMET
PDLI
BIOS
BSTE
BVF
BSG
BJS
BDK
BBBB
HRB
BBI
BCSI
NILE
BMC
BA
BGP
BWA
BORL
BXP
BSX
BYD
Contract Volume
Total
Call
1,784
1,525
2,366
2,056
10,809
4,461
13,565
7,550
1,460
847
6,054
3,971
1,149
732
3,957
2,641
15,068
13,748
2,596
1,552
4,951
4,454
2,444
1,336
10,849
8,683
2,762
1,174
407
253
8,158
2,831
66,733
44,203
37,055
15,438
1,029
520
1,336
1,131
2,948
1,875
17,302
5,755
476,181
309,654
689
524
11,661
4,742
991
542
4,948
4,387
71,134
50,416
22,894
19,596
12,085
9,351
8,191
4,989
664
494
62,343
48,330
50,398
23,483
98,438
36,204
637
563
14,049
7,861
655
244
198,534
124,650
40,113
24,289
115
62
20,969
13,565
7,932
4,755
13,845
7,998
46,950
41,603
688
522
2,103
1,291
9,665
6,558
4,334
4,329
23,800
14,110
4,459
1,754
51
31
23,232
5,972
33,358
20,661
1,570
1,272
5,894
2,525
2,447
1,181
90,737
57,310
11,299
11,131
1,218
791
1,321
380
545
342
148,601
97,406
16,428
11,765
Stock
Atwood Oceanics, Inc.
AudioCodes Ltd.
Autodesk, Inc.
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
Auxilium Pharmaceuticals, Inc.
Avanir Pharmaceuticals
Avaya, Inc.
Avery Dennison Corporation
AVI BioPharma, Inc. (New)
Avid Technology, Inc.
Avis Budget Group, Inc.
Avnet, Inc.
Avocent Corp.
Avon Products, Inc.
Baidu.com
Baker Hughes, Incorporated
Ball Corporation
Ballard Power Systems, Inc.
Bally Technologies, Inc.
Banco Bradesco
Bank of America Corporation
Bankrate, Inc.
BankUnited Financial Corporation
Bard (C.R.), Inc.
Barnes & Noble, Inc.
Barrick Gold Corporation
Bausch & Lomb Incorporated
Baxter International, Inc.
BB&T Corporation
BCE, Inc.
BEA Systems, Inc.
Bear Stearns Companies, Inc. (The)
Beazer Homes USA, Inc.
bebe stores, inc.
Bed Bath & Beyond, Inc.
Bemis Company
Best Buy Co., Inc.
BHP Billiton Limited
Bill Barrett Corporation
BIOGEN IDEC, Inc.
BioMarin Pharmaceutical, Inc.
Biomet, Inc.
BioPharma, Inc.
BioScripp, Inc.
Biosite, Inc.
Biovail Corporation International
BISYS Group, Inc. (The)
BJ Services Company
Black & Decker Corporation (The)
Blackboard, Inc.
Block (H & R), Inc.
Blockbuster Inc.-Cl A
Blue Coat Systems, Inc.
Blue Nile, Inc.
BMC Software, Inc.
Boeing Company (The)
Borders Group, Inc.
BorgWarner, Inc.
Borland Software Corporation
Boston Properties, Inc.
Boston Scientific Corporation
Boyd Gaming Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 10
Put
259
310
6,348
6,015
613
2,083
417
1,316
1,320
1,044
497
1,108
2,166
1,588
154
5,327
22,530
21,617
509
205
1,073
11,547
166,527
165
6,919
449
561
20,718
3,298
2,734
3,202
170
14,013
26,915
62,234
74
6,188
411
73,884
15,824
53
7,404
3,177
5,847
5,347
166
812
3,107
5
9,690
2,705
20
17,260
12,697
298
3,369
1,266
33,427
168
427
941
203
51,195
4,663
Average Daily Volume
Total
Call
Put
7
6
1
9
8
1
43
18
25
54
30
24
6
3
2
24
16
8
5
3
2
16
11
5
60
55
5
10
6
4
20
18
2
10
5
4
43
35
9
11
5
6
2
1
1
33
11
21
266
176
90
148
62
86
4
2
2
5
5
1
12
7
4
69
23
46
1,897
1,234
663
3
2
1
46
19
28
4
2
2
20
17
2
283
201
83
91
78
13
48
37
11
33
20
13
3
2
1
248
193
56
201
94
107
392
144
248
3
2
0
56
31
25
3
1
2
791
497
294
160
97
63
0
0
0
84
54
29
32
19
13
55
32
23
187
166
21
3
2
1
8
5
3
39
26
12
17
17
0
95
56
39
18
7
11
0
0
0
93
24
69
133
82
51
6
5
1
23
10
13
10
5
5
362
228
133
45
44
1
5
3
2
5
2
4
2
1
1
592
388
204
65
47
19
2007 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
BP
BZP
BMY
BRCM
BRCD
BAM
BC
BUCY
BBW
BG
BNI
BOBJ
CHRW
CA
CVC
COG
CAI
CDNS
CCJ
CAM
CPB
CNQ
COF
CSE
CPST
CAH
CECO
CCL
CAT
CBG
CBRL
CBS
CHINA
CLS
CELG
CEGE
CTIC
CX
CTX
CENX
CTL
CEPH
CPHD
CRDN
CERN
CF
CGV
CHB
CHAP
CHRS
CHTR
CHKP
CKFR
CEM
LNG
CHK
CVX
CBI
PLCE
LFC
CMED
CHL
CN
SNP
Contract Volume
Total
Call
35,399
25,096
58
58
616,045
409,895
76,810
55,293
12,913
11,703
2,202
1,518
12,242
11,151
3,013
1,516
3,014
1,772
13,226
6,079
26,761
17,805
10,847
7,628
7,791
6,460
6,798
5,437
13,257
9,496
8,742
8,475
1,405
252
2,089
1,381
87,587
66,018
7,496
4,947
1,230
865
10,867
6,959
46,486
29,111
1,594
690
62
62
14,989
11,306
6,151
2,820
10,791
4,614
125,101
69,962
899
764
1,468
763
54,253
51,536
19,088
15,764
5,554
2,434
83,451
54,339
22,803
17,986
6,645
6,243
38,759
26,956
49,054
14,367
2,955
1,967
2,000
1,500
18,600
14,030
7,011
5,547
10,327
7,907
1,951
1,339
1,984
1,393
2,609
1,100
10,212
6,676
2,250
896
344
237
31,693
29,082
7,398
4,886
7,942
2,845
2,112
1,144
48,738
44,917
183,808
150,129
152,120
102,537
1,747
1,422
3,356
2,239
26,400
16,514
15,212
10,192
1,260
948
20
20
431
226
Stock
BP p.l.c.
BPZ Energy, Inc.
Bristol-Myers Squibb Company
Broadcom, Inc.
Brocade Communications Systems, Inc.
Brookfield Asset Management, Inc.
Brunswick Corporation
Bucyrus International, Inc. Cl A
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.
CACI International, Inc. Class A
Cadence Design Systems, Inc.
Cameco Corporation
Cameron International Corporation
Campbell Soup Company
Canadian Natural Resources Ltd.
Capital One Financial Corporation
CapitalSource, Inc.
Capstone Turbine Corporation (New)
Cardinal Health, Inc.
Career Education Corporation
Carnival Corporation (Class A)
Caterpillar, Inc.
CB Richard Ellis Group, Inc.
CBRL Group, Inc.
CBS Corporation
CDC Corporation Cl A
Celestica, Inc.
Celgene Corporation
Cell Genesys, Inc.
Cell Therapeutics, Inc.
Cemex, S.A.B. de C.V.
CENTEX Corporation
Century Aluminum Company (New)
Centurytel, Inc.
Cephalon, Inc.
Cepheid, Inc.
Ceradyne, Inc.
Cerner Corporation
CF Industries Holdings, Inc.
CGV Veritas
Champion Enterprises, Inc. (New)
Chaparral Steel Company
Charming Shoppes, Inc.
Charter Communications, Inc.
Check Point Software Technologies Ltd.
Checkfree Corporation
Chemtura Corporation
Cheniere Energy, Inc.
Chesapeake Energy Corporation
Chevron Corporation
Chicago Bridge & Iron Company N.V.
Children's Place
China Life Insurance Co., Ltd.
China Medical Technologies, Inc.
China Mobile Limited
China Netcom Group Corporation Limited
China Petroleum and Chemical Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 11
Put
10,303
0
206,150
21,517
1,210
684
1,091
1,497
1,242
7,147
8,956
3,219
1,331
1,361
3,761
267
1,153
708
21,569
2,549
365
3,908
17,375
904
0
3,683
3,331
6,177
55,139
135
705
2,717
3,324
3,120
29,112
4,817
402
11,803
34,687
988
500
4,570
1,464
2,420
612
591
1,509
3,536
1,354
107
2,611
2,512
5,097
968
3,821
33,679
49,583
325
1,117
9,886
5,020
312
0
205
Average Daily Volume
Total
Call
Put
141
100
41
0
0
0
2,454
1,633
821
306
220
86
51
47
5
9
6
3
49
44
4
12
6
6
12
7
5
53
24
28
107
71
36
43
30
13
31
26
5
27
22
5
53
38
15
35
34
1
6
1
5
8
6
3
349
263
86
30
20
10
5
3
1
43
28
16
185
116
69
6
3
4
0
0
0
60
45
15
25
11
13
43
18
25
498
279
220
4
3
1
6
3
3
216
205
11
76
63
13
22
10
12
332
216
116
91
72
19
83
78
5
154
107
47
195
57
138
12
8
4
8
6
2
74
56
18
28
22
6
41
32
10
8
5
2
12
8
3
11
5
6
41
27
14
9
4
5
1
1
0
126
116
10
29
19
10
32
11
20
8
5
4
194
179
15
732
598
134
606
409
198
7
6
1
13
9
4
105
66
39
61
41
20
5
4
1
0
0
0
2
1
1
2007 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
CHU
CMG
CQB
CPS
CB
CIEN
CI
XEC
CTAS
CC
CRUS
CSCO
CIT
C
CZN
CTXS
CKR
CCU
CCO
CLWR
CLF
CLX
CME
CMS
CNA
CNET
CEO
COH
KO
CCE
CDE
CCOI
COGT
CTSH
COGN
CSTR
COLY
CL
PSS
COLM
CMCSK
CMCSA
CMA
CBH
CTV
CYH
RIO
CCRT
CSC
CPWR
COGO
CMTL
CMVT
CAG
COP
CONR
CNO
CNX
ED
STZ
CEG
CAL
COO
CTB
Contract Volume
Call
98
65
4,587
2,405
5,571
1,098
2,428
1,534
2,547
1,852
25,213
18,387
7,606
4,779
3,318
2,019
267
34
46,885
34,571
4,256
3,499
295,658
183,733
25,770
16,036
825,154
543,192
2,781
1,897
10,661
8,063
1,074
423
44,157
29,189
1,158
400
11,568
5,005
12,246
7,950
3,435
2,411
9,955
5,320
2,371
1,793
1,445
1,024
1,092
320
131
41
38,433
20,313
116,623
81,829
14,027
11,412
130,345
116,610
4,066
2,538
215
139
10,060
7,252
40,940
33,187
1,902
1,600
3,713
2,430
6,901
3,334
2,321
974
377
246
19,154
15,605
69,363
55,611
4,742
3,500
14,461
9,987
52
32
5,073
5,028
224,168
153,347
9,640
6,202
5,673
2,226
3,237
2,739
1,827
1,478
1,628
1,027
121
111
4,479
2,803
278,818
196,089
91
81
8,033
4,832
42,715
31,060
5,230
3,586
3,523
2,678
10,137
6,174
84,577
38,829
4,169
2,305
3,716
2,041
Stock
Total
China Unicom Limited
Chipotle Mexican Grill, Inc.
Chiquita Brands International, Inc.
ChoicePoint, Inc.
Chubb Corporation (The)
Ciena Corporation
CIGNA Corporation
Cimarex Energy Co.
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.
CKE Restaurants, Inc.
Clear Channel Communications, Inc.
Clear Channel Outdoor Holdings, Inc.
Clearwire Corporation
Cleveland-Cliffs, Inc.
Clorox Company (The)
CME Group, Inc.
CMS Energy Corporation
CNA Financial Corporation
CNET Networks, Inc.
CNOOC Limited
Coach, Inc.
Coca-Cola Company (The)
Coca-Cola Enterprises, Inc.
Coeur d' Alene Mines Corp.
Cogent Communications Group, Inc.
Cogent, Inc.
Cognizant Technology Solutions Corporation
Cognos, Incorporated
Coinstar, Inc.
Coley Pharmaceutical Group, Inc.
Colgate-Palmolive Company
Collective Brands, Inc.
Columbia Sportwear Company
Comcast Corporation (Special Class A)
Comcast Corporation Class A
Comerica Incorporated
Commerce Bancorp, Inc.
Commscope, Inc.
Community Health Systems, Inc. (New)
Companhia Vale do Rio Doce
CompuCredit Corporation
Computer Sciences Corporation
Compuware Corporation
Comtech Group, Inc.
Comtech Telecommunication Corp.
Comverse Technology, Inc.
ConAgra, Inc.
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
CHICAGO BOARD OPTIONS EXCHANGE
Page 12
Put
33
2,182
4,473
894
695
6,826
2,827
1,299
233
12,314
757
111,925
9,734
281,962
884
2,598
651
14,968
758
6,563
4,296
1,024
4,635
578
421
772
90
18,120
34,794
2,615
13,735
1,528
76
2,808
7,753
302
1,283
3,567
1,347
131
3,549
13,752
1,242
4,474
20
45
70,821
3,438
3,447
498
349
601
10
1,676
82,729
10
3,201
11,655
1,644
845
3,963
45,748
1,864
1,675
Average Daily Volume
Total
Call
Put
0
0
0
18
10
9
22
4
18
10
6
4
10
7
3
100
73
27
30
19
11
13
8
5
1
0
1
187
138
49
17
14
3
1,178
732
446
103
64
39
3,287
2,164
1,123
11
8
4
42
32
10
4
2
3
176
116
60
5
2
3
59
25
33
49
32
17
14
10
4
40
21
18
9
7
2
6
4
2
4
1
3
1
0
0
153
81
72
465
326
139
56
45
10
519
465
55
16
10
6
1
1
0
40
29
11
163
132
31
8
6
1
22
14
8
27
13
14
9
4
5
2
1
1
76
62
14
276
222
55
19
14
5
58
40
18
0
0
0
20
20
0
893
611
282
38
25
14
23
9
14
13
11
2
7
6
1
6
4
2
0
0
0
18
11
7
1,111
781
330
0
0
0
32
19
13
170
124
46
21
14
7
14
11
3
40
25
16
337
155
182
17
9
7
15
8
7
2007 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
CPRT
CLB
COCO
GLW
EXBD
CORS
COST
CFC
CVD
CVA
CVH
CMOS
CREE
CROX
CCI
CCK
KRY
CSGS
CSX
CBST
CMI
CMLS
CVTX
CVS
CYBX
CYMI
CYPB
CY
CYT
DHI
DAI
DAKT
DHR
DVA
DF
DCGN
DE
DELL
DAL
DPTR
DNDN
DT
DVN
DO
DSX
DKS
DBD
DRIV
DDS
DIOD
DFS
DCEL
DG
D
UFS
RRD
DRL
HILL
DOW
DJ
DWA
DRC
DRS
DRYS
Contract Volume
Call
694
361
777
494
679
452
114,034
74,507
817
191
2,972
1,609
23,525
14,772
240,083
107,890
876
528
6,460
5,212
9,288
7,940
2,297
2,160
26,720
20,123
52,639
35,893
1,243
820
5,842
4,587
22,831
19,974
2,707
1,989
59,515
51,015
8,945
7,656
10,210
4,917
444
404
13,810
11,217
103,405
72,286
2,943
2,245
1,221
818
67,714
16,050
85,520
58,434
90
34
81,942
34,492
18,551
13,020
1,130
927
5,484
2,300
7,614
6,740
6,333
3,339
1,694
1,480
27,721
18,356
223,019
116,054
1,819
1,167
10,271
7,974
580,016
423,153
5,565
3,713
44,087
25,201
27,807
16,253
1,404
966
2,759
1,471
272
129
11,703
4,714
5,334
3,103
1,114
790
3,515
1,140
2,929
2,375
22,054
21,237
5,955
3,803
160
160
76
56
7,665
7,635
3,116
3,052
49,239
30,359
3,947
2,020
3,766
2,699
2,301
1,564
893
794
12,419
9,605
Stock
Total
Copart, Inc.
Core Laboratories N.V.
Corinthian Colleges, Inc.
Corning, Incorporated
Corporate ExecutiveBoard Company
Corus Bankshares, Inc.
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.
Cumulus Media, Inc.- Cl A
CV Therapeutics, Inc.
CVS Caremark Corporation
Cyberonics, Inc.
Cymer, Inc.
Cypress Bioscience, Inc.
Cypress Semiconductor Corporation
Cytec Industries, Inc.
D.R. Horton, Inc.
Daimler AG
Daktronics, Inc.
Danaher Corporation
DaVita, Inc.
Dean Foods Company
deCODE Genetics, Inc. (New)
Deere & Company
Dell Computer Corp.
Delta Air Lines
Delta Petroleum Corporation
Dendreon Corporation
Deutsche Telekom AG ADR
Devon Energy Corporation
Diamond Offshore Drilling, Inc.
Diana Shipping, Inc.
Dick's Sporting Goods, Inc.
Diebold, Incorporated
Digital River, Inc.
Dillard Department Stores, Inc. (Class A)
Diodes Incorporated
Discover Financial Services
Dobson Communications Corp. (New)
Dollar General Corporation
Dominion Resources, Inc.
Domtar Corporation
Donnelley (R.R.) & Sons Company
Doral Financial Corp.
Dot Hill Systems Corp.
Dow Chemical Company (The)
Dow Jones & Company, Inc.
DreamWorks Animation SKG, Inc. Cl A
Dresser-Rand Group, Inc.
DRS Technologies, Inc.
DryShip, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 13
Put
333
283
227
39,527
626
1,363
8,753
132,193
348
1,248
1,348
137
6,597
16,746
423
1,255
2,857
718
8,500
1,289
5,293
40
2,593
31,119
698
403
51,664
27,086
56
47,450
5,531
203
3,184
874
2,994
214
9,365
106,965
652
2,297
156,863
1,852
18,886
11,554
438
1,288
143
6,989
2,231
324
2,375
554
817
2,152
0
20
30
64
18,880
1,927
1,067
737
99
2,814
Average Daily Volume
Total
Call
Put
3
1
1
3
2
1
3
2
1
454
297
157
3
1
2
12
6
5
94
59
35
957
430
527
3
2
1
26
21
5
37
32
5
9
9
1
106
80
26
210
143
67
5
3
2
23
18
5
91
80
11
11
8
3
237
203
34
36
31
5
41
20
21
2
2
0
55
45
10
412
288
124
12
9
3
5
3
2
270
64
206
341
233
108
0
0
0
326
137
189
74
52
22
5
4
1
22
9
13
30
27
3
25
13
12
7
6
1
110
73
37
889
462
426
11
7
4
41
32
9
2,311
1,686
625
22
15
7
176
100
75
111
65
46
6
4
2
11
6
5
1
1
1
47
19
28
21
12
9
4
3
1
28
9
19
12
9
2
88
85
3
24
15
9
1
1
0
0
0
0
31
30
0
12
12
0
196
121
75
16
8
8
15
11
4
9
6
3
4
3
0
49
38
11
2007 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
DSPG
DSW
DD
DUK
DRE
DY
DYN
ETFC
ELNK
EMN
EK
EBAY
ELON
DISH
ECLP
EPEX
EIX
EW
EP
ELN
ERTS
EDS
EQ
EMC
EMR
EMIS
ERJ
ELX
ECA
ENCY
ENDP
ESV
ETR
ENZ
ENZN
EOG
EPIX
EQIX
EQT
EOP
ERES
ERIC
ESMK
EVVV
EEE
ESLR
XCO
EXEL
EXC
EXPE
EXPD
ESRX
XJT
EXH
EXTR
XOM
FFIV
FIC
FCS
FFH
FNM
FRE
FDX
FEIC
Contract Volume
Total
Call
1,957
1,677
321
227
27,019
12,976
53,633
47,583
157
12
434
214
59,455
38,411
182,812
130,836
6,875
2,993
1,854
588
144,669
94,729
143,833
90,305
316
256
21,996
16,209
3,823
3,433
2,299
833
4,559
3,439
924
455
39,296
19,928
229,302
187,210
19,568
12,627
10,962
7,839
1,083
596
490,196
352,920
17,783
13,546
102
89
2,252
1,289
2,952
896
24,716
12,272
10,796
9,826
4,487
3,544
20,122
12,998
5,524
2,258
6,086
5,228
13,065
5,207
4,475
2,406
415
103
306
205
563
320
2,330
1,412
4,406
3,929
8,489
6,612
80
50
156
121
22,665
13,940
30,090
20,733
34
28
816
792
13,934
8,746
16,347
7,924
4,263
2,290
11,187
7,387
4,607
3,403
10
10
1,097
1,085
233,767
126,584
4,025
2,966
486
375
1,861
1,468
5,756
2,379
63,611
30,745
40,486
19,281
49,995
39,054
2,681
1,564
Stock
DSP Group
DSW, Inc.
du Pont (E.I.) de Nemours & Company
Duke Energy Company
Duke-Weeks Realty Investment, Inc.
Dycom Industries, Inc.
Dynegy, Inc.
E*Trade Financial Corporation
EarthLink, Inc.
Eastman Chemical Company
Eastman Kodak Company
eBay, Inc.
Echelon Corporation
EchoStar Communications Corporation
Eclipsys Corporation
Edge Petroleum Corporation
Edison International
Edward Lifesciences Corporation
El Paso Corporation
Elan Corporation PLC ADR
Electronic Arts, Inc.
Electronic Data Systems, Inc.
Embarq Corporation
EMC Corporation
Emerson Electric Company
Emisphere Technologies, Inc.
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.
EPIX Pharmaceuticals, Inc.
Equinix, Inc.
Equitable Resources, Inc.
Equity Office Properties Trust
eRESEARCH Technology, Inc.
Ericsson (L.M.) Telephone Co. ADR
Esmark, Inc.
ev3, Inc.
Evergreen Energy, Inc.
Evergreen Solar, Inc.
EXCO Resources, Inc.
Exelixis, Inc.
Exelon Corporation
Expedia, Inc. (New)
Expeditors International of Washington, Inc.
Express Scripts, Inc.-Cl A
ExpressJet Holdings, Inc.
Exterran Holdings, Inc.
Extreme Networks, Inc.
Exxon Mobil Corporation
F5 Networks, Inc.
Fair, Isaac, Inc.
Fairchild Semiconductor Int'l, Inc.
Fairfax Financial Holdings Limited
Fannie Mae
Federal Home Loan Mortgage Corp.
FedEx Corporation
FEI Company
CHICAGO BOARD OPTIONS EXCHANGE
Page 14
Put
280
94
14,043
6,050
145
220
21,044
51,976
3,882
1,266
49,940
53,528
60
5,787
390
1,466
1,120
469
19,368
42,092
6,941
3,123
487
137,276
4,237
13
963
2,056
12,444
970
943
7,124
3,266
858
7,858
2,069
312
101
243
918
477
1,877
30
35
8,725
9,357
6
24
5,188
8,423
1,973
3,800
1,204
0
12
107,183
1,059
111
393
3,377
32,866
21,205
10,941
1,117
Average Daily Volume
Total
Call
Put
8
7
1
1
1
0
108
52
56
214
190
24
1
0
1
2
1
1
237
153
84
728
521
207
27
12
15
7
2
5
576
377
199
573
360
213
1
1
0
88
65
23
15
14
2
9
3
6
18
14
4
4
2
2
157
79
77
914
746
168
78
50
28
44
31
12
4
2
2
1,953
1,406
547
71
54
17
0
0
0
9
5
4
12
4
8
98
49
50
43
39
4
18
14
4
80
52
28
22
9
13
24
21
3
52
21
31
18
10
8
2
0
1
1
1
0
2
1
1
9
6
4
18
16
2
34
26
7
3
2
1
1
0
0
90
56
35
120
83
37
0
0
0
3
3
0
56
35
21
65
32
34
17
9
8
45
29
15
18
14
5
0
0
0
4
4
0
931
504
427
16
12
4
2
1
0
7
6
2
23
9
13
253
122
131
161
77
84
199
156
44
11
6
4
2007 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
FNF
FIS
FITB
FNSR
FDC
FMD
FSLR
FE
FED
FISV
FLML
FLE
FLEX
FLIR
FRK
FLR
FMCN
FL
F
FDG
FRX
FST
FORM
FIG
FO
FWLT
FCL
FS
FPL
BEN
FCX
FDP
FBR
FRNT
FCN
FTEK
GME
GCI
GPS
GRMN
GY
DNA
BGC
GD
GE
GGP
GIS
GM
GTOP
GPRO
GNW
GENZ
GGC
GERN
GYI
GIGM
GILD
GSK
GLBC
GLBL
GPN
GSF
GFI
GRZ
Stock
Fidelity National Financial, Inc.
Fidelity National Information Services, Inc.
Fifth Third Bancorp.
Finisar Corporation (New)
First Data Corporation
First Marblehead Corporation
First Solar, Inc.
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.
Fluor Corporation (New)
Focus Media Holding Limited
Foot Locker, Inc.
Ford Motor Company
Fording Canadian Coal Trust
Forest Laboratories, Inc.
Forest Oil Corporation
FormFactor, Inc.
Fortress Investment Group LLC
Fortune Brands, Inc.
Foster Wheeler Ltd. (New)
Foundation Coal Holdings, Inc.
Four Seasons Hotels, Inc.
FPL Group, Inc.
Franklin Resources, Inc.
Freeport-McMoRan Copper & Gold Co., Inc. (Class B)
Fresh Del Monte Products, Inc.
Friedman, Billings, Ramsey Group, Inc.
Frontier Airlines Holdings, Inc.
FTI Consulting, Inc.
Fuel-Tech N.V.
GameStop Corporation
Gannett Company, Inc.
Gap, Inc. (The)
Garmin Ltd
GenCorp, Inc.
Genentech,Inc.
General Cable Corporation
General Dynamics Corporation
General Electric Company
General Growth Properties, Inc.
General Mills, Inc.
General Motors Corporation
Genitope Corporation
Gen-Probe, Incorporated
Genworth Financial, Inc.
Genzyme Corporation
Georgia Gulf Corporation
Geron Corporation
Getty Images, Inc.
GigaMedia Ltd.
Gilead Sciences, Inc.
GlaxoSmithKline plc ADR
Global Crossing Ltd. (New)
Global Industries Ltd.
Global Payments, Inc.
GlobalSanta Fe Corporation
Gold Fields Limited
Gold Reserve, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 15
Contract Volume
Call
183
112
722
177
12,474
7,954
10,907
9,929
19,368
7,579
7,431
3,939
6,975
5,697
3,131
1,833
11,404
2,110
10,805
9,595
7,862
5,739
4,344
1,993
40,244
33,925
2,880
1,298
5,654
4,762
3,654
2,497
2,288
1,347
15,672
13,341
537,264
152,440
22,304
15,600
16,114
9,074
2,932
1,855
1,277
1,159
3,318
1,193
2,425
1,837
14,540
9,787
3,080
1,679
2,312
2,095
9,095
3,861
4,977
1,878
182,675
104,099
1,652
1,354
22,712
17,494
908
684
4,027
3,266
6,949
3,518
6,363
4,981
6,168
3,283
30,661
23,149
48,853
36,696
872
812
43,275
29,408
1,702
1,389
6,596
3,652
678,757
460,795
1,555
585
2,054
1,112
835,583
263,835
35,078
27,058
1,641
949
33
33
20,976
16,741
27,457
21,672
17,070
14,598
5,860
3,455
824
750
26,547
17,926
13,720
8,993
3,359
2,342
258
212
1,905
1,468
53,943
43,977
59,187
36,720
956
779
Total
Put
71
545
4,520
978
11,789
3,492
1,278
1,298
9,294
1,210
2,123
2,351
6,319
1,582
892
1,157
941
2,331
384,824
6,704
7,040
1,077
118
2,125
588
4,753
1,401
217
5,234
3,099
78,576
298
5,218
224
761
3,431
1,382
2,885
7,512
12,157
60
13,867
313
2,944
217,962
970
942
571,748
8,020
692
0
4,235
5,785
2,472
2,405
74
8,621
4,727
1,017
46
437
9,966
22,467
177
Average Daily Volume
Total
Call
Put
1
0
0
3
1
2
50
32
18
43
40
4
77
30
47
30
16
14
30
24
5
12
7
5
45
8
37
43
38
5
31
23
8
17
8
9
160
135
25
11
5
6
23
19
4
15
10
5
9
5
4
62
53
9
2,140
607
1,533
89
62
27
64
36
28
12
7
4
5
5
0
15
5
10
10
7
2
58
39
19
12
7
6
9
8
1
36
15
21
20
7
12
728
415
313
7
5
1
90
70
21
4
3
1
16
13
3
28
14
14
25
20
6
25
13
11
122
92
30
195
146
48
3
3
0
172
117
55
7
6
1
26
15
12
2,704
1,836
868
6
2
4
8
4
4
3,329
1,051
2,278
140
108
32
7
4
3
0
0
0
84
67
17
109
86
23
68
58
10
23
14
10
3
3
0
106
71
34
55
36
19
13
9
4
1
1
0
8
6
2
215
175
40
236
146
90
4
3
1
2007 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
GG
GSS
GLDN
GDP
GT
GOOG
GTI
GRP
GB
GW
GPI
TV
GSIC
GTXI
GTRC
HAL
HOG
HAR
HMY
HET
HRS
HIG
HAS
HW
HMA
HNT
HWAY
HL
HNZ
HLX
HP
HLF
HERO
HES
HEW
HPQ
HXL
HLT
HITT
HLTH
HEPH
HOLX
HD
HSOA
HON
HOS
HST
HOV
HBC
HGSI
HUM
JBHT
HTCH
HTX
HYSL
ITWO
IACI
ICON
ICOS
IAR
IDIX
IDXX
IKN
ITW
Contract Volume
Total
Call
97,094
62,540
120,246
115,078
577
65
758
637
127,472
52,776
155,582
92,193
3,167
2,702
3,625
2,483
2,472
948
17,247
15,459
786
608
12,858
9,747
1,282
546
1,291
106
1,393
1,007
179,879
114,895
21,016
5,838
3,559
1,772
62,315
28,163
24,634
15,468
2,987
2,234
2,448
1,141
1,582
953
23,165
12,818
34,087
20,044
3,269
2,740
54
33
29,447
24,090
10,080
6,731
3,538
2,324
8,452
7,254
481
133
768
434
15,026
10,379
2,080
2,060
143,035
91,223
1,725
1,245
12,243
10,017
69
16
30,962
28,135
471
332
15,644
11,893
226,077
129,433
11,420
7,373
47,180
30,373
3,150
2,319
4,154
2,686
70,654
21,956
34,090
14,024
27,504
19,525
6,374
2,858
3,613
2,339
3,207
592
1,128
472
376
292
3,509
2,829
10,155
6,373
1,616
889
7,999
7,939
1,753
1,184
3,520
2,293
744
263
2,328
1,218
12,593
10,521
Stock
Goldcorp, Inc.
Golden Star Resources Ltd.
Golden Telecom, Inc.
Goodrich Petroleum Corporation
Goodyear Tire & Rubber Company (The)
Google, Inc.
GrafTech International Ltd.
Grant Prideco, Inc.
Greatbatch, Inc.
Grey Wolf, Inc.
Group 1 Automotive, Inc.
Grupo Televisa S.A. ADR
GSI Commerce, Inc.
GTx, Inc.
Guitar Center, Inc.
Halliburton Company
Harley-Davidson, Inc.
Harman International Industries, Incorporated
Harmony Gold Mining Company Limited
Harrah's Entertainment, Inc.
Harris Corporation
Hartford Financial Services Group, Inc.(The)
Hasbro, Inc.
Headwaters Incorporated
Health Management Associates, Inc. (Class A)
Health Net, Inc.
Healthways, Inc.
Hecla Mining Company
Heinz (H.J.) Company
Helix Energy Solutions Group, Inc.
Helmerich & Payne, Inc.
Herbalife Ltd.
Hercules Offshore, Inc.
Hess Corporation
Hewitt Associates, Inc.
Hewlett-Packard Company
Hexcel Corporation (New)
Hilton Hotels Corporation
Hittite Microwave Corporation
HLTH Corporation
Hollis-Eden Pharmaceuticals, Inc.
Hologic, Inc.
Home Depot, Inc. (The)
Home Solutions of America, Inc.
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
i2 Technologies, Inc. (New)
IAC/InterActiveCorp
Iconix Brand Group, Inc.
ICOS Corporation
Idearc, Inc.
Idenix Pharmaceuticals, Inc.
IDEXX Laboratories, Inc.
Ikon Office Solutions, Inc.
Illinois Tool Works, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 16
Put
34,554
5,168
512
121
74,696
63,389
465
1,142
1,524
1,788
178
3,111
736
1,185
386
64,984
15,178
1,787
34,152
9,166
753
1,307
629
10,347
14,043
529
21
5,357
3,349
1,214
1,198
348
334
4,647
20
51,812
480
2,226
53
2,827
139
3,751
96,644
4,047
16,807
831
1,468
48,698
20,066
7,979
3,516
1,274
2,615
656
84
680
3,782
727
60
569
1,227
481
1,110
2,072
Average Daily Volume
Total
Call
Put
387
249
138
479
458
21
2
0
2
3
3
0
508
210
298
620
367
253
13
11
2
14
10
5
10
4
6
69
62
7
3
2
1
51
39
12
5
2
3
5
0
5
6
4
2
717
458
259
84
23
60
14
7
7
248
112
136
98
62
37
12
9
3
10
5
5
6
4
3
92
51
41
136
80
56
13
11
2
0
0
0
117
96
21
40
27
13
14
9
5
34
29
5
2
1
1
3
2
1
60
41
19
8
8
0
570
363
206
7
5
2
49
40
9
0
0
0
123
112
11
2
1
1
62
47
15
901
516
385
45
29
16
188
121
67
13
9
3
17
11
6
281
87
194
136
56
80
110
78
32
25
11
14
14
9
5
13
2
10
4
2
3
1
1
0
14
11
3
40
25
15
6
4
3
32
32
0
7
5
2
14
9
5
3
1
2
9
5
4
50
42
8
2007 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
ILMN
IMCL
IIG
BLUD
IMMU
IMH
RX
INCY
IDEV
IMB
IFX
INFA
INSP
INFY
IR
ISPH
IDTI
ISSI
INTC
IDCC
ITMN
INAP
IBM
ICO
IGT
IP
IRF
ISE
IIJI
IOC
IPG
ISIL
INTU
ISRG
VTIV
IMA
SWIM
IVGN
IO
IOTN
IPS
IRM
ISIS
ITRI
ITT
ESI
IVN
JCOM
JBL
JTX
JAKK
JMBA
JNS
JAH
JDSU
JBLU
JNJ
JCI
JNY
JOYG
JPM
JNPR
KSU
KBH
Contract Volume
Total
Call
10,320
6,360
39,264
24,977
7,842
4,912
3,473
2,266
5,023
3,376
15,780
9,649
1,806
1,360
3,389
3,057
2,965
2,164
22,302
13,909
256
189
2,111
1,700
13,185
9,212
9,560
5,743
22,058
3,596
774
621
11,367
979
447
444
732,496
506,626
22,522
13,944
50,668
17,182
3,081
931
115,616
67,734
972
916
26,469
11,678
14,348
9,885
10,360
8,054
10,081
7,746
2,145
1,244
38,534
27,387
7,714
3,689
2,780
1,416
13,381
9,764
22,477
12,481
246
226
2,614
2,350
4,284
2,838
9,584
6,154
5,730
4,895
13,282
12,001
18,830
17,134
1,131
379
20,806
13,195
2,193
1,320
1,868
1,098
1,157
505
1,297
1,136
2,377
1,726
27,838
15,916
2,879
2,573
83
62
3,476
2,924
3,708
1,875
618
319
23,526
19,579
103,145
48,198
154,211
102,533
8,743
4,374
262
169
16,433
8,767
386,569
185,380
41,067
28,269
2,761
2,162
60,667
17,402
Stock
Illumina, Inc.
ImClone Systems, Incorporated
Imergent, Inc.
Immucor, Inc.
Immunomedics, Inc.
Impac Mortgage Holdings, Inc.
IMS Health, Inc.
Incyte Corporation
Indevus Pharmaceuticals, Inc.
Indymac Mortgage Holdings
Infineon Technologies AG
Informatica Corporation
InfoSpace, Inc.
Infosys Technologies Limited
Ingersoll-Rand Company
Inspire Pharmaceuticals, Inc.
Integrated Device Technology, Inc.
Integrated Silicon Solution (New)
Intel Corporation
InterDigital, Inc.
InterMune, Inc.
Internap Network Services Corporation
International Business Machines Corporation
International Coal Group, Inc.
International Game Technology
International Paper Company
International Rectifier Corporation
International Securities Exchange Holdings, Inc.
Internet Initiative Japan, Inc.
InterOil Corporation
Interpublic Group of Companies, Inc. (The)
Intersil Corporation
Intuit Corporation
Intuitive Surgical, Inc.
inVentiv Health, Inc.
Inverness Medical Innovations, Inc.
INVESTools, Inc.
Invitrogen Corporation
ION Geophysical Corp.
Ionatron, Inc.
IPSCO, Inc.
Iron Mountain, Inc.
Isis Pharmaceuticals, Inc.
Itron, Inc.
ITT Corporation
ITT Educational Services, Inc.
Ivanhoe Mines Ltd.
j2 Global Communications, Inc.
Jabil Circuit, Inc.
Jackson Hewitt Tax Service, Inc.
JAKKS Pacific, Inc.
Jamba, Inc.
Janus Capital Group, Inc.
Jarden Corporation
JDS Uniphase Corp.
JetBlue Airways Corporation
Johnson & Johnson
Johnson Controls, Inc.
Jones Apparel Group, Inc.
Joy Global, Inc.
JPMorgan Chase & Co.
Juniper Networks, Inc.
Kansas City Southern Industries, Inc.
KB HOME
CHICAGO BOARD OPTIONS EXCHANGE
Page 17
Put
3,960
14,287
2,930
1,207
1,647
6,131
446
332
801
8,393
67
411
3,973
3,817
18,462
153
10,388
3
225,870
8,578
33,486
2,150
47,882
56
14,791
4,463
2,306
2,335
901
11,147
4,025
1,364
3,617
9,996
20
264
1,446
3,430
835
1,281
1,696
752
7,611
873
770
652
161
651
11,922
306
21
552
1,833
299
3,947
54,947
51,678
4,369
93
7,666
201,189
12,798
599
43,265
Average Daily Volume
Total
Call
Put
41
25
16
156
100
57
31
20
12
14
9
5
20
13
7
63
38
24
7
5
2
14
12
1
12
9
3
89
55
33
1
1
0
8
7
2
53
37
16
38
23
15
88
14
74
3
2
1
45
4
41
2
2
0
2,918
2,018
900
90
56
34
202
68
133
12
4
9
461
270
191
4
4
0
105
47
59
57
39
18
41
32
9
40
31
9
9
5
4
154
109
44
31
15
16
11
6
5
53
39
14
90
50
40
1
1
0
16
14
2
17
11
6
38
25
14
23
20
3
53
48
5
75
68
7
5
2
3
83
53
30
9
5
3
7
4
3
5
2
3
5
5
1
9
7
3
111
63
47
11
10
1
0
0
0
26
22
4
15
7
7
2
1
1
94
78
16
411
192
219
614
408
206
35
17
17
1
1
0
65
35
31
1,540
739
802
164
113
51
11
9
2
242
69
172
2007 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
KBR
K
KNSY
KERX
KMB
KMP
KMI
KND
KCI
KG
KGC
KFN
KLAC
NITE
KSS
KOMG
PHG
KFT
KKD
KR
KSWS
KTC
KLIC
KYPH
ID
LLL
LH
LRCX
LAMR
LFG
LNY
LVS
LCAV
LEAP
LF
LEA
LM
LEH
LEN
LUK
LVLT
LXK
LBTYA
LINTA
LIFC
LPNT
LLY
LTD
LNCR
LNC
LLTC
LGF
LYV
LIZ
LMT
CG
LTR
LOGI
LSS
LPX
LOW
LSI
LULU
LMRA
Contract Volume
Total
Call
1,530
1,035
4,542
1,770
541
440
23,894
14,979
5,194
3,166
3,653
2,607
390
249
956
479
5,840
3,631
20,696
12,731
15,093
9,846
920
730
18,640
11,132
3,289
1,955
14,476
5,149
15,025
10,615
3,050
2,158
69,296
29,672
23,485
12,448
11,866
8,665
621
540
77
77
3,373
2,720
2,764
2,200
2,843
2,330
4,868
1,901
6,588
3,014
20,628
10,940
2,558
1,649
1,246
1,087
290
0
29,979
18,447
4,542
2,879
1,534
880
1,875
1,187
81,203
4,248
10,079
6,408
93,119
40,811
54,941
22,401
10,457
8,683
375,343
211,505
15,307
7,216
2,672
1,545
6,263
5,552
872
817
1,800
477
59,165
33,504
16,335
12,484
1,972
496
3,274
2,038
20,050
7,720
10,653
9,666
339
278
2,179
1,031
16,915
11,638
6,496
3,834
11,728
8,455
2,474
2,021
629
510
7,837
4,126
99,713
52,790
11,664
8,592
2,731
1,460
10
10
Stock
KBR, Inc.
Kellogg Company
Kensey Nash Corporation
Keryx Biopharmaceuticals, Inc.
Kimberly-Clark Corporation
Kinder Morgan Energy Partners
Kinder Morgan, Inc.
Kindred Healthcare, Inc.
Kinetic Concepts, Inc.
King Pharmaceuticals, Inc.
Kinross Gold Corporation
KKR Financial Corp.
KLA-Tencor Corporation
Knight Capital Group, Inc.
Kohl's Corporation
Komag, Incorporated
Koninklijke Philips Electronics N.V.
Kraft Foods, Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
K-Swiss, Inc.
KT Corporation
Kulicke and Soffa Industries, Inc.
Kyphon, Inc.
L-1 Identity Solutions, Inc.
L-3 Communications Hldgs.
Laboratory Corporation of America Holdings
Lam Research Corporation
Lamar Advertising Company
LandAmerica Financial Group, Inc.
Landry's Seafood Restaurants, Inc.
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)
Liberty Global, Inc.
Liberty Interactive Series
LifeCell Corporation
LifePoint Hospitals, Inc.
Lilly (Eli) and Company
Limited Brands, Inc.
LInc.are Holdings, Inc.
Lincoln National Corporation
Linear Technology Corporation
Lions Gate Entertainment Corp.
Live Nation, Inc.
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
Lululemon Athletica
Lumera Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 18
Put
495
2,772
101
8,915
2,028
1,046
141
477
2,209
7,965
5,247
190
7,508
1,334
9,327
4,410
892
39,624
11,037
3,201
81
0
653
564
513
2,967
3,574
9,688
909
159
290
11,532
1,663
654
688
76,955
3,671
52,308
32,540
1,774
163,838
8,091
1,127
711
55
1,323
25,661
3,851
1,476
1,236
12,330
987
61
1,148
5,277
2,662
3,273
453
119
3,711
46,923
3,072
1,271
0
Average Daily Volume
Total
Call
Put
6
4
2
18
7
11
2
2
0
95
60
36
21
13
8
15
10
4
2
1
1
4
2
2
23
14
9
82
51
32
60
39
21
4
3
1
74
44
30
13
8
5
58
21
37
60
42
18
12
9
4
276
118
158
94
50
44
47
35
13
2
2
0
0
0
0
13
11
3
11
9
2
11
9
2
19
8
12
26
12
14
82
44
39
10
7
4
5
4
1
1
0
1
119
73
46
18
11
7
6
4
3
7
5
3
324
17
307
40
26
15
371
163
208
219
89
130
42
35
7
1,495
843
653
61
29
32
11
6
4
25
22
3
3
3
0
7
2
5
236
133
102
65
50
15
8
2
6
13
8
5
80
31
49
42
39
4
1
1
0
9
4
5
67
46
21
26
15
11
47
34
13
10
8
2
3
2
0
31
16
15
397
210
187
46
34
12
30
16
14
0
0
0
2007 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
LYO
MDC
MVSN
M
LAVA
MECA
MANH
MTW
MTEX
MNKD
HCR
MFC
MRO
MAR
MMC
MATK
MLM
MVL
MRVL
MAS
MEE
MA
MAT
MXIM
MBI
MFE
MNI
MDR
MCD
MHP
MCK
MMR
MEDX
MHS
MRX
MEDI
MDTL
MDVN
MDT
WFR
MNT
MENT
MELI
MRK
MRGE
MER
MM
MET
MGM
PCS
MOGN
MTG
MCHP
MU
MSFT
MSTR
MLNM
MICC
MIL
MIR
MTU
MBT
MOBE
MHK
Contract Volume
Total
Call
15,183
9,260
7,480
2,243
546
312
25,339
19,825
610
281
1,536
1,328
370
239
5,108
3,430
76
17
4,370
3,623
5,091
4,287
254
84
38,308
27,774
5,861
2,744
24,426
13,987
869
617
6,797
4,777
9,669
4,486
239,380
188,526
7,463
2,901
20,221
6,001
75,333
50,314
2,288
1,650
13,721
8,664
54,288
18,012
5,063
2,480
877
443
8,473
5,059
115,676
66,199
30,047
12,976
2,755
2,029
5,467
2,057
249,605
158,451
8,392
5,431
55,135
40,186
12,709
9,339
14,764
8,515
250
227
57,558
33,916
48,444
40,800
1,878
1,272
461
346
40,599
40,248
162,451
93,985
1,112
874
153,179
68,563
1,192
1,006
12,573
5,974
22,402
10,905
928
814
7,085
5,601
20,367
3,945
2,654
1,703
114,697
90,037
695,242
457,248
3,655
2,413
8,341
6,797
2,165
1,093
26
10
68,479
53,978
16,949
13,792
7,143
4,119
367
353
5,304
2,691
Stock
Lyondell Chemical Company
M.D.C. Holdings, Inc.
Macrovision Corp.
Macy's, Inc.
Magma Design Automation, Inc.
Magna Entertainment Corporation
Manhattan Associates, Inc.
Manitowoc Company
Mannatech, Incorporated
Mannkind Corporation
Manor Care, Inc.
Manulife Financial Corporation
Marathon Oil Corporation
Marriott International, Inc.
Marsh & McLennan Companies, Inc.
Martek Biosciences Corporation
Martin Marietta Materials, Inc.
Marvel Entertainment, Inc.
Marvell Technology Group Ltd.
Masco Corporation
Massey Energy Company
MasterCard, Inc.
Mattel, Inc.
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.
Medarex, Inc.
Medco Health Solutions, Inc.
Medicis Pharmaceutical Corporation
MedImmune, Inc.
Medis Technologies Ltd.
Medivation, Inc.
Medtronic, Inc.
MEMC Electronic Materials, Inc.
Mentor Corporation
Mentor Graphics Corporation
Mercadolibre, Inc.
Merck & Co., Inc.
Merge Technologies, Inc.
Merrill Lynch & Co., Inc.
Metal Management, Inc.
MetLife, Inc.
Metro-Goldwyn-Mayer, Inc.
Metropcs Communications, Inc.
MGI PHARMA, INC.
MGIC Investment Corporation
Microchip Technology, Inc.
Micron Technology, Inc.
Microsoft Corporation
MicroStrategy, Inc.
Millennium Pharmaceuticals, Inc.
Millicom International Cellular S.A.
Millipore Corporation
MIRANT Corporation (New)
Mitsubishi UFJ Financial Group, Inc.
Mobile Telesystems OJSC
Mobility Electronics, Inc.
Mohawk Industries, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 19
Put
5,923
5,237
234
5,514
329
208
131
1,678
59
747
804
170
10,534
3,117
10,439
252
2,020
5,183
50,854
4,562
14,220
25,019
638
5,057
36,276
2,583
434
3,414
49,477
17,071
726
3,410
91,154
2,961
14,949
3,370
6,249
23
23,642
7,644
606
115
351
68,466
238
84,616
186
6,599
11,497
114
1,484
16,422
951
24,660
237,994
1,242
1,544
1,072
16
14,501
3,157
3,024
14
2,613
Average Daily Volume
Total
Call
Put
60
37
24
30
9
21
2
1
1
101
79
22
2
1
1
6
5
1
1
1
1
20
14
7
0
0
0
17
14
3
20
17
3
1
0
1
153
111
42
23
11
12
97
56
42
3
2
1
27
19
8
39
18
21
954
751
203
30
12
18
81
24
57
300
200
100
9
7
3
55
35
20
216
72
145
20
10
10
3
2
2
34
20
14
461
264
197
120
52
68
11
8
3
22
8
14
994
631
363
33
22
12
220
160
60
51
37
13
59
34
25
1
1
0
229
135
94
193
163
30
7
5
2
2
1
0
725
719
6
647
374
273
4
3
1
610
273
337
5
4
1
50
24
26
89
43
46
4
3
0
28
22
6
81
16
65
11
7
4
457
359
98
2,770
1,822
948
15
10
5
33
27
6
9
4
4
0
0
0
273
215
58
68
55
13
28
16
12
1
1
0
21
11
10
2007 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
MOH
TAP
MNTA
MGI
MON
MNST
MCO
MS
MOS
MOT
MOVIQ
MUR
MYL
MYGN
NABI
NBR
NLC
NDAQ
NAFC
NSTK
NCC
NSM
NLS
NAVZ
NVT
NTY
NCR
NKTR
NEOL
NWRE
NTES
NFLX
NTGR
NETL
NTAP
NRMX
NBIX
NURO
NSR
EDU
NRPH
NYB
NYT
NAL
NWL
NFX
NEM
NEWP
NWSA
NWS
NXY
NICE
NIHD
NKE
NI
NTMD
NMTI
NE
NOBL
NOK
JWN
NSC
NT
NFLD
Contract Volume
Call
46
46
3,595
2,855
259
146
442
372
36,523
18,821
19,940
9,779
34,710
7,824
70,432
23,853
9,223
6,745
409,273
265,797
633
79
11,034
6,412
25,987
13,212
41,932
14,463
3,301
2,638
32,202
20,657
340
286
11,572
8,831
2,108
1,800
3,097
2,185
21,586
10,264
11,557
5,324
6,613
1,858
2,502
423
7,071
4,464
3,283
1,641
4,134
1,558
10,476
7,782
1,096
996
1,426
1,186
40,803
31,213
25,674
11,577
3,912
2,905
1,694
1,367
34,699
21,745
9,621
6,373
11,997
9,019
3,020
1,761
3,148
444
3,125
2,182
762
571
6,697
4,264
4,056
2,417
528
372
14,062
2,453
6,712
4,697
181,385
121,608
1,106
443
14,127
12,823
2,525
2,106
605
385
46
26
24,458
17,252
15,017
8,389
461
208
336
306
2,067
1,655
37,934
22,824
152
112
109,169
90,543
25,129
15,143
73,677
63,254
73,083
49,879
2,910
2,524
Stock
Total
Molina Healthcare, Inc.
Molson Coors Brewing Company
Momenta Pharmaceutical, Inc.
MoneyGram International, Inc.
Monsanto Company/New
Monster Worldwide, Inc.
Moody's Corporation
Morgan Stanley
Mosaic Company
Motorola, Inc.
Movie Gallery, Inc.
Murphy Oil Corporation
Mylan, Inc.
Myriad Genetics, Inc.
Nabi Biophamaceuticals
Nabors Industries, Ltd
Nalco Holding Company
Nasdaq Stock Market, Inc.
Nash Finch Company
Nastech Pharmaceutical Company, Inc.
National City Corporation
National Semiconductor Corporation
Nautilus, Inc.
Navistar International Corporation
NAVTEQ Corporation
NBTY, Inc.
NCR Corporation
Nektar Therapeutics
NeoPharm, Inc.
Neoware, Inc.
Netease.com, Inc. -ADR
NetFlix, Inc.
NETGEAR, Inc.
NetLogic Microsystems, Inc.
Network Appliance Corp.
Neurochem, Inc.
Neurocrine Biosciences, Inc.
Neurometrix, Inc.
NeuStar, Inc.
New Oriental Education & Technology Group, Inc.
New River Pharmaceuticals, Inc.
New York Community Bancorp
New York Times Co. (Class A)
NewAlliance Bancshares, Inc.
Newell Rubbermaid, Inc.
Newfield Exploration Company (New)
Newmont Mining Corporation
Newport Corp.
News Corp. Class A
News Corporation Ltd. (The) ADR
Nexen, Inc.
Nice-Systems Ltd.
NII Holdings, Inc.
NIKE, Inc. (Class B)
NISource, Inc.
NitroMed, Inc.
NMT Medical, Inc.
Noble Corporation
Noble International, Ltd.
Nokia Corporation ADR
Nordstrom, Inc.
Norfolk Southern Corporation
Nortel Networks Corporation
Northfield Laboratories, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 20
Put
0
740
113
70
17,702
10,161
26,886
46,579
2,478
143,476
554
4,622
12,775
27,469
663
11,545
54
2,741
308
912
11,322
6,233
4,755
2,079
2,607
1,642
2,576
2,694
100
240
9,590
14,097
1,007
327
12,954
3,248
2,978
1,259
2,704
943
191
2,433
1,639
156
11,609
2,015
59,777
663
1,304
419
220
20
7,206
6,628
253
30
412
15,110
40
18,626
9,986
10,423
23,204
386
Average Daily Volume
Total
Call
Put
0
0
0
14
11
3
1
1
0
2
1
0
146
75
71
79
39
40
138
31
107
281
95
186
37
27
10
1,631
1,059
572
3
0
2
44
26
18
104
53
51
167
58
109
13
11
3
128
82
46
1
1
0
46
35
11
8
7
1
12
9
4
86
41
45
46
21
25
26
7
19
10
2
8
28
18
10
13
7
7
16
6
10
42
31
11
4
4
0
6
5
1
163
124
38
102
46
56
16
12
4
7
5
1
138
87
52
38
25
13
48
36
12
12
7
5
13
2
11
12
9
4
3
2
1
27
17
10
16
10
7
2
1
1
56
10
46
27
19
8
723
484
238
4
2
3
56
51
5
10
8
2
2
2
1
0
0
0
97
69
29
60
33
26
2
1
1
1
1
0
8
7
2
151
91
60
1
1
0
435
361
74
100
60
40
294
252
42
291
199
92
12
10
2
2007 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
NOC
NCX
NVS
NFI
NVTL
NVAX
NVL
NOVL
NVLS
NRG
NUAN
NUE
NS
NTRI
NUVO
NVDA
NMX
NYX
OXY
ODP
OMX
OIS
OLN
ZEUS
OMM
OCR
OMCL
OMC
OVTI
ONNN
ONXX
OTEX
OPWV
OXPS
ORCL
OSUR
ORB
OS
OSIP
OSG
OSTK
OC
OI
PCAR
PEIX
PSUN
PTV
PTIE
PALM
PAAS
PNRA
PRX
PKD
PH
PDCO
PTEN
PAYX
BTU
PENN
JCP
PPCO
PBCT
PBY
PEP
Contract Volume
Total
Call
2,439
1,706
8,693
831
9,374
6,466
126,664
64,629
1,005
919
624
407
282
210
19,538
16,808
19,745
9,825
27,111
18,096
5,526
3,901
20,123
9,381
1,320
922
32,488
10,377
21,866
19,289
63,977
37,985
38,382
21,815
189,284
139,664
52,018
30,972
4,944
2,484
12,101
6,191
1,201
939
6,057
5,461
158
138
11,747
7,974
8,516
4,596
201
167
3,965
3,108
28,289
20,466
7,616
3,595
79,376
25,135
442
223
9,120
7,314
15,333
10,861
204,881
134,214
415
385
1,543
1,428
417
397
14,811
8,314
3,096
2,296
8,036
5,084
17,418
13,552
2,263
1,038
18,351
13,582
2,079
1,356
5,192
4,695
90
80
11,493
10,308
106,886
75,644
7,069
5,484
10,816
7,298
1,542
1,122
1,572
1,043
1,246
872
30
30
20,883
15,396
13,823
10,427
53,288
29,805
1,238
778
27,035
9,778
4,725
4,080
2,802
2,515
2,998
2,496
58,180
38,842
Stock
Northrop Grumman Corporation
NOVA Chemicals Corporation (New)
Novartis AG
Novastar Financial, Inc.
Novatel Wireless, Inc. (New)
Novavax, Inc. (New)
Novelis, Inc.
Novell, Inc.
Novellus Systems, Inc.
NRG Energy, Inc. (New)
Nuance Communications, Inc.
Nucor Corporation
NuStar Energy L.P.
NutriSystem, Inc.
Nuvelo, Inc.
NVIDIA Corporation
Nymex Holdings, Inc.
NYSE Euronext
Occidental Petroleum Corporation
Office Depot, Inc.
OfficeMax Incorporated
Oil States International, Inc.
Olin Corporation
Olympic Steel, Inc.
OMI Corporation
Omnicare, Inc.
Omnicell, Inc.
Omnicom Group, Inc.
OmniVision Technologies, Inc.
ON Semiconductor Corporation (New)
Onyx Pharmaceuticals,
Open Text Corporation
Openwave Systems, Inc.
optionsXpress Holdings Inc.
Oracle Corporation
Orasure Technologies
Orbital Sciences Corporation
Oregon Steel Mills, Inc.
OSI Pharmaceuticals, Inc.
Overseas Shipholding Group, Inc.
Overstock.com, Inc.
Owens Corning, Inc.
Owens-Illinois, Inc.
PACCAR, Inc
Pacific Ethanol, Inc.
Pacific Sunwear of California, Inc.
Pactiv Corporation
Pain Therapeutics, Inc.
Palm, Inc.
Pan American Silver Corporation
Panera Bread Company, Class A
Par Pharmaceutical Companies, Inc.
Parker Drilling Company (New)
Parker-Hannifin Corporation
Patterson Companies, Inc.
Patterson UTI Energy, Inc.
Paychex, Inc.
Peabody Energy Corporation
Penn National Gaming, Inc.
Penney (J.C.) Company, Inc.
Penwest Pharmaceuticals Co.
People's United Financial, Inc.
Pep Boys--Manny, Moe, & Jack (The)
PepsiCo, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 21
Put
733
7,862
2,908
62,035
86
217
72
2,730
9,920
9,015
1,625
10,742
398
22,111
2,577
25,992
16,567
49,620
21,046
2,460
5,910
262
596
20
3,773
3,920
34
857
7,823
4,021
54,241
219
1,806
4,472
70,667
30
115
20
6,497
800
2,952
3,866
1,225
4,769
723
497
10
1,185
31,242
1,585
3,518
420
529
374
0
5,487
3,396
23,483
460
17,257
645
287
502
19,338
Average Daily Volume
Total
Call
Put
10
7
3
35
3
31
37
26
12
505
257
247
4
4
0
2
2
1
1
1
0
78
67
11
79
39
40
108
72
36
22
16
6
80
37
43
7
5
2
129
41
88
87
77
10
255
151
104
153
87
66
754
556
198
207
123
84
20
10
10
48
25
24
5
4
1
24
22
2
1
1
0
47
32
15
34
18
16
1
1
0
16
12
3
113
82
31
30
14
16
316
100
216
2
1
1
36
29
7
61
43
18
816
535
282
2
2
0
6
6
0
2
2
0
59
33
26
12
9
3
32
20
12
69
54
15
9
4
5
73
54
19
8
5
3
21
19
2
0
0
0
46
41
5
426
301
124
28
22
6
43
29
14
6
4
2
6
4
2
5
3
1
0
0
0
83
61
22
55
42
14
212
119
94
5
3
2
108
39
69
19
16
3
11
10
1
12
10
2
232
155
77
2007 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
PKI
PSTI
CUP
PTR
HK
PBR
PFE
PCG
PPDI
PCYC
PDGI
PHRM
PHH
PHTN
PLAB
PPC
PNCL
PXD
PBI
PXP
PLXS
PLUG
PMCS
PMI
PNC
RL
PLCM
PLMD
PKX
POT
PWER
PWAV
POZN
PPG
PX
PCP
PDS
PCLN
PDE
PG
PGNX
PGN
PLD
PRU
PSSI
PSYS
PHM
QGEN
XING
QI
QLGC
QLTI
QCOM
QSII
PWR
DGX
KWK
Q
RHD
RACK
RDN
RSH
RDWR
RAS
Contract Volume
Call
565
452
15
15
4,931
3,653
25,153
16,818
247
137
66,631
41,349
632,169
396,054
1,449
955
1,336
639
1,708
992
2,198
797
2,062
872
20
3
169
42
1,024
511
1,165
847
2,010
1,388
9,386
6,201
7,701
1,497
22,597
15,208
2,730
1,680
3,752
2,858
11,891
9,414
17,445
4,629
5,368
2,944
2,217
326
566
454
3,591
889
2,208
1,270
22,155
16,369
1,613
1,319
7,111
5,915
2,566
1,090
1,653
982
1,703
1,182
4,041
2,465
10,426
7,081
19,146
14,915
24,305
17,212
138,152
79,002
3,957
2,490
1,536
813
102,953
4,144
15,887
7,475
791
381
588
370
58,272
24,515
60
0
20,481
17,490
196
111
6,405
5,243
1,198
738
298,599
154,736
201
178
8,938
6,023
6,387
3,021
6,001
3,466
100,983
75,255
3,648
1,364
20,282
14,808
11,585
3,249
115,664
19,781
748
680
4,616
3,018
Stock
Total
Perkin-Elmer, Inc.
Per-Se Technologies, Inc.
Peru Copper, Inc.
PetroChina Company Limited
Petrohawk Energy Corporation
Petroleo Brasileiro S.A.-ADR
Pfizer, Inc.
PG&E Corporation
Pharmaceutical Product Development
Pharmacyclics, Inc. (New)
PharmaNet Development Group, Inc.
Pharmion Corp.
PHH Corporation
Photon Dynamics, Inc.
Photronics, Inc.
Pilgrim's Pride Corporation
Pinnacle Airlines Corp.
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
Polo Ralph Lauren Corp.
Polycom, Inc.
Polymedica Corp.
POSCO
Potash Corporation of Saskatchewan, Inc.
Power-One, Inc.
Powerwave Technologies, Inc.
POZEN, Inc.
PPG Industries, Inc.
Praxair, Inc.
Precision Castparts Corp.
Precision Drilling Corporation
Priceline.com, Inc.
Pride International
Procter & Gamble Company (The)
Progenics Pharmaceuticals, Inc.
Progress Energy, Inc.
ProLogis
Prudential Financial, Inc.
PSS World Medical
Psychiatric Solutions, Inc.
Pulte Homes, Inc.
Qiagen N.V.
Qiao Xing Universal Telephone, Inc.
Qimonda AG
QLogic Corporation
QLT, Inc.
QUALCOMM, Inc.
Quality Systems, 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.
RAIT Financial Trust
CHICAGO BOARD OPTIONS EXCHANGE
Page 22
Put
113
0
1,278
8,335
110
25,282
236,115
494
697
716
1,401
1,190
17
127
513
318
622
3,185
6,204
7,389
1,050
894
2,477
12,816
2,424
1,891
112
2,702
938
5,786
294
1,196
1,476
671
521
1,576
3,345
4,231
7,093
59,150
1,467
723
98,809
8,412
410
218
33,757
60
2,991
85
1,162
460
143,863
23
2,915
3,366
2,535
25,728
2,284
5,474
8,336
95,883
68
1,598
Average Daily Volume
Total
Call
Put
2
2
0
0
0
0
20
15
5
100
67
33
1
1
0
265
165
101
2,519
1,578
941
6
4
2
5
3
3
7
4
3
9
3
6
8
3
5
0
0
0
1
0
1
4
2
2
5
3
1
8
6
2
37
25
13
31
6
25
90
61
29
11
7
4
15
11
4
47
38
10
70
18
51
21
12
10
9
1
8
2
2
0
14
4
11
9
5
4
88
65
23
6
5
1
28
24
5
10
4
6
7
4
3
7
5
2
16
10
6
42
28
13
76
59
17
97
69
28
550
315
236
16
10
6
6
3
3
410
17
394
63
30
34
3
2
2
2
1
1
232
98
134
0
0
0
82
70
12
1
0
0
26
21
5
5
3
2
1,190
616
573
1
1
0
36
24
12
25
12
13
24
14
10
402
300
103
15
5
9
81
59
22
46
13
33
461
79
382
3
3
0
22
15
8
2007 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
RMBS
RRC
RZ
RTN
RNWK
RHT
RRGB
RBAK
RWT
REGN
RF
RRI
RNVS
RCII
RIMM
RAI
RFMD
RIGL
RAD
ROK
RDC
RCL
RDSA
RGLD
RES
R
RYI
SAF
SWY
SAI
SKS
CRM
SLXP
SNDK
SGMO
SANM
SNY
SAP
SLE
SAY
SVNT
SVVS
HSIC
SGP
SLB
SCHN
SCHW
SCRX
SA
STX
SEE
SHLD
SSW
SEIC
SMTC
SEPR
SNDA
SHPGY
SHFL
SI
SIGM
SGTL
SLAB
SPIL
Contract Volume
Total
Call
149,904
127,080
864
646
3,912
3,132
16,697
10,976
10,367
8,963
54,888
33,576
952
807
1,316
653
2,657
1,197
7,687
5,588
8,073
6,361
15,604
5,076
2,636
2,136
5,236
196
137,069
64,959
8,207
4,325
17,636
12,265
380
161
143,124
84,379
2,428
1,653
8,985
5,651
7,179
3,103
3,672
2,373
3,617
2,799
2,152
1,172
263
174
9,288
5,449
687
550
4,454
2,680
2,061
898
5,996
4,247
25,149
14,908
1,053
551
135,965
88,579
394
304
6,403
5,762
8,583
6,052
3,683
2,158
3,909
3,351
849
636
3,779
1,847
2,480
1,868
940
450
49,913
34,547
76,643
51,653
6,397
4,278
38,714
13,533
1,142
822
1,163
1,054
29,750
24,615
380
301
78,717
62,784
709
361
4,280
2,739
739
629
34,097
18,761
4,773
3,459
1,788
789
1,882
1,311
5,030
3,428
12,074
9,044
1,616
1,291
1,953
953
1,003
781
Stock
Rambus, Inc.
Range Resources Corporation
RASER Technologies, Inc.
Raytheon Company
RealNetworks, Inc.
Red Hat, Inc.
Red Robin Gourmet Burgers, Inc.
Redback Networks, Inc.
Redwood Trust, Inc.
Regeneron Pharmaceuticals, Inc.
Regions Financial Corp.
Reliant Energy, Inc.
Renovis, Inc.
Rent-A-Center, Inc.
Research in Motion Limited
Reynolds American, Inc.
RF Micro Devices, Inc.
Rigel Pharmaceuticals, Inc.
Rite Aid Corporation
Rockwell Automation, Inc.
Rowan Companies, Inc.
Royal Caribbean Cruises Ltd.
Royal Dutch Shell PLC
Royal Gold, Inc.
RPC, Inc.
Ryder System, Inc.
Ryerson, Inc.
SAFECO Corporation
Safeway, Inc.
SAIC, Inc.
Saks, Incorporated
Salesforce.com
Salix Pharmaceuticals, Ltd
SanDisk Corporation
Sangamo BioSciences, Inc.
Sanmina SCI Corporation
Sanofi-Aventis
SAP AG
Sara Lee Corporation
Satyam Computer Services Limited
Savient Pharmaceuticals, Inc.
SAVVIS, Inc.
Schein (Henry), Inc.
Schering-Plough Corporation
Schlumberger Limited
Schnitzer Steel Industries, Inc.
Schwab Corporation (The Charles)
Sciele Pharma, Inc.
Seabridge Gold Inc.
Seagate Technology
Sealed Air Corporation "New"
Sears Holdings Corporation
Seaspan Corporation
SEI Investments Company
Semtech Corporation
Sepracor, Inc.
Shanda Interactive Entertainment Ltd.
Shire plc ADS
Shuffle Master, Inc.
Siemens AG
Sigma Designs, Inc.
Sigmatel Incorporated
Silicon Laboratories, Inc.
Siliconware Precision Industries Company
CHICAGO BOARD OPTIONS EXCHANGE
Page 23
Put
22,824
218
780
5,721
1,404
21,312
145
663
1,460
2,099
1,712
10,528
500
5,040
72,110
3,882
5,371
219
58,745
775
3,334
4,076
1,299
818
980
89
3,839
137
1,774
1,163
1,749
10,241
502
47,386
90
641
2,531
1,525
558
213
1,932
612
490
15,366
24,990
2,119
25,181
320
109
5,135
79
15,933
348
1,541
110
15,336
1,314
999
571
1,602
3,030
325
1,000
222
Average Daily Volume
Total
Call
Put
597
506
91
3
3
1
16
12
3
67
44
23
41
36
6
219
134
85
4
3
1
5
3
3
11
5
6
31
22
8
32
25
7
62
20
42
11
9
2
21
1
20
546
259
287
33
17
15
70
49
21
2
1
1
570
336
234
10
7
3
36
23
13
29
12
16
15
9
5
14
11
3
9
5
4
1
1
0
37
22
15
3
2
1
18
11
7
8
4
5
24
17
7
100
59
41
4
2
2
542
353
189
2
1
0
26
23
3
34
24
10
15
9
6
16
13
2
3
3
1
15
7
8
10
8
2
4
2
2
199
138
61
305
206
100
25
17
8
154
54
100
5
3
1
5
4
0
119
98
20
2
1
0
314
250
63
3
1
1
17
11
6
3
3
0
136
75
61
19
14
5
7
3
4
7
5
2
20
14
6
48
36
12
6
5
1
8
4
4
4
3
1
2007 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
Contract Volume
Total
Call
4,951
2,198
13,705
9,208
6,823
4,178
344,700
276,785
8,989
5,385
1,039
806
1,236
1,119
15,430
14,418
802
0
90,078
59,002
4,891
2,732
4,582
4,021
15,769
9,208
14,039
2,070
1,281
950
914
341
16,965
15,750
611
486
3,612
2,826
62
56
6,409
4,342
63,486
43,470
14,190
11,921
96,775
87,688
16,619
4,391
4,445
3,712
210,905
147,453
3,902
2,515
20,487
17,539
1,040
811
1,002
997
40,532
11,680
318
180
8,191
6,367
180,250
111,819
14,998
10,529
6,168
2,790
6,504
5,573
11,701
7,551
2,870
2,075
1,669
1,320
6,014
3,247
11,097
8,458
108,064
91,942
30,489
22,338
20,938
11,549
37,833
20,444
19,221
8,728
17,033
9,674
42,641
37,082
4,965
3,406
1,677
802
1,089
848
1,982
1,829
8,240
8,095
81,003
26,050
29
29
3,486
2,010
2,314
1,758
1,378
818
5,565
3,417
46,171
32,602
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
Standard
Symbol
SPG
SINA
SIRF
SIRI
SIX
SKM
SKX
SWKS
SLG
SLM
SWHC
SII
SFD
SSCC
SOHU
SONO
SONS
SNUS
SNE
BID
SO
LUV
SWN
SOV
SPSN
SPPI
S
SPW
STJ
STAA
STMP
SPF
SWK
SPLS
SBUX
HOT
STT
STN
STLD
STM
SGY
SYK
SUF
JAVA
SU
SUN
SPWR
STP
STI
SUPG
SPN
SVU
SRDX
SY
SCMR
SYMC
SBL
SYNA
ELOS
SNPS
SNV
BRLC
Stock
Simon Property Group, Inc.
SINA Corporation
SiRF Technology Holdings, Inc.
Sirius Satellite Radio
Six Flags, Inc.
Sk Telecom Co., Ltd. ADS
Skechers U.S.A., Inc.
Skyworks Solutions, Inc..
SL Green Realty Corp.
SLM Corporation
Smith & Wesson Holding Corporation
Smith International, Inc.
Smithfield Foods, Inc.
Smurfit Stone Container Corporation
Sohu.com, Inc.
SonoSite, Inc.
Sonus Networks, Inc.
Sonus Pharmaceuticals, Inc.
Sony Corporation ADR
Sotheby's
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
Stamps.com, Inc. (New)
Standard Pacific Corp.
Stanley Works (The)
Staples, Inc.
Starbucks Corporation
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.
SunPower Corporation
Suntech Power Holdings Co., Ltd.
SunTrust Banks, Inc.
SuperGen, Inc.
Superior Energy Services, Inc. (New)
SUPERVALU, Inc.
SurModics, Inc.
Sybase, Inc.
Sycamore Networks, Inc.
Symantec Corporation
Symbol Technologies, Inc.
Synaptics Incorporated
Syneron Medical Ltd.
Synopsys, Inc.
Synovous Financial Corp.
Syntax-Brillian Corp.
1087
1088
SYY
TSM
Sysco Corporation
Taiwan Semiconductor Manufacturing Company Ltd.
CHICAGO BOARD OPTIONS EXCHANGE
Page 24
9,853
13,824
5,377
9,191
Put
2,753
4,497
2,645
67,915
3,604
233
117
1,012
802
31,076
2,159
561
6,561
11,969
331
573
1,215
125
786
6
2,067
20,016
2,269
9,087
12,228
733
63,452
1,387
2,948
229
5
28,852
138
1,824
68,431
4,469
3,378
931
4,150
795
349
2,767
2,639
16,122
8,151
9,389
17,389
10,493
7,359
5,559
1,559
875
241
153
145
54,953
0
1,476
556
560
2,148
13,569
4,476
4,633
Average Daily Volume
Total
Call
Put
20
9
11
55
37
18
27
17
11
1,373
1,103
271
36
21
14
4
3
1
5
4
0
61
57
4
8
0
8
359
235
124
19
11
9
18
16
2
63
37
26
56
8
48
5
4
1
4
1
2
68
63
5
2
2
0
14
11
3
0
0
0
26
17
8
253
173
80
57
47
9
386
349
36
66
17
49
18
15
3
840
587
253
16
10
6
82
70
12
4
3
1
4
4
0
161
47
115
1
1
1
33
25
7
718
445
273
60
42
18
25
11
13
26
22
4
47
30
17
11
8
3
7
5
1
24
13
11
44
34
11
431
366
64
121
89
32
83
46
37
151
81
69
77
35
42
68
39
29
170
148
22
20
14
6
7
3
3
4
3
1
8
7
1
33
32
1
323
104
219
0
0
0
14
8
6
9
7
2
5
3
2
22
14
9
184
130
54
39
55
21
37
2007 MARKET STATISTICS
18
18
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
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
TTWO
TLB
TGT
TASR
TCO
TCB
AMTD
TECD
TE
TK
TKLC
TMX
TTEC
TELK
TLAB
TIN
TPX
THC
TEN
TER
TEX
TRA
TSO
TSRA
TEVA
TXI
TXN
TXT
BK
BX
BONT
BCO
DTV
FINL
FAF
GS
GBX
HSY
LMS
TMR
MLS
PTRY
PGR
RYL
SMG
SGR
JOE
TRV
DIS
THRX
TMO
THOR
TMA
THQI
TIBX
TIF
THI
TWTC
TWX
TIE
TJX
TLCV
TOL
TRGL
Contract Volume
Total
Call
11,931
9,820
1,534
1,141
130,417
40,911
44,657
35,568
1,705
431
78
6
17,334
9,732
4,081
1,260
1,451
1,164
5,278
3,889
1,150
750
9,511
4,699
3,828
3,784
10,409
8,878
17,796
13,610
3,810
3,052
15,950
13,804
53,710
21,788
2,584
490
1,698
1,260
5,587
3,708
9,701
7,654
34,309
21,725
1,507
1,413
66,512
43,205
6,312
4,945
120,903
65,072
4,524
2,995
13,867
8,501
4,439
2,976
1,390
240
3,068
1,663
9,752
7,788
1,166
974
4,145
1,747
96,521
44,399
5,715
2,694
4,117
2,163
523
463
793
678
1,706
1,222
2,005
1,455
3,834
2,848
24,573
9,731
1,651
1,237
5,754
2,998
15,928
7,872
5,724
3,566
49,368
27,753
2,276
1,315
4,653
2,577
5,569
1,836
14,411
10,109
1,730
943
5,973
5,000
12,014
6,420
1,299
525
983
695
191,671
138,599
11,963
9,862
2,023
1,162
971
873
62,517
28,075
2,340
1,633
Stock
Take-Two Interactive Software
Talbots, Inc. (The)
Target Corporation
TASER International, Inc.
Taubman Centers, Inc.
TCF Financial Corporation
TD Ameritrade Holding Corp.
Tech Data Corporation
TECO Energy, Inc.
Teekay Corporation
Tekelec
Telefonos de Mexico, S.A. de C.V. ADR
TeleTech Holdings, Inc.
Telik, Inc.
Tellabs, Inc.
Temple-Inland, Inc.
Tempur-Pedic International, Inc.
Tenet Healthcare Corporation
Tenneco, Inc.
Teradyne, Inc.
Terex Corporation
Terra Industries, Inc.
Tesoro Corporation
Tessera Technologies, Inc.
Teva Pharmaceutical Industries Limited ADR
Texas Industries, Inc.
Texas Instruments, Incorporated
Textron, Inc.
The Bank of New York Mellon Corporation
The Blackstone Group LP
The Bon-Ton Stores, Inc.
The Brink's Company
The DIRECTV Group, Inc.
The Finish Line - CL A
The First American Financial Corporation
The Goldman Sachs Group, Inc.
The Greenbrier Companies, Inc.
The Hershey 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 St Joe Company
The Travelers Companies, Inc.
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
Toll Brothers, Inc.
Toreador Resources Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 25
Put
2,111
393
89,506
9,089
1,274
72
7,602
2,821
287
1,389
400
4,812
44
1,531
4,186
758
2,146
31,922
2,094
438
1,879
2,047
12,584
94
23,307
1,367
55,831
1,529
5,366
1,463
1,150
1,405
1,964
192
2,398
52,122
3,021
1,954
60
115
484
550
986
14,842
414
2,756
8,056
2,158
21,615
961
2,076
3,733
4,302
787
973
5,594
774
288
53,072
2,101
861
98
34,442
707
Average Daily Volume
Total
Call
Put
48
39
8
6
5
2
520
163
357
178
142
36
7
2
5
0
0
0
69
39
30
16
5
11
6
5
1
21
15
6
5
3
2
38
19
19
15
15
0
41
35
6
71
54
17
15
12
3
64
55
9
214
87
127
10
2
8
7
5
2
22
15
7
39
30
8
137
87
50
6
6
0
265
172
93
25
20
5
482
259
222
18
12
6
55
34
21
35
23
12
6
1
5
12
7
6
39
31
8
5
4
1
17
7
10
385
177
208
23
11
12
16
9
8
2
2
0
3
3
0
7
5
2
8
6
2
15
11
4
98
39
59
7
5
2
23
12
11
63
31
32
23
14
9
197
111
86
9
5
4
19
10
8
22
7
15
57
40
17
7
4
3
24
20
4
48
26
22
5
2
3
4
3
1
764
552
211
48
39
8
8
5
3
4
3
0
249
112
137
9
7
3
2007 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
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
TM
TSCO
TT
RIG
TRI
TRB
TRID
TRMB
TRMS
TRLG
TBI
TNP
TWB
TXCO
TXU
TYC
TSN
USB
UAUA
UBS
UGI
UPL
UBB
UN
UNP
UIS
UMC
UNTD
UPS
URI
X
UTX
UTHR
UNH
UVN
UNM
URBN
URS
LCC
USU
USG
UST
UTSI
VCI
VRX
VLO
VCLK
VNDA
VAR
VSEA
WOOF
VECO
VSE
VRNM
PAY
VRSN
VZ
VRTX
VIP
VMED
VPHM
VSH
VC
VTAL
Contract Volume
Total
Call
11,784
7,661
3
0
3,644
2,864
117,944
61,966
8,533
6,188
13,904
9,405
1,912
1,318
469
341
1,963
1,798
4,664
2,805
517
332
1,562
873
150
109
392
342
28,829
14,372
67,814
49,053
22,613
14,510
69,614
29,172
151,111
98,606
15,541
7,559
417
239
36,252
26,582
449
329
4,225
3,471
46,022
31,478
18,033
13,848
287
227
2,484
2,287
92,757
63,811
3,574
2,261
52,919
20,281
40,617
21,007
75,639
16,166
123,363
90,577
64
59
2,200
1,761
7,242
6,343
70
0
43,116
18,870
23,667
17,146
40,367
11,458
3,455
943
28,920
21,175
1,365
735
1,543
1,056
236,060
154,774
8,155
6,268
6,460
2,319
3,187
2,321
6,720
2,892
666
512
1,620
1,028
27,110
8,682
2,010
805
435
131
14,695
9,957
120,447
69,980
16,049
10,766
14,047
8,105
20,046
12,019
13,656
5,505
6,478
4,758
122,595
33,030
165
105
Stock
Toyota Motor Corporation ADR
Tractor Supply Company
Trane, Inc.
Transocean Inc.
Triad Hospitals
Tribune Company
Trident Microsystems, Inc.
Trimble Navigation Limited
Trimeris Inc.
True Religon Apparel, Inc.
TrueBlue, Inc.
Tsakos Energy Navigation Ltd.
Tween Brands, Inc.
TXCO Resources, 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 Microelectronics Corporation
United Online, Inc.
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.
URS Corporation
US Airways Group, Inc. (New)
USEC, Inc.
USG Corporation
UST, Inc.
UTStarcom, Inc.
Valassis Communications, Inc.
Valeant Pharmaceuticals International
Valero Energy Corporation
ValueClick, Inc.
Vanda Pharmaceuticals, Inc.
Varian Associates, Inc.
Varian Semiconductor Equipment Associates, Inc.
VCA Antech, Inc.
Veeco Instruments, Inc.
VeraSun Energy
Verenium Corporation
VeriFone Holdings, Inc.
Verisign, Inc.
Verizon Communications, Inc.
Vertex Pharmaceuticals, Inc.
VimpelCom
Virgin Media, Inc.
ViroPharma Incorporated
Vishay Intertechnology, Inc.
Visteon Corp.
Vital Images, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 26
Put
4,123
3
780
55,978
2,345
4,499
594
128
165
1,859
185
689
41
50
14,457
18,761
8,103
40,442
52,505
7,982
178
9,670
120
754
14,544
4,185
60
197
28,946
1,313
32,638
19,610
59,473
32,786
5
439
899
70
24,246
6,521
28,909
2,512
7,745
630
487
81,286
1,887
4,141
866
3,828
154
592
18,428
1,205
304
4,738
50,467
5,283
5,942
8,027
8,151
1,720
89,565
60
Average Daily Volume
Total
Call
Put
47
31
16
0
0
0
15
11
3
470
247
223
34
25
9
55
37
18
8
5
2
2
1
1
8
7
1
19
11
7
2
1
1
6
3
3
1
0
0
2
1
0
115
57
58
270
195
75
90
58
32
277
116
161
602
393
209
62
30
32
2
1
1
144
106
39
2
1
0
17
14
3
183
125
58
72
55
17
1
1
0
10
9
1
370
254
115
14
9
5
211
81
130
162
84
78
301
64
237
491
361
131
0
0
0
9
7
2
29
25
4
0
0
0
172
75
97
94
68
26
161
46
115
14
4
10
115
84
31
5
3
3
6
4
2
940
617
324
32
25
8
33
12
21
13
9
3
27
12
15
3
2
1
6
4
2
108
35
73
8
3
5
2
1
1
59
40
19
480
279
201
64
43
21
56
32
24
80
48
32
54
22
32
26
19
7
488
132
357
1
0
0
2007 MARKET STATISTICS
Equity LEAPS Contract Volume Detail (sorted by stock)
CBOE developed Equity LEAPS which began trading on October 5, 1990.
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
Standard
Symbol
VMW
VOD
VNO
VMC
GRA
WB
WAG
WMT
WLT
WMG
WM
WMI
WAT
WPI
WCI
WFT
WEBX
WBMD
WCG
WLP
WFC
WEN
WCC
WDC
WU
WY
WPSC
WHR
WFMI
OATS
WG
WMB
WIND
WRLD
WRSP
WYE
WYN
WYNN
XEL
XNPT
XRX
XLNX
XL
XMSR
XTO
YHOO
AUY
YGE
YMI
YRCW
YUM
ZLC
ZMH
ZION
ZOLT
ZRAN
ZGEN
Contract Volume
Total
Call
16,114
10,385
18,365
13,804
2,213
832
9,241
6,772
10,418
6,133
166,575
104,373
43,799
29,046
541,543
336,725
8,106
5,038
186
151
130,508
64,229
24,819
19,699
933
596
3,057
2,347
43,278
11,067
24,227
10,356
2,751
2,464
595
564
5,301
3,970
15,247
4,018
161,492
51,472
5,428
2,686
3,310
1,921
4,412
2,877
7,391
5,192
32,394
25,906
316
150
9,301
2,327
39,953
22,466
6,150
3,622
1,530
1,103
68,758
58,695
687
379
589
264
13,198
6,581
71,216
50,559
19,132
18,337
21,065
12,142
1,857
1,529
825
427
40,898
36,193
18,516
10,706
3,643
2,189
137,261
101,058
31,015
12,146
441,316
298,641
88,535
57,243
317
243
1,153
940
17,921
13,387
11,180
5,256
2,215
227
10,558
4,877
2,594
1,827
7,945
4,669
785
505
3,760
1,543
Stock
Vmware, Inc.
Vodafone Group PLC ADR
Vornado Realty Trust
Vulcan Materials
W.R. Grace & Co.
Wachovia Corporation
Walgreen Company
Wal-Mart Stores, Inc.
Walter Industries, Inc.
Warner Music Group Corp. (New)
Washington Mutual, Inc.
Waste Management, Inc.
Waters Corporation
Watson Pharmaceuticals, Inc.
WCI Communities, Inc. (New)
Weatherford International, Inc.
WebEx Communications, Inc.
WebMD Health Corp.
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
Wheeling-Pittsburgh Corporation
Whirlpool Corporation
Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Willbros Group, Inc.
Williams Companies, Inc. (The)
Wind River Systems, Inc.
World Acceptance Corporation
WorldSpace, Inc.
Wyeth
Wyndham Worldwide Corporation
Wynn Resorts, Limited
Xcel Energy, Inc.
Xenoport, Inc.
Xerox Corporation
Xilinix, Inc.
XL Capital LTD
XM Satellite Radio Holdings, Inc.
XTO Energy, Inc.
Yahoo!, Inc.
Yamana Gold, Inc.
Yingli Green Energy Holding Company
YM Biosciences, Inc.
YRC Worldwide, Inc.
YUM! Brands, Inc.
Zale Corporation
Zimmer Holdings, Inc.
Zions Bancorporation
Zoltek Companies, Inc. (New)
Zoran Corp.
Zymogenetics, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 27
Put
5,729
4,561
1,381
2,469
4,285
62,202
14,753
204,818
3,068
35
66,279
5,120
337
710
32,211
13,871
287
31
1,331
11,229
110,020
2,742
1,389
1,535
2,199
6,488
166
6,974
17,487
2,528
427
10,063
308
325
6,617
20,657
795
8,923
328
398
4,705
7,810
1,454
36,203
18,869
142,675
31,292
74
213
4,534
5,924
1,988
5,681
767
3,276
280
2,217
Average Daily Volume
Total
Call
Put
177
114
63
73
55
18
9
3
6
37
27
10
42
24
17
664
416
248
174
116
59
2,158
1,342
816
32
20
12
1
1
0
520
256
264
99
78
20
4
2
1
12
9
3
172
44
128
97
41
55
11
10
1
2
2
0
21
16
5
61
16
45
643
205
438
22
11
11
13
8
6
18
11
6
29
21
9
129
103
26
1
1
1
37
9
28
159
90
70
25
14
10
6
4
2
274
234
40
3
2
1
2
1
1
53
26
26
284
201
82
76
73
3
84
48
36
7
6
1
3
2
2
163
144
19
74
43
31
15
9
6
547
403
144
124
48
75
1,758
1,190
568
353
228
125
4
3
1
5
4
1
71
53
18
45
21
24
9
1
8
42
19
23
10
7
3
32
19
13
3
2
1
15
6
9
2007 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
SSRX
KDE
NDN
ASVI
AIR
ABAX
ABB
ABT
ANF
ABMD
ABH
ABY
ABP
ACAD
ACCL
ACN
LEND
ARAY
ACE
ACGY
APKT
ACOR
ATV
ATVI
ATU
AYI
ACXM
ARXT
ADPT
ADCT
ADBE
ADLR
ADTN
AEA
AAP
AATI
GBT
AEIS
EYE
AMD
ADVNB
AAV
ANX
AD
ACM
ANW
AEG
AER
ARXX
ARO
AVAV
AES
AET
ACS
AMG
AFFX
AFL
AG
AGR
Contract Volume
Total
Call
Put
1,163
1,044
119
1,742
1,456
286
55,342
47,263
8,079
60,555
51,417
9,138
707,060
391,599
315,461
9,680
8,121
1,559
9,834
8,149
1,685
22,893
16,164
6,729
34,428
14,484
19,944
22,220
16,519
5,701
42,014
26,278
15,736
124,356
92,484
31,872
386,498
240,128
146,370
388,993
191,316
197,677
9,753
5,677
4,076
39,445
13,514
25,931
13,526
11,414
2,112
8,159
6,341
1,818
36,947
24,870
12,077
434
384
50
66,342
38,241
28,101
1,649,740
763,737
886,003
42,555
31,220
11,335
20,327
13,219
7,108
30,660
22,431
8,229
57,015
39,555
17,460
45,050
26,097
18,953
6,076
4,045
2,031
254,401
192,571
61,830
2,604
1,951
653
9,619
6,617
3,002
52,336
29,512
22,824
22,061
19,773
2,288
4,603
4,152
451
92,756
63,360
29,396
589,824
400,731
189,093
45,990
37,510
8,480
53,982
33,235
20,747
23,530
19,556
3,974
71,137
55,970
15,167
5,104
1,207
3,897
7,406
6,261
1,145
24,023
6,974
17,049
57,620
25,499
32,121
3,521,090 2,115,391 1,405,699
4,244
2,854
1,390
111,660
80,457
31,203
18,704
15,929
2,775
1,168
121
1,047
53,166
44,085
9,081
27,612
17,528
10,084
8,821
6,027
2,794
3,396
3,040
356
4,649
2,423
2,226
69,447
40,464
28,983
2,026
1,575
451
84,701
63,812
20,889
326,035
216,946
109,089
104,205
42,638
61,567
56,023
28,560
27,463
110,830
81,079
29,751
75,315
49,756
25,559
24,494
12,883
11,611
11,014
8,643
2,371
Stock
@Road, Inc.
1-800-Flowers.com, Inc. (New)
24/7 Real Media, Inc.
3Com Corporation
3M Company
3SBio, Inc.
4Kids Entertainment, Inc.
99 Cents Only Stores
A.S.V., Inc.
AAR CORP.
Abaxis, Inc.
ABB Ltd.
Abbott Laboratories
Abercrombie & Fitch Company
ABIOMED, Inc.
AbitibiBowater, Inc.
Abitibi-Consolidated, Inc..
Abraxas Petroleum Corporation
Acadia Pharmaceuticals, Inc.
Accelrys, Inc.
Accenture Ltd-CL A
Accredited Home Lenders Holding Company
Accuray, Inc.
ACE, Ltd.
Acergy S.A.
Acme Packet, Inc.
Acorda Therapeutics, Inc.
Acorn International, Inc.
Activision, Inc.
Actuant Corporation
Acuity Brands, Inc.
Acxiom Corporation
Adams Respiratory Therapeutics, Inc.
Adaptec, Inc.
ADC Telecommunications, Inc.
Adobe Systems, Inc.
Adolor Corporation
ADTRAN, Inc.
Advance America Cash Advance Centers Inc.
Advance Auto Parts, Inc.
Advanced Analogic Technologies, Inc.
Advanced Battery Technologies, Inc.
Advanced Energy Industries
Advanced Medical Optics, Inc.
Advanced Micro Devices, Inc.
ADVANTA Corp. (Class B)
Advantage Energy Income Fund
ADVENTRX Pharmaceuticals, Inc.
ADVO, Inc.
Aecom Technology Corporation
Aegean Marine Petroleum Network, Inc.
Aegon NV ADR
AerCap Holdings NV
Aeroflex Incorporated
Aeropostale, Inc.
Aerovironment, Inc.
AES Corporation
Aetna, Inc.
Affiliated Computer Services, Inc.
Affiliated Managers Group, Inc.
Affymetrix, Inc.
AFLAC Incorporated
AGCO Corporation
Agere Systems, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 28
Average Daily Volume
Total
Call
Put
5
4
0
14
12
2
220
188
32
241
205
36
2,817
1,560
1,257
210
177
34
39
32
7
91
64
27
137
58
79
89
66
23
167
105
63
495
368
127
1,540
957
583
1,550
762
788
39
23
16
896
307
589
54
45
8
33
25
7
147
99
48
2
2
0
264
152
112
6,573
3,043
3,530
426
312
113
81
53
28
122
89
33
227
158
70
179
104
76
40
27
13
1,014
767
246
24
18
6
38
26
12
209
118
91
88
79
9
18
17
2
370
252
117
2,350
1,597
753
183
149
34
215
132
83
94
78
16
283
223
60
20
5
16
161
136
25
96
28
68
230
102
128
14,028
8,428
5,600
17
11
6
445
321
124
75
63
11
5
0
4
341
283
58
418
266
153
35
24
11
39
35
4
19
10
9
277
161
115
36
28
8
337
254
83
1,299
864
435
415
170
245
223
114
109
442
323
119
300
198
102
98
51
46
44
34
9
2007 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
AGIL
A
AEM
AGU
APD
AYR
AMCN
AAI
AIXG
AKS
AKAM
AKRX
ALK
ALB
ACV
AL
ALU
AA
ACL
AFN
ALEX
ALXN
ALXA
ALGN
ALKS
AYE
ATI
AGN
ADS
AOI
ARLP
AB
LNT
ATK
AZ
AW
AWH
ALY
ALD
ALTH
MDRX
ALL
AT
ALNY
ALJ
ANR
ALO
ALTR
MO
ALTU
ACH
ALVR
AMAG
AMZN
ABK
ACO
DOX
AMED
AEE
AMX
AXL
ACAS
ACLI
AEO
Contract Volume
Total
Call
Put
165
95
70
138,893
101,925
36,968
349,639
236,893
112,746
69,481
52,763
16,718
9,647
6,169
3,478
113,452
63,324
50,128
236
206
30
59,325
46,616
12,709
55
35
20
1,468,716
980,273
488,443
859,622
519,258
340,364
931
738
193
22,163
14,412
7,751
36,965
17,317
19,648
6,247
4,643
1,604
327,052
186,628
140,424
262,417
205,206
57,211
3,055,442 2,157,829
897,613
71,769
33,702
38,067
11,993
7,102
4,891
12,679
7,768
4,911
195,661
123,864
71,797
3,592
2,754
838
104,146
61,466
42,680
51,112
27,026
24,086
35,056
24,034
11,022
783,811
476,147
307,664
80,991
46,263
34,728
143,047
61,893
81,154
17,326
16,644
682
39,582
31,567
8,015
36,922
27,837
9,085
3,978
3,183
795
34,955
24,828
10,127
409
245
164
58,987
35,534
23,453
657
347
310
39,877
31,617
8,260
163,098
69,885
93,213
7,283
2,686
4,597
45,723
25,849
19,874
722,466
539,271
183,195
341,991
228,820
113,171
50,555
34,734
15,821
49,566
35,914
13,652
121,050
85,562
35,488
16,898
12,769
4,129
142,501
72,511
69,990
5,724,616 4,212,741 1,511,875
10,899
7,158
3,741
321,745
222,619
99,126
48,539
37,477
11,062
179,367
97,607
81,760
3,783,076 1,698,557 2,084,519
583,537
198,206
385,331
9,027
4,782
4,245
84,277
63,881
20,396
19,995
6,873
13,122
29,992
12,404
17,588
795,853
588,526
207,327
209,965
59,677
150,288
145,729
78,641
67,088
77,894
47,189
30,705
331,285
213,473
117,812
Stock
Agile Software Corporation (New)
Agilent Technologies, Corporation
Agnico-Eagle Mines Ltd.
Agrium, Inc.
Air Products & Chemicals, Inc.
Aircastle Limited
Airmedia Group, Inc.
Airtran Holdings, Inc.
Aixtron AG
AK Steel Holding Corporation
Akamai Technologies, Inc.
Akorn, Inc.
Alaska Air Group, Inc.
Albemarle Corporation
Alberto-Culver Company (New)
Alcan, Inc.
Alcatel-Lucent
ALCOA, Inc.
Alcon, Inc.
Alesco Financial, Inc.
Alexander & Baldwin
Alexion Pharmaceuticals, Inc.
Aleza 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.
Allianz SE
Allied Waste Industries, Inc.
Allied World Assurance Holdings, Ltd.
Allis-Chalmers Energy, Inc.
Alllied Capital Corporation
Allos Therapeutics, Inc.
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
Altria Group, Inc.
Altus Pharmaceuticals, Inc.
Aluminum Corporation of China
Alvarion Limited
AMAG Pharmaceutcals, Inc.
Amazon.Com, Inc.
AMBAC, Inc.
AMCOL International Corporation
Amdocs Ltd
Amedisys, Inc.
Ameren Corporation
America Movil S.A.B. de C.V.
American Axle & Manufacturing Holdings, Inc.
American Capital Strategies, Ltd.
American Commercial Lines
American Eagle Outfitters, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 29
Average Daily Volume
Total
Call
Put
1
0
0
553
406
147
1,393
944
449
277
210
67
38
25
14
452
252
200
34
29
4
236
186
51
8
5
3
5,851
3,905
1,946
3,425
2,069
1,356
6
5
1
88
57
31
147
69
78
25
18
6
1,303
744
559
1,045
818
228
12,173
8,597
3,576
286
134
152
61
36
25
51
31
20
780
493
286
20
15
5
415
245
170
204
108
96
140
96
44
3,123
1,897
1,226
323
184
138
570
247
323
69
66
3
158
126
32
147
111
36
16
13
3
139
99
40
11
7
5
235
142
93
3
2
1
159
126
33
650
278
371
29
11
18
182
103
79
2,878
2,148
730
1,363
912
451
201
138
63
197
143
54
482
341
141
67
51
16
568
289
279
22,807
16,784
6,023
49
32
17
1,369
947
422
193
149
44
715
389
326
15,072
6,767
8,305
2,325
790
1,535
36
19
17
336
255
81
80
27
52
119
49
70
3,171
2,345
826
837
238
599
581
313
267
310
188
122
1,320
850
469
2007 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
AEP
AXP
AFR
AHM
AIG
AOB
APCC
ASEI
AMSC
AMT
ACF
AGP
AMP
ABC
ASCA
AMGN
AMKR
APH
AMR
AFSI
AMLN
APC
ANAD
ANDS
ADI
ANEN
ANDW
ANGO
ANPI
AAUK
AU
BUD
AXE
NLY
ANN
AHR
AGEN
ANH
AOC
APA
SIL
APOG
APOL
AINV
APPX
AAPL
APPB
CRA
ABI
AMAT
AMCC
AHG
WTR
AQNT
MT
ACI
ADM
ASN
ARNA
ARD
ARIA
ARBA
AH
ARQL
Contract Volume
Total
Call
Put
39,574
25,161
14,413
947,998
567,567
380,431
1,234
626
608
640,890
224,106
416,784
1,818,489
864,163
954,326
197,658
154,560
43,098
731
277
454
57,971
36,068
21,903
99,064
65,576
33,488
143,114
95,516
47,598
194,487
73,355
121,132
32,025
18,202
13,823
24,657
12,631
12,026
52,256
25,632
26,624
12,666
9,930
2,736
3,608,905 2,180,677 1,428,228
148,797
79,771
69,026
37,794
27,781
10,013
1,986,420 1,055,759
930,661
17,438
14,705
2,733
423,839
257,154
166,685
618,521
378,917
239,604
162,954
95,696
67,258
752
732
20
158,254
105,051
53,203
6,894
4,542
2,352
28,367
19,383
8,984
310
184
126
20,017
13,875
6,142
13,558
10,792
2,766
124,982
79,502
45,480
447,025
311,306
135,719
11,865
7,499
4,366
97,885
62,263
35,622
154,924
75,772
79,152
3,123
1,885
1,238
46,359
33,457
12,902
4,912
3,526
1,386
50,528
35,500
15,028
486,368
331,598
154,770
137,170
97,986
39,184
13,615
9,913
3,702
229,434
135,716
93,718
67,412
41,154
26,258
36,476
27,876
8,600
16,011,565 8,965,174 7,046,391
72,194
56,178
16,016
14,905
11,077
3,828
79,032
59,607
19,425
1,060,493
575,118
485,375
8,161
7,286
875
53,662
21,007
32,655
19,052
14,144
4,908
130,942
93,823
37,119
329,362
168,214
161,148
309,427
186,145
123,282
657,280
429,580
227,700
22,743
7,889
14,854
112,966
74,329
38,637
33,522
20,894
12,628
95,956
79,058
16,898
47,161
34,342
12,819
81,587
64,915
16,672
30,264
11,065
19,199
Stock
American Electric Power Company, Inc.
American Express Company
American Financial Realty Trust
American Home Mortgage Investment Corp.
American International Group, Inc.
American Oriental Bioengineering, Inc.
American Power Conversion Corporation
American Science and Engineering, Inc.
American Superconductor Corp.
American Tower Corporation CLA
AmeriCredit Corporation
AMERIGROUP Corporation
Ameriprise Financial, Inc.
AmerisourceBergen Corporation
Ameristar Casinos, Inc.
Amgen, Inc.
Amkor Technology, Inc.
Amphenol Corporation
AMR Corporation
Amtrust Financial Services, Inc.
Amylin Pharmaceuticals, Inc.
Anadarko Petroleum Corporation
ANADIGICS, Inc.
Anadys Pharmaceuticals, Inc.
Analog Devices, Inc.
Anaren, Inc.
Andrew Corporation
AngioDynamics, Inc.
Angiotech Pharmaceuticals, Inc.
Anglo American plc
AngloGold Ashanti Limited ADS
Anheuser-Busch Companies, Inc.
Anixter International, Inc.
Annaly Capital Management, Inc.
AnnTaylor Stores Corporation
Anthracite Capital, Inc.
Antigenics, Inc.
Anworth Mortgage Asset Corporation
AON Corporation
Apache Corporation
Apex Silver Mines Limited
Apogee Enterprises, Inc.
Apollo Group, Inc.
Apollo Investment Corporation
APP Pharmaceuticals, Inc.
Apple, Inc.
Applebee's International, Inc.
Applera Corp - Celera Genomics Group
Applera Corporation-Applied Biosystems Group
Applied Materials, Inc.
Applied Micro Circuits Corporation
Apria Healthcare Group Incorporated
Aqua America, Inc.
aQuantive, Inc.
Arcelor Mittal
Arch Coal, Inc.
Archer-Daniels-Midland Company
Archstone-Smith Trust
Arena Pharmaceuticals, Inc.
Arena Resources, Inc.
ARIAD Pharmaceuticals, Inc.
Ariba, Inc.
Armor Holdings Inc.
ArQule, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 30
Average Daily Volume
Total
Call
Put
158
100
57
3,777
2,261
1,516
19
9
9
2,553
893
1,660
7,245
3,443
3,802
787
616
172
3
1
2
231
144
87
395
261
133
570
381
190
775
292
483
128
73
55
98
50
48
208
102
106
50
40
11
14,378
8,688
5,690
593
318
275
151
111
40
7,914
4,206
3,708
145
123
23
1,689
1,025
664
2,464
1,510
955
649
381
268
3
3
0
630
419
212
27
18
9
113
77
36
1
1
1
80
55
24
89
71
18
498
317
181
1,781
1,240
541
47
30
17
390
248
142
617
302
315
12
8
5
185
133
51
20
14
6
201
141
60
1,938
1,321
617
546
390
156
54
39
15
914
541
373
269
164
105
145
111
34
63,791
35,718
28,073
288
224
64
59
44
15
315
237
77
4,225
2,291
1,934
33
29
3
214
84
130
76
56
20
522
374
148
1,312
670
642
1,233
742
491
2,619
1,711
907
91
31
59
450
296
154
134
83
50
382
315
67
188
137
51
325
259
66
160
59
102
2007 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
ARRS
ARW
ARTC
ARUN
ARM
ASA
ASTSF
AHT
ASH
ASIA
ASML
ASMI
AHL
AZPN
APPY
ASPV
AACC
ASBC
AIZ
ASFI
ASTE
AF
AZN
T
ATHN
AGIX
ATHR
ATN
ATML
ATMI
ATPG
ATW
AUO
ADBL
AUDC
ADSK
ADP
AN
AZO
AUXL
AVRX
AVB
AVNR
AV
AVR
AVY
AVII
AVCI
AVID
CAR
AVT
AVCT
AVP
AVX
AXCA
ACLS
AXS
AZR
AZZ
BIDU
BHI
BLL
BLDP
BYI
Contract Volume
Total
Call
Put
61,394
48,225
13,169
1,030
518
512
108,834
47,529
61,305
84,104
45,526
38,578
55,716
24,152
31,564
44,473
30,926
13,547
21,978
16,611
5,367
286
41
245
26,237
15,800
10,437
14,520
11,624
2,896
110,700
72,657
38,043
462
176
286
457
236
221
295
133
162
44,509
39,432
5,077
53,537
38,116
15,421
3,821
2,805
1,016
8,107
5,411
2,696
9,423
4,842
4,581
24,784
12,127
12,657
11,537
8,601
2,936
6,700
3,393
3,307
127,768
78,277
49,491
1,515,885 1,084,798
431,087
76,483
65,231
11,252
1,316,377
656,191
660,186
360,811
218,070
142,741
3,029
1,891
1,138
23,249
17,825
5,424
6,995
4,391
2,604
42,717
29,713
13,004
37,022
24,921
12,101
84,612
58,202
26,410
17,753
14,916
2,837
12,854
8,210
4,644
173,110
102,986
70,124
205,985
155,077
50,908
95,405
66,114
29,291
113,453
44,098
69,355
23,664
16,619
7,045
341
291
50
38,597
17,701
20,896
185,129
110,218
74,911
124,835
84,180
40,655
105,900
76,093
29,807
21,784
8,402
13,382
20,751
17,334
3,417
56,837
34,268
22,569
50,866
23,541
27,325
49,858
33,004
16,854
78,381
29,170
49,211
24,606
16,857
7,749
101,142
58,137
43,005
6,618
4,800
1,818
10,999
9,483
1,516
27,073
22,697
4,376
23,063
16,363
6,700
420
420
0
5,375
3,688
1,687
3,206,718 1,913,803 1,292,915
494,086
223,240
270,846
80,595
9,833
70,762
7,202
5,771
1,431
53,643
40,963
12,680
Stock
Arris Group, Inc.
Arrow Electronics, Inc.
ArthroCare Corporation
Aruba Networks, Inc.
ArvinMeritor, Inc.
ASA Limited
ASE Test Limited (New)
Ashford Hospitality Trust
Ashland, Inc.
Asiainfo Holdings, Inc.
ASM Holding N.V.
ASM International N.V.
Aspen Insurance Holdings Ltd.
Aspen Technology, Inc.
AspenBio Pharma, Inc.
Aspreva Pharmaceuticals Corporation
Asset Acceptance Capital Corp.
Associated Banc-Corp
Assurant, Inc.
Asta Funding, Inc.
Astec Industries, Inc.
Astoria Financial Corporation
AstraZeneca plc ADS
AT&T Corporation
athenahealth, Inc.
AtheroGenics, Inc.
Atheros Communications
Atlas Energy Resources LLC
Atmel Corporation
ATMI, Inc.
ATP Oil & Gas Corporation
Atwood Oceanics, Inc.
AU Optronics Corp.
Audible, Inc. (New)
AudioCodes Ltd.
Autodesk, Inc.
Automatic Data Processing, Inc.
AutoNation, Inc.
Autozone, Inc.
Auxilium Pharmaceuticals, Inc.
Avalon Pharmaceuticals, 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
AZZ, Incorporated
Baidu.com
Baker Hughes, Incorporated
Ball Corporation
Ballard Power Systems, Inc.
Bally Technologies, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 31
Average Daily Volume
Total
Call
Put
245
192
52
4
2
2
434
189
244
841
455
386
222
96
126
177
123
54
88
66
21
4
1
4
105
63
42
58
46
12
441
289
152
2
1
1
7
4
3
1
1
1
968
857
110
213
152
61
15
11
4
32
22
11
38
19
18
99
48
50
46
34
12
27
14
13
509
312
197
6,039
4,322
1,717
1,234
1,052
181
5,245
2,614
2,630
1,437
869
569
18
11
7
93
71
22
28
17
10
170
118
52
147
99
48
337
232
105
71
59
11
51
33
19
690
410
279
821
618
203
380
263
117
452
176
276
97
68
29
2
2
0
154
71
83
738
439
298
497
335
162
422
303
119
87
33
53
83
69
14
226
137
90
203
94
109
199
131
67
312
116
196
98
67
31
403
232
171
26
19
7
44
38
6
108
90
17
92
65
27
2
2
0
67
46
21
12,776
7,625
5,151
1,968
889
1,079
321
39
282
29
23
6
214
163
51
2007 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
BBV
BBD
ITU
BAC
RATE
BKUNA
BCS
BCR
BARE
BKS
B
BRL
ABX
BAS
BWTR
BOL
BAX
BTE
BBT
BCE
BEAV
BEAS
BECN
BSC
BE
BZH
BEBE
BEC
BDX
BBBY
BDC
BLC
BGO
BMS
BNT
BRY
BBY
BHP
BIDZ
BIG
BBND
BBG
BCRX
BIVN
BIIB
BLTI
BMRN
BMR
BMET
PDLI
BRLI
BPAX
BIOS
BSTE
BVF
BIOV
BMD
BSG
BJS
BJRI
BJ
BDK
BBOX
BLKB
Contract Volume
Total
Call
Put
594
464
130
148,129
84,082
64,047
100,974
52,534
48,440
3,667,196 2,130,148 1,537,048
102,284
48,303
53,981
61,798
23,253
38,545
3,506
1,339
2,167
22,745
10,075
12,670
20,282
6,689
13,593
31,297
19,366
11,931
29,584
21,083
8,501
110,515
74,355
36,160
912,258
576,949
335,309
13,348
9,393
3,955
11,438
9,625
1,813
412,265
164,764
247,501
119,484
80,936
38,548
16,975
12,399
4,576
112,194
63,583
48,611
5,789
3,565
2,224
61,177
44,553
16,624
877,191
597,628
279,563
18,644
9,844
8,800
2,125,060
854,698 1,270,362
13,613
10,181
3,432
1,043,380
349,254
694,126
64,982
38,323
26,659
47,164
38,285
8,879
29,792
18,273
11,519
263,782
119,460
144,322
41,692
26,217
15,475
5,252
3,620
1,632
11,750
9,556
2,194
11,859
8,517
3,342
23,883
17,457
6,426
5,575
3,067
2,508
1,643,384
912,516
730,868
639,594
336,035
303,559
1,683
150
1,533
106,560
46,823
59,737
64,883
54,026
10,857
12,945
9,559
3,386
34,300
26,114
8,186
20,190
17,094
3,096
599,712
399,675
200,037
14,828
11,335
3,493
109,096
67,945
41,151
1,766
1,074
692
34,586
18,897
15,689
284,589
204,952
79,637
13,644
9,620
4,024
22,322
17,077
5,245
6,215
5,108
1,107
78,199
44,447
33,752
189,045
143,846
45,199
8,259
6,074
2,185
42,509
38,227
4,282
32,049
29,128
2,921
353,893
241,861
112,032
1,321
501
820
20,440
15,121
5,319
114,053
39,401
74,652
17,250
10,040
7,210
7,054
3,448
3,606
Stock
Banco Bibao Vizcaya SP ADR
Banco Bradesco
Banco Itau Holding Financeira
Bank of America Corporation
Bankrate, Inc.
BankUnited Financial Corporation
Barclays PLC
Bard (C.R.), Inc.
Bare Escentuals, Inc.
Barnes & Noble, Inc.
Barnes Group, Inc.
Barr Laboratories, Inc.
Barrick Gold Corporation
Basic Energy Services, Inc.
Basin Water, Inc.
Bausch & Lomb Incorporated
Baxter International, Inc.
Baytex Energy Trust
BB&T Corporation
BCE, Inc.
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, Inc.
Belo Corp.
Bema Gold Corporation (New)
Bemis Company
Bentley Pharmaceuticals, Inc.
Berry Petroleum Company Cl A
Best Buy Co., Inc.
BHP Billiton Limited
Bidz.com
Big Lots, Inc.
BigBand Networks, Inc.
Bill Barrett Corporation
BioCryst Pharmaceuticals, Inc.
Bioenvision, Inc.
BIOGEN IDEC, Inc.
BioLase Technology, Inc. (New)
BioMarin Pharmaceutical, Inc.
Biomed Realty Trust
Biomet, Inc.
BioPharma, Inc.
Bio-Reference Laboratories, Inc.
BioSante Pharmaceuticals, Inc.
BioScripp, Inc.
Biosite, Inc.
Biovail Corporation International
Bioveris Corporation (New)
Birch Mountain Resources Ltd.
BISYS Group, Inc. (The)
BJ Services Company
BJ's Restaurant, Inc.
BJ's Wholesale Club, Inc.
Black & Decker Corporation (The)
Black Box Corporation
Blackbaud, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 32
Average Daily Volume
Total
Call
Put
2
2
1
590
335
255
402
209
193
14,610
8,487
6,124
408
192
215
246
93
154
97
37
60
91
40
50
81
27
54
125
77
48
118
84
34
440
296
144
3,634
2,299
1,336
53
37
16
127
107
20
1,642
656
986
476
322
154
68
49
18
447
253
194
23
14
9
244
178
66
3,495
2,381
1,114
74
39
35
8,466
3,405
5,061
54
41
14
4,157
1,391
2,765
259
153
106
188
153
35
119
73
46
1,051
476
575
166
104
62
43
30
13
47
38
9
47
34
13
95
70
26
22
12
10
6,547
3,636
2,912
2,548
1,339
1,209
240
21
219
425
187
238
355
295
59
52
38
13
137
104
33
80
68
12
2,389
1,592
797
59
45
14
435
271
164
15
9
6
138
75
63
1,134
817
317
54
38
16
89
68
21
25
20
4
312
177
134
753
573
180
33
24
9
169
152
17
128
116
12
1,410
964
446
5
2
3
81
60
21
454
157
297
69
40
29
28
14
14
2007 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
BBBB
BLK
HRB
BBI
BBI/B
BCSI
NILE
BXG
BPHX
BTH
BMC
BWP
BBCZ
BA
BDE
BGP
BWA
BORL
BXP
BSX
BOW
BYD
BP
BPT
BZP
BDY
BRP
BBEP
BGG
BEXP
CELL
EAT
BMY
BAB
BRCM
BR
BWNG
BRCD
BRNC
BAM
BHS
BRKS
BRO
BRKR
BC
BW
BPL
BUCY
BWLD
BBW
BLG
BG
BKC
BNI
BOBJ
CHRW
CA
CAB
CVC
CCMP
COG
CACH
CAI
CDNS
Contract Volume
Total
Call
19,240
13,699
27,822
19,988
468,656
122,473
150,823
106,669
891
564
166,364
112,898
191,112
103,345
5,221
3,387
9,542
6,379
10,265
6,515
62,759
35,637
12,281
5,258
5,774
4,697
1,048,340
625,511
6,778
4,724
27,945
20,726
30,156
18,784
8,323
4,636
3,103
1,637
881,199
608,489
206,252
57,107
133,731
83,704
307,904
180,538
70,474
37,975
35,865
25,836
19,398
14,068
4,139
2,488
940
493
36,959
16,013
10,662
9,025
98,282
77,759
18,596
8,983
2,782,901 2,162,238
4,579
2,373
2,124,950 1,320,420
1,019
804
21
11
359,491
253,627
38,058
24,331
22,370
15,195
52,819
20,634
13,345
7,620
8,256
4,850
13,789
10,176
66,755
38,802
60,117
40,380
5,348
3,793
53,281
30,501
114,768
68,654
55,167
35,405
133,630
92,311
245,008
148,429
13,027
7,597
283,081
183,922
199,018
122,437
86,642
45,568
95,431
63,743
16,844
8,865
148,215
96,134
16,549
8,353
45,016
37,975
32,922
11,715
21,866
11,272
36,330
25,498
Stock
Blackboard, Inc.
BlackRock, Inc.
Block (H & R), Inc.
Blockbuster, Inc.-Cl A
Blockbuster, Inc. Cl B
Blue Coat Systems, Inc.
Blue Nile, Inc.
Bluegreen Corporation
Bluephoenix Solutions Ltd.
Blyth, Inc.
BMC Software, Inc.
Boardwalk Pipeline Partners, LP
Bodisen Biotech, Inc.
Boeing Company (The)
Bois d' Arc Energy, Inc.
Borders Group, Inc.
BorgWarner, Inc.
Borland Software Corporation
Boston Properties, Inc.
Boston Scientific Corporation
Bowater, Incorporated
Boyd Gaming Corporation
BP p.l.c.
BP Prudhoe Bay Royalty Trust
BPZ Energy, Inc.
Bradley Pharmaceuticals, Inc. (New)
Brasil Telecom S.A.
BreitBurn Energy Partners L.P.
Briggs & Stratton
Brigham Exploration Company
Brightpoint, Inc.
Brinker International, Inc.
Bristol-Myers Squibb Company
British Airways PLC ADR
Broadcom, Inc.
Broadridge Financial Solutions LLC
Broadwing Corporation
Brocade Communications Systems, Inc.
Bronco Drilling Company, Inc.
Brookfield Asset Management, Inc.
Brookfield Homes Corporation
Brooks Automation, Inc.
Brown & Brown, Inc. (New)
Bruker BioSciences Corporation
Brunswick Corporation
Brush Engineered Materials, Inc.
Buckeye Partners, LP
Bucyrus International, Inc. Cl A
Buffalo Wild Wings, Inc.
Build-A-Bear-Workshop
Building Materials Holding Corporation
Bunge Limited
Burger King Holdings, Inc.
Burlington Northern Santa Fe Corporation
Business Objects S.A. ADR
C H Robinson Worldwide, Inc.
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.
CHICAGO BOARD OPTIONS EXCHANGE
Page 33
Put
5,541
7,834
346,183
44,154
327
53,466
87,767
1,834
3,163
3,750
27,122
7,023
1,077
422,829
2,054
7,219
11,372
3,687
1,466
272,710
149,145
50,027
127,366
32,499
10,029
5,330
1,651
447
20,946
1,637
20,523
9,613
620,663
2,206
804,530
215
10
105,864
13,727
7,175
32,185
5,725
3,406
3,613
27,953
19,737
1,555
22,780
46,114
19,762
41,319
96,579
5,430
99,159
76,581
41,074
31,688
7,979
52,081
8,196
7,041
21,207
10,594
10,832
Average Daily Volume
Total
Call
Put
77
55
22
111
80
31
1,867
488
1,379
601
425
176
4
2
1
663
450
213
761
412
350
21
13
7
145
97
48
41
26
15
250
142
108
49
21
28
23
19
4
4,177
2,492
1,685
27
19
8
111
83
29
120
75
45
33
18
15
12
7
6
3,511
2,424
1,086
822
228
594
533
333
199
1,227
719
507
281
151
129
213
154
60
77
56
21
52
31
21
10
5
5
147
64
83
42
36
7
392
310
82
74
36
38
11,087
8,614
2,473
18
9
9
8,466
5,261
3,205
5
4
1
0
0
0
1,432
1,010
422
152
97
55
89
61
29
210
82
128
53
30
23
33
19
14
55
41
14
266
155
111
240
161
79
31
22
9
212
122
91
468
280
188
220
141
79
532
368
165
976
591
385
52
30
22
1,128
733
395
793
488
305
345
182
164
380
254
126
67
35
32
590
383
207
66
33
33
179
151
28
131
47
84
87
45
42
145
102
43
2007 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
DVR
CAMP
CAMD
ELY
CALM
CPNLQ
CBM
OLED
CCJ
CAM
CPB
CNI
CNQ
CP
CSIQ
CLZR
CNE
CMN
COF
CSE
CPST
CRR
CAH
CRME
CECO
CMX
KMX
CCL
CRS
CANI
CACS
CRZO
CRI
CSH
CAT
CAVM
CBG
CBEY
BOT
CBRL
CBS
CBS.A
CCBL
CHINA
CDWC
CE
CLS
CELG
CEGE
CTIC
CX
CNC
CNP
CTX
CEDC
CETV
CENX
CTL
CEPH
CPHD
CRDN
CRNT
CEN
CERN
Contract Volume
Total
Call
11,934
9,489
10,237
7,282
5,848
4,768
19,531
15,720
74,175
58,590
23,866
18,261
16,412
7,707
52
40
717,720
468,702
108,707
67,861
43,778
25,762
49,047
28,181
158,441
92,106
19,029
13,951
142,334
114,473
17,718
13,446
116,207
85,471
1,477
831
756,959
313,574
24,092
10,721
931
129
21,104
11,418
218,054
105,307
37,792
25,551
133,497
63,693
175,322
120,648
151,982
63,841
121,238
54,419
62,626
37,733
507
424
215
103
83,885
52,730
6,594
3,935
25,801
10,420
1,541,016
782,098
25
25
85,405
43,298
30,397
7,256
215,941
154,800
36,644
16,552
176,069
121,419
2,923
1,711
2,518
2,018
144,703
116,417
58,844
29,121
66,783
52,431
23,241
14,675
991,847
628,920
120,756
92,462
36,505
23,462
247,446
152,992
23,401
17,297
21,379
17,900
842,841
208,610
14,876
8,935
1,127
453
72,094
48,321
13,964
7,454
513,607
319,815
69,758
56,424
249,374
142,708
69,261
56,064
31,974
22,339
59,582
31,008
Stock
Cal Dive International, Inc.
CalAmp Corp.
California Micro Devices Corporation
Callaway Golf Company
Cal-Maine Foods, Inc.
Calpine Corporation
Cambrex Corporation
Cambridge Display Technology, Inc.
Cameco Corporation
Cameron International Corporation
Campbell Soup Company
Canadian National Railway Company
Canadian Natural Resources Ltd.
Canadian Pacific Railway Limited New
Canadian Solar, Inc.
Candela Corp.
Canetic Resources Trust
Cantel Medical Corp.
Capital One Financial Corporation
CapitalSource, Inc.
Capstone Turbine Corporation (New)
CARBO Ceramics, Inc.
Cardinal Health, Inc.
Cardiome Pharma Corporation
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.
Cavium Networks, Inc.
CB Richard Ellis Group, Inc.
Cbeyond, Inc.
CBOT Holdings, Inc.
CBRL Group, Inc.
CBS Corporation
CBS Corporation Class A
C-COR, Inc.
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
Central European Media Enterprises Ltd.
Century Aluminum Company (New)
Centurytel, Inc.
Cephalon, Inc.
Cepheid, Inc.
Ceradyne, Inc.
Ceragon Networks Ltd.
Ceridian Corporation
Cerner Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 34
Put
2,445
2,955
1,080
3,811
15,585
5,605
8,705
12
249,018
40,846
18,016
20,866
66,335
5,078
27,861
4,272
30,736
646
443,385
13,371
802
9,686
112,747
12,241
69,804
54,674
88,141
66,819
24,893
83
112
31,155
2,659
15,381
758,918
0
42,107
23,141
61,141
20,092
54,650
1,212
500
28,286
29,723
14,352
8,566
362,927
28,294
13,043
94,454
6,104
3,479
634,231
5,941
674
23,773
6,510
193,792
13,334
106,666
13,197
9,635
28,574
Average Daily Volume
Total
Call
Put
69
55
14
41
29
12
23
19
4
78
63
15
296
233
62
95
73
22
65
31
35
0
0
0
2,859
1,867
992
433
270
163
174
103
72
195
112
83
631
367
264
76
56
20
884
711
173
71
54
17
463
341
122
6
3
3
3,016
1,249
1,766
96
43
53
4
1
3
84
45
39
869
420
449
151
102
49
532
254
278
698
481
218
606
254
351
483
217
266
250
150
99
2
2
0
1
0
0
334
210
124
26
16
11
103
42
61
6,140
3,116
3,024
4
4
0
340
173
168
121
29
92
860
617
244
146
66
80
701
484
218
12
7
5
10
8
2
577
464
113
234
116
118
266
209
57
93
58
34
3,952
2,506
1,446
481
368
113
456
293
163
986
610
376
93
69
24
85
71
14
3,358
831
2,527
59
36
24
4
2
3
287
193
95
56
30
26
2,046
1,274
772
278
225
53
994
569
425
577
467
110
127
89
38
237
124
114
2007 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
CF
CGV
CHAP
CHIC
CHRS
GTLS
CHTR
CHTT
CHKP
CKFR
CAKE
CHE
CEM
CQP
LNG
CHK
CVX
CBI
CHS
PLCE
RCH
CBAK
STV
CDS
JRJC
CFSG
GRRF
LFC
CMED
CHL
NPD
CN
SNP
CPSL
CSR
CSUN
CNTF
CTDC
CHA
CHU
CYD
IMOS
CMG
CMG/B
CQB
CHH
CBK
CB
CHT
CIEN
CI
XEC
CBB
CINF
CNK
CTAS
CC
CRUS
CSCO
CIT
C
CRBC
CZN
CTXS
Stock
CF Industries Holdings, Inc.
CGV Veritas
Chaparral Steel Company
Charlotte Russe Holding, Inc.
Charming Shoppes, Inc.
Chart Industries, Inc.
Charter Communications, Inc.
Chattem, Inc.
Check Point Software Technologies Ltd.
Checkfree Corporation
Cheesecake Factory, Incorporated (The)
Chemed Corporation
Chemtura Corporation
Cheniere Energy Partners, LP
Cheniere Energy, Inc.
Chesapeake Energy Corporation
Chevron Corporation
Chicago Bridge & Iron Company N.V.
Chico's FAS, Inc.
Children's Place
China Architectural Engineering, Inc.
China BAK Battery, Inc.
China Digital Holding Co., Ltd.
China Direct, Inc.
China Finance Online Company
China Fire & Security Group, Inc.
China GrenTech Corporation Limited
China Life Insurance Co., Ltd.
China Medical Technologies, Inc.
China Mobile Limited
China Nepstar Chain Drugstore Limited
China Netcom Group Corporation Limited
China Petroleum and Chemical Corporation
China Precision Steel, Inc.
China Security & Surveillance Technology, Inc.
China Sunergy Company
China Techfaith Wireless
China Technology Development Group Corporation
China Telecom Corporation Limited
China Unicom Limited
China Yuchai International Limited
ChipMOS TECHNOLOGIES (Bermuda) LTD
Chipotle Mexican Grill, Inc.
Chipotle Mexican Grill, Inc. (B)
Chiquita Brands International, Inc.
Choice Hotels International, Inc.
Christopher & Banks Corporation
Chubb Corporation (The)
Chunghwa Telecom Co., Ltd. - ADR
Ciena Corporation
CIGNA Corporation
Cimarex Energy Co.
CIncinnati Bell, Inc.
Cincinnati Financial Corporation
Cinemark Holdings, Inc.
Cintas Corporation
Circuit City Stores, Inc. Circuit City Group
Cirrus Logic, Inc.
Cisco Systems, Inc.
CIT Group, Inc.
Citigroup, Inc.
Citizens Banking Corporation
Citizens Communications Company
Citrix Systems, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 35
Contract Volume
Total
Call
Put
54,121
37,088
17,033
23,251
11,455
11,796
58,788
43,278
15,510
3,625
2,466
1,159
7,647
4,159
3,488
489
425
64
105,545
87,282
18,263
34,063
24,500
9,563
143,312
110,887
32,425
66,548
38,072
28,476
81,628
49,203
32,425
2,309
1,921
388
6,074
4,985
1,089
6,872
3,302
3,570
150,067
104,807
45,260
1,493,136 1,054,501
438,635
1,363,537
873,368
490,169
48,104
38,785
9,319
186,908
112,618
74,290
95,028
58,524
36,504
811
485
326
72,313
58,654
13,659
71,453
58,951
12,502
4,074
3,643
431
25,073
18,734
6,339
80
20
60
3,321
3,195
126
645,312
380,422
264,890
149,253
102,557
46,696
733,636
462,186
271,450
859
661
198
42,079
21,693
20,386
237,878
140,862
97,016
31,519
28,435
3,084
7,722
6,708
1,014
102,505
65,166
37,339
40,016
33,399
6,617
9,150
7,474
1,676
50,528
25,067
25,461
80,826
53,364
27,462
35,073
29,164
5,909
47,688
35,209
12,479
333,377
175,389
157,988
13,309
7,264
6,045
53,041
24,421
28,620
2,820
1,090
1,730
37,040
23,969
13,071
27,560
20,022
7,538
2,231
1,706
525
342,324
210,762
131,562
90,654
58,490
32,164
17,731
11,466
6,265
23,940
13,613
10,327
128
49
79
2,730
1,705
1,025
31,482
16,806
14,676
272,493
157,902
114,591
22,710
16,691
6,019
4,183,019 3,026,215 1,156,804
223,262
112,103
111,159
6,716,129 3,775,157 2,940,972
13,752
10,347
3,405
21,457
12,607
8,850
227,897
146,749
81,148
Average Daily Volume
Total
Call
Put
318
218
100
96
47
49
234
172
62
14
10
5
30
17
14
22
19
3
420
348
73
136
98
38
571
442
129
265
152
113
325
196
129
9
8
2
24
20
4
38
18
20
598
418
180
5,949
4,201
1,748
5,432
3,480
1,953
192
155
37
745
449
296
379
233
145
116
69
47
288
234
54
1,323
1,092
232
89
79
9
448
335
113
11
3
9
65
63
2
2,571
1,516
1,055
595
409
186
2,923
1,841
1,081
34
26
8
168
86
81
948
561
387
685
618
67
351
305
46
737
469
269
159
133
26
163
133
30
201
100
101
322
213
109
140
116
24
190
140
50
1,328
699
629
53
29
24
211
97
114
11
4
7
148
95
52
110
80
30
9
7
2
1,364
840
524
361
233
128
71
46
25
95
54
41
4
1
2
13
8
5
125
67
58
1,086
629
457
90
66
24
16,665
12,057
4,609
889
447
443
26,757
15,040
11,717
82
62
20
85
50
35
908
585
323
2007 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
CYN
CKR
CLE
CLNE
CLHB
CCU
CCO
CLWR
CBLI
CLF
CLDA
CLX
CME
CMGI
CMS
CNA
CNET
CNH
CISG
CEO
COH
KO
CCE
CDE
CCOI
COGT
CTSH
COGN
CNS
COHU
CSTR
CWTR
COLY
CL
CGPI
PSS
CNB
CLRK
CBRX
COLM
CMCSK
CMCSA
CMA
CBH
CGI
CMC
CTV
CYH
ABV
CIG
ELP
SID
RIO
VNT
BVN
CMP
CCRT
CSC
CPWR
SCOR
CRK
COGO
CMTL
COMV
Contract Volume
Total
Call
Put
14,368
6,559
7,809
13,891
9,006
4,885
31,672
24,229
7,443
10,898
8,896
2,002
25,696
15,766
9,930
466,323
212,524
253,799
12,446
5,554
6,892
158,401
102,404
55,997
6,220
4,641
1,579
307,667
214,384
93,283
901
704
197
98,827
72,534
26,293
601,916
326,901
275,015
2,828
2,073
755
22,117
7,507
14,610
9,926
4,302
5,624
13,127
10,620
2,507
1,238
915
323
11
11
0
109,397
71,431
37,966
391,409
198,151
193,258
1,173,837
870,099
303,738
70,562
57,880
12,682
414,674
353,212
61,462
19,420
11,689
7,731
84,560
65,541
19,019
336,696
205,390
131,306
330,870
252,365
78,505
16,300
7,851
8,449
6,947
4,507
2,440
16,154
8,731
7,423
103,877
73,922
29,955
3,512
1,568
1,944
96,704
47,744
48,960
21,052
16,039
5,013
76,902
41,957
34,945
50,718
17,702
33,016
32,312
23,187
9,125
10,324
9,875
449
12,364
6,480
5,884
308,569
239,233
69,336
761,705
399,962
361,743
63,239
33,037
30,202
264,599
170,179
94,420
862
392
470
60,824
44,746
16,078
3,659
1,521
2,138
19,778
8,435
11,343
14,680
6,735
7,945
1,692
1,171
521
3,996
2,238
1,758
55,487
32,049
23,438
3,982,564 2,691,276 1,291,288
40,424
24,970
15,454
39,991
31,057
8,934
8,651
5,560
3,091
91,554
29,984
61,570
116,120
68,650
47,470
31,540
24,659
6,881
104
46
58
7,685
4,963
2,722
43,026
31,448
11,578
27,601
18,800
8,801
621
569
52
Stock
City National Corporation
CKE Restaurants, Inc.
Claire's Stores, Inc.
Clean Energy Fuels Corporation
Clean Harbors, Inc.
Clear Channel Communications, Inc.
Clear Channel Outdoor Holdings, Inc.
Clearwire Corporation
Cleveland Biolabs, Inc.
Cleveland-Cliffs, Inc.
Clinical Data, Inc.
Clorox Company (The)
CME Group, Inc.
CMGI, Inc.
CMS Energy Corporation
CNA Financial Corporation
CNET Networks, Inc.
CNH Global N.V.
CNinsure, Inc.
CNOOC Limited
Coach, Inc.
Coca-Cola Company (The)
Coca-Cola Enterprises, Inc.
Coeur d' Alene Mines Corp.
Cogent Communications Group, Inc.
Cogent, Inc.
Cognizant Technology Solutions Corporation
Cognos, Incorporated
Cohen & Steers, Inc.
Cohu, Inc.
Coinstar, Inc.
Coldwater Creek, Inc.
Coley Pharmaceutical Group, Inc.
Colgate-Palmolive Company
Collagenex Pharmaceuticals, Inc.
Collective Brands, Inc.
Colonial BancGroup, Inc.
Color Kinetics, Incorporated
Columbia Laboratories, Inc.
Columbia Sportwear Company
Comcast Corporation (Special Class A)
Comcast Corporation Class A
Comerica, Incorporated
Commerce Bancorp, Inc.
Commerce Group, Inc.
Commercial Metals Company
Commscope, Inc.
Community Health Systems, Inc. (New)
Companhia de Bebidas das Americas
Companhia Energetica de Minas Gerais
Companhia Paranaense de Energia-Copel
Companhia Siderurgica Nacional ADR
Companhia Vale do Rio Doce
Compania Anonima Nacional Venezuela
Compania de Minas Buenaventura S.A.
Compass Minerals International, Inc.
CompuCredit Corporation
Computer Sciences Corporation
Compuware Corporation
comScore, Inc.
Comstock Resources, Inc. (New)
Comtech Group, Inc.
Comtech Telecommunication Corp.
Comverge, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 36
Average Daily Volume
Total
Call
Put
57
26
31
55
36
19
126
97
30
136
111
25
102
63
40
1,858
847
1,011
50
22
27
804
520
284
122
91
31
1,226
854
372
16
13
4
394
289
105
2,398
1,302
1,096
79
58
21
88
30
58
40
17
22
52
42
10
5
4
1
1
1
0
436
285
151
1,559
789
770
4,677
3,467
1,210
281
231
51
1,652
1,407
245
77
47
31
337
261
76
1,341
818
523
1,318
1,005
313
83
40
43
28
18
10
64
35
30
414
295
119
21
9
12
385
190
195
84
64
20
306
167
139
202
71
132
129
92
36
41
39
2
49
26
23
1,229
953
276
3,035
1,593
1,441
252
132
120
1,054
678
376
13
6
7
242
178
64
15
6
9
79
34
45
58
27
32
47
33
14
16
9
7
221
128
93
15,867
10,722
5,145
161
99
62
159
124
36
34
22
12
365
119
245
463
274
189
126
98
27
15
7
8
31
20
11
171
125
46
110
75
35
89
81
7
2007 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
CMVT
CAG
CPTS
CXO
CNXT
CONN
COP
CONR
CNX
ED
STZ
CEG
CAL
CLR
CNVR
CVG
CNW
COO
CBE
CTB
CPNO
CPRT
CNIC
CLB
COCO
CPO
GLW
COR
CORS
CZZ
CPWM
COST
COT
CFC
CVD
CVA
CVH
COV
COWN
CR
CRAY
CREAF
CMOS
CS
CREE
CEI
CROX
CCI
CCK
CRXL
CRYP
CRZ
KRY
CSGS
CSX
CTCM
CTRP
CTS
CBST
CMI
CMLS
CW
CUTR
CVTX
Contract Volume
Total
Call
Put
40,980
24,493
16,487
71,908
37,928
33,980
23,699
13,710
9,989
1,043
595
448
27,038
25,343
1,695
31,882
15,196
16,686
2,099,149 1,334,989
764,160
25,148
12,441
12,707
218,262
137,907
80,355
64,943
34,217
30,726
51,749
33,511
18,238
121,769
67,538
54,231
851,148
388,131
463,017
65
45
20
3,053
2,893
160
10,922
7,413
3,509
20,014
8,587
11,427
78,679
50,357
28,322
32,082
22,224
9,858
35,079
25,202
9,877
35,506
7,108
28,398
11,510
7,126
4,384
4,953
4,855
98
40,607
30,063
10,544
11,727
6,499
5,228
30,449
24,194
6,255
1,264,125
873,252
390,873
4,159
3,981
178
300,707
116,457
184,250
2,555
2,300
255
25,622
2,645
22,977
501,133
266,299
234,834
1,197
568
629
4,827,291 1,676,587 3,150,704
12,702
7,642
5,060
37,760
26,619
11,141
73,331
59,187
14,144
18,321
10,485
7,836
6,311
3,936
2,375
4,444
4,095
349
16,906
11,970
4,936
2,038
1,597
441
11,771
9,716
2,055
48,999
31,285
17,714
857,183
479,714
377,469
135
105
30
2,057,150 1,336,454
720,696
31,125
19,272
11,853
80,426
52,246
28,180
8,034
5,294
2,740
32,445
19,349
13,096
210
106
104
197,493
164,972
32,521
18,445
11,834
6,611
544,183
399,950
144,233
69,983
20,960
49,023
192,032
121,906
70,126
13,459
494
12,965
120,318
89,621
30,697
255,778
138,926
116,852
11,075
7,348
3,727
5,857
4,316
1,541
24,751
14,720
10,031
298,196
204,281
93,915
Stock
Comverse Technology, Inc.
ConAgra, Inc.
Conceptus, Inc.
Concho Resources, Inc.
Conexant Systems, Inc
Conn's, Inc.
ConocoPhillips
Conor Medsystems, Inc.
Consol Energy, Inc.
Consolidated Edison, Inc.
Constellation Brands, Inc.
Constellation Energy Corp.
Continental Airlines, Inc. (Class B)
Continental Resources, Inc.
Convera Corporation (New)
Convergys Corp.
Con-way, Inc.
Cooper Companies, Inc. (The)
Cooper Industries, Inc.
Cooper Tire & Rubber Company
Copano Energy LLC
Copart, Inc.
Copernic, Inc.
Core Laboratories N.V.
Corinthian Colleges, Inc.
Corn Products International
Corning, Incorporated
Cortex Pharmaceuticals, Inc.
Corus Bankshares, Inc.
Cosan Limited
Cost Plus, Inc.
Costco Wholesale Corp.
Cott Corporation
Countrywide Financial Corporation
Covance
Covanta Holding Corporation
Coventry Health Care, Inc.
Covidien Ltd.
Cowen Group, Inc.
Crane Co.
Cray, Inc. (New)
Creative Technology Limited
Credence Systems Corporation
Credit Suisse Group - SPON ADR
Cree, Inc.
Crescent Real Estate Equities, Inc.
Crocs, Inc.
Crown Castle International Corp.
Crown Holdings, Inc.
Crucell NV - ADR
CryptoLogic Limited
Crystal River Capital, Inc.
Crystallex International Corporation
CSG Systems International, Inc.
CSX Corporation
CTC Media, Inc.
Ctrip.com International, Ltd.
CTS Corporation (New)
Cubist Pharmaceuticals, Inc.
Cummins, Inc.
Cumulus Media, Inc.- Cl A
Curtiss-Wright Corporation
Cutera, Inc.
CV Therapeutics, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 37
Average Daily Volume
Total
Call
Put
163
98
66
286
151
135
94
55
40
23
13
10
108
101
7
127
61
66
8,363
5,319
3,044
100
50
51
870
549
320
259
136
122
206
134
73
485
269
216
3,391
1,546
1,845
2
2
1
12
12
1
44
30
14
80
34
46
313
201
113
128
89
39
140
100
39
208
42
166
46
28
17
34
33
1
162
120
42
47
26
21
121
96
25
5,036
3,479
1,557
17
16
1
1,198
464
734
30
27
3
102
11
92
1,997
1,061
936
5
2
3
19,232
6,680
12,553
51
30
20
150
106
44
292
236
56
144
83
62
25
16
9
18
16
1
67
48
20
8
6
2
47
39
8
195
125
71
3,415
1,911
1,504
1
0
0
8,196
5,325
2,871
124
77
47
320
208
112
32
21
11
129
77
52
30
15
15
787
657
130
73
47
26
2,168
1,593
575
279
84
195
765
486
279
61
2
59
479
357
122
1,019
553
466
44
29
15
23
17
6
99
59
40
1,188
814
374
2007 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
CVS
CYBX
CYMI
CYNO
CYPB
CY
CYT
CYTR
CYTC
DHI
DADE
DAI
DAKT
DHR
DRI
DDUP
DTLK
DVA
DPM
DF
DECK
DCGN
DE
DK
DELL
DPHIQ
DLP
DAL
DFC
DPTR
DNR
DNDN
DNN
XRAY
DEPO
HXM
DB
DT
DVN
DXCM
DGIT
DEO
DO
DRH
DSX
DKS
DBD
DIGE
DGII
DOC
DGIN
DRIV
DTAS
DDS
DIOD
DFS
DISCA
DSCO
DESC
DITC
DIVX
DJO
DCEL
RDY
Contract Volume
Total
Call
Put
1,292,358
797,847
494,511
38,852
24,015
14,837
56,161
26,355
29,806
18,430
12,988
5,442
494,504
304,658
189,846
623,121
420,105
203,016
2,736
1,903
833
14,792
14,446
346
43,267
25,375
17,892
599,153
276,613
322,540
6,444
3,557
2,887
267,087
171,011
96,076
81,867
51,081
30,786
58,158
32,987
25,171
25,666
15,476
10,190
37,736
8,743
28,993
2,240
1,838
402
147,097
107,361
39,736
26,796
15,133
11,663
54,048
33,011
21,037
81,468
36,635
44,833
4,167
3,588
579
565,723
319,252
246,471
22,225
14,883
7,342
2,123,107 1,255,560
867,547
1,483
761
722
3,050
1,545
1,505
368,091
284,895
83,196
83,443
30,650
52,793
165,334
109,020
56,314
61,076
42,326
18,750
6,496,995 4,254,412 2,242,583
40,986
32,616
8,370
30,520
20,364
10,156
28,107
25,249
2,858
22,168
14,364
7,804
80,724
38,982
41,742
39,205
26,554
12,651
583,221
368,792
214,429
4,332
3,627
705
7,759
5,532
2,227
40,076
24,167
15,909
399,486
277,453
122,033
824
681
143
93,825
68,582
25,243
67,403
31,317
36,086
19,110
5,458
13,652
35,742
18,537
17,205
3,277
2,116
1,161
1,460
764
696
2,741
2,697
44
176,891
98,581
78,310
468
134
334
151,066
89,620
61,446
16,744
11,051
5,693
59,211
29,048
30,163
16,948
13,028
3,920
17,044
13,225
3,819
4,810
3,180
1,630
7,966
4,600
3,366
88,567
68,970
19,597
13,299
8,011
5,288
16,314
12,778
3,536
27,386
15,373
12,013
Stock
CVS Caremark Corporation
Cyberonics, Inc.
Cymer, Inc.
Cynosure, Inc.
Cypress Bioscience, Inc.
Cypress Semiconductor Corporation
Cytec Industries, Inc.
CytRx Corporation
CYTYC Corporation
D.R. Horton, Inc.
Dade Behring Holdings, Inc.
Daimler AG
Daktronics, Inc.
Danaher Corporation
Darden Restaurants, Inc.
Data Domain, Inc.
Datalink Corporation
DaVita, Inc.
DCP Midstream Partners, LP
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
Delta Financial Corporation
Delta Petroleum Corporation
Denbury Resources, Inc.
Dendreon Corporation
Dennison Mines 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.
DG Fastchannel, Inc.
Diageo PLC
Diamond Offshore Drilling, Inc.
DiamondRock Hospitality Company
Diana Shipping, Inc.
Dick's Sporting Goods, Inc.
Diebold, Incorporated
Digene Corp.
Digi International, Inc. (New)
Digital Angel Corporation
Digital Insight Corporation
Digital River, Inc.
Digitas, Inc.
Dillard Department Stores, Inc. (Class A)
Diodes, Incorporated
Discover Financial Services
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)
CHICAGO BOARD OPTIONS EXCHANGE
Page 38
Average Daily Volume
Total
Call
Put
5,149
3,179
1,970
155
96
59
224
105
119
114
81
34
1,970
1,214
756
2,483
1,674
809
11
8
3
101
98
2
172
101
71
2,387
1,102
1,285
26
14
12
1,064
681
383
326
204
123
232
131
100
102
62
41
419
97
322
9
7
2
586
428
158
107
60
46
215
132
84
325
146
179
17
14
2
2,254
1,272
982
89
59
29
8,459
5,002
3,456
6
3
3
12
6
6
2,204
1,706
498
446
164
282
659
434
224
243
169
75
25,884
16,950
8,935
244
194
50
122
81
40
112
101
11
88
57
31
322
155
166
156
106
50
2,324
1,469
854
17
14
3
42
30
12
160
96
63
1,592
1,105
486
12
10
2
374
273
101
269
125
144
76
22
54
142
74
69
13
8
5
6
3
3
11
11
0
705
393
312
2
1
1
602
357
245
67
44
23
466
229
238
68
52
16
68
53
15
19
13
6
32
18
13
353
275
78
53
32
21
65
51
14
109
61
48
2007 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
DLB
DLLR
DG
DTG
DLTR
D
DPZ
UFS
RRD
DRL
HILL
DBTK
DEI
DDE
DOW
DJ
DSL
DWA
DRC
DRQ
DRS
DRYS
DSPG
DSW
DD
DUK
DRE
DYAX
DY
BOOM
DVAX
DCP
DYN
ETFC
EGLE
EXP
EROC
ELNK
EMN
EK
ETN
EV
EBAY
ELON
DISH
ECIL
ECLP
ECLG
EPEX
EIX
EEEE
EW
AGE
EFD
EAGL
EJ
EP
ELN
EGO
ESIO
ERTS
EDS
EQ
EMC
Contract Volume
Total
Call
20,430
13,996
3,736
2,564
50,013
30,274
3,024
1,394
86,139
67,581
195,491
86,062
20,591
12,998
614,081
308,999
17,309
12,528
88,679
75,123
9,439
8,774
5,740
4,705
25,670
3,730
3,138
1,122
549,976
399,860
285,305
158,313
197,085
73,338
37,972
28,911
38,148
25,625
67,236
43,984
10,075
7,163
910,820
611,288
32,780
23,132
47,444
20,210
348,137
203,544
239,453
183,075
1,135
332
25,027
14,707
9,256
5,704
51,272
38,965
7,049
5,216
19,718
17,089
167,001
112,596
1,990,523 1,279,074
85,449
64,314
80,309
51,507
1,758
701
111,600
81,309
26,304
16,962
517,793
292,295
54,833
31,692
3,806
1,569
2,408,453 1,582,612
87,065
67,258
365,169
269,924
8,082
6,194
39,311
20,638
9,274
7,677
21,313
13,807
66,194
31,920
2,477
1,446
23,133
12,012
54,608
38,149
5,195
4,193
38,724
28,591
52,082
39,158
525,228
269,053
2,002,161 1,482,682
26,196
20,386
9,665
7,755
541,673
334,104
151,966
103,194
26,283
14,002
3,335,013 2,605,692
Stock
Dolby Laboratories, Inc.
Dollar Financial Corporation
Dollar General Corporation
Dollar Thrifty Automotive Group, Inc.
Dollar Tree Stores, Inc.
Dominion Resources, Inc.
Domino's Pizza, Inc.
Domtar Corporation
Donnelley (R.R.) & Sons Company
Doral Financial Corp.
Dot Hill Systems Corp.
Double-Take Software, Inc.
Douglas Emmett, 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
DSW, Inc.
du Pont (E.I.) de Nemours & Company
Duke Energy Company
Duke-Weeks Realty Investment, Inc.
Dyax Corporation
Dycom Industries, Inc.
Dynamic Materials Corporation
Dynavax Technologies Corporation
DynCorp International, Inc.
Dynegy, Inc.
E*Trade Financial Corporation
Eagle Bulk Shipping, Inc.
Eagle Materials, Inc.
Eagle Rock Energy Partners Ltd.
EarthLink, Inc.
Eastman Chemical Company
Eastman Kodak Company
Eaton Corporation
Eaton Vance Corporation
eBay, Inc.
Echelon Corporation
EchoStar Communications Corporation
ECI Telecom Limited
Eclipsys Corporation
eCollege.com
Edge Petroleum Corporation
Edison International
Educate, Inc.
Edward Lifesciences Corporation
Edwards (A.G.) & Sons, Inc.
eFunds Corporation
EGL, Inc.
E-House China Holdings Ltd.
El Paso Corporation
Elan Corporation PLC ADR
Eldorado Gold Corporation
Electro Scientific Industries, Inc.
Electronic Arts, Inc.
Electronic Data Systems, Inc.
Embarq Corporation
EMC Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 39
Put
6,434
1,172
19,739
1,630
18,558
109,429
7,593
305,082
4,781
13,556
665
1,035
21,940
2,016
150,116
126,992
123,747
9,061
12,523
23,252
2,912
299,532
9,648
27,234
144,593
56,378
803
10,320
3,552
12,307
1,833
2,629
54,405
711,449
21,135
28,802
1,057
30,291
9,342
225,498
23,141
2,237
825,841
19,807
95,245
1,888
18,673
1,597
7,506
34,274
1,031
11,121
16,459
1,002
10,133
12,924
256,175
519,479
5,810
1,910
207,569
48,772
12,281
729,321
Average Daily Volume
Total
Call
Put
81
56
26
34
24
11
199
121
79
12
6
6
343
269
74
779
343
436
82
52
30
2,447
1,231
1,215
69
50
19
353
299
54
38
35
3
48
39
9
118
17
101
13
4
8
2,191
1,593
598
1,137
631
506
785
292
493
151
115
36
152
102
50
268
175
93
40
29
12
3,629
2,435
1,193
131
92
38
189
81
109
1,387
811
576
954
729
225
5
1
3
100
59
41
37
23
14
204
155
49
28
21
7
79
68
10
665
449
217
7,930
5,096
2,834
340
256
84
320
205
115
8
3
5
445
324
121
105
68
37
2,063
1,165
898
218
126
92
15
6
9
9,595
6,305
3,290
347
268
79
1,455
1,075
379
32
25
8
157
82
74
37
31
6
85
55
30
264
127
137
10
6
4
92
48
44
218
152
66
21
17
4
154
114
40
627
472
156
2,093
1,072
1,021
7,977
5,907
2,070
104
81
23
39
31
8
2,158
1,331
827
605
411
194
105
56
49
13,287
10,381
2,906
2007 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
EMKR
EMR
EMIS
EMMS
EIG
ERJ
ELX
EEP
ECA
EAC
ENP
WIRE
ENCY
ENDP
ENWV
EGN
ENR
ENER
EPL
ETE
ETP
ES
ERF
ENG
ESV
ENTG
ETR
EPE
EPD
ENT
ENZ
ENZN
EOG
EPIQ
EPIX
EQIX
EQT
ELS
EOP
EQR
ERES
ERIC
ESCL
ESMK
ESPD
ESST
KEYW
EL
ETH
ESEA
EVEP
EVVV
RE
EEE
ESLR
EXM
XCO
EXEL
EXC
EXPE
EXPD
ESRX
XJT
EXH
Contract Volume
Total
Call
13,970
11,446
166,175
130,802
5,221
4,463
13,580
8,424
1,464
570
24,021
15,278
98,182
41,813
38,973
21,163
377,173
235,073
6,283
4,751
1,430
435
72,853
53,552
181,847
133,498
46,130
31,468
6,130
4,090
9,920
7,010
21,273
10,491
480,168
344,538
71,368
42,276
129,258
114,461
77,370
42,524
58
58
73,783
54,817
17,878
14,769
191,696
126,261
8,913
5,950
73,428
35,202
803
643
60,532
26,184
20,287
10,055
68,884
59,015
34,234
21,710
135,467
69,457
17,084
12,868
10,427
8,070
64,418
34,389
24,549
6,421
799
401
293,083
265,575
21,131
12,793
21,571
17,547
251,326
130,966
10,185
3,887
654
362
20,947
17,813
7,440
7,405
3,191
3,189
30,508
17,919
30,086
6,593
17,386
13,339
1,493
775
21,935
11,700
36,721
27,440
290,866
184,582
310,504
222,579
157,834
118,728
81,520
31,274
37,038
21,029
298,443
167,693
109,363
55,622
70,246
36,893
395,792
248,207
23,288
16,964
125
85
Stock
EMCORE Corporation (New)
Emerson Electric Company
Emisphere Technologies, Inc.
Emmis Communications Corp. Cl A
Employers Holdings, Inc.
Empresa Brasileira de Aeronautica S.A.
Emulex Corporation
Enbridge Energy Partners, L.P.
EnCana Corporation
Encore Acquisition Company
Encore Energy Partners LP
Encore Wire Corporation
Encysive Pharmaceuticals, Inc.
Endo Pharmaceuticals Holdings, Inc.
Endwave Corporation
Energen Corp.
Energizer Holdings, Inc.
Energy Conversion Devices, Inc.
Energy Partners, Ltd.
Energy Transfer Equity L.P.
Energy Transfer Partners
EnergySolutions, Inc.
Enerplus Resources Fund
ENGlobal Corporation
ENSCO International, Incorporated
Entegris, Inc.
Entergy Corporation
Enterprise GP Holdings LP
Enterprise Products Partners L.P.
Enterra Energy Trust
Enzo Biochem, Inc.
Enzon Pharmaceuticals, Inc.
EOG Resources, Inc.
EPIQ Systems, Inc.
EPIX Pharmaceuticals, Inc.
Equinix, Inc.
Equitable Resources, Inc.
Equity Lifestyle Properties, Inc.
Equity Office Properties Trust
Equity Residential
eRESEARCH Technology, Inc.
Ericsson (L.M.) Telephone Co. ADR
Escala Group, Inc.
Esmark, Inc.
eSPEED, Inc.
ESS Technology, Inc.
Essex Corporation
Estee Lauder Companies, Inc. (The) (Class A)
Ethan Allen Interiors, Inc.
Euroseas Ltd.
EV Energy Partners, LP
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.
Exterran Holdings, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 40
Put
2,524
35,373
758
5,156
894
8,743
56,369
17,810
142,100
1,532
995
19,301
48,349
14,662
2,040
2,910
10,782
135,630
29,092
14,797
34,846
0
18,966
3,109
65,435
2,963
38,226
160
34,348
10,232
9,869
12,524
66,010
4,216
2,357
30,029
18,128
398
27,508
8,338
4,024
120,360
6,298
292
3,134
35
2
12,589
23,493
4,047
718
10,235
9,281
106,284
87,925
39,106
50,246
16,009
130,750
53,741
33,353
147,585
6,324
40
Average Daily Volume
Total
Call
Put
56
46
10
662
521
141
21
18
3
54
34
21
7
3
4
96
61
35
391
167
225
155
84
71
1,503
937
566
25
19
6
31
9
22
290
213
77
724
532
193
184
125
58
24
16
8
40
28
12
85
42
43
1,913
1,373
540
284
168
116
515
456
59
308
169
139
19
19
0
294
218
76
71
59
12
764
503
261
36
24
12
293
140
152
5
4
1
241
104
137
81
40
41
274
235
39
136
86
50
540
277
263
68
51
17
42
32
9
257
137
120
98
26
72
7
3
3
1,168
1,058
110
84
51
33
86
70
16
1,001
522
480
41
15
25
28
16
13
83
71
12
30
30
0
13
13
0
122
71
50
120
26
94
217
167
51
17
9
8
87
47
41
146
109
37
1,159
735
423
1,237
887
350
629
473
156
325
125
200
148
84
64
1,189
668
521
436
222
214
280
147
133
1,577
989
588
93
68
25
0
0
0
2007 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
EXTR
XOM
EZPW
FFIV
FDS
FIC
FCS
FFH
FALC
FDO
FNM
FARO
FAST
FCSX
FRE
FDX
FEIC
FTWR
FNF
FIS
FITB
FNSR
FBP
FCFS
FDC
FHN
FMD
FSLR
FE
FED
FISV
FLML
FLDR
FLE
FLEX
FLIR
FLA
FRK
FTK
FLOW
FLS
FLR
FTI
FMCN
FL
FRPT
F
FDG
FRX
FST
FORM
FIG
FO
FOSL
FWLT
FCL
FDRY
FS
FOXH
FPL
FBTX
BEN
FCX
RAIL
Stock
Extreme Networks, Inc.
Exxon Mobil Corporation
EZCORP, Inc.
F5 Networks, Inc.
FactSet Research Systems, Inc.
Fair, Isaac, Inc.
Fairchild Semiconductor Int'l, Inc.
Fairfax Financial Holdings Limited
FalconStor Software, Inc.
Family Dollar Stores, Inc.
Fannie Mae
FARO Technologies, Inc.
Fastenal Company
FCStone Group, Inc.
Federal Home Loan Mortgage Corporation (Freddie Ma
FedEx Corporation
FEI Company
FiberTower Corporation
Fidelity National Financial, Inc.
Fidelity National Information Services, Inc.
Fifth Third Bancorp
Finisar Corporation (New)
First Bancorp Puerto Rico
First Cash Financial Services, Inc.
First Data Corporation
First Horizon National Corporation
First Marblehead Corporation
First Solar, Inc.
FirstEnergy Corp.
FirstFed Financial Corp.
FIserv, Inc.
Flamel Technologies S.A., ADS
Flanders Corporation
Fleetwood Enterprises, Inc.
Flextronics International Ltd.
FLIR Systems, Inc.
Florida East Coast Industries, Inc.
Florida Rock Industries, Inc.
Flotek Industries, Inc.
Flow International Corporation
Flowserve Corporation
Fluor Corporation (New)
FMC Technologies, Inc.
Focus Media Holding Limited
Foot Locker, Inc.
Force Protecton, Inc.
Ford Motor Company
Fording Canadian Coal Trust
Forest Laboratories, Inc.
Forest Oil Corporation
FormFactor, Inc.
Fortress Investment Group LLC
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 Bank Corporation
Franklin Resources, Inc.
Freeport-McMoRan Copper & Gold Co., Inc. (Class B)
Freightcar America, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 41
Contract Volume
Total
Call
Put
12,719
12,183
536
2,619,359 1,568,048 1,051,311
65,401
49,436
15,965
284,836
164,436
120,400
180
117
63
7,831
3,899
3,932
28,693
13,755
14,938
59,870
23,646
36,224
43,373
36,348
7,025
53,082
10,464
42,618
817,815
315,036
502,779
22,788
14,184
8,604
97,932
47,650
50,282
42,547
27,838
14,709
480,880
229,180
251,700
652,210
317,318
334,892
17,587
11,682
5,905
15,900
14,162
1,738
34,220
19,469
14,751
783
228
555
109,398
61,949
47,449
39,080
34,917
4,163
61,913
44,779
17,134
19,993
11,939
8,054
228,563
100,964
127,599
43,543
14,263
29,280
283,353
159,933
123,420
617,517
369,670
247,847
34,287
17,938
16,349
125,291
33,041
92,250
60,479
38,547
21,932
127,997
70,833
57,164
3,205
1,383
1,822
13,675
6,429
7,246
138,728
107,496
31,232
49,777
35,686
14,091
38,135
24,492
13,643
79,781
65,979
13,802
16,604
11,470
5,134
19,835
13,843
5,992
25,517
17,822
7,695
107,903
60,155
47,748
65,904
36,401
29,503
656,375
429,435
226,940
140,724
70,175
70,549
334,484
249,242
85,242
1,939,598
961,596
978,002
129,434
90,309
39,125
430,423
173,217
257,206
39,015
29,722
9,293
95,074
59,756
35,318
95,160
50,217
44,943
36,296
19,011
17,285
23,685
11,675
12,010
595,960
398,890
197,070
82,812
45,163
37,649
169,525
123,932
45,593
49,405
7,268
42,137
36,710
22,511
14,199
115,777
63,858
51,919
1,974
678
1,296
105,279
46,068
59,211
3,012,308 2,025,394
986,914
48,085
21,866
26,219
Average Daily Volume
Total
Call
Put
51
49
2
10,436
6,247
4,188
261
197
64
1,135
655
480
1
0
0
31
16
16
114
55
60
239
94
144
173
145
28
211
42
170
3,258
1,255
2,003
91
57
34
390
190
200
335
219
116
1,916
913
1,003
2,598
1,264
1,334
70
47
24
63
56
7
136
78
59
3
1
2
436
247
189
156
139
17
247
178
68
80
48
32
911
402
508
173
57
117
1,129
637
492
2,628
1,573
1,055
137
71
65
499
132
368
241
154
87
510
282
228
13
6
7
54
26
29
553
428
124
198
142
56
173
111
62
318
263
55
297
205
92
79
55
24
102
71
31
430
240
190
263
145
118
2,615
1,711
904
561
280
281
2,201
1,640
561
7,727
3,831
3,896
516
360
156
1,715
690
1,025
155
118
37
379
238
141
435
229
205
145
76
69
94
47
48
2,374
1,589
785
330
180
150
675
494
182
197
29
168
146
90
57
461
254
207
30
10
20
419
184
236
12,001
8,069
3,932
192
87
104
2007 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
FMT
FDP
FBR
FRG
FRNT
FTO
FRO
FTD
FCN
FCEL
FTEK
FUQI
FBN
FXEN
GFA
GME
GRS
GCI
GPS
GDI
GRMN
GSX
GHS
GTW
GMST
GNK
GY
DNA
BGC
GD
GE
GGP
GMR
GIS
GM
GWR
GHCI
GLS
GNSS
GTOP
GPRO
GNW
GENZ
GEOY
GGR
GGC
GNA
GGB
GERN
GYI
GFIG
GI
GA
GIGM
GIL
GILD
GIVN
GSK
GLG
GLBC
GLBL
GPN
GSL
GSF
Contract Volume
Total
Call
Put
621,209
266,988
354,221
24,142
17,458
6,684
116,109
89,750
26,359
52,382
42,887
9,495
6,660
4,289
2,371
239,873
178,026
61,847
303,547
191,764
111,783
2,188
1,168
1,020
38,335
28,594
9,741
49,755
39,155
10,600
132,249
77,826
54,423
723
482
241
18,401
11,084
7,317
39,105
28,593
10,512
7,136
5,442
1,694
278,433
197,415
81,018
56,832
44,595
12,237
65,007
39,828
25,179
497,635
338,724
158,911
23,816
17,690
6,126
2,703,279 1,880,556
822,723
14,691
13,188
1,503
48,113
43,001
5,112
52,419
37,163
15,256
39,290
34,640
4,650
44,239
29,517
14,722
9,134
8,288
846
917,198
543,130
374,068
130,182
75,987
54,195
149,999
106,102
43,897
4,081,884 2,693,396 1,388,488
33,184
14,404
18,780
58,226
33,035
25,191
38,155
25,627
12,528
4,766,999 2,299,650 2,467,349
14,598
11,966
2,632
23,801
17,750
6,051
11,856
7,430
4,426
52,874
31,681
21,193
232,777
166,019
66,758
59,541
30,181
29,360
28,410
16,182
12,228
312,845
193,145
119,700
1,239
1,045
194
26,243
18,915
7,328
140,017
80,251
59,766
32,407
24,054
8,353
58,689
36,789
21,900
129,134
103,217
25,917
55,185
28,456
26,729
43,941
22,035
21,906
67,159
51,701
15,458
664
307
357
200,787
163,433
37,354
3,857
361
3,496
628,399
400,176
228,223
13,726
9,083
4,643
277,406
150,561
126,845
61
21
40
45,649
31,867
13,782
68,023
55,793
12,230
75,909
45,355
30,554
1,195
544
651
553,466
391,508
161,958
Stock
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.
Fuqi International, Inc.
Furniture Brands International, Inc.
FX Energy, Inc.
Gafisa S.A.
GameStop Corporation
Gammon Gold, Inc.
Gannett Company, Inc.
Gap, Inc. (The)
Gardner Denver, Inc.
Garmin Ltd.
Gasco Energy, Inc.
GateHouse Media, Inc.
Gateway, Inc.
Gemstar-TV Guide Int'l, Inc.
Genco Shipping & Trading Ltd.
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 Lease Limited
Genesis Microchip, Incorporated.
Genitope Corporation
Gen-Probe, Incorporated
Genworth Financial, Inc.
Genzyme Corporation
GeoEye, Inc.
GeoGlobal Resources, Inc.
Georgia Gulf Corporation
Gerdau Ameristeel Corporation
Gerdau S.A.
Geron Corporation
Getty Images, Inc.
GFI Group, Inc. (New)
Giant Industries, Inc.
Giant Interactive Group, Inc.
GigaMedia Ltd.
Gildan Activewear, Inc.
Gilead Sciences, Inc.
Given Imaging Ltd.
GlaxoSmithKline plc ADR
GLG Partners, Inc.
Global Crossing Ltd. (New)
Global Industries Ltd.
Global Payments, Inc.
Global Signal, Inc.
GlobalSanta Fe Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 42
Average Daily Volume
Total
Call
Put
2,475
1,064
1,411
96
70
27
463
358
105
209
171
38
27
17
9
956
709
246
1,209
764
445
9
5
4
153
114
39
198
156
42
527
310
217
21
14
7
73
44
29
156
114
42
39
30
9
1,109
787
323
226
178
49
259
159
100
1,983
1,349
633
95
70
24
10,770
7,492
3,278
59
53
6
192
171
20
209
148
61
157
138
19
235
157
78
36
33
3
3,654
2,164
1,490
519
303
216
598
423
175
16,262
10,731
5,532
132
57
75
232
132
100
152
102
50
18,992
9,162
9,830
58
48
10
95
71
24
60
38
22
211
126
84
927
661
266
237
120
117
113
64
49
1,246
770
477
56
48
9
105
75
29
558
320
238
129
96
33
234
147
87
514
411
103
220
113
106
175
88
87
268
206
62
35
16
19
800
651
149
175
16
159
2,504
1,594
909
55
36
18
1,105
600
505
3
1
2
182
127
55
271
222
49
302
181
122
5
2
3
2,205
1,560
645
2007 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
GSAT
GCOM
GMKT
GMXR
GOL
GLNG
GFI
GRZ
GG
GSS
GLDN
GR
GDP
GT
GOOG
GTI
GWW
GVA
GRP
GAP
GXP
GB
GBBK
GMCR
GW
GPI
ASR
SIM
TV
GSIC
GTXI
GES
GTRC
GIFI
GLF
GYMB
HAIN
HAL
HALO
HBI
HC
HNSN
HANS
HOG
HAR
HLIT
HMY
HET
TINY
HRS
HIG
HTE
HNR
HAS
HAYZ
HAYN
HDB
HW
HMA
HNT
HLEX
HLS
HWAY
HL
Contract Volume
Total
Call
Put
73,708
35,964
37,744
31
21
10
42,126
33,805
8,321
23,824
11,323
12,501
74,164
50,263
23,901
8,703
5,565
3,138
499,285
358,596
140,689
21,650
17,880
3,770
985,955
645,723
340,232
269,908
254,376
15,532
7,982
5,271
2,711
47,815
31,182
16,633
36,891
26,668
10,223
478,909
280,111
198,798
8,423,195 5,053,046 3,370,149
21,701
16,577
5,124
22,405
16,203
6,202
36,376
25,358
11,018
115,281
69,472
45,809
45,122
27,887
17,235
21,356
9,584
11,772
9,260
4,562
4,698
6,421
1,538
4,883
12,963
10,340
2,623
106,892
74,670
32,222
26,695
12,314
14,381
225
136
89
2,734
1,715
1,019
37,939
25,444
12,495
29,644
20,005
9,639
12,187
4,267
7,920
120,657
73,187
47,470
26,020
14,359
11,661
839
442
397
16,690
10,513
6,177
61,791
25,366
36,425
11,563
6,360
5,203
2,822,584 1,795,611 1,026,973
25,122
17,182
7,940
6,366
3,164
3,202
4,232
3,089
1,143
228,768
157,022
71,746
100,655
63,149
37,506
585,445
228,766
356,679
115,941
80,164
35,777
56,710
42,521
14,189
251,131
151,474
99,657
407,439
298,772
108,667
13,046
9,661
3,385
47,491
33,292
14,199
58,550
35,006
23,544
96,289
67,882
28,407
26,670
21,618
5,052
29,598
22,291
7,307
125
105
20
6,281
4,185
2,096
51,631
29,623
22,008
81,945
54,141
27,804
96,533
54,964
41,569
31,812
15,831
15,981
5,353
4,034
1,319
69,966
40,469
29,497
36,243
17,146
19,097
212,963
163,353
49,610
Stock
Globalstar, Inc.
Globecomm Systems, Inc.
Gmarket, Inc.
GMX Resources, Inc.
Gol Linhas Aereas Inteligentes S.A.
Golar LNG Ltd.
Gold Fields Limited
Gold Reserve, Inc.
Goldcorp, Inc.
Golden Star Resources Ltd.
Golden Telecom, Inc.
Goodrich Corporation
Goodrich Petroleum Corporation
Goodyear Tire & Rubber Company (The)
Google, Inc.
GrafTech International Ltd.
Grainger (W.W.), Inc.
Granite Construction, Inc.
Grant Prideco, Inc.
Great Atlantic & Pacific Tea Company, Inc. (The)
Great Plains Energy, Incorporated
Greatbatch, Inc.
Greater Bay Bancorp.
Green Mountain Coffee Roasters, Inc.
Grey Wolf, Inc.
Group 1 Automotive, Inc.
Grupo Aeroportuario
Grupo Simec, S.A. de C.V.
Grupo Televisa S.A. ADR
GSI Commerce, Inc.
GTx, Inc.
Guess?, Inc.
Guitar Center, Inc.
Gulf Island Fabrication, Inc.
GulfMark Offshore, Inc.
Gymboree Corporation (The)
Hain Food Group, Inc.
Halliburton Company
Halozyme Therapeutics, Inc.
Hanesbrands, Inc.
Hanover Compressor Company
Hansen Medical, Inc.
Hansen Natural Corporation
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.
Hayes Lemmerz International, Inc.
Haynes International, Inc.
HDFC Bank Ltd.
Headwaters Incorporated
Health Management Associates, Inc. (Class A)
Health Net, Inc.
HealthExtras, Inc.
Healthsouth Corp.
Healthways, Inc.
Hecla Mining Company
CHICAGO BOARD OPTIONS EXCHANGE
Page 43
Average Daily Volume
Total
Call
Put
294
143
150
4
3
1
179
144
35
95
45
50
295
200
95
155
99
56
1,989
1,429
561
86
71
15
3,928
2,573
1,356
1,075
1,013
62
32
21
11
190
124
66
147
106
41
1,908
1,116
792
33,559
20,132
13,427
86
66
20
89
65
25
145
101
44
459
277
183
180
111
69
85
38
47
37
18
19
26
6
19
122
98
25
426
297
128
106
49
57
3
2
1
11
7
4
151
101
50
118
80
38
49
17
32
481
292
189
104
57
46
3
2
2
66
42
25
246
101
145
46
25
21
11,245
7,154
4,092
107
73
34
25
13
13
17
12
5
1,589
1,090
498
662
415
247
2,332
911
1,421
462
319
143
226
169
57
1,001
603
397
1,623
1,190
433
52
38
13
189
133
57
233
139
94
384
270
113
106
86
20
118
89
29
1
1
0
79
52
26
206
118
88
326
216
111
385
219
166
127
63
64
21
16
5
279
161
118
144
68
76
848
651
198
2007 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
HLYS
HNZ
HLX
HP
HLF
HERO
HRLY
HTZ
HES
HEW
HPQ
HXL
HIBB
HLT
HIMX
HIT
HITT
HLTH
HMSY
HOKU
HEPH
HOC
HOLX
HD
HMIN
HSOA
HON
HOFF
HOS
HSP
HPT
HST
HOTT
SOLD
THX
HWCC
HOV
HBC
HNP
HCBK
HGSI
HUM
JBHT
HBAN
HUN
HTCH
HTX
HYDL
HYSL
HYTM
ITWO
IACI
IAG
IBN
ICLR
ICON
ICOS
IAR
IDIX
IDXX
IDMI
IFLO
IHP
IIVI
Contract Volume
Total
Call
Put
117,994
63,136
54,858
62,999
37,016
25,983
66,731
51,196
15,535
57,809
45,035
12,774
106,179
56,720
49,459
99,165
62,294
36,871
314
235
79
18,382
9,355
9,027
225,174
129,952
95,222
3,695
3,137
558
1,365,282
892,278
473,004
25,122
19,258
5,864
20,180
8,285
11,895
163,816
101,421
62,395
11,264
9,318
1,946
10,556
6,856
3,700
26,989
16,844
10,145
177,033
148,145
28,888
5,702
4,027
1,675
121,403
84,651
36,752
24,041
19,257
4,784
86,318
49,434
36,884
185,352
130,910
54,442
4,336,292 2,388,501 1,947,791
60,398
40,002
20,396
296,872
144,768
152,104
343,227
239,842
103,385
20,223
11,965
8,258
39,366
25,909
13,457
38,108
25,778
12,330
27,291
19,014
8,277
54,278
24,812
29,466
25,482
10,149
15,333
3,413
2,682
731
22,003
12,618
9,385
36,165
26,133
10,032
787,574
315,668
471,906
223,079
90,494
132,585
33,591
17,699
15,892
99,047
71,851
27,196
83,812
62,737
21,075
130,313
70,967
59,346
63,137
34,719
28,418
40,424
16,030
24,394
85,794
41,931
43,863
21,973
13,254
8,719
27,239
18,878
8,361
56,247
45,575
10,672
11,583
6,494
5,089
49,776
40,305
9,471
32,934
21,959
10,975
103,080
58,836
44,244
49,725
40,290
9,435
393,092
212,423
180,669
1,837
1,023
814
20,612
14,410
6,202
54,816
44,256
10,560
24,989
8,601
16,388
15,852
12,901
2,951
7,637
4,805
2,832
125,999
100,732
25,267
20,606
13,241
7,365
6,771
2,861
3,910
7,179
4,735
2,444
Stock
Heelys, Inc.
Heinz (H.J.) Company
Helix Energy Solutions Group, Inc.
Helmerich & Payne, Inc.
Herbalife Ltd.
Hercules Offshore, Inc.
Herley Industries, Inc.
Hertz Global Holdings, Inc.
Hess Corporation
Hewitt Associates, Inc.
Hewlett-Packard Company
Hexcel Corporation (New)
Hibbett Sports, Inc.
Hilton Hotels Corporation
Himax Technologies, Inc.
Hitachi Ltd. ADR
Hittite Microwave Corporation
HLTH Corporation
HMS Holdings Corporation
Hoku Scientific, Inc.
Hollis-Eden Pharmaceuticals, Inc.
Holly Corporation
Hologic, Inc.
Home Depot, Inc. (The)
Home Inns & Hotels Management, Inc.
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)
Houston Wire & Cable Company
Hovnanian Enterprises, Inc.
HSBC Holdings plc
Huaneng Power International, Inc.
Hudson City Bancorp, Inc.
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
Hythiam, Inc.
i2 Technologies, Inc. (New)
IAC/InterActiveCorp
IAMGOLD Corporation
ICICI Bank Limited
ICON plc
Iconix Brand Group, Inc.
ICOS Corporation
Idearc, Inc.
Idenix Pharmaceuticals, Inc.
IDEXX Laboratories, Inc.
IDM Pharma, Inc.
I-Flow Corporation
IHOP Corporation
II-VI Incorporated
CHICAGO BOARD OPTIONS EXCHANGE
Page 44
Average Daily Volume
Total
Call
Put
470
252
219
251
147
104
266
204
62
230
179
51
423
226
197
395
248
147
1
1
0
73
37
36
897
518
379
15
12
2
5,439
3,555
1,884
100
77
23
80
33
47
653
404
249
45
37
8
42
27
15
108
67
40
705
590
115
29
20
9
484
337
146
96
77
19
344
197
147
738
522
217
17,276
9,516
7,760
285
189
96
1,183
577
606
1,367
956
412
81
48
33
157
103
54
152
103
49
109
76
33
216
99
117
102
40
61
14
11
3
88
50
37
144
104
40
3,138
1,258
1,880
889
361
528
134
71
63
395
286
108
334
250
84
519
283
236
252
138
113
161
64
97
342
167
175
88
53
35
109
75
33
224
182
43
46
26
20
198
161
38
131
87
44
411
234
176
198
161
38
1,566
846
720
23
13
10
82
57
25
218
176
42
100
34
65
63
51
12
30
19
11
750
600
150
82
53
29
27
11
16
29
19
10
2007 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
IKN
ITW
ILMN
IMN
IMAX
IMCL
IIG
IMMR
IMM
BLUD
IMMU
IMH
IMO
IPSU
RX
INFS
INCY
IDEV
IMB
IFX
INFN
INFA
INSP
INFY
IFS
ING
IR
IM
ISSC
INPC
ISPH
IDTI
IESC
ISSI
INTC
IBKR
ININ
ICE
IDCC
IN
ITMN
INAP
IBM
ICO
IFF
IGT
IP
IRF
ISE
ICGE
IIJI
IOC
IPG
ISIL
INTV
IWOV
IVAC
ILSE
INGN
INTU
ISRG
VTIV
IMA
ITG
Contract Volume
Total
Call
Put
128,506
65,455
63,051
129,103
88,380
40,723
174,437
120,414
54,023
9,081
4,503
4,578
39,327
31,462
7,865
574,792
349,261
225,531
845,860
386,618
459,242
109,852
97,264
12,588
6,979
4,089
2,890
77,018
60,934
16,084
134,162
101,408
32,754
105,536
54,785
50,751
1,506
1,056
450
15,729
10,276
5,453
23,037
12,690
10,347
52
52
0
14,830
12,318
2,512
52,390
30,747
21,643
1,296,289
463,336
832,953
8,427
6,429
1,998
18,679
11,446
7,233
49,947
39,914
10,033
76,261
45,968
30,293
224,342
140,072
84,270
774
412
362
102,651
43,430
59,221
148,102
82,187
65,915
12,498
8,787
3,711
15,724
6,605
9,119
75,010
61,517
13,493
6,878
5,838
1,040
69,850
32,989
36,861
1,115
593
522
2,171
2,120
51
4,976,771 3,332,622 1,644,149
84,008
67,456
16,552
28,533
18,498
10,035
1,462,134
909,568
552,566
273,345
199,947
73,398
35,407
19,342
16,065
234,845
122,547
112,298
59,066
43,976
15,090
2,300,094 1,243,280 1,056,814
36,346
32,840
3,506
38,720
23,820
14,900
223,071
140,041
83,030
167,532
111,149
56,383
121,759
68,528
53,231
127,448
78,913
48,535
7,071
6,863
208
10,720
8,665
2,055
929,872
517,772
412,100
39,955
23,465
16,490
54,074
30,810
23,264
6,743
5,138
1,605
10,466
7,383
3,083
48,251
26,630
21,621
4,283
3,678
605
28,004
19,251
8,753
117,305
81,373
35,932
688,353
365,819
322,534
11,240
7,339
3,901
32,271
24,639
7,632
33,414
24,158
9,256
Stock
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.
Imperial Oil Ltd.
Imperial Sugar Company
IMS Health, Inc.
In Focus Corp, Inc.
Incyte Corporation
Indevus Pharmaceuticals, Inc.
Indymac Mortgage Holdings
Infineon Technologies AG
Infinera Corporation
Informatica Corporation
InfoSpace, Inc.
Infosys Technologies Limited
Infrasource Services, Inc.
ING Groep NV
Ingersoll-Rand Company
Ingram Micro, Inc. (New)
Innovative Solutions and Support, Inc.
InPhonic, Inc.
Inspire Pharmaceuticals, Inc.
Integrated Device Technology, Inc.
Integrated Electrical Services, Inc.
Integrated Silicon Solution (New)
Intel Corporation
Interactive Brokers Group, Inc.
Interactive Intelligence, Inc.
IntercontinentalExchange, Inc.
InterDigital, Inc.
Intermec, Inc.
InterMune, Inc.
Internap Network Services Corporation
International Business Machines Corporation
International Coal Group, Inc.
International Flavors & Fragrances, Inc.
International Game Technology
International Paper Company
International Rectifier Corporation
International Securities Exchange Holdings, Inc.
Internet Capital Group, Inc. (New)
Internet Initiative Japan, Inc.
InterOil Corporation
Interpublic Group of Companies, Inc. (The)
Intersil Corporation
Intervoice, Inc. (New)
Interwoven, Inc.
Intevac, Inc.
IntraLase Corp.
Introgen Therapeutics, Inc.
Intuit Corporation
Intuitive Surgical, Inc.
inVentiv Health, Inc.
Inverness Medical Innovations, Inc.
Investment Technology Group (New)
CHICAGO BOARD OPTIONS EXCHANGE
Page 45
Average Daily Volume
Total
Call
Put
512
261
251
514
352
162
695
480
215
36
18
18
157
125
31
2,290
1,391
899
3,370
1,540
1,830
438
388
50
28
16
12
307
243
64
535
404
130
420
218
202
6
4
2
84
55
29
92
51
41
0
0
0
59
49
10
209
122
86
5,164
1,846
3,319
34
26
8
151
92
58
199
159
40
304
183
121
894
558
336
4
2
2
409
173
236
590
327
263
50
35
15
63
26
36
299
245
54
27
23
4
278
131
147
5
3
2
9
8
0
19,828
13,277
6,550
522
419
103
116
76
41
5,825
3,624
2,201
1,089
797
292
141
77
64
936
488
447
235
175
60
9,164
4,953
4,210
145
131
14
154
95
59
889
558
331
667
443
225
485
273
212
508
314
193
28
27
1
43
35
8
3,705
2,063
1,642
159
93
66
215
123
93
27
20
6
42
29
12
192
106
86
17
15
2
112
77
35
467
324
143
2,742
1,457
1,285
45
29
16
193
148
46
133
96
37
2007 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
SWIM
IFIN
IVGN
IO
IOTN
IPAS
IPS
IRIS
IRBT
IRM
ISLN
ISIS
ISLE
ILE
SFI
ITRI
ITT
ESI
IVN
XXIA
IXYS
JCG
JCOM
JASO
JBL
JBX
JTX
JEC
JJZ
JAKK
JMBA
JRCC
JNS
JAH
JDSU
JDO
JEF
JBLU
JAS
JNJ
JCI
JNY
JLL
JSDA
JOSB
JOYG
JPM
JNPR
JUPM
KALU
KSU
KDN
KBH
KBR
K
KNXA
KNSY
KERX
KEG
KEY
KMB
KIM
KMP
KMI
Contract Volume
Total
Call
Put
54,296
37,817
16,479
7,682
4,447
3,235
58,186
33,604
24,582
73,697
42,944
30,753
122,936
108,778
14,158
10,527
6,986
3,541
212,251
154,226
58,025
6,948
5,647
1,301
33,534
23,821
9,713
13,942
5,641
8,301
32,303
26,576
5,727
212,858
168,763
44,095
24,770
15,293
9,477
6,762
5,204
1,558
31,334
15,755
15,579
57,660
31,364
26,296
46,207
29,622
16,585
47,617
22,778
24,839
139,774
117,424
22,350
4,360
2,758
1,602
9,693
7,453
2,240
139,486
75,122
64,364
36,952
24,103
12,849
236,631
171,090
65,541
112,507
65,053
47,454
36,050
24,512
11,538
43,021
14,025
28,996
82,885
57,351
25,534
1,778
555
1,223
1,424
1,022
402
13,377
10,382
2,995
112,174
63,527
48,647
49,828
21,646
28,182
30,215
19,299
10,916
208,577
142,477
66,100
2,921
2,506
415
131,644
98,898
32,746
663,166
347,200
315,966
11,306
6,457
4,849
922,960
616,690
306,270
112,086
61,631
50,455
8,783
8,169
614
29,321
14,689
14,632
132,176
88,783
43,393
96,942
53,033
43,909
372,359
219,778
152,581
2,718,513 1,389,180 1,329,333
718,136
406,239
311,897
6,725
4,034
2,691
48,869
41,362
7,507
32,538
23,617
8,921
2,444
1,272
1,172
865,007
278,187
586,820
380,802
212,257
168,545
37,669
20,078
17,591
1,858
862
996
5,424
3,473
1,951
65,065
41,741
23,324
2,031
1,651
380
46,898
27,306
19,592
67,347
34,706
32,641
5,765
3,030
2,735
95,242
41,824
53,418
38,659
31,331
7,328
Stock
INVESTools, Inc.
Investors Financial Services Corp.
Invitrogen Corporation
ION Geophysical Corp.
Ionatron, Inc.
iPass, Inc.
IPSCO, Inc.
IRIS International, Inc.
iRobot Corporation (New)
Iron Mountain, Inc.
Isilon Systems, Inc.
Isis Pharmaceuticals, Inc.
Isle of Capri Casinos, Inc.
Isolagen, Inc.
iStar Financial, Inc.
Itron, Inc.
ITT Corporation
ITT Educational Services, Inc.
Ivanhoe Mines Ltd.
Ixia
IXYS Corporation
J. Crew Group, Inc.
j2 Global Communications, Inc.
JA Solar holdings Co., Ltd.
Jabil Circuit, Inc.
Jack in the Box, Inc.
Jackson Hewitt Tax Service, Inc.
Jacobs Engineering Group, Inc.
Jacuzzi Brands, Inc.
JAKKS Pacific, Inc.
Jamba, Inc.
James River Coal Company
Janus Capital Group, Inc.
Jarden Corporation
JDS Uniphase Corp.
Jed Oil, Inc.
Jefferies Group, Inc.(New)
JetBlue Airways Corporation
Jo-Ann Stores, Inc. Class A
Johnson & Johnson
Johnson Controls, Inc.
Jones Apparel Group, Inc.
Jones Lang LaSalle, Inc.
Jones Soda Co.
Jos. A. Bank Clothiers, Inc.
Joy Global, Inc.
JPMorgan Chase & Co.
Juniper Networks, Inc.
Jupitermedia Corporation
Kaiser Aluminum Corp.
Kansas City Southern Industries, Inc.
Kaydon Corporation
KB HOME
KBR, Inc.
Kellogg Company
Kenexa Corporation
Kensey Nash Corporation
Keryx Biopharmaceuticals, Inc.
Key Energy Services, Inc.
KeyCorp
Kimberly-Clark Corporation
Kimco Realty Corporation
Kinder Morgan Energy Partners
Kinder Morgan, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 46
Average Daily Volume
Total
Call
Put
216
151
66
31
18
13
232
134
98
294
171
123
490
433
56
42
28
14
846
614
231
28
22
5
134
95
39
56
22
33
146
120
26
848
672
176
99
61
38
27
21
6
125
63
62
230
125
105
184
118
66
190
91
99
557
468
89
17
11
6
39
30
9
556
299
256
147
96
51
1,409
1,018
390
448
259
189
144
98
46
171
56
116
330
228
102
7
2
5
6
4
2
100
77
22
447
253
194
199
86
112
120
77
43
831
568
263
12
10
2
524
394
130
2,642
1,383
1,259
45
26
19
3,677
2,457
1,220
447
246
201
35
33
2
138
69
69
870
584
285
386
211
175
1,484
876
608
10,831
5,535
5,296
2,861
1,618
1,243
27
16
11
267
226
41
130
94
36
10
5
5
3,446
1,108
2,338
1,517
846
671
150
80
70
10
5
5
22
14
8
259
166
93
44
36
8
187
109
78
268
138
130
23
12
11
379
167
213
154
125
29
2007 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
KND
KCI
KG
KGC
KEX
KFN
KLAC
NITE
KNX
VLCCF
KSS
KOMG
KONG
PHG
KB
KOPN
KEP
KFY
KFT
KKD
KR
KSWS
KTC
KLIC
KVHI
KYPH
FSTR
ID
LLL
LJPC
LH
LAB
LRCX
LAMR
LFL
LFG
LNY
LSTR
LVS
LCRD
LSCC
LAUR
LAZ
LCAV
LDK
LEAP
LF
LEA
LGCY
LM
LEG
LEH
LEN
LUK
LVLT
LXK
LPL
LHCG
LBY
LBTYA
LINTA
LCAPA
LRY
LTM
Contract Volume
Total
Call
Put
11,802
5,438
6,364
84,885
44,767
40,118
213,850
129,441
84,409
232,801
166,814
65,987
2,117
1,740
377
14,550
8,384
6,166
427,670
227,849
199,821
60,980
40,653
20,327
7,630
3,714
3,916
29,855
14,661
15,194
541,542
248,033
293,509
82,971
49,913
33,058
37,098
26,781
10,317
29,633
20,393
9,240
30,825
18,551
12,274
1,980
1,900
80
16,280
10,921
5,359
13,453
9,280
4,173
1,032,829
665,598
367,231
142,221
84,293
57,928
112,516
68,167
44,349
22,938
11,196
11,742
1,603
1,314
289
38,060
30,274
7,786
2,502
1,754
748
37,539
23,771
13,768
7,563
5,062
2,501
72,841
60,693
12,148
62,815
39,999
22,816
8,707
5,252
3,455
87,120
42,789
44,331
26,659
18,409
8,250
412,371
192,564
219,807
89,544
49,747
39,797
602
182
420
13,408
5,439
7,969
16,846
5,853
10,993
41,908
21,434
20,474
850,787
448,092
402,695
30,257
23,419
6,838
74
58
16
5,899
4,552
1,347
48,669
29,796
18,873
86,550
42,575
43,975
622,978
392,500
230,478
93,994
48,783
45,211
12,526
6,867
5,659
305,500
116,373
189,127
1,377
781
596
228,226
126,365
101,861
6,696
5,187
1,509
2,713,900 1,096,906 1,616,994
765,602
253,335
512,267
38,042
30,171
7,871
769,220
455,397
313,823
292,452
129,272
163,180
32,714
12,844
19,870
18,316
15,419
2,897
618
361
257
15,701
12,867
2,834
58,519
34,067
24,452
35,663
22,622
13,041
646
345
301
21,101
12,819
8,282
Stock
Kindred Healthcare, Inc.
Kinetic Concepts, Inc.
King Pharmaceuticals, Inc.
Kinross Gold Corporation
Kirby Corporation
KKR Financial Corp.
KLA-Tencor Corporation
Knight Capital Group, Inc.
Knight Transporation, Inc.
Knightsbridge Tankers Ltd.
Kohl's Corporation
Komag, Incorporated
Kongzhong Corporation
Koninklijke Philips Electronics N.V.
Kookmin Bank
Kopin Corp.
Korea Electric Power Corporation
Korn/Ferry International
Kraft Foods, Inc.
Krispy Kreme Doughnuts, Inc.
Kroger Company (The)
K-Swiss, Inc.
KT Corporation
Kulicke and Soffa Industries, Inc.
KVH Industries, Inc.
Kyphon, Inc.
L.B. Foster Company
L-1 Identity Solutions, Inc.
L-3 Communications Hldgs.
La Jolla Pharmaceutical Co.
Laboratory Corporation of America Holdings
LaBranche & Co, Inc.
Lam Research Corporation
Lamar Advertising Company
Lan Airlines S.A.
LandAmerica Financial Group, Inc.
Landry's Seafood Restaurants, Inc.
Landstar System, Inc.
Las Vegas Sands Corp.
LaserCard Corporation
Lattice Semiconductor
Laureate Education, Inc.
Lazard Ltd. Cl A
LCA-Vision, Inc.
LDK Solar Company Ltd.
Leap Wireless International, Inc.
LeapFrog Enterprises, Inc.
Lear Corporation
Legacy Reserves
Legg Mason, Inc.
Leggett & Platt, Incorporated
Lehman Brothers Holdings, Inc.
Lennar Corporation
Leucadia National Corp.
Level 3 Comunications, Inc.
Lexmark International Group, Inc. (Class A)
LG.Phillips LCD Co., Ltd. ADR
LHC Group, Inc.
Libbey, Inc.
Liberty Global, Inc.
Liberty Interactive Series
Liberty Media Holding Corporation
Liberty Property Trust
Life Time Fitness, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 47
Average Daily Volume
Total
Call
Put
47
22
25
338
178
160
852
516
336
927
665
263
8
7
2
58
33
25
1,704
908
796
243
162
81
30
15
16
119
58
61
2,158
988
1,169
331
199
132
148
107
41
118
81
37
123
74
49
8
8
0
65
44
21
54
37
17
4,115
2,652
1,463
567
336
231
448
272
177
91
45
47
6
5
1
152
121
31
10
7
3
150
95
55
45
30
15
290
242
48
250
159
91
48
29
19
347
170
177
106
73
33
1,643
767
876
357
198
159
17
5
12
53
22
32
67
23
44
167
85
82
3,390
1,785
1,604
121
93
27
0
0
0
24
18
5
194
119
75
345
170
175
5,191
3,271
1,921
374
194
180
50
27
23
1,217
464
753
15
9
7
909
503
406
27
21
6
10,812
4,370
6,442
3,050
1,009
2,041
152
120
31
3,065
1,814
1,250
1,165
515
650
130
51
79
75
63
12
2
1
1
63
51
11
233
136
97
142
90
52
3
1
1
84
51
33
2007 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
LIFC
LPNT
LCUT
LGND
LLY
LLNW
LTD
LNCR
LECO
LNC
LLTC
LINE
LGF
LFUS
LYV
LIZ
JADE
LOCM
LMT
CG
LTR
LOGI
LOJN
LSS
LDG
LFT
LOOP
LPX
LOW
LXU
LSI
LZ
LUFK
LULU
LMRA
LUM
LMC
LYO
MDC
MVSN
M
MGLN
MGG
LAVA
MECA
MGA
MANH
MTW
MTEX
MNKD
HCR
MAN
MANT
MFC
MRO
MCHX
HZO
ME
MAR
MMC
MATK
MSO
MLM
MVL
Contract Volume
Total
Call
163,581
117,191
18,857
8,477
233
90
27,346
19,774
576,793
364,270
25,932
16,186
237,933
175,775
30,952
11,282
759
489
54,637
36,976
185,489
104,132
59,294
14,493
54,217
43,032
5,083
2,314
2,573
1,166
42,145
19,788
51,800
44,467
11,744
11,081
160,891
108,552
51,648
35,913
50,080
36,004
93,743
55,121
10,100
6,090
29,010
18,100
9,116
4,037
2,158
1,280
4,891
3,825
39,814
21,227
873,742
513,464
1,109
897
117,900
86,070
19,354
10,931
24,658
14,571
88,877
53,761
60,003
47,379
119,081
87,840
10,821
7,857
193,574
120,350
95,093
35,223
24,917
15,964
596,913
372,452
11,708
7,619
153,234
103,313
44,247
33,812
4,752
3,244
15,932
720
10,333
4,456
159,307
108,315
66,298
37,815
38,107
30,296
76,674
38,439
45,536
26,937
5,723
3,779
13,560
9,466
513,398
333,380
17,204
13,239
13,456
804
16,451
12,583
97,307
51,677
175,883
92,791
32,485
22,695
24,408
11,879
113,066
76,594
95,593
61,599
Stock
LifeCell Corporation
LifePoint Hospitals, Inc.
Lifetime Brands, Inc.
Ligand Pharmaceuticals Incorporated (Class B)
Lilly (Eli) and Company
Limelight Networks, Inc.
Limited Brands, Inc.
LInc.are Holdings, Inc.
Lincoln Electric Holdings, Inc.
Lincoln National Corporation
Linear Technology Corporation
Linn Energy LLC
Lions Gate Entertainment Corp.
Littelfuse, Inc.
Live Nation, Inc.
Liz Claiborne, Inc.
LJ International Inc.
Local.com Corp.
Lockheed Martin Corporation
Loews Corp - Carolina Group
Loews Corporation
Logitech International
LoJack Corporation
Lone Star Technologies, Inc.
Long Drug Stores Corporation
Longtop Financial Technologies Limited
LoopNet, Inc.
Louisiana-Pacific Corporation
Lowe's Companies, Inc.
LSB Industries, Inc.
LSI Logic Corporation
Lubrizol Corporation
Lufkin Industries, Inc.
Lululemon Athletica
Lumera Corporation
Luminent Mortgage Capital, Inc.
Lundin Mining Corporation
Lyondell Chemical Company
M.D.C. Holdings, Inc.
Macrovision Corp.
Macy's, Inc.
Magellan Health Services, Inc.
Magellan Midstream Holdings LP
Magma Design Automation, Inc.
Magna Entertainment Corporation
Magna International, Inc.
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.
MarineMax, 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.
CHICAGO BOARD OPTIONS EXCHANGE
Page 48
Put
46,390
10,380
143
7,572
212,523
9,746
62,158
19,670
270
17,661
81,357
44,801
11,185
2,769
1,407
22,357
7,333
663
52,339
15,735
14,076
38,622
4,010
10,910
5,079
878
1,066
18,587
360,278
212
31,830
8,423
10,087
35,116
12,624
31,241
2,964
73,224
59,870
8,953
224,461
4,089
49,921
10,435
1,508
15,212
5,877
50,992
28,483
7,811
38,235
18,599
1,944
4,094
180,018
3,965
12,652
3,868
45,630
83,092
9,790
12,529
36,472
33,994
Average Daily Volume
Total
Call
Put
652
467
185
75
34
41
3
1
2
109
79
30
2,298
1,451
847
216
135
81
948
700
248
123
45
78
19
13
7
218
147
70
739
415
324
236
58
178
216
171
45
20
9
11
10
5
6
168
79
89
206
177
29
130
123
7
641
432
209
206
143
63
200
143
56
373
220
154
40
24
16
116
72
43
36
16
20
62
37
25
61
48
13
159
85
74
3,481
2,046
1,435
31
25
6
470
343
127
77
44
34
98
58
40
966
584
382
239
189
50
474
350
124
235
171
64
771
479
292
379
140
239
99
64
36
2,378
1,484
894
47
30
16
610
412
199
176
135
42
19
13
6
111
5
106
41
18
23
635
432
203
264
151
113
152
121
31
305
153
152
181
107
74
23
15
8
54
38
16
2,045
1,328
717
69
53
16
54
3
50
66
50
15
388
206
182
701
370
331
129
90
39
97
47
50
450
305
145
381
245
135
2007 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
MRVL
MAS
MEE
MA
MTRX
MTXX
MC
MAT
MXIM
MBI
MFE
MNI
MCDT
MDR
MCD
MCGC
MGRC
MHP
MCK
MMR
MWV
MTL
TAXI
MEDX
MHS
MPW
MDCO
MRX
MED
MEDI
MDTL
MDVN
MDT
MPEL
WFR
MNT
MENT
MELI
MRK
MCY
MRGE
VIVO
MDG
MTH
MERX
MER
MM
MEOH
MET
MGM
PCS
MF
MOGN
MTG
MGPI
MCRL
MCHP
MU
MCRS
MSCC
MSFT
MSTR
TUNE
MVIS
Contract Volume
Total
Call
Put
2,214,057 1,735,087
478,970
123,618
45,386
78,232
179,723
106,321
73,402
2,365,365 1,501,384
863,981
24,165
18,987
5,178
10,167
6,473
3,694
14,411
11,673
2,738
63,688
39,688
24,000
256,642
159,137
97,505
778,978
268,918
510,060
42,417
23,969
18,448
22,120
12,255
9,865
4,187
1,118
3,069
243,868
168,784
75,084
1,398,684 1,059,381
339,303
8,018
4,583
3,435
12
2
10
151,793
54,974
96,819
61,170
39,909
21,261
39,787
27,421
12,366
5,858
4,201
1,657
104,530
37,976
66,554
16,860
5,289
11,571
1,370,524
901,202
469,322
187,212
98,360
88,852
4,528
2,404
2,124
34,838
23,556
11,282
285,745
208,444
77,301
30,510
24,459
6,051
544,347
363,887
180,460
656,555
381,497
275,058
106,963
72,312
34,651
555,024
348,425
206,599
217,198
161,898
55,300
924,187
615,013
309,174
57,485
36,855
20,630
18,628
9,715
8,913
23,303
16,171
7,132
1,024,131
611,926
412,205
8,942
6,617
2,325
4,717
3,452
1,265
17,622
14,031
3,591
60,921
44,205
16,716
140,405
47,587
92,818
5,110
2,475
2,635
2,657,553 1,195,926 1,461,627
37,445
22,509
14,936
15,728
13,710
2,018
79,645
38,879
40,766
266,707
138,132
128,575
77,705
41,338
36,367
19,453
15,934
3,519
156,778
82,498
74,280
498,864
150,685
348,179
11,049
6,301
4,748
16,828
12,407
4,421
30,935
15,044
15,891
1,193,763
878,114
315,649
32,649
22,823
9,826
34,642
21,384
13,258
5,308,502 3,907,222 1,401,280
115,787
63,923
51,864
19,072
16,752
2,320
30,582
23,702
6,880
Stock
Marvell Technology Group Ltd.
Masco Corporation
Massey Energy Company
MasterCard, Inc.
Matrix Service Company
Matrixx Initiatives, Inc.
Matsushita Electic Industrial Co., Ltd.
Mattel, Inc.
Maxim Integrated Products, Inc.
MBIA, Inc.
McAfee, Inc.
McClatchy Company
McData Corporation Class B
McDermott International, Inc.
McDonald's Corporation
MCG Capital Corporation
McGrath Rentcorp
McGraw-Hill Companies, Inc. (The)
McKesson Corporation
McMoran Exploration Co.
MeadWestvaco Corporation
Mechel Steel Group OAO
Medallion Financial Corp.
Medarex, Inc.
Medco Health Solutions, Inc.
Medical Properties Trust, Inc.
Medicines Company (The)
Medicis Pharmaceutical Corporation
Medifast, Inc.
MedImmune, Inc.
Medis Technologies Ltd.
Medivation, Inc.
Medtronic, Inc.
Melco PBL Entertainment LTD.
MEMC Electronic Materials, Inc.
Mentor Corporation
Mentor Graphics Corporation
Mercadolibre, Inc.
Merck & Co., Inc.
Mercury General Corp.
Merge Technologies, Inc.
Meridian Bioscience, Inc.
Meridian Gold, Inc.
Meritage Corporation
Merix Corporation
Merrill Lynch & Co., Inc.
Metal Management, Inc.
Methanex Corporation
MetLife, Inc.
Metro-Goldwyn-Mayer, Inc.
Metropcs Communications, Inc.
MF Global Ltd.
MGI PHARMA, INC.
MGIC Investment Corporation
MGP Ingredients, Inc.
Micrel, Inc.
Microchip Technology, Inc.
Micron Technology, Inc.
MICROS Systems, Inc.
Microsemi Corporation
Microsoft Corporation
MicroStrategy, Inc.
Microtune, Inc. (New)
Microvision, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 49
Average Daily Volume
Total
Call
Put
8,821
6,913
1,908
493
181
312
716
424
292
9,424
5,982
3,442
96
76
21
41
26
15
57
47
11
254
158
96
1,022
634
388
3,103
1,071
2,032
169
95
73
88
49
39
17
4
12
972
672
299
5,572
4,221
1,352
32
18
14
1
0
0
605
219
386
244
159
85
159
109
49
23
17
7
482
175
307
67
21
46
5,460
3,590
1,870
746
392
354
18
10
8
139
94
45
1,138
830
308
122
97
24
2,169
1,450
719
2,616
1,520
1,096
584
395
189
2,211
1,388
823
924
689
235
3,682
2,450
1,232
229
147
82
74
39
36
416
289
127
4,080
2,438
1,642
36
26
9
19
14
5
70
56
14
243
176
67
559
190
370
20
10
10
10,588
4,765
5,823
149
90
60
63
55
8
317
155
162
1,063
550
512
310
165
145
182
149
33
625
329
296
1,988
600
1,387
44
25
19
67
49
18
123
60
63
4,756
3,498
1,258
130
91
39
138
85
53
21,149
15,567
5,583
461
255
207
76
67
9
122
94
27
2007 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
MWY
MLNM
MLHR
MICC
MIL
MR
MIPS
MNG
MIR
MTU
MIVA
MKSI
MBT
MOBE
MHK
MDCC
MOLX
MOH
TAP
MNTA
MCRI
MGI
MPWR
MON
MNST
MRH
MCO
MOG/A
MS
MORN
MOS
MOSY
MOT
MOVE
MOVIQ
MPS
MRVC
MSCS
MXB
MWA
MWA/B
MFLX
MGAM
MUR
MYL
MYGN
NABI
NBR
NLC
NTE
NANO
NANX
NAPS
NARA
NDAQ
NAFC
NSTK
NTG
FIZZ
NCMI
NCC
NOV
NNN
NSM
Contract Volume
Total
Call
29,937
15,148
89,954
56,508
25,827
12,309
171,291
113,794
1,773
961
109,730
80,706
9,961
7,278
20,160
16,210
895,066
642,129
41,709
30,093
8,970
7,835
8,072
4,427
117,921
72,463
8,005
6,261
156,147
58,381
3,573
2,688
4,894
4,018
14,683
8,490
55,111
31,035
348,717
158,095
6,336
3,555
37,254
12,689
11,528
8,266
564,641
357,628
354,057
237,825
7,969
4,805
682,531
196,333
2,624
1,752
996,124
487,766
6,638
2,765
245,981
176,018
3,325
3,180
2,327,403 1,426,644
10,580
3,232
10,717
5,681
3,823
2,287
8,248
6,984
18,576
13,937
138
97
57,636
29,414
11,462
8,952
27,922
16,832
9,736
5,348
97,477
60,770
351,949
242,523
116,766
57,096
9,005
7,615
326,408
227,406
8,269
5,872
16,718
12,359
4,418
3,564
5,385
3,778
8,377
7,242
9,084
8,257
368,427
238,586
3,650
1,629
43,596
35,464
10,288
7,209
8,768
6,573
136
126
310,467
138,846
747,472
535,502
2,171
1,450
131,979
83,061
Stock
Midway Games, Inc.
Millennium Pharmaceuticals, Inc.
Miller (Herman), Inc.
Millicom International Cellular S.A.
Millipore Corporation
Mindray Medical International Limited
MIPS Technologies, Inc. (New)
Miramar Mining Corporation
MIRANT Corporation (New)
Mitsubishi UFJ Financial Group, Inc.
Miva, Inc.
MKS Instruments, Inc.
Mobile Telesystems OJSC
Mobility Electronics, Inc.
Mohawk Industries, Inc.
Molecular Devices Corporation
Molex, Incorporated
Molina Healthcare, Inc.
Molson Coors Brewing Company
Momenta Pharmaceutical, Inc.
Monarch Casino & Resort, Inc.
MoneyGram International, Inc.
Monolithic Power Systems
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)
MSC Software Corp.
MSCI, Inc.
Mueller Water Products, Inc.
Mueller Water Products, Inc.-Class B
Multi-Fineline Electronix, Inc.
Multimedia Games, Inc.
Murphy Oil Corporation
Mylan, Inc.
Myriad Genetics, Inc.
Nabi Biophamaceuticals
Nabors Industries, Ltd.
Nalco Holding Company
Nam Tai Electronics, Inc.
Nanometrics, Incorporated
Nanophase Technologies Corp.
Napster, Inc.
Nara Bancorp, Inc.
Nasdaq Stock Market, Inc.
Nash Finch Company
Nastech Pharmaceutical Company, Inc.
NATCO Group, Inc.
National Beverage Corporation
National CineMedia, Inc.
National City Corporation
National Oilwell Varco, Inc.
National Retail Properties
National Semiconductor Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 50
Put
14,789
33,446
13,518
57,497
812
29,024
2,683
3,950
252,937
11,616
1,135
3,645
45,458
1,744
97,766
885
876
6,193
24,076
190,622
2,781
24,565
3,262
207,013
116,232
3,164
486,198
872
508,358
3,873
69,963
145
900,759
7,348
5,036
1,536
1,264
4,639
41
28,222
2,510
11,090
4,388
36,707
109,426
59,670
1,390
99,002
2,397
4,359
854
1,607
1,135
827
129,841
2,021
8,132
3,079
2,195
10
171,621
211,970
721
48,918
Average Daily Volume
Total
Call
Put
119
60
59
358
225
133
103
49
54
682
453
229
7
4
3
437
322
116
40
29
11
80
65
16
3,566
2,558
1,008
166
120
46
36
31
5
32
18
15
470
289
181
32
25
7
622
233
390
14
11
4
19
16
3
58
34
25
220
124
96
1,389
630
759
25
14
11
148
51
98
206
148
58
2,250
1,425
825
1,411
948
463
32
19
13
2,719
782
1,937
10
7
3
3,969
1,943
2,025
26
11
15
980
701
279
13
13
1
9,273
5,684
3,589
42
13
29
43
23
20
15
9
6
33
28
5
332
249
83
7
5
2
230
117
112
54
42
12
111
67
44
39
21
17
388
242
146
1,402
966
436
465
227
238
36
30
6
1,300
906
394
33
23
10
67
49
17
18
14
3
21
15
6
33
29
5
36
33
3
1,468
951
517
15
6
8
174
141
32
41
29
12
35
26
9
6
6
0
1,237
553
684
2,978
2,133
845
47
32
16
526
331
195
2007 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
NHP
NLS
NAVR
NCI
NM
NAVZ
NVT
NTY
NCR
NP
NKTR
NEOG
NEOL
NWRE
NSTC
UEPS
NTES
NFLX
NTGR
NETL
NTAP
NRMX
NBIX
NURO
NSR
NEW
EDU
NRPH
NWY
NYB
NYT
NAL
NCT
NWL
NFX
NEU
NEM
NR
NEWP
NWSA
NWS
NEXC
NXY
NGAS
NICE
GAS
NHWK
NIHD
NKE
NINE
NTT
NI
NSANY
NTMD
NMTI
NED
NBL
NE
NOBL
NOK
NMR
NAT
JWN
NSC
Contract Volume
Total
Call
Put
1,238
901
337
71,222
31,426
39,796
152,628
12,346
140,282
25,186
10,876
14,310
48,236
40,291
7,945
100,123
24,417
75,706
182,167
138,282
43,885
61,682
37,867
23,815
38,744
22,370
16,374
878
572
306
71,027
53,682
17,345
728
547
181
7,028
5,234
1,794
10,298
7,673
2,625
5,628
4,631
997
34,557
22,205
12,352
305,567
227,834
77,733
391,019
227,935
163,084
160,489
115,394
45,095
113,874
56,613
57,261
794,127
404,009
390,118
2,843,252 1,592,145 1,251,107
178,578
78,930
99,648
33,767
17,161
16,606
18,262
7,475
10,787
684,418
201,810
482,608
131,511
81,492
50,019
41,555
30,044
11,511
1,237
1,197
40
108,804
62,662
46,142
59,438
35,352
24,086
86,704
74,594
12,110
25,028
13,687
11,341
37,869
16,331
21,538
119,874
76,178
43,696
19,386
14,002
5,384
2,355,250 1,508,471
846,779
13,274
11,012
2,262
19,734
13,366
6,368
101,321
65,674
35,647
38,862
27,309
11,553
11,224
7,373
3,851
155,632
90,266
65,366
17,947
15,287
2,660
11,075
6,191
4,884
13,687
7,921
5,766
24,282
11,006
13,276
259,291
165,885
93,406
331,321
190,610
140,711
38,106
33,352
4,754
52,320
49,924
2,396
9,664
7,507
2,157
964
624
340
6,975
5,009
1,966
4,126
2,857
1,269
4,229
2,853
1,376
40,721
32,167
8,554
551,806
402,522
149,284
1,211
976
235
970,790
636,817
333,973
5,883
2,745
3,138
99,784
59,150
40,634
274,488
178,686
95,802
348,446
231,253
117,193
Stock
Nationwide Health Properties, Inc.
Nautilus, Inc.
Navarre Corporation
Navigant Consulting, Inc.
Navios Maritime Holdings, Inc.
Navistar International Corporation
NAVTEQ Corporation
NBTY, Inc.
NCR Corporation
Neenah Paper, Inc.
Nektar Therapeutics
Neogen Corporation
NeoPharm, Inc.
Neoware, Inc.
Ness Technologies, Inc.
Net 1 UEPS Technologies, Inc.
Netease.com, Inc. -ADR
NetFlix, Inc.
NETGEAR, Inc.
NetLogic Microsystems, Inc.
Network Appliance Corp.
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 & Company, Inc.
New York Community Bancorp.
New York Times Co. (Class A)
NewAlliance Bancshares, Inc.
Newcastle Investment Corporation
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
NexCen Brands, Inc.
Nexen, Inc.
Ngas Resources, Inc.
Nice-Systems Ltd.
NICOR, Inc.
Nighthawk Radiology Holdings, Inc.
NII Holdings, Inc.
NIKE, Inc. (Class B)
Ninetowns Digital World Trade Holdings Limited
Nippon Telegraph and Telephone Corporation
NISource, Inc.
Nissan Motor Company Ltd.
NitroMed, Inc.
NMT Medical, Inc.
Noah Education Holdings Ltd.
Noble Affiliates, Inc.
Noble Corporation
Noble International, Ltd.
Nokia Corporation ADR
Nomura Holdings, Inc.
Nordic American Tanker Shipping Limited
Nordstrom, Inc.
Norfolk Southern Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 51
Average Daily Volume
Total
Call
Put
19
14
5
284
125
159
608
49
559
100
43
57
731
610
120
399
97
302
726
551
175
246
151
95
154
89
65
3
2
1
283
214
69
11
8
3
28
21
7
41
31
10
22
18
4
138
88
49
1,217
908
310
1,558
908
650
639
460
180
454
226
228
3,164
1,610
1,554
11,328
6,343
4,984
711
314
397
135
68
66
73
30
43
2,727
804
1,923
524
325
199
166
120
46
5
5
0
433
250
184
237
141
96
345
297
48
149
81
68
151
65
86
478
303
174
77
56
21
9,383
6,010
3,374
53
44
9
79
53
25
404
262
142
155
109
46
51
33
17
620
360
260
72
61
11
44
25
19
55
32
23
115
52
63
1,033
661
372
1,320
759
561
152
133
19
208
199
10
39
30
9
6
4
2
28
20
8
16
11
5
117
79
38
162
128
34
2,198
1,604
595
8
6
2
3,868
2,537
1,331
23
11
13
398
236
162
1,094
712
382
1,388
921
467
2007 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
NT
PAL
NAK
NTO
NTRS
NFLD
NXG
NOC
NSTR
NRF
NWACQ
NWA
NCX
NG
NVS
NFI
NGPS
NVTL
NVAX
NVL
NOVL
NVLS
NOVN
NPSP
NRG
NUAN
NUCO
NUE
NS
NSH
NTRI
NUVA
JNC
NUVO
NVDA
NXTM
NMX
NYX
OIIM
OO
OMPI
OXY
OII
OCNF
OZM
OCN
ODSY
OMEX
ODP
OMX
OIS
BQI
OLN
ZEUS
OMG
ONAV
OMM
OMNI
OCR
OMCL
OMC
OMTR
OVTI
OMRI
Contract Volume
Total
Call
Put
401,897
266,148
135,749
74,379
56,184
18,195
64,028
55,019
9,009
23,528
21,328
2,200
36,300
24,280
12,020
126,328
77,419
48,909
70,905
51,517
19,388
65,567
46,165
19,402
27,508
16,414
11,094
10,616
6,567
4,049
3,502
2,009
1,493
216,793
190,666
26,127
35,346
18,452
16,894
236,548
114,209
122,339
121,280
80,413
40,867
2,620,269
869,264 1,751,005
15,336
10,813
4,523
127,588
80,685
46,903
6,311
5,310
1,001
43,246
30,906
12,340
89,270
65,638
23,632
452,505
183,197
269,308
15,068
11,162
3,906
61,994
46,108
15,886
254,013
182,776
71,237
158,656
115,076
43,580
798
354
444
685,564
360,947
324,617
13,570
7,559
6,011
38,510
23,543
14,967
910,138
535,719
374,419
13,453
9,802
3,651
18,188
10,353
7,835
106,274
89,110
17,164
1,361,590
847,715
513,875
9,894
8,914
980
1,327,677
713,386
614,291
3,546,384 2,275,326 1,271,058
10,936
7,131
3,805
22,505
17,542
4,963
80
40
40
498,345
305,481
192,864
68,439
47,247
21,192
3,212
1,549
1,663
619
340
279
33,941
7,144
26,797
10,662
7,697
2,965
573
540
33
158,191
108,982
49,209
149,676
98,836
50,840
16,569
11,665
4,904
144,068
119,891
24,177
39,424
33,503
5,921
13,384
9,094
4,290
77,288
48,217
29,071
734
523
211
34,416
25,216
9,200
44,187
38,161
6,026
93,427
54,396
39,031
22,963
18,269
4,694
35,254
21,617
13,637
84,073
62,947
21,126
527,147
309,034
218,113
37,372
22,843
14,529
Stock
Nortel Networks Corporation
North American Palladium Ltd.
Northern Dynasty Minerals
Northern Orion Resources, Inc.
Northern Trust Bank Corporation
Northfield Laboratories, Inc.
Northgate Minerals Corporation
Northrop Grumman Corporation
Northstar Neuroscience, Inc.
Northstar Realty Finance Corporation
Northwest Airlines Corp.
Northwest Airlines Corporation
NOVA Chemicals Corporation (New)
NovaGold Resources, Inc.
Novartis AG
Novastar Financial, Inc.
NovAtel, Inc.
Novatel Wireless, Inc. (New)
Novavax, Inc. (New)
Novelis, Inc.
Novell, Inc.
Novellus Systems, Inc.
Noven Pharmacuticals, Inc.
NPS Pharmaceuticals, Inc.
NRG Energy, Inc. (New)
Nuance Communications, Inc.
NuCo2, Inc.
Nucor Corporation
NuStar Energy L.P.
NuStar GP Holdings, LLC
NutriSystem, Inc.
NuVasive, Inc.
Nuveen Investments Cl A
Nuvelo, Inc.
NVIDIA Corporation
NxStage Medical, Inc.
Nymex Holdings, Inc.
NYSE Euronext
O2Micro International Ltd.
Oakley, Inc.
Obagi Medical Products, Inc.
Occidental Petroleum Corporation
Oceaneering International, Inc.
OceanFreight, Inc.
Och-Ziff Capital Management Group
Ocwen Financial Corporation
Odyssey Healthcare, Inc.
Odyssey Marine Exploration, Inc.
Office Depot, Inc.
OfficeMax Incorporated
Oil States International, Inc.
Oilsands Quest, Inc.
Olin Corporation
Olympic Steel, Inc.
OM Group, Inc. (New)
Omega Navigation Enterprises, Inc.
OMI Corporation
OMNI Energy Services Corp.
Omnicare, Inc.
Omnicell, Inc.
Omnicom Group, Inc.
Omniture, Inc.
OmniVision Technologies, Inc.
Omrix Biopharmaceuticals, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 52
Average Daily Volume
Total
Call
Put
1,601
1,060
541
296
224
72
272
234
38
94
85
9
145
97
48
503
308
195
282
205
77
261
184
77
191
114
77
88
55
34
14
8
6
1,455
1,280
175
141
74
67
942
455
487
483
320
163
10,439
3,463
6,976
61
43
18
508
321
187
25
21
4
172
123
49
356
262
94
1,803
730
1,073
60
44
16
247
184
63
1,012
728
284
632
458
174
5
2
3
2,731
1,438
1,293
69
38
31
182
111
71
3,626
2,134
1,492
54
39
15
72
41
31
423
355
68
5,425
3,377
2,047
63
57
6
5,290
2,842
2,447
14,129
9,065
5,064
44
28
15
90
70
20
11
6
6
1,985
1,217
768
273
188
84
146
70
76
27
15
12
135
28
107
42
31
12
12
12
1
630
434
196
596
394
203
66
46
20
574
478
96
157
133
24
53
36
17
308
192
116
9
7
3
137
100
37
176
152
24
372
217
156
91
73
19
140
86
54
343
257
86
2,100
1,231
869
149
91
58
2007 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
ONNN
OKE
ONXX
OTEX
OPWV
OPXT
OPSW
OPMR
OXPS
ORCL
OSUR
ORB
OWW
ORCT
OS
OEH
SEED
ORA
OSK
OSIP
OSI
OSIS
OSIR
OSG
OSTK
OC
OI
OXM
PFCB
PCAR
PEIX
PSUN
PACT
PKTR
PTV
PAET
PTIE
PLL
PALM
PMTI
PAAS
PANC
PNRA
PRX
PRGN
PLLL
PMTC
PKD
PH
PRKR
PTNR
PCX
PDCO
PTEN
PAYX
MALL
PDII
BTU
PDX
PEET
PGH
PENN
PVR
PWE
Contract Volume
Total
Call
66,220
33,514
3,570
1,745
705,910
389,645
68,488
30,286
66,398
49,416
2,021
1,888
44,408
33,651
11,104
8,374
268,014
206,392
1,818,370 1,326,158
6,114
5,033
26,744
18,940
2,911
2,140
61,945
53,957
2,093
989
11,008
9,420
24,156
15,115
3,649
2,535
117,223
73,023
176,800
135,975
24,966
19,990
11,160
6,839
44,406
26,704
47,854
28,423
98,656
50,989
49,467
37,085
31,448
20,842
4,174
1,952
28,856
14,745
118,718
65,558
289,727
155,152
92,468
43,949
36,865
24,707
22,601
14,539
21,278
12,458
50,747
35,121
32,724
17,083
4,919
2,768
635,646
449,941
75,831
45,488
126,938
75,035
12,160
8,873
100,094
56,929
123,189
82,811
1,902
1,060
54,638
32,840
1,601
1,498
138,183
117,665
54,604
36,179
166,283
144,747
10,804
9,478
1,605
679
25,353
13,064
188,638
104,569
141,195
100,617
10,100
8,015
806
565
686,376
417,365
10,074
6,127
3,121
1,793
111,496
76,579
138,699
106,532
439
178
105,979
74,222
Stock
ON Semiconductor Corporation (New)
ONEOK, Inc.
Onyx Pharmaceuticals,
Open Text Corporation
Openwave Systems, Inc.
OpNext, Inc.
Opsware, Inc.
Optimal Group, Inc.
optionsXpress Holdings, Inc.
Oracle Corporation
Orasure Technologies
Orbital Sciences Corporation
Orbitz Worldwide, Inc.
Orckit Communications Ltd.
Oregon Steel Mills, Inc.
Orient-Express Hotels Ltd.
Origin Agritech Limited
Ormat Technologies, Inc.
Oshkosh Truck Corporation
OSI Pharmaceuticals, Inc.
OSI Restaurant Partners, Inc.
OSI Systems, Inc.
Osiris Therapeutics, Inc.
Overseas Shipholding Group, Inc.
Overstock.com, Inc.
Owens Corning Inc.
Owens-Illinois, Inc.
Oxford Industries, Inc.
P.F. Chang's China Bistro
PACCAR, Inc.
Pacific Ethanol, Inc.
Pacific Sunwear of California, Inc.
PacificNet, Inc.
Packeteer, Inc.
Pactiv Corporation
PAETEC Holding Corp. Class A
Pain Therapeutics, Inc.
Pall Corporation
Palm, Inc.
Palomar Medical Technologies, Inc.
Pan American Silver Corporation
Panacos Pharmaceuticals, Inc.
Panera Bread Company, Class A
Par Pharmaceutical Companies, Inc.
Paragon Shipping, Inc.
Parallel Petroleum Corporation
Parametric Technology Corporation (New)
Parker Drilling Company (New)
Parker-Hannifin Corporation
ParkerVision, Inc.
Partner Communications Company Ltd.
Patriot Coal Corporation
Patterson Companies, Inc.
Patterson UTI Energy, Inc.
Paychex, Inc.
PC Mall, Inc.
PDI, Inc.
Peabody Energy Corporation
Pediatrix Medical Group, Inc.
Peet's Coffee & Tea, Inc.
Pengrowth Energy Trust
Penn National Gaming, Inc.
Penn Virginia Resource Partners, L.P.
Penn West Energy Trust
CHICAGO BOARD OPTIONS EXCHANGE
Page 53
Put
32,706
1,825
316,265
38,202
16,982
133
10,757
2,730
61,622
492,212
1,081
7,804
771
7,988
1,104
1,588
9,041
1,114
44,200
40,825
4,976
4,321
17,702
19,431
47,667
12,382
10,606
2,222
14,111
53,160
134,575
48,519
12,158
8,062
8,820
15,626
15,641
2,151
185,705
30,343
51,903
3,287
43,165
40,378
842
21,798
103
20,518
18,425
21,536
1,326
926
12,289
84,069
40,578
2,085
241
269,011
3,947
1,328
34,917
32,167
261
31,757
Average Daily Volume
Total
Call
Put
264
134
130
14
7
7
2,812
1,552
1,260
273
121
152
265
197
68
44
41
3
177
134
43
44
33
11
1,068
822
246
7,245
5,283
1,961
24
20
4
107
75
31
28
21
7
247
215
32
8
4
4
60
51
9
503
315
188
36
25
11
467
291
176
704
542
163
99
80
20
44
27
17
237
143
95
191
113
77
393
203
190
197
148
49
125
83
42
17
8
9
115
59
56
473
261
212
1,154
618
536
368
175
193
147
98
48
90
58
32
85
50
35
202
140
62
130
68
62
20
11
9
2,532
1,793
740
302
181
121
506
299
207
48
35
13
399
227
172
491
330
161
86
48
38
218
131
87
6
6
0
551
469
82
218
144
73
662
577
86
49
43
6
39
17
23
101
52
49
752
417
335
563
401
162
40
32
8
3
2
1
2,735
1,663
1,072
40
24
16
12
7
5
444
305
139
553
424
128
3
1
2
422
296
127
2007 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
JCP
PNR
PPCO
PBCT
PBY
PEP
PWRD
PRFT
PCR
PKI
PBT
PRGO
PSTI
CUP
PETS
PCZ
PTR
HK
PBR
PETD
PQ
PETM
PFE
PCG
PPDI
PCYC
PDGI
PMC
PHRM
PD
PHH
PVH
PHTN
PLAB
PICO
PIR
PEC
PPC
PNCL
PNK
PONR
PDC
PXD
PJC
PBI
PAA
PXP
PLT
PYX
PLXS
PLUG
PCL
PLXT
PMCS
PMI
PNC
PPP
PBSO
PII
RL
PLCM
PLMD
POOL
BPOP
Contract Volume
Total
Call
446,418
213,964
12,434
8,109
745,363
446,451
33,272
15,278
27,942
19,884
446,984
301,359
12,571
8,587
20,726
13,797
50,831
28,175
9,631
7,783
9,011
5,910
13,321
9,974
105
105
58,109
50,813
24,571
15,710
31,573
20,332
491,302
308,252
101,483
89,820
1,263,334
800,376
21,719
15,491
15,490
11,541
52,903
31,094
2,329,610 1,401,211
22,572
8,395
25,848
12,027
13,265
9,803
26,585
12,426
1,529
1,098
62,142
40,362
145,866
72,620
155
38
31,066
24,029
3,621
2,304
18,513
13,801
10,740
3,325
35,641
21,564
9,227
6,153
41,077
27,319
6,699
4,903
17,433
10,817
4,187
3,366
60,769
48,344
88,278
61,904
17,947
9,256
37,594
21,919
50,105
42,426
62,805
42,304
21,690
13,440
39,048
35,721
59,832
35,606
13,047
11,159
26,142
18,851
20,883
12,188
134,269
95,165
216,141
66,562
107,369
60,524
64,328
46,627
244
160
42,083
19,469
101,982
44,094
48,934
26,035
24,429
16,545
7,527
2,144
288
81
Stock
Penney (J.C.) Company, Inc.
Pentair, Inc.
Penwest Pharmaceuticals Co.
People's United Financial, Inc.
Pep Boys--Manny, Moe, & Jack (The)
PepsiCo, Inc.
Perfect World Co Ltd. - ADR
Perficient, Inc.
Perini Corporation
Perkin-Elmer, Inc.
Permian Basin Royalty Trust
Perrigo Company
Per-Se Technologies, Inc.
Peru Copper, 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.
PharMerica Corporation
Pharmion Corp.
Phelps Dodge Corporation
PHH Corporation
Phillips-Van Heusen Corporation
Photon Dynamics, Inc.
Photronics, Inc.
PICO Holdings, Inc.
Pier 1 Imports, Inc.
Pike Electric Corporation
Pilgrim's Pride Corporation
Pinnacle Airlines Corp.
Pinnacle Entertainment, Inc.
Pioneer Companies, Inc.
Pioneer Drilling Company
Pioneer Natural Resources Company
Piper Jaffray Companies, Inc.
Pitney Bowes, Inc.
Plains All American Pipeline, L.P.
Plains Exploration & Production Company
Plantronics, Inc.
Playtex Products, Inc. (New)
Plexus Corporation Inc.
Plug Power, Inc.
Plum Creek Timber Company, LP
PLX Technology, I Inc.
PMC-Sierra, Inc.
PMI Group, Inc.
PNC Bank Corporation
Pogo Producing Company
Point Blank Solutions, Inc.
Polaris Industries, Inc.
Polo Ralph Lauren Corp.
Polycom, Inc.
Polymedica Corp.
Pool Corporation
Popular, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 54
Put
232,454
4,325
298,912
17,994
8,058
145,625
3,984
6,929
22,656
1,848
3,101
3,347
0
7,296
8,861
11,241
183,050
11,663
462,958
6,228
3,949
21,809
928,399
14,177
13,821
3,462
14,159
431
21,780
73,246
117
7,037
1,317
4,712
7,415
14,077
3,074
13,758
1,796
6,616
821
12,425
26,374
8,691
15,675
7,679
20,501
8,250
3,327
24,226
1,888
7,291
8,695
39,104
149,579
46,845
17,701
84
22,614
57,888
22,899
7,884
5,383
207
Average Daily Volume
Total
Call
Put
1,779
852
926
50
32
17
2,970
1,779
1,191
133
61
72
111
79
32
1,781
1,201
580
190
130
60
83
55
28
203
112
90
38
31
7
36
24
12
53
40
13
0
0
0
232
202
29
98
63
35
126
81
45
1,957
1,228
729
404
358
46
5,033
3,189
1,844
87
62
25
62
46
16
211
124
87
9,281
5,583
3,699
90
33
56
103
48
55
53
39
14
106
50
56
14
10
4
248
161
87
581
289
292
1
0
0
124
96
28
14
9
5
74
55
19
57
18
39
142
86
56
37
25
12
164
109
55
27
20
7
69
43
26
23
18
4
242
193
50
352
247
105
72
37
35
150
87
62
200
169
31
250
169
82
86
54
33
156
142
13
238
142
97
52
44
8
104
75
29
83
49
35
535
379
156
861
265
596
428
241
187
256
186
71
1
1
0
168
78
90
406
176
231
195
104
91
97
66
31
30
9
21
1
0
1
2007 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
PLAY
PRAA
POR
PKX
POSS
PPS
POT
POWI
PWER
POWR
PWAV
POZN
PPG
PX
PCP
PDS
PRXI
PGI
PCLN
PDE
PWI
PG
PGNX
PGN
PGIC
PLD
PL
PVX
PRU
PSSI
PSYS
PEG
PSA
PHM
PWEI
QGEN
QXM
XING
QI
QLGC
QLTI
QCOM
QSII
NX
PWR
DGX
QSFT
STR
QSC
KWK
QDEL
ZQK
QMAR
Q
RGFC
RHD
RACK
RDN
RTSX
RSH
RVSN
RDWR
RAE
RAS
Contract Volume
Total
Call
Put
372
300
72
17,031
7,101
9,930
7,567
3,947
3,620
60,686
37,876
22,810
1,340
1,102
238
30,670
19,000
11,670
1,013,350
663,689
349,661
87
49
38
9,195
8,019
1,176
14,715
11,861
2,854
55,457
44,471
10,986
252,456
132,026
120,430
30,472
22,308
8,164
48,483
36,144
12,339
255,576
174,576
81,000
107,413
84,598
22,815
6,100
4,524
1,576
12,737
10,912
1,825
249,799
158,062
91,737
212,241
156,173
56,068
66,111
49,961
16,150
1,149,613
782,577
367,036
71,877
46,047
25,830
30,937
16,843
14,094
38,019
22,979
15,040
14,947
9,275
5,672
37,326
28,600
8,726
73,488
57,546
15,942
221,809
134,687
87,122
8,866
6,584
2,282
20,899
14,502
6,397
114,128
96,328
17,800
13,134
7,352
5,782
623,979
204,714
419,265
54,037
21,498
32,539
13,768
8,465
5,303
29,251
25,615
3,636
261,057
210,292
50,765
48,809
42,442
6,367
188,070
135,453
52,617
37,563
22,141
15,422
4,782,350 2,996,977 1,785,373
22,969
14,256
8,713
11,958
5,346
6,612
57,149
38,328
18,821
118,202
63,769
54,433
11,137
5,389
5,748
69,771
39,375
30,396
125
115
10
68,545
48,192
20,353
12,672
6,073
6,599
60,948
43,796
17,152
47,048
26,755
20,293
238,724
187,147
51,577
1,210
594
616
86,549
49,425
37,124
293,104
208,040
85,064
235,080
96,385
138,695
13,198
7,988
5,210
353,211
135,922
217,289
14,302
9,252
5,050
5,869
5,093
776
1,054
945
109
107,606
48,668
58,938
Stock
PortalPlayer, Inc.
Portfolio Recovery Associates, Inc.
Portland General Electric Company
POSCO
Possis Medical, Inc.
Post Properties, Inc.
Potash Corporation of Saskatchewan, Inc.
Power Integrations, Inc.
Power-One, Inc.
PowerSecure International, Inc.
Powerwave Technologies, Inc.
POZEN, Inc.
PPG Industries, Inc.
Praxair, Inc.
Precision Castparts Corp.
Precision Drilling Corporation
Premier Exhibitions, Inc.
Premiere Global Services, Inc.
Priceline.com, Inc.
Pride International
PrimeWest Energy Trust
Procter & Gamble Company (The)
Progenics Pharmaceuticals, Inc.
Progress Energy, Inc.
Progressive Gaming International Corporation
ProLogis
Protective Life Corporation
Provident Energy Trust
Prudential Financial, Inc.
PSS World Medical
Psychiatric Solutions, Inc.
Public Service Enterprise Group, Incorporated
Public Storage
Pulte Homes, Inc.
PW Eagle, Inc.
Qiagen N.V.
Qiao Xing Mobile Communication Co., Ltd.
Qiao Xing Universal Telephone, Inc.
Qimonda AG
QLogic Corporation
QLT, Inc.
QUALCOMM, Inc.
Quality Systems, Inc.
Quanex Corporation
Quanta Services, Inc.
Quest Diagnostics, Incorporated
Quest Software, Inc.
Questar Corporation
Questor Pharmaceuticals, Inc.
Quicksilver Resources, Inc.
Quidel Corporation
Quiksilver, Inc.
Quintana Maritime Ltd.
Qwest Communications Int'l.
R&G Financial Corporation
R.H. Donnelly Co.
Rackable Systems, Inc.
Radian Group, Inc.
Radiation Therapy Services, Inc.
RadioShack
RADVISION Ltd.
RADWARE Ltd.
RAE Systems, Inc.
RAIT Financial Trust
CHICAGO BOARD OPTIONS EXCHANGE
Page 55
Average Daily Volume
Total
Call
Put
1
1
0
68
28
40
30
16
14
242
151
91
5
4
1
122
76
46
4,037
2,644
1,393
0
0
0
37
32
5
59
47
11
221
177
44
1,006
526
480
121
89
33
193
144
49
1,018
696
323
428
337
91
34
25
9
51
43
7
995
630
365
846
622
223
263
199
64
4,580
3,118
1,462
286
183
103
123
67
56
151
92
60
60
37
23
149
114
35
293
229
64
884
537
347
35
26
9
83
58
25
455
384
71
52
29
23
2,486
816
1,670
215
86
130
55
34
21
181
158
22
1,040
838
202
194
169
25
749
540
210
150
88
61
19,053
11,940
7,113
92
57
35
48
21
26
228
153
75
471
254
217
44
21
23
278
157
121
13
12
1
273
192
81
50
24
26
243
174
68
234
133
101
951
746
205
5
2
2
345
197
148
1,168
829
339
937
384
553
53
32
21
1,407
542
866
57
37
20
23
20
3
4
4
0
517
234
283
2007 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
RAH
RMBS
GOLD
RRC
RZ
RYN
RTN
ROLL
RDA
RNWK
H
RHT
RRGB
RBAK
REDF
RWT
RGC
RGNC
REGN
RF
RGS
RS
RRI
RNR
RNVS
RCII
RTK
RPRX
RSG
REFR
RIMM
RMD
RECN
RESP
RTRSY
RAI
RFMD
RIGL
RNOW
RTP
RAD
RVBD
RHI
ROK
COL
RSTI
ROG
ROSE
ROST
RDC
RY
RCL
RDSB
RDSA
RGLD
RES
RTI
RCCC
RYAAY
R
RYI
TSG
SAF
SWY
Contract Volume
Total
Call
Put
227
90
137
1,274,710
949,170
325,540
42,208
31,932
10,276
64,791
43,892
20,899
132,321
89,234
43,087
14,442
11,311
3,131
120,185
86,077
34,108
292
174
118
362
341
21
31,976
24,446
7,530
34,815
21,904
12,911
326,494
197,513
128,981
15,714
9,756
5,958
11,147
7,523
3,624
46,835
35,716
11,119
40,907
15,688
25,219
21,978
15,273
6,705
3,351
1,957
1,394
104,893
76,677
28,216
72,048
32,218
39,830
2,833
1,867
966
85,958
63,641
22,317
195,270
97,468
97,802
8,341
3,172
5,169
8,740
7,078
1,662
24,164
9,492
14,672
17,618
16,673
945
28,121
17,762
10,359
23,344
16,774
6,570
28,433
19,115
9,318
7,107,724 4,032,309 3,075,415
28,101
14,689
13,412
10,918
7,453
3,465
9,564
7,136
2,428
4,471
2,460
2,011
169,155
119,489
49,666
117,199
92,759
24,440
129,257
49,221
80,036
7,012
3,691
3,321
144,691
72,227
72,464
307,238
197,755
109,483
253,298
169,142
84,156
18,168
9,010
9,158
76,518
46,123
30,395
1,427
1,253
174
21,275
12,476
8,799
7,312
4,238
3,074
18,161
11,154
7,007
33,850
20,407
13,443
149,078
103,656
45,422
26,459
15,283
11,176
107,353
59,598
47,755
8,192
5,047
3,145
61,459
37,035
24,424
79,486
56,009
23,477
13,402
9,668
3,734
92,584
56,889
35,695
1,519
912
607
35,517
18,601
16,916
7,952
4,385
3,567
44,549
24,532
20,017
3,143
2,697
446
13,783
10,430
3,353
91,433
59,996
31,437
Stock
Ralcorp Holdings, Inc.
Rambus, Inc.
Randgold Resources Limited
Range Resources Corporation
RASER Technologies, Inc.
Rayonier, Inc.
Raytheon Company
RBC Bearings, Inc.
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
Redwood Trust, Inc.
Regal Entertainment Group, Class A
Regency Energy Partners LP
Regeneron Pharmaceuticals, Inc.
Regions Financial Corp.
Regis Corporation
Reliance Steel & Aluminum Co.
Reliant Energy, Inc.
RenaissanceRe Holdings Ltd.
Renovis, Inc.
Rent-A-Center, Inc.
Rentech, Inc.
Repros Therapeutics, Inc.
Republic Services Inc.-CL A
Research Frontiers, Inc.
Research in Motion Limited
ResMed, Inc.
Resources Connection, Inc. (New)
Respironics, Inc. (New)
Reuters Holdings PLC ADR
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.
Rockwell Collins
Rofin-Sinar Technologies, Inc.
Rogers Corporation
Rosetta Resources, 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.
RTI International Metals
Rural Cellular Corp.
Ryanair Holdings plc.
Ryder System, Inc.
Ryerson, Inc.
Sabre Holdings Corp.
SAFECO Corporation
Safeway, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 56
Average Daily Volume
Total
Call
Put
10
4
6
5,079
3,782
1,297
168
127
41
258
175
83
527
356
172
58
45
12
479
343
136
1
1
0
1
1
0
127
97
30
139
87
51
1,301
787
514
63
39
24
44
30
14
187
142
44
163
63
100
88
61
27
20
12
8
418
305
112
287
128
159
11
7
4
342
254
89
778
388
390
33
13
21
35
28
7
96
38
58
70
66
4
112
71
41
93
67
26
284
191
93
28,318
16,065
12,253
112
59
53
43
30
14
38
28
10
18
10
8
674
476
198
467
370
97
515
196
319
28
15
13
576
288
289
1,224
788
436
1,009
674
335
72
36
36
305
184
121
6
5
1
85
50
35
29
17
12
72
44
28
135
81
54
594
413
181
105
61
45
428
237
190
33
20
13
245
148
97
317
223
94
53
39
15
369
227
142
14
8
6
142
74
67
32
17
14
177
98
80
13
11
2
55
42
13
364
239
125
2007 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
SAIA
SAI
SKS
CRM
SLXP
SBH
SAFM
SNDK
SD
SGMO
SANM
SNY
SAP
SAPE
SLE
SSL
SAY
SVNT
SVVS
SBAC
HSIC
SGP
SLB
SCHN
SCHW
SCRX
SGMS
SCT
SA
SEAC
STX
SEE
ZZ
SHLD
SSW
SCUR
SEIC
SCSS
SRE
SMTC
SNMX
SXT
SEPR
SQNM
SCI
SNDA
SHRP
SHW
SFL
SHPGY
SHFL
SFLY
SI
SIE
SWIR
SIFY
SIGM
SIAL
SGTL
SLGN
SIMG
SLAB
SIMO
SSTI
Contract Volume
Total
Call
643
411
72,355
41,434
132,800
91,463
221,388
115,385
83,536
26,797
12,288
11,560
38,400
24,662
2,684,931 1,733,407
115
75
6,869
6,203
10,627
7,517
116,237
62,082
198,689
71,911
18,817
12,447
87,890
71,291
43,304
32,079
48,074
33,202
102,511
73,747
67,487
27,734
38,744
20,378
17,023
12,624
345,811
251,673
1,071,880
628,272
70,105
42,626
415,133
292,848
31,862
15,960
33,605
23,373
105,744
23,195
162,472
131,595
10,829
8,396
451,856
314,598
21,325
9,649
13,454
3,122
1,381,014
744,846
28,608
22,268
11,123
9,285
24,367
17,696
50,603
24,687
22,985
15,046
36,879
30,132
12,665
7,215
9,433
5,241
807,969
438,422
6,058
5,383
2,064
1,920
123,341
91,267
19,047
5,398
148,161
54,110
37,305
21,962
154,602
117,913
38,407
21,188
5,169
3,467
50,969
28,292
6,826
3,866
74,573
54,954
31,317
23,028
443,389
320,622
32,226
27,159
5,881
4,882
1,413
976
53,596
44,003
136,906
86,425
108,958
88,168
12,577
8,513
Stock
Saia, Inc.
SAIC, Inc.
Saks, Incorporated
Salesforce.com
Salix Pharmaceuticals, Ltd
Sally Beauty Holdings, Inc.
Sanderson Farms, Inc.
SanDisk Corporation
SandRidge Energy, Inc.
Sangamo BioSciences, Inc.
Sanmina SCI Corporation
Sanofi-Aventis
SAP AG
Sapient Corporation (New)
Sara Lee Corporation
SASOL LTD
Satyam Computer Services Limited
Savient Pharmaceuticals, Inc.
SAVVIS, Inc.
SBA Communications Corporation
Schein (Henry), Inc.
Schering-Plough Corporation
Schlumberger Limited
Schnitzer Steel Industries, Inc.
Schwab Corporation (The Charles)
Sciele Pharma, Inc.
Scientific Games Corporation
Scottish RE Group Limited
Seabridge Gold, Inc.
SeaChange International, Inc.
Seagate Technology
Sealed Air Corporation "New"
Sealy Corporation
Sears Holdings Corporation
Seaspan Corporation
Secure Computing Corp.
SEI Investments Company
Select Comfort Corporation
Sempra Energy
Semtech Corporation
Senomyx, Inc.
Sensient Technologies Corporation
Sepracor, Inc.
Sequenom Inc.
Service Corporation International - New
Shanda Interactive Entertainment Ltd.
Sharper Image Corp.
Sherwin-Williams Company (The)
Ship Finance International Limited
Shire plc ADS
Shuffle Master, Inc.
Shutterfly, Inc.
Siemens AG
Sierra Health Services, Inc.
Sierra Wireless, Inc.
Sify Technologies Limited
Sigma Designs, Inc.
Sigma-Aldrich Corporation
Sigmatel Incorporated
Silgan Holdings, Inc.
Silicon Image, Inc.
Silicon Laboratories, Inc.
Silicon Motion Technology Corporation
Silicon Storage Technology, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 57
Put
232
30,921
41,337
106,003
56,739
728
13,738
951,524
40
666
3,110
54,155
126,778
6,370
16,599
11,225
14,872
28,764
39,753
18,366
4,399
94,138
443,608
27,479
122,285
15,902
10,232
82,549
30,877
2,433
137,258
11,676
10,332
636,168
6,340
1,838
6,671
25,916
7,939
6,747
5,450
4,192
369,547
675
144
32,074
13,649
94,051
15,343
36,689
17,219
1,702
22,677
2,960
19,619
8,289
122,767
5,067
999
437
9,593
50,481
20,790
4,064
Average Daily Volume
Total
Call
Put
4
2
1
288
165
123
529
364
165
882
460
422
333
107
226
49
46
3
153
98
55
10,697
6,906
3,791
16
11
6
27
25
3
42
30
12
463
247
216
792
286
505
75
50
25
350
284
66
173
128
45
192
132
59
408
294
115
275
113
162
154
81
73
68
50
18
1,378
1,003
375
4,270
2,503
1,767
279
170
109
1,654
1,167
487
127
64
63
134
93
41
421
92
329
647
524
123
43
33
10
1,800
1,253
547
85
38
47
54
12
41
5,502
2,968
2,535
114
89
25
44
37
7
97
71
27
202
98
103
92
60
32
147
120
27
50
29
22
38
21
17
3,219
1,747
1,472
132
117
15
8
8
1
491
364
128
76
22
54
590
216
375
149
87
61
616
470
146
153
84
69
78
53
26
203
113
90
27
15
12
297
219
78
125
92
33
1,766
1,277
489
128
108
20
23
19
4
8
6
3
214
175
38
545
344
201
445
360
85
50
34
16
2007 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
SPIL
SSRI
SLW
SPG
SINA
SVA
SIRF
SIRI
SIRO
SIRT
SIX
SKM
SKX
SWKS
SLG
SLM
SWHC
SII
SMSI
SFD
SSCC
SNA
SOHU
SOLF
SLR
SAH
SONC
SNIC
SONO
SONS
SNUS
SNE
BID
SO
PCU
SUG
LUV
SWN
SOV
SPSN
SPAR
SE
SLNK
SPC
SPPI
SPR
S
SPSS
SPW
SRX
SM
STJ
STAA
STMP
SMSC
SPF
SWK
SPLS
STSI
SBUX
STAR
HOT
STT
STN
Contract Volume
Total
Call
23,290
19,857
171,461
124,591
272,671
224,107
70,666
33,139
248,574
170,963
26,134
23,176
306,981
178,104
1,374,529 1,196,173
26,386
15,892
175
115
55,559
23,877
9,516
7,292
47,813
31,013
97,198
81,111
3,379
1,172
1,292,680
669,338
51,739
36,742
138,465
73,118
147,590
119,608
88,353
57,348
52,424
25,597
16,867
10,011
195,433
137,263
110,167
81,049
21,536
17,211
3,508
1,306
22,766
11,222
21,552
12,564
7,587
3,935
138,098
112,247
28,737
13,329
57,202
35,893
99,347
73,401
38,771
27,139
534,802
294,473
16,974
13,953
299,257
184,917
227,649
141,571
405,011
256,552
117,634
82,559
2,728
2,272
36,807
26,340
1,237
1,031
58,457
27,371
95,310
62,294
5,170
4,179
1,081,747
706,711
17,875
7,505
32,265
10,736
8,925
4,057
6,664
4,542
252,186
164,776
4,086
3,197
13,771
10,956
19,946
8,671
405,410
129,449
23,552
12,096
113,519
58,973
28,582
23,440
2,084,791 1,172,445
5,792
4,647
270,212
165,611
147,458
71,756
27,037
18,838
Stock
Siliconware Precision Industries Company
Silver Standard Resources, Inc.
Silver Wheaton Corporation
Simon Property Group, Inc.
SINA Corporation
Sinovac Biotech Ltd.
SiRF Technology Holdings, Inc.
Sirius Satellite Radio
Sirona Dental Systems, Inc.
Sirtris Pharmaceuticals, Inc.
Six Flags, Inc.
Sk Telecom Co., Ltd. ADS
Skechers U.S.A., Inc.
Skyworks Solutions, Inc.
SL Green Realty Corp.
SLM Corporation
Smith & Wesson Holding Corporation
Smith International, Inc.
Smith Micro Software, Inc.
Smithfield Foods, Inc.
Smurfit Stone Container Corporation
Snap-On, Inc.
Sohu.com, Inc.
Solarfun Power Holdings Co.
Solectron Corporation
Sonic Automotive, Inc.
Sonic Corp.
Sonic Solutions
SonoSite, Inc.
Sonus Networks, Inc.
Sonus Pharmaceuticals, 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.
Spartan Motors, Inc.
Spectra Energy Corporation
SpectraLink Corporation
Spectrum Brands
Spectrum Pharmaceuticals, Inc.
Spirit Aerosystems Holdings, Inc.
Sprint Nextel Corporation
SPSS, Inc.
SPX Corporation
SRA International, Inc.
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
Starent Networks, Corp.
Starwood Hotels & Resorts Worldwide, Inc.
State Street Corporation
Station Casinos, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 58
Put
3,433
46,870
48,564
37,527
77,611
2,958
128,877
178,356
10,494
60
31,682
2,224
16,800
16,087
2,207
623,342
14,997
65,347
27,982
31,005
26,827
6,856
58,170
29,118
4,325
2,202
11,544
8,988
3,652
25,851
15,408
21,309
25,946
11,632
240,329
3,021
114,340
86,078
148,459
35,075
456
10,467
206
31,086
33,016
991
375,036
10,370
21,529
4,868
2,122
87,410
889
2,815
11,275
275,961
11,456
54,546
5,142
912,346
1,145
104,601
75,702
8,199
Average Daily Volume
Total
Call
Put
93
79
14
683
496
187
1,086
893
193
282
132
150
990
681
309
104
92
12
1,223
710
513
5,476
4,766
711
105
63
42
25
16
9
221
95
126
38
29
9
190
124
67
387
323
64
32
11
21
5,150
2,667
2,483
206
146
60
552
291
260
588
477
111
352
228
124
209
102
107
67
40
27
779
547
232
656
482
173
86
69
17
14
5
9
91
45
46
86
50
36
30
16
15
550
447
103
114
53
61
228
143
85
396
292
103
154
108
46
2,131
1,173
957
68
56
12
1,192
737
456
907
564
343
1,614
1,022
591
469
329
140
41
34
7
147
105
42
5
4
1
233
109
124
380
248
132
23
18
4
4,310
2,816
1,494
98
41
57
129
43
86
36
16
19
27
18
8
1,005
656
348
16
13
4
55
44
11
79
35
45
1,615
516
1,099
94
48
46
452
235
217
114
93
20
8,306
4,671
3,635
126
101
25
1,077
660
417
587
286
302
108
75
33
2007 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
2028
2029
2030
2031
2032
2033
2034
2035
2036
2037
2038
2039
2040
2041
2042
2043
2044
2045
2046
2047
2048
Standard
Symbol
STO
STEC
STLD
STTX
SRCL
STE
SLT
STXS
SHOO
SF
SWC
STM
SGY
SSYS
BEE
STRA
SYK
RGR
SUF
SUNH
SNHY
JAVA
SU
SUN
STKL
SPWR
SRZ
SHO
STP
STI
SMCI
SCON
SUPG
SPN
SPSX
SUPX
SVU
SRDX
SWFT
SDXC
SY
SCMR
SYKE
SYMC
SBL
SYMM
SYNA
SNCR
ELOS
SNPS
SYNO
SNV
BRLC
SYNM
SYY
SYX
TROW
TSM
TTWO
TLB
TLEO
TLM
TALX
TAM
Stock
StatoilHydro ASA
STEC, Inc.
Steel Dynamics, Inc.
Steel Technologies, Inc.
Stericycle, Inc.
STERIS Corporation
Sterlite Industries (India) Ltd.
Sterotaxis, Inc.
Steven Madden, Ltd.
Stifel Financial Corp.
Stillwater Mining Company
STMicroelectronics N.V.
Stone Energy Corp.
Stratasys, Inc.
Strategic Hotels & Resorts, Inc.
Strayer Education, Inc.
Stryker Corporation
Sturm, Ruger & Company, Inc.
SulphCo, Inc.
Sun Healthcare Group, Inc.
Sun Hydraulics Corporation
Sun Microsystems, Inc.
Suncor Energy, Inc.
Sunoco, Inc.
SunOpta, Inc.
SunPower Corporation
Sunrise Senior Living, Inc.
Sunstone Hotel Investors, Inc.
Suntech Power Holdings Co., Ltd.
SunTrust Banks, Inc.
Super Micro Computer, Inc.
Superconductor Technologies, Inc.
SuperGen, Inc.
Superior Energy Services, Inc. (New)
Superior Essex, Inc.
Supertex, Inc. (New)
SUPERVALU, Inc.
SurModics, Inc.
Swift Transporation Co., Inc.
Switch and Data Facilities Company
Sybase, Inc.
Sycamore Networks, Inc.
Sykes Enterprises, Inc.
Symantec Corporation
Symbol Technologies, Inc.
Symmetricom, Inc. (New)
Synaptics Incorporated
Synchronoss Technologies, Inc.
Syneron Medical Ltd.
Synopsys, Inc.
Synovis Life Technologies, Inc.
Synovous Financial Corp.
Syntax-Brillian Corp.
Syntroleum Corporation
Sysco Corporation
Systemax, Inc.
T. Rowe Price Group, Inc.
Taiwan Semiconductor Manufacturing Company Ltd.
Take-Two Interactive Software
Talbots, Inc. (The)
Taleo Corporation
Talisman Energy, Inc.
TALX Corporation
Tam SA
CHICAGO BOARD OPTIONS EXCHANGE
Page 59
Contract Volume
Total
Call
38,850
26,457
53,257
40,890
178,942
124,796
4,040
2,708
25,261
18,587
6,937
5,385
5,795
4,501
19,264
14,415
5,001
3,343
3,896
2,550
35,477
21,903
119,382
88,068
14,114
11,110
20,152
10,898
845
406
9,567
4,034
71,356
46,015
5,624
2,306
187,895
140,600
16,280
12,526
5,866
4,026
763,756
616,240
357,604
228,359
233,633
138,921
25,714
20,238
623,309
338,443
29,710
14,746
1,067
439
531,588
339,318
260,456
162,497
952
790
38,780
29,931
113,719
87,897
57,035
44,518
542
172
11,885
7,932
32,166
19,554
30,686
13,245
6,284
3,761
60
60
15,087
13,054
23,524
22,715
6,142
4,604
643,006
360,811
102
102
10,682
8,172
107,857
63,808
72,567
52,221
21,959
17,100
29,857
17,124
7,832
6,958
36,794
20,632
438,552
281,762
4,856
3,736
73,834
37,199
152,547
101,259
33,826
19,725
78,276
58,877
437,804
222,192
35,068
22,511
25
13
245,421
202,845
7,117
4,719
53,313
28,362
Put
12,393
12,367
54,146
1,332
6,674
1,552
1,294
4,849
1,658
1,346
13,574
31,314
3,004
9,254
439
5,533
25,341
3,318
47,295
3,754
1,840
147,516
129,245
94,712
5,476
284,866
14,964
628
192,270
97,959
162
8,849
25,822
12,517
370
3,953
12,612
17,441
2,523
0
2,033
809
1,538
282,195
0
2,510
44,049
20,346
4,859
12,733
874
16,162
156,790
1,120
36,635
51,288
14,101
19,399
215,612
12,557
12
42,576
2,398
24,951
Average Daily Volume
Total
Call
Put
155
105
49
212
163
49
713
497
216
16
11
5
101
74
27
28
21
6
68
53
15
77
57
19
20
13
7
21
14
7
141
87
54
476
351
125
56
44
12
80
43
37
6
3
3
38
16
22
284
183
101
22
9
13
749
560
188
65
50
15
54
37
17
3,043
2,455
588
1,425
910
515
931
553
377
102
81
22
2,483
1,348
1,135
118
59
60
8
3
5
2,118
1,352
766
1,038
647
390
9
7
1
485
374
111
453
350
103
227
177
50
6
2
4
47
32
16
128
78
50
122
53
69
25
15
10
9
9
0
60
52
8
94
90
3
24
18
6
2,562
1,437
1,124
0
0
0
43
33
10
430
254
175
397
285
111
87
68
19
119
68
51
31
28
3
147
82
64
1,747
1,123
625
19
15
4
294
148
146
623
413
209
135
79
56
312
235
77
1,744
885
859
140
90
50
4
2
2
978
808
170
28
19
10
218
116
102
2007 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
2049
2050
2051
2052
2053
2054
2055
2056
2057
2058
2059
2060
2061
2062
2063
2064
2065
2066
2067
2068
2069
2070
2071
2072
2073
2074
2075
2076
2077
2078
2079
2080
2081
2082
2083
2084
2085
2086
2087
2088
2089
2090
2091
2092
2093
2094
2095
2096
2097
2098
2099
2100
2101
2102
2103
2104
2105
2106
2107
2108
2109
2110
2111
2112
Standard
Symbol
TRE
NGLS
TGT
TASR
TTM
TCO
TBSI
TCB
AMTD
TECD
TECH
TNL
TCK
TE
TK
TKLC
TEK
TNE
TEF
TMX
TTEC
TELK
TLAB
TMCV
TIN
TPX
TS
THC
TEN
TPP
TDC
TER
TEX
TX
TRA
TSTR
TESO
TSO
TSRA
TTI
TEVA
TXI
TXN
TXRH
TXT
TFSL
ANDE
MEL
BK
BX
BONT
BCO
DTV
DBRN
FINL
FAF
GS
GBX
HSY
SJM
KNOT
LMS
TMR
MLS
Contract Volume
Total
Call
Put
18,562
15,359
3,203
180,181
99,070
81,111
1,922,146 1,051,345
870,801
414,303
325,354
88,949
67,947
50,433
17,514
10,677
4,311
6,366
33,955
26,973
6,982
3,956
2,927
1,029
411,262
305,846
105,416
21,000
11,918
9,082
7,181
5,041
2,140
13,889
6,867
7,022
70,127
44,649
25,478
18,531
14,677
3,854
65,625
42,187
23,438
10,833
7,881
2,952
10,843
6,608
4,235
17,369
11,231
6,138
12,329
8,437
3,892
67,360
37,466
29,894
31,245
21,767
9,478
91,210
55,364
35,846
244,188
182,642
61,546
9,657
1,588
8,069
95,615
65,211
30,404
116,138
78,781
37,357
149,172
97,210
51,962
183,845
90,125
93,720
31,897
21,370
10,527
37,239
13,841
23,398
628
334
294
34,045
20,282
13,763
191,444
123,847
67,597
25,337
17,967
7,370
223,809
173,779
50,030
1,762
1,282
480
10,365
7,246
3,119
863,339
466,693
396,646
40,348
27,902
12,446
19,353
13,379
5,974
612,138
422,305
189,833
73,751
50,260
23,491
1,156,608
647,794
508,814
24,318
6,114
18,204
175,374
99,756
75,618
11,513
10,893
620
45,385
32,104
13,281
26,522
17,185
9,337
142,165
74,160
68,005
181,702
110,130
71,572
27,343
15,088
12,255
34,282
24,637
9,645
101,270
61,024
40,246
29,004
20,388
8,616
51,829
38,950
12,879
115,903
39,977
75,926
4,797,190 2,684,777 2,112,413
48,521
28,749
19,772
76,048
51,064
24,984
11,675
5,891
5,784
26,133
17,120
9,013
24,310
14,709
9,601
6,348
5,199
1,149
75,005
49,290
25,715
Stock
Tanzanian Royalty Exploration Corporation
Targa Resources Partners LP
Target Corporation
TASER International, Inc.
Tata Motors Limited
Taubman Centers, Inc.
TBS International Limited
TCF Financial Corporation
TD Ameritrade Holding Corp.
Tech Data Corporation
Techne Corporation
Technitrol, Inc.
Teck Cominco Limited
TECO Energy, Inc.
Teekay Corporation
Tekelec
Tektronix, Inc.
Tele Norte Leste Participacoes SA
Telefonica de Espana, S.A. ADR
Telefonos de Mexico, S.A. de C.V. ADR
TeleTech Holdings, Inc.
Telik, Inc.
Tellabs, Inc.
Temecula Valley Bancorp, Inc.
Temple-Inland, Inc.
Tempur-Pedic International, Inc.
Tenaris S.A.
Tenet Healthcare Corporation
Tenneco, Inc.
Teppco Partners LP
Teradata Corporation
Teradyne, Inc.
Terex Corporation
Ternium S.A.
Terra Industries, Inc.
TerreStar Corporation
Tesco Corporation
Tesoro Corporation
Tessera Technologies, Inc.
TETRA Technologies, Inc. (New)
Teva Pharmaceutical Industries Limited ADR
Texas Industries, Inc.
Texas Instruments Incorporated
Texas Roadhouse, Inc.
Textron, Inc.
TFS Financial Corp.
The Andersons, Inc.
The Bank of New York Mellon Corporation
The Bank of New York Mellon Corporation
The Blackstone Group LP
The Bon-Ton Stores, Inc.
The Brink's Company
The DIRECTV Group, Inc.
The Dress Barn, Inc.
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 Knot, Inc.
The Lamson & Sessions Co.
The Meridian Resource Corporation
The Mills Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 60
Average Daily Volume
Total
Call
Put
74
61
13
2,252
1,238
1,014
7,658
4,189
3,469
1,651
1,296
354
271
201
70
43
17
25
312
247
64
16
12
4
1,638
1,219
420
84
47
36
29
20
9
55
27
28
279
178
102
74
58
15
261
168
93
43
31
12
43
26
17
69
45
24
49
34
16
268
149
119
124
87
38
363
221
143
973
728
245
121
20
101
381
260
121
463
314
149
594
387
207
732
359
373
127
85
42
148
55
93
10
5
5
136
81
55
763
493
269
101
72
29
892
692
199
38
28
10
57
40
17
3,440
1,859
1,580
161
111
50
77
53
24
2,439
1,682
756
294
200
94
4,608
2,581
2,027
97
24
73
699
397
301
230
218
12
181
128
53
106
68
37
566
295
271
1,431
867
564
109
60
49
137
98
38
403
243
160
116
81
34
206
155
51
462
159
302
19,112
10,696
8,416
193
115
79
303
203
100
47
23
23
104
68
36
97
59
38
25
21
5
299
196
102
2007 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
2113
2114
2115
2116
2117
2118
2119
2120
2121
2122
2123
2124
2125
2126
2127
2128
2129
2130
2131
2132
2133
2134
2135
2136
2137
2138
2139
2140
2141
2142
2143
2144
2145
2146
2147
2148
2149
2150
2151
2152
2153
2154
2155
2156
2157
2158
2159
2160
2161
2162
2163
2164
2165
2166
2167
2168
2169
2170
2171
2172
2173
2174
2175
2176
Standard
Symbol
PTRY
PGR
RYL
SMG
SGR
SPNC
JOE
SNS
TRV
DIS
WTSLA
NCTY
THRX
TMO
TWTI
TOC
THO
THOR
TMA
THQI
THLD
TIBX
TDW
TIF
THI
TSU
TWC
TWTC
TWX
TIE
TIVO
TJX
TLCV
THE
TOL
TOMO
TOPT
TRGL
TD
TOT
TOA
TWGP
TM
TSCO
TRAD
TT
TGA
TMY
TMTA
RIG
TZOO
TWP
TGIC
TRI
TRB
TRMA
TRID
TRMB
TRMS
TSL
TRN
TQNT
TIV
TRLG
Contract Volume
Total
Call
26,797
18,999
64,979
42,993
456,874
181,846
33,700
15,509
133,699
100,708
2,351
1,281
115,925
54,918
3,966
2,809
54,751
38,959
473,755
337,889
32,039
29,992
170,136
130,474
81,143
41,580
33,396
23,647
1,594
846
2,303
1,412
16,188
9,058
63,301
29,723
525,332
239,016
38,157
23,784
20,122
18,770
70,037
59,030
79,376
37,940
206,421
134,879
7,199
4,404
711
529
104,967
93,266
37,164
23,731
1,116,405
806,359
506,619
374,640
98,881
79,934
104,652
91,126
4,424
3,058
59,325
29,252
679,033
353,653
27,405
16,792
25,441
16,710
12,603
8,969
52,608
30,348
43,783
26,840
97,223
43,739
11,107
7,898
165,413
108,342
38,862
21,788
12,335
8,068
145,294
110,169
41,107
32,316
18,932
15,702
4,036
2,433
1,474,203
972,857
58,443
38,565
2,302
1,399
12,069
5,796
52,824
34,400
767,514
429,101
18,820
14,051
154,369
109,684
14,850
11,161
22,528
14,485
153,250
114,634
89,033
55,445
11,034
9,243
13,951
9,063
116,071
61,656
Stock
The Pantry, Inc.
The Progressive Corporation
The Ryland Group, Inc.
The Scotts Miracle-Gro Company
The Shaw Group, Inc.
The Spectranetics Corporation
The St Joe Company
The Steak n Shake Company
The Travelers Companies, Inc.
The Walt Disney Company
The Wet Seal, Inc.
The9 Limited
Theravance, Inc.
Thermo Fisher Scientific, Inc.
Third Wave Technologies, Inc.
Thomson Corporation
Thor Industries, Inc.
Thoratec Corporation
Thornburg Mortgage, Inc.
THQ, Inc.
Threshold Pharmaceuticals, Inc.
TIBCO Software
Tidewater, Inc.
Tiffany & Co.
Tim Hortons, Inc.
Tim Participacoes S.A.
Time Warner Cable, 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.
TOP Ships, Inc.
Toreador Resources Corporation
Toronto Dominion Bank
Total S.A. (ADR)
TOUSA, Inc.
Tower Group, Inc.
Toyota Motor Corporation ADR
Tractor Supply Company
Tradestation Group, Inc.
Trane, Inc.
TransGlobe Energy Corporation
Transmeridian Exploration, Incorporated
Transmeta Corporation (New)
Transocean, Inc.
Travelzoo, Inc.
Trex Company, Inc.
Triad Guaranty, Inc.
Triad Hospitals
Tribune Company
Trico Marine Services, Inc.
Trident Microsystems, Inc.
Trimble Navigation Limited
Trimeris, Inc.
Trina Solar Limited
Trinity Industries, Inc.
Triquint Semiconductor, Inc.
Tri-Valley Corporation
True Religon Apparel, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 61
Put
7,798
21,986
275,028
18,191
32,991
1,070
61,007
1,157
15,792
135,866
2,047
39,662
39,563
9,749
748
891
7,130
33,578
286,316
14,373
1,352
11,007
41,436
71,542
2,795
182
11,701
13,433
310,046
131,979
18,947
13,526
1,366
30,073
325,380
10,613
8,731
3,634
22,260
16,943
53,484
3,209
57,071
17,074
4,267
35,125
8,791
3,230
1,603
501,346
19,878
903
6,273
18,424
338,413
4,769
44,685
3,689
8,043
38,616
33,588
1,791
4,888
54,415
Average Daily Volume
Total
Call
Put
107
76
31
259
171
88
1,820
724
1,096
134
62
72
533
401
131
9
5
4
462
219
243
16
11
5
218
155
63
1,887
1,346
541
128
119
8
678
520
158
323
166
158
133
94
39
6
3
3
9
6
4
64
36
28
252
118
134
2,093
952
1,141
152
95
57
80
75
5
279
235
44
316
151
165
822
537
285
29
18
11
7
5
2
505
448
56
148
95
54
4,448
3,213
1,235
2,018
1,493
526
394
318
75
417
363
54
18
12
5
236
117
120
2,705
1,409
1,296
109
67
42
101
67
35
50
36
14
210
121
89
174
107
68
387
174
213
44
31
13
659
432
227
155
87
68
49
32
17
579
439
140
164
129
35
75
63
13
16
10
6
5,873
3,876
1,997
233
154
79
9
6
4
48
23
25
210
137
73
3,058
1,710
1,348
96
71
24
615
437
178
59
44
15
90
58
32
896
670
226
355
221
134
44
37
7
56
36
19
462
246
217
2007 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
2177
2178
2179
2180
2181
2182
2183
2184
2185
2186
2187
2188
2189
2190
2191
2192
2193
2194
2195
2196
2197
2198
2199
2200
2201
2202
2203
2204
2205
2206
2207
2208
2209
2210
2211
2212
2213
2214
2215
2216
2217
2218
2219
2220
2221
2222
2223
2224
2225
2226
2227
2228
2229
2230
2231
2232
2233
2234
2235
2236
2237
2238
2239
2240
Standard
Symbol
TBI
TRMP
TNP
OVEN
TKC
TWB
TWTR
TXCO
TXU
TEL
TYC
TSN
USB
RMIX
GROW
UAUA
UBS
UGI
ULTA
UCTT
UPL
ULTR
UTEK
UA
UBB
UN
UNP
UIS
UNT
UCBI
UIC
UMC
UNFI
UNTD
UPS
URI
USM
X
USTR
UTX
UTHR
UNH
UEIC
UHS
UVN
UNM
URZ
URRE
URBN
URS
LCC
UXG
USNA
USU
USG
UST
UTSI
VFC
EGY
MTN
VCI
VRX
VLO
VMI
Contract Volume
Total
Call
Put
29,648
17,385
12,263
75,475
32,647
42,828
26,672
17,679
8,993
22,746
16,899
5,847
36,494
30,329
6,165
32,607
18,630
13,977
301
288
13
24,218
15,467
8,751
414,450
223,937
190,513
11,249
8,680
2,569
511,724
378,345
133,379
113,674
74,105
39,569
406,968
239,879
167,089
9,623
8,328
1,295
67,684
45,424
22,260
742,122
500,809
241,313
239,521
110,248
129,273
3,471
2,685
786
316
288
28
23,658
18,283
5,375
290,518
173,483
117,035
10,317
5,663
4,654
12,971
6,129
6,842
278,313
154,818
123,495
89,253
54,334
34,919
33,247
19,190
14,057
320,487
199,514
120,973
55,105
35,813
19,292
25,394
16,307
9,087
1,042
361
681
34,461
27,988
6,473
2,008
1,708
300
17,862
11,111
6,751
44,663
31,399
13,264
847,094
545,897
301,197
229,593
156,290
73,303
1,729
841
888
1,145,138
482,326
662,812
14,714
10,498
4,216
425,617
292,310
133,307
666,960
342,476
324,484
921,672
619,167
302,505
1,825
1,020
805
10,112
4,232
5,880
1,185
456
729
33,602
19,826
13,776
30,954
27,203
3,751
33,093
26,286
6,807
131,754
80,763
50,991
2,355
1,248
1,107
467,118
313,384
153,734
2,967
2,312
655
378,656
147,019
231,637
198,662
139,668
58,994
283,536
154,085
129,451
62,048
25,546
36,502
231,916
132,527
99,389
2,423
1,356
1,067
8,896
7,306
1,590
296
245
51
15,923
10,424
5,499
44,584
35,872
8,712
3,638,975 2,201,980 1,436,995
10,185
5,414
4,771
Stock
TrueBlue, Inc.
Trump Entertainment Resorts, Inc.
Tsakos Energy Navigation Ltd.
TurboChef Technologies, Inc.
Turkcell Iietisim Hizmetler AS
Tween Brands, Inc.
Tweeter Home Entertainment Group, Inc.
TXCO Resources, Inc.
TXU Company
Tyco Electronics Ltd.
Tyco International Limited
Tyson Foods, Inc. (Class A)
U.S. Bancorp
U.S. Concrete, Inc.
U.S. Global Investors, Inc.
UAL Corporation (New)
UBS AG
UGI Corporation
Ulta Salon, Cosmetics & Fragrance, Inc.
Ultra Clean Holdings, Inc.
Ultra Petroleum Corp.
Ultrapetrol Bahamas) Limited
Ultratech, Inc.
Under Armour, Inc.
Unibanco Uniao de Bancos Brasileros
Unilever N.V.
Union Pacific Corporation
Unisys Corporation
Unit Corporation
United Community Banks, Inc.
United Industrial Corporation
United Microelectronics Corporation
United Natural Foods, Inc. (New)
United Online, Inc.
United Parcel Service, Inc.
United Rentals, Inc.
United States Cellular Corporation
United States Seel Corporation
United Stationers, Inc.
United Technologies Corporation
United Therapeutics Corp.
UnitedHealth Group
Universal Electronics, Inc.
Universal Health Services, Inc.
Univision Communications Inc.
Unum Group
Uranerz Energy Corporation
Uranium Resources, Inc.
Urban Outfitters, Inc.
URS Corporation
US Airways Group, Inc. (New)
US Gold Corporation
USANA Health Sciences, Inc.
USEC, Inc.
USG Corporation
UST, Inc.
UTStarcom, Inc.
V.F. Corporation
VAALCO Energy, Inc.
Vail Resorts, Inc. (New)
Valassis Communications, Inc.
Valeant Pharmaceuticals International
Valero Energy Corporation
Valmont Industries, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 62
Average Daily Volume
Total
Call
Put
118
69
49
301
130
171
106
70
36
91
67
23
145
121
25
130
74
56
1
1
0
96
62
35
1,651
892
759
89
68
20
2,039
1,507
531
453
295
158
1,621
956
666
38
33
5
445
299
146
2,957
1,995
961
954
439
515
14
11
3
9
8
1
120
93
27
1,157
691
466
72
39
32
52
24
27
1,109
617
492
356
216
139
132
76
56
1,277
795
482
220
143
77
101
65
36
16
5
10
137
112
26
8
7
1
71
44
27
178
125
53
3,375
2,175
1,200
915
623
292
7
3
4
4,562
1,922
2,641
59
42
17
1,696
1,165
531
2,657
1,364
1,293
3,672
2,467
1,205
23
13
10
40
17
23
5
2
3
134
79
55
133
117
16
197
156
41
525
322
203
9
5
4
1,861
1,249
612
53
41
12
1,509
586
923
791
556
235
1,130
614
516
247
102
145
924
528
396
10
5
4
35
29
6
1
1
0
63
42
22
178
143
35
14,498
8,773
5,725
110
58
51
2007 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
2241
2242
2243
2244
2245
2246
2247
2248
2249
2250
2251
2252
2253
2254
2255
2256
2257
2258
2259
2260
2261
2262
2263
2264
2265
2266
2267
2268
2269
2270
2271
2272
2273
2274
2275
2276
2277
2278
2279
2280
2281
2282
2283
2284
2285
2286
2287
2288
2289
2290
2291
2292
2293
2294
2295
2296
2297
2298
2299
2300
2301
2302
2303
2304
Standard
Symbol
VCLK
VNDA
VAR
VSEA
VDSI
VASC
VSGN
WOOF
VGR
VECO
VQ
VMSI
VSE
VRNM
PAY
VRGY
VRNT
VRSN
VTS
VZ
VRTX
VIA
VIA.B
VICR
VIGN
VIP
VMED
VM
VPHM
VSH
EICU
VISN
VGZ
VPRT
VC
VSCN
VVUS
VMW
VOD
VLCM
VLTR
VOLVY
VG
VNO
VMC
WPL
BER
GRA
WBC
WAB
WB
WAG
WMT
WLT
WCRX
WMG
WRES
WM
WCN
WMI
WAT
WPI
WTS
WCI
Contract Volume
Total
Call
Put
225,913
155,769
70,144
535,078
243,259
291,819
75,413
47,823
27,590
202,379
104,018
98,361
67,525
39,391
28,134
2,759
2,252
507
17,765
17,681
84
12,577
9,456
3,121
30,798
17,457
13,341
40,746
23,957
16,789
30
25
5
94,797
63,792
31,005
197,447
104,277
93,170
22,483
12,489
9,994
112,787
68,016
44,771
30,452
19,251
11,201
289
115
174
209,080
111,063
98,017
19,213
12,189
7,024
1,138,662
720,740
417,922
381,194
234,528
146,666
16,906
14,039
2,867
81,766
43,983
37,783
20,235
8,571
11,664
5,404
3,318
2,086
243,344
154,028
89,316
310,125
213,958
96,167
3,902
1,802
2,100
56,898
33,498
23,400
35,538
23,826
11,712
35,318
32,361
2,957
200
85
115
26,614
19,431
7,183
53,129
24,386
28,743
177,615
51,552
126,063
48,030
28,452
19,578
85,472
65,007
20,465
295,984
180,711
115,273
112,876
81,198
31,678
29,053
15,803
13,250
43,386
35,847
7,539
16
6
10
32,928
15,333
17,595
49,746
19,920
29,826
112,063
60,002
52,061
126,770
66,069
60,701
15,275
11,157
4,118
295,567
165,008
130,559
2,515
1,585
930
4,710
3,660
1,050
1,283,205
744,550
538,655
559,883
358,237
201,646
3,225,091 2,089,113 1,135,978
52,544
34,990
17,554
9,568
6,950
2,618
14,276
4,934
9,342
30,915
21,337
9,578
2,072,148
800,450 1,271,698
10,125
6,064
4,061
165,591
131,640
33,951
23,092
14,751
8,341
21,526
15,758
5,768
33,383
19,089
14,294
344,941
130,130
214,811
Stock
ValueClick, Inc.
Vanda Pharmaceuticals, Inc.
Varian Associates, Inc.
Varian Semiconductor Equipment Associates, Inc.
VASCO Data Security International, Inc.
Vascular Solutions, Inc. (New)
Vasogen, Inc.
VCA Antech, Inc.
Vector Group Ltd.
Veeco Instruments, Inc.
Venoco, Inc.
Ventana Medical Systems, Inc.
VeraSun Energy
Verenium Corporation
VeriFone Holdings, Inc.
Verigy Ltd.
Verint Systems, Inc.
Verisign, Inc.
Veritas DGC, Inc.
Verizon Communications, Inc.
Vertex Pharmaceuticals, Inc.
Viacom, Inc. Class A
Viacom, Inc. Class B
Vicor Corporation (New)
Vignette Corporation (New)
VimpelCom
Virgin Media, Inc.
Virgin Mobile USA, Inc.
ViroPharma Incorporated
Vishay Intertechnology, Inc.
Visicu, Inc.
VisionChina Media Inc.
Vista Gold Corp.
VistaPrint Limited
Visteon Corp
Visual Sciences, Inc.
VIVUS, Inc.
Vmware, Inc.
Vodafone Group PLC ADR
Volcom, Inc.
Volterra Semiconductor Corporation
Volvo AB ADR
Vonage Holdings Corporation
Vornado Realty Trust
Vulcan Materials
W.P. Stewart & Co., Ltd.
W.R. Berkley Corporation
W.R. Grace & Co.
WABCO Holdings Inc.
Wabtec Corp.
Wachovia Corporation
Walgreen Company
Wal-Mart Stores, Inc.
Walter Industries, Inc.
Warner Chilcott Limited
Warner Music Group Corp. (New)
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)
CHICAGO BOARD OPTIONS EXCHANGE
Page 63
Average Daily Volume
Total
Call
Put
900
621
279
2,716
1,235
1,481
300
191
110
806
414
392
444
259
185
11
9
2
71
70
0
50
38
12
123
70
53
162
95
67
1
1
0
378
254
124
787
415
371
90
50
40
449
271
178
121
77
45
1
0
1
833
442
391
77
49
28
4,537
2,871
1,665
1,519
934
584
67
56
11
326
175
151
81
34
46
22
13
8
969
614
356
1,236
852
383
78
36
42
227
133
93
142
95
47
179
164
15
67
28
38
106
77
29
212
97
115
708
205
502
191
113
78
341
259
82
3,253
1,986
1,267
450
323
126
116
63
53
173
143
30
0
0
0
131
61
70
198
79
119
446
239
207
576
300
276
61
44
16
1,178
657
520
24
15
9
19
15
4
5,112
2,966
2,146
2,231
1,427
803
12,849
8,323
4,526
209
139
70
38
28
10
57
20
37
123
85
38
8,256
3,189
5,067
40
24
16
660
524
135
92
59
33
86
63
23
133
76
57
1,374
518
856
2007 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
2305
2306
2307
2308
2309
2310
2311
2312
2313
2314
2315
2316
2317
2318
2319
2320
2321
2322
2323
2324
2325
2326
2327
2328
2329
2330
2331
2332
2333
2334
2335
2336
2337
2338
2339
2340
2341
2342
2343
2344
2345
2346
2347
2348
2349
2350
2351
2352
2353
2354
2355
2356
2357
2358
2359
2360
2361
2362
2363
2364
2365
2366
2367
2368
Standard
Symbol
WFT
WEBX
WBMD
WBSN
WZEN
WTW
WCG
WLP
WFC
WEN
WERN
WCC
WAL
WDC
WNR
WU
WY
WHQ
WPSC
WHR
WLL
WFMI
OATS
WG
WMB
WPZ
WSM
WSH
WIND
WIN
WINN
WGO
WTFC
WIT
WFII
WITS
WNS
WRLD
INT
WRSP
WOR
WMGI
WWY
WX
WYE
WYN
WYNN
XEL
XNPT
XRX
XNL
XLNX
XFML
XL
XMSR
XTO
XRTX
YHOO
AUY
YGE
YMI
YRCW
YUM
ZLC
Contract Volume
Total
Call
Put
327,194
190,548
136,646
34,852
18,874
15,978
26,438
11,687
14,751
21,169
8,366
12,803
6,986
5,991
995
37,813
13,842
23,971
268,685
148,479
120,206
172,158
107,363
64,795
1,178,974
490,272
688,702
280,495
171,168
109,327
27,556
11,720
15,836
52,101
25,028
27,073
88
58
30
148,700
95,338
53,362
136,002
88,709
47,293
82,498
56,797
25,701
1,047,387
603,580
443,807
14,929
9,688
5,241
1,517
509
1,008
161,214
57,927
103,287
22,822
14,274
8,548
726,433
398,732
327,701
44,438
26,974
17,464
37,077
33,790
3,287
661,771
447,514
214,257
264,902
131,744
133,158
149,819
49,614
100,205
18,655
14,440
4,215
24,735
18,548
6,187
7,724
6,500
1,224
55,383
32,825
22,558
57,433
27,518
29,915
3,213
1,364
1,849
16,004
11,785
4,219
91
81
10
5,083
3,320
1,763
12
0
12
9,771
4,297
5,474
21,403
12,548
8,855
56,961
27,363
29,598
59,212
33,167
26,045
5,677
4,226
1,451
49,655
34,649
15,006
10,602
7,155
3,447
632,832
410,289
222,543
85,143
67,268
17,875
1,363,245 1,059,429
303,816
18,117
11,933
6,184
54,007
25,286
28,721
196,160
147,205
48,955
13,701
9,457
4,244
348,447
196,552
151,895
51,523
41,495
10,028
94,978
35,958
59,020
1,382,083
868,321
513,762
262,183
163,887
98,296
31,393
20,324
11,069
5,950,512 4,020,042 1,930,470
645,114
467,630
177,484
138,775
89,396
49,379
5,761
4,068
1,693
168,361
92,919
75,442
97,596
55,311
42,285
17,130
7,582
9,548
Stock
Weatherford International, Inc.
WebEx Communications, Inc.
WebMD Health Corp.
Websense, 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 Alliance Bancorp
Western Digital Corporation
Western Refining, Inc.
Western Union Company
Weyerhaeuser Company
W-H Energy Services, Inc.
Wheeling-Pittsburgh Corporation
Whirlpool Corporation
Whiting Petroleum Corporation
Whole Foods Market, Inc.
Wild Oats Markets, Inc.
Willbros Group, Inc.
Williams Companies, Inc. (The)
Williams Partners LP
Williams-Sonoma, Inc.
Willis Group Holdings Limited
Wind River Systems, Inc.
Windstream Corporation
Winn-Dixie Stores, Inc
Winnebago Industries, Inc.
Wintrust Financial Corporation
Wipro Limited
Wireless Facilities, Inc.
Witness Systems, Inc. (New)
WNS Holdings Limited
World Acceptance Corporation
World Fuel Services Corporation
WorldSpace, Inc.
Worthington Industries, Inc.
Wright Medical Group, Inc.
Wrigley (Wm.) Jr. Company
WuXi PharaTech Cayman Inc.
Wyeth
Wyndham Worldwide Corporation
Wynn Resorts, Limited
Xcel Energy, Inc.
Xenoport, Inc.
Xerox Corporation
Xethanol Corporation
Xilinix, Inc.
Xinhua Finance Media Limited
XL Capital LTD.
XM Satellite Radio Holdings, Inc.
XTO Energy, Inc.
Xyratek Ltd.
Yahoo!, Inc.
Yamana Gold, Inc.
Yingli Green Energy Holding Company
YM Biosciences, Inc.
YRC Worldwide, Inc.
YUM! Brands, Inc.
Zale Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Page 64
Average Daily Volume
Total
Call
Put
1,304
759
544
139
75
64
105
47
59
84
33
51
28
24
4
151
55
96
1,070
592
479
686
428
258
4,697
1,953
2,744
1,118
682
436
110
47
63
208
100
108
13
8
4
592
380
213
542
353
188
329
226
102
4,173
2,405
1,768
59
39
21
6
2
4
642
231
412
91
57
34
2,894
1,589
1,306
177
107
70
148
135
13
2,637
1,783
854
2,943
1,464
1,480
597
198
399
74
58
17
99
74
25
31
26
5
281
167
115
229
110
119
19
8
11
64
47
17
0
0
0
20
13
7
2
0
2
39
17
22
85
50
35
227
109
118
236
132
104
23
17
6
198
138
60
189
128
62
2,521
1,635
887
339
268
71
5,431
4,221
1,210
72
48
25
215
101
114
782
586
195
55
38
17
1,388
783
605
307
247
60
378
143
235
5,506
3,459
2,047
1,045
653
392
125
81
44
23,707
16,016
7,691
2,570
1,863
707
1,595
1,028
568
23
16
7
671
370
301
389
220
168
68
30
38
2007 MARKET STATISTICS
CBOE Equity Options Volume (Includes LEAPS)
2369
2370
2371
2372
2373
2374
2375
2376
2377
2378
Standard
Symbol
ZBRA
ZEP
ZMH
ZION
ZIXI
ZOLL
ZOLT
ZRAN
ZUMZ
ZGEN
Contract Volume
Total
Call
16,880
9,770
7
6
118,760
63,968
41,588
18,705
18,773
14,137
25,535
19,521
191,065
123,414
58,011
37,419
52,209
30,266
53,213
34,152
Stock
Zebra Technologies, Inc.
Zep, Inc.
Zimmer Holdings, Inc.
Zions Bancorporation
Zix Corporation
Zoll Medical Corporation
Zoltek Companies, Inc. (New)
Zoran Corp.
Zumiez, Inc.
Zymogenetics, Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Page 65
Put
7,110
1
54,792
22,883
4,636
6,014
67,651
20,592
21,943
19,061
Average Daily Volume
Total
Call
Put
67
39
28
0
0
0
473
255
218
166
75
91
75
56
18
109
83
26
761
492
270
231
149
82
208
121
87
212
136
76
2007 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
RIMM
C
DNDN
YHOO
MO
MSFT
INTC
CFC
GS
QCOM
GM
HD
CSCO
GE
RIO
AMZN
BAC
VLO
AMGN
NYX
AMD
EMC
WMT
BIDU
AA
FCX
NRMX
HAL
BMY
JPM
LEH
GRMN
SNDK
MER
NFI
XOM
EBAY
MA
NEM
PFE
MOT
IBM
MRVL
BSC
BRCM
DELL
COP
SBUX
WM
CROX
ELN
ETFC
AMR
F
TGT
AIG
ORCL
LEND
BBY
CAT
T
CHK
Stock
Apple, Inc.
Google, Inc.
Research in Motion Limited
Citigroup, Inc.
Dendreon Corporation
Yahoo!, Inc.
Altria Group, Inc.
Microsoft Corporation
Intel Corporation
Countrywide Financial Corporation
The Goldman Sachs Group, Inc.
QUALCOMM, Inc.
General Motors Corporation
Home Depot, Inc. (The)
Cisco Systems, Inc.
General Electric Company
Companhia Vale do Rio Doce
Amazon.Com, Inc.
Bank of America Corporation
Valero Energy Corporation
Amgen, Inc.
NYSE Euronext
Advanced Micro Devices, Inc.
EMC Corporation
Wal-Mart Stores, Inc.
Baidu.com
ALCOA, Inc.
Freeport-McMoRan Copper & Gold Co., Inc.
Neurochem, Inc.
Halliburton Company
Bristol-Myers Squibb Company
JPMorgan Chase & Co.
Lehman Brothers Holdings, Inc.
Garmin Ltd.
SanDisk Corporation
Merrill Lynch & Co., Inc.
Novastar Financial, Inc.
Exxon Mobil Corporation
eBay, Inc.
MasterCard, Inc.
Newmont Mining Corporation
Pfizer, Inc.
Motorola, Inc.
International Business Machines Corporation
Marvell Technology Group Ltd.
Bear Stearns Companies, Inc. (The)
Broadcom, Inc.
Dell Computer Corp.
ConocoPhillips
Starbucks Corporation
Washington Mutual, Inc.
Crocs, Inc.
Elan Corporation PLC ADR
E*Trade Financial Corporation
AMR Corporation
Ford Motor Company
Target Corporation
American International Group, Inc.
Oracle Corporation
Accredited Home Lenders Holding Company
Best Buy Co., Inc.
Caterpillar, Inc.
AT&T Corporation
Chesapeake Energy Corporation
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Total
Call
16,011,565
8,965,174
8,423,195
5,053,046
7,107,724
4,032,309
6,716,129
3,775,157
6,496,995
4,254,412
5,950,512
4,020,042
5,724,616
4,212,741
5,308,502
3,907,222
4,976,771
3,332,622
4,827,291
1,676,587
4,797,190
2,684,777
4,782,350
2,996,977
4,766,999
2,299,650
4,336,292
2,388,501
4,183,019
3,026,215
4,081,884
2,693,396
3,982,564
2,691,276
3,783,076
1,698,557
3,667,196
2,130,148
3,638,975
2,201,980
3,608,905
2,180,677
3,546,384
2,275,326
3,521,090
2,115,391
3,335,013
2,605,692
3,225,091
2,089,113
3,206,718
1,913,803
3,055,442
2,157,829
3,012,308
2,025,394
2,843,252
1,592,145
2,822,584
1,795,611
2,782,901
2,162,238
2,718,513
1,389,180
2,713,900
1,096,906
2,703,279
1,880,556
2,684,931
1,733,407
2,657,553
1,195,926
2,620,269
869,264
2,619,359
1,568,048
2,408,453
1,582,612
2,365,365
1,501,384
2,355,250
1,508,471
2,329,610
1,401,211
2,327,403
1,426,644
2,300,094
1,243,280
2,214,057
1,735,087
2,125,060
854,698
2,124,950
1,320,420
2,123,107
1,255,560
2,099,149
1,334,989
2,084,791
1,172,445
2,072,148
800,450
2,057,150
1,336,454
2,002,161
1,482,682
1,990,523
1,279,074
1,986,420
1,055,759
1,939,598
961,596
1,922,146
1,051,345
1,818,489
864,163
1,818,370
1,326,158
1,649,740
763,737
1,643,384
912,516
1,541,016
782,098
1,515,885
1,084,798
1,493,136
1,054,501
Page 66
Put
7,046,391
3,370,149
3,075,415
2,940,972
2,242,583
1,930,470
1,511,875
1,401,280
1,644,149
3,150,704
2,112,413
1,785,373
2,467,349
1,947,791
1,156,804
1,388,488
1,291,288
2,084,519
1,537,048
1,436,995
1,428,228
1,271,058
1,405,699
729,321
1,135,978
1,292,915
897,613
986,914
1,251,107
1,026,973
620,663
1,329,333
1,616,994
822,723
951,524
1,461,627
1,751,005
1,051,311
825,841
863,981
846,779
928,399
900,759
1,056,814
478,970
1,270,362
804,530
867,547
764,160
912,346
1,271,698
720,696
519,479
711,449
930,661
978,002
870,801
954,326
492,212
886,003
730,868
758,918
431,087
438,635
Average Daily Volume
Total
Call
Put
63,791
35,718
28,073
33,559
20,132
13,427
28,318
16,065
12,253
26,757
15,040
11,717
25,884
16,950
8,935
23,707
16,016
7,691
22,807
16,784
6,023
21,149
15,567
5,583
19,828
13,277
6,550
19,232
6,680
12,553
19,112
10,696
8,416
19,053
11,940
7,113
18,992
9,162
9,830
17,276
9,516
7,760
16,665
12,057
4,609
16,262
10,731
5,532
15,867
10,722
5,145
15,072
6,767
8,305
14,610
8,487
6,124
14,498
8,773
5,725
14,378
8,688
5,690
14,129
9,065
5,064
14,028
8,428
5,600
13,287
10,381
2,906
12,849
8,323
4,526
12,776
7,625
5,151
12,173
8,597
3,576
12,001
8,069
3,932
11,328
6,343
4,984
11,245
7,154
4,092
11,087
8,614
2,473
10,831
5,535
5,296
10,812
4,370
6,442
10,770
7,492
3,278
10,697
6,906
3,791
10,588
4,765
5,823
10,439
3,463
6,976
10,436
6,247
4,188
9,595
6,305
3,290
9,424
5,982
3,442
9,383
6,010
3,374
9,281
5,583
3,699
9,273
5,684
3,589
9,164
4,953
4,210
8,821
6,913
1,908
8,466
3,405
5,061
8,466
5,261
3,205
8,459
5,002
3,456
8,363
5,319
3,044
8,306
4,671
3,635
8,256
3,189
5,067
8,196
5,325
2,871
7,977
5,907
2,070
7,930
5,096
2,834
7,914
4,206
3,708
7,727
3,831
3,896
7,658
4,189
3,469
7,245
3,443
3,802
7,245
5,283
1,961
6,573
3,043
3,530
6,547
3,636
2,912
6,140
3,116
3,024
6,039
4,322
1,717
5,949
4,201
1,748
2007 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
RIG
AKS
ICE
MCD
XMSR
SHLD
SIRI
MEDX
HPQ
CVX
WYNN
NVDA
NMX
AGIX
SLM
CVS
WB
RMBS
GLW
PBR
MU
WFC
KO
TXN
PG
X
VZ
TWX
S
SLB
AMAT
BA
WY
BZH
KFT
MRK
Stock
Transocean, Inc.
AK Steel Holding Corporation
IntercontinentalExchange, Inc.
McDonald's Corporation
XM Satellite Radio Holdings, Inc.
Sears Holdings Corporation
Sirius Satellite Radio
Medarex, Inc.
Hewlett-Packard Company
Chevron Corporation
Wynn Resorts, Limited
NVIDIA Corporation
Nymex Holdings, Inc.
AtheroGenics, Inc.
SLM Corporation
CVS Caremark Corporation
Wachovia Corporation
Rambus, Inc.
Corning, Incorporated
Petroleo Brasileiro S.A.-ADR
Micron Technology, Inc.
Wells Fargo & Company
Coca-Cola Company (The)
Texas Instruments Incorporated
Procter & Gamble Company (The)
United States Seel Corporation
Verizon Communications, Inc.
Time Warner, Inc.
Sprint Nextel Corporation
Schlumberger Limited
Applied Materials, Inc.
Boeing Company (The)
Weyerhaeuser Company
Beazer Homes USA, Inc.
Kraft Foods, Inc.
Merck & Co., Inc.
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Total
Call
1,474,203
972,857
1,468,716
980,273
1,462,134
909,568
1,398,684
1,059,381
1,382,083
868,321
1,381,014
744,846
1,374,529
1,196,173
1,370,524
901,202
1,365,282
892,278
1,363,537
873,368
1,363,245
1,059,429
1,361,590
847,715
1,327,677
713,386
1,316,377
656,191
1,292,680
669,338
1,292,358
797,847
1,283,205
744,550
1,274,710
949,170
1,264,125
873,252
1,263,334
800,376
1,193,763
878,114
1,178,974
490,272
1,173,837
870,099
1,156,608
647,794
1,149,613
782,577
1,145,138
482,326
1,138,662
720,740
1,116,405
806,359
1,081,747
706,711
1,071,880
628,272
1,060,493
575,118
1,048,340
625,511
1,047,387
603,580
1,043,380
349,254
1,032,829
665,598
1,024,131
611,926
Page 67
Put
501,346
488,443
552,566
339,303
513,762
636,168
178,356
469,322
473,004
490,169
303,816
513,875
614,291
660,186
623,342
494,511
538,655
325,540
390,873
462,958
315,649
688,702
303,738
508,814
367,036
662,812
417,922
310,046
375,036
443,608
485,375
422,829
443,807
694,126
367,231
412,205
Average Daily Volume
Total
Call
Put
5,873
3,876
1,997
5,851
3,905
1,946
5,825
3,624
2,201
5,572
4,221
1,352
5,506
3,459
2,047
5,502
2,968
2,535
5,476
4,766
711
5,460
3,590
1,870
5,439
3,555
1,884
5,432
3,480
1,953
5,431
4,221
1,210
5,425
3,377
2,047
5,290
2,842
2,447
5,245
2,614
2,630
5,150
2,667
2,483
5,149
3,179
1,970
5,112
2,966
2,146
5,079
3,782
1,297
5,036
3,479
1,557
5,033
3,189
1,844
4,756
3,498
1,258
4,697
1,953
2,744
4,677
3,467
1,210
4,608
2,581
2,027
4,580
3,118
1,462
4,562
1,922
2,641
4,537
2,871
1,665
4,448
3,213
1,235
4,310
2,816
1,494
4,270
2,503
1,767
4,225
2,291
1,934
4,177
2,492
1,685
4,173
2,405
1,768
4,157
1,391
2,765
4,115
2,652
1,463
4,080
2,438
1,642
2007 MARKET STATISTICS
CASH INDEX OPTIONS - 2007
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.
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 2000® Index (RUT): November 11, 1992.
Russell 2000® Mini-Russell Index (RMN): January 3, 2005.
Chicago Board Options Exchange Indexes
CBOE Volatility Index (VIX): February 24, 2006.
CBOE Nasdaq-100 Volatility Index (VXN): September 27, 2007.
CBOE Russell 2000 Volatility Index (RVX): September 27, 2007.
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.
Morgan Stanley Indexes
Morgan Stanley Retail Index (MVR): 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 68
2007 Market Statistics
Most Active Cash Indexes—2007
The following is a description of the index options most actively traded during 2007. 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 69
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 70
2006 Market Statistics
CASH INDEX OPTIONS - 2007
Total Cash Index Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
22
20
22
21
21
23
19
23
21
20
251
Total
13,601,856
14,545,466
23,308,159
16,429,364
18,832,958
19,173,898
20,828,007
27,747,381
17,310,537
19,772,980
23,629,409
15,337,828
230,517,843
Average Daily
Volume
680,093
765,551
1,059,462
821,468
856,044
913,043
991,810
1,206,408
911,081
859,695
1,125,210
766,891
918,398
Open Interest in Contracts
Total
Call
Call
Put
5,769,085
8,198,002
13,967,087
$7,911,157,578
6,329,179
9,000,834
15,330,013
$7,252,704,826
6,526,913
9,056,318
15,583,231 $15,580,216,054
6,982,013
9,546,497
16,528,510 $10,410,709,092
7,766,587 10,886,545
18,653,132 $12,814,564,188
6,989,918
9,759,668
16,749,586 $16,620,734,055
7,737,585 11,036,397
18,773,982 $13,418,647,202
8,518,008 12,332,002
20,850,010 $23,218,870,125
7,009,352 10,164,756
17,174,108 $20,917,158,308
7,895,965 11,353,986
19,249,951 $15,741,155,139
7,988,978 11,899,635
19,888,613 $22,535,282,443
5,448,068
8,062,149
13,510,217 $17,783,021,543
---$184,204,220,553
Dollar Volume
Put
$6,943,455,944
$7,298,160,397
$18,913,090,311
$8,062,336,016
$9,542,346,158
$15,470,346,895
$19,923,082,708
$36,901,944,158
$17,004,084,503
$18,287,978,255
$32,886,447,716
$17,839,889,187
$209,073,162,248
Call
5,482,423
5,820,266
9,088,237
7,029,192
7,986,874
7,849,028
8,396,409
11,497,477
7,268,566
8,339,220
9,965,712
6,332,555
95,055,959
Contract Volume
Put
8,119,433
8,725,200
14,219,922
9,400,172
10,846,084
11,324,870
12,431,598
16,249,904
10,041,971
11,433,760
13,663,697
9,005,273
135,461,884
Cash Index Options Open Interest and Dollar Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CHICAGO BOARD OPTIONS EXCHANGE
Page 71
Total
$14,854,613,522
$14,550,865,223
$34,493,306,365
$18,473,045,108
$22,356,910,346
$32,091,080,950
$33,341,729,910
$60,120,814,283
$37,921,242,811
$34,029,133,394
$55,421,730,159
$35,622,910,730
$393,277,382,801
2007 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
$1,443
$855
$1,092
$1,246
$836
$1,000
$1,714
$1,330
$1,480
$1,481
$858
$1,124
$1,604
$880
$1,187
$2,118
$1,366
$1,674
$1,598
$1,603
$1,601
$2,019
$2,271
$2,167
$2,878
$1,693
$2,191
$1,888
$1,599
$1,721
$2,261
$2,407
$2,345
$2,808
$1,981
$2,323
$1,938
$1,543
$1,706
Average Contracts Per Trade
Call
Put
Total
43
56
50
44
53
49
50
61
56
51
59
55
54
60
57
50
60
56
48
60
54
54
64
59
59
70
65
48
60
55
51
63
57
45
54
50
50
60
55
Transactions
Call
Put
126,706
143,918
131,486
164,863
181,419
234,382
139,046
159,258
149,089
180,703
157,021
188,369
176,261
207,242
214,088
253,679
123,661
143,667
172,490
190,239
193,869
218,076
141,880
166,175
1,907,016
2,250,571
Total
270,624
296,349
415,801
298,304
329,792
345,390
383,503
467,767
267,328
362,729
411,945
308,055
4,157,587
Total Cash Index Options Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
AMEX
13,601,856
671,376
14,545,466
724,612
23,308,159 1,177,380
16,429,364 1,131,022
18,832,958 1,648,701
19,173,898 1,166,320
20,828,007 1,791,654
27,747,381 1,462,669
17,310,537 1,096,230
19,772,980
952,722
23,629,409 1,035,073
15,337,828
946,782
230,517,843 13,804,541
CHICAGO BOARD OPTIONS EXCHANGE
BOX
ISE
NYSE Arca
35,863
764,733
--39,369
905,028
--41,894 1,097,831
--37,846
752,272
--46,649 1,081,661
--45,701 1,258,444
13,424
120,207 1,705,007
49,565
179,308 2,274,715
80,145
83,663 1,211,809
31,745
86,357 1,601,881
61,773
79,531 1,864,885
29,852
51,060 1,200,911
29,476
847,448 15,719,177
295,980
Page 72
PHLX
479,538
430,585
522,658
478,082
546,634
557,360
658,038
701,731
566,753
704,143
601,147
471,238
6,717,907
Total
CBOE Share
15,553,366
87.5%
16,645,060
87.4%
26,147,922
89.1%
18,828,586
87.3%
22,156,603
85.0%
22,215,147
86.3%
25,152,478
82.8%
32,445,949
85.5%
20,300,737
85.3%
23,179,856
85.3%
27,239,897
86.7%
18,037,295
85.0%
267,902,896
86.0%
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
29,693
1,390
19,313
1,795
1,430
2,393
1,312
1,625
507
800
1,556
12,562
74,376
Contract Volume
Put
28,400
1,642
4,150
2,040
8,022
1,986
4,048
3,909
0
0
4,096
35,760
94,053
Total
58,093
3,032
23,463
3,835
9,452
4,379
5,360
5,534
507
800
5,652
48,322
168,429
Average Daily
Volume
2,905
160
1,067
192
430
209
255
241
27
35
269
2,416
671
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
Total
Call
Put
117,915 134,060
251,975
112,332 128,780
241,112
96,732 113,035
209,767
95,471 111,070
206,541
96,318 118,560
214,878
96,087 117,948
214,035
93,983 121,381
215,364
104,968 120,986
225,954
90,664 119,605
210,269
87,628 108,466
196,094
86,699 108,416
195,115
88,380 129,205
217,585
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$26,792,100
$17,105,900
$4,849,432
$15,354,320
$25,128,328
$36,500,696
$2,435,200
$6,282,934
$1,268,697
$1,810,000
$6,640,881
$348,870,150
$493,038,638
Page 73
Dollar Volume
Put
$7,171,000
$4,531,012
$1,193,750
$2,976,020
$36,852,150
$2,734,369
$3,036,000
$16,663,884
$0
$0
$23,932,470
$150,357,598
$249,448,253
Total
$33,963,100
$21,636,912
$6,043,182
$18,330,340
$61,980,478
$39,235,065
$5,471,200
$22,946,818
$1,268,697
$1,810,000
$30,573,351
$499,227,748
$742,486,891
2007 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
$902
$253
$585
$12,306
$2,759
$7,136
$251
$288
$258
$8,554
$1,459
$4,780
$17,572
$4,594
$6,557
$15,253
$1,377
$8,960
$1,856
$750
$1,021
$3,866
$4,263
$4,147
$2,502
$0
$2,502
$2,263
$0
$2,263
$4,268
$5,843
$5,409
$27,772
$4,205 $10,331
$6,629
$2,652
$4,408
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
1,563
2,029
1,760
116
411
190
1,288
692
1,117
163
340
226
286
802
630
299
199
243
656
2,024
1,340
271
301
291
254
0
254
200
0
200
311
410
377
322
441
403
581
603
593
Page 74
Transactions
Call
Put
19
14
12
4
15
6
11
6
5
10
8
10
2
2
6
13
2
0
4
0
5
10
39
81
128
156
Total
33
16
21
17
15
18
4
19
2
4
15
120
284
2007 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
22
20
22
21
21
23
19
23
21
20
251
Contract Volume
Call
Put
3,360,021
5,913,093
3,523,222
6,540,530
5,601,745 11,135,203
4,703,353
6,994,696
5,031,149
8,284,473
4,475,599
8,874,678
4,175,148
9,388,087
6,579,597 12,285,661
4,305,440
7,731,384
4,358,891
8,532,301
5,550,315 10,190,980
3,896,489
6,652,636
55,560,969 102,523,722
Total
9,273,114
10,063,752
16,736,948
11,698,049
13,315,622
13,350,277
13,563,235
18,865,258
12,036,824
12,891,192
15,741,295
10,549,125
158,084,691
Average Daily
Volume
463,656
529,671
760,770
584,902
605,256
635,727
645,868
820,229
633,517
560,487
749,585
527,456
629,819
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
2,790,961
5,090,742
7,881,703
3,125,415
5,697,078
8,822,493
3,155,973
5,741,544
8,897,517
3,487,314
6,057,390
9,544,704
3,832,866
6,849,494 10,682,360
3,123,317
6,223,013
9,346,330
3,499,906
6,808,600 10,308,506
4,475,517
7,779,475 12,254,992
3,328,030
6,256,357
9,584,387
3,732,059
6,893,042 10,625,101
4,202,593
7,415,117 11,617,710
2,992,809
5,194,601
8,187,410
----
CHICAGO BOARD OPTIONS EXCHANGE
Dollar Volume
Call
Put
$6,398,299,340
$5,807,828,620
$6,013,948,310
$6,174,465,625
$14,204,738,517 $16,841,835,635
$9,083,491,340
$7,088,827,570
$11,381,152,888
$8,455,767,410
$15,083,760,931 $14,249,990,649
$11,126,906,805 $18,050,517,065
$20,341,772,169 $33,616,047,518
$19,204,071,202 $15,511,434,773
$13,459,143,695 $16,388,597,160
$19,916,649,131 $29,704,061,518
$15,872,126,480 $15,786,486,623
$162,086,060,808 $187,675,860,166
Page 75
Total
$12,206,127,960
$12,188,413,935
$31,046,574,152
$16,172,318,910
$19,836,920,298
$29,333,751,580
$29,177,423,870
$53,957,819,687
$34,715,505,975
$29,847,740,855
$49,620,710,649
$31,658,613,103
$349,761,920,974
2007 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
$1,904
$982
$1,316
$1,707
$944
$1,211
$2,536
$1,512
$1,855
$1,931
$1,013
$1,382
$2,262
$1,021
$1,490
$3,370
$1,606
$2,197
$2,665
$1,923
$2,151
$3,092
$2,736
$2,860
$4,460
$2,006
$2,884
$3,088
$1,921
$2,315
$3,588
$2,915
$3,152
$4,073
$2,373
$3,001
$2,917
$1,831
$2,212
CHICAGO BOARD OPTIONS EXCHANGE
Call
60
63
78
79
84
71
66
88
94
77
84
73
76
Average Contracts Per Trade
Put
90
86
107
100
106
102
101
109
114
104
110
88
102
Page 76
Total
76
76
95
91
96
89
87
101
106
93
99
82
91
Call
56,105
56,167
72,045
59,169
60,228
63,448
63,457
74,493
45,959
56,487
65,760
53,047
726,365
Transactions
Put
Total
65,994
122,099
76,089
132,256
103,820
175,865
69,662
128,831
78,436
138,664
86,876
150,324
93,148
156,605
112,887
187,380
68,091
114,050
82,355
138,842
92,999
158,759
75,442
128,489
1,005,799 1,732,164
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
135,689
48,179
56,562
16,944
48,508
85,122
51,571
29,026
4,774
25,533
76,068
63,762
641,738
Contract Volume
Put
150,126
76,656
101,266
33,238
25,067
69,679
50,845
57,620
16,714
40,409
161,284
110,928
893,832
Total
285,815
124,835
157,828
50,182
73,575
154,801
102,416
86,646
21,488
65,942
237,352
174,690
1,535,570
Average Daily
Volume
14,291
6,570
7,174
2,509
3,344
7,371
4,877
3,767
1,131
2,867
11,302
8,735
6,118
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
Total
Call
Put
405,088
576,640
981,728
406,460
593,732
1,000,192
411,321
547,289
958,610
401,426
508,800
910,226
409,075
482,520
891,595
399,364
426,135
825,499
403,821
440,732
844,553
378,595
449,020
827,615
329,540
409,417
738,957
338,518
421,892
760,410
344,930
500,982
845,912
96,236
223,292
319,528
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$210,740,406
$10,330,064
$11,402,918
$7,074,604
$24,692,121
$59,695,957
$59,057,896
$18,902,914
$2,692,535
$5,727,415
$45,632,883
$26,998,657
$482,948,370
Dollar Volume
Put
$13,619,847
$14,530,718
$14,090,227
$4,939,067
$7,022,888
$20,720,649
$12,957,972
$13,561,616
$2,538,919
$5,400,301
$16,531,506
$14,567,032
$140,480,742
Page 77
Total
$224,360,253
$24,860,782
$25,493,145
$12,013,671
$31,715,009
$80,416,606
$72,015,868
$32,464,530
$5,231,454
$11,127,716
$62,164,389
$41,565,689
$623,429,112
2007 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
$1,553
$91
$785
$214
$190
$199
$202
$139
$162
$418
$149
$239
$509
$280
$431
$701
$297
$519
$1,145
$255
$703
$651
$235
$375
$564
$152
$243
$224
$134
$169
$600
$102
$262
$423
$131
$238
$753
$157
$406
CHICAGO BOARD OPTIONS EXCHANGE
Call
207
68
48
20
55
47
34
25
15
39
59
71
54
Average Contracts Per Trade
Put
156
58
46
26
22
24
21
18
14
24
84
79
41
Page 78
Total
177
62
47
23
37
33
26
20
14
28
74
76
46
Call
654
706
1,169
862
878
1,827
1,511
1,177
309
647
1,280
898
11,918
Transactions
Put
964
1,319
2,201
1,296
1,129
2,853
2,381
3,249
1,183
1,712
1,926
1,411
21,624
Total
1,618
2,025
3,370
2,158
2,007
4,680
3,892
4,426
1,492
2,359
3,206
2,309
33,542
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
448,066
437,349
626,518
493,911
482,363
556,554
568,846
705,686
408,075
442,023
628,335
388,524
6,186,250
Contract Volume
Put
657,335
710,113
888,964
692,248
767,977
761,826
807,947
923,139
587,635
647,798
799,497
477,387
8,721,866
Total
1,105,401
1,147,462
1,515,482
1,186,159
1,250,340
1,318,380
1,376,793
1,628,825
995,710
1,089,821
1,427,832
865,911
14,908,116
Average Daily
Volume
55,270
60,393
68,886
59,308
56,834
62,780
65,562
70,818
52,406
47,384
67,992
43,296
59,395
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
Total
Call
Put
105,372
163,009
268,381
118,351
173,968
292,319
135,154
193,637
328,791
139,328
206,273
345,601
133,148
216,181
349,329
132,403
189,046
321,449
136,320
200,023
336,343
144,941
211,399
356,340
135,007
196,405
331,412
135,231
195,639
330,870
151,832
229,649
381,481
97,909
132,715
230,624
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$214,184,807
$169,214,611
$215,266,674
$270,934,121
$311,164,522
$311,472,419
$420,294,759
$430,569,587
$337,183,057
$297,960,752
$400,741,423
$280,648,367
$3,659,635,101
Dollar Volume
Put
$169,620,820
$228,670,407
$449,674,097
$184,415,877
$195,558,199
$310,546,687
$379,787,712
$720,457,337
$311,125,718
$322,568,543
$647,246,964
$294,356,640
$4,214,029,000
Page 79
Total
$383,805,627
$397,885,018
$664,940,771
$455,349,998
$506,722,721
$622,019,106
$800,082,471
$1,151,026,924
$648,308,775
$620,529,295
$1,047,988,387
$575,005,008
$7,873,664,101
2007 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
$478
$258
$347
$387
$322
$347
$344
$506
$439
$549
$266
$384
$645
$255
$405
$560
$408
$472
$739
$470
$581
$610
$780
$707
$826
$529
$651
$674
$498
$569
$638
$810
$734
$722
$617
$664
$592
$483
$528
CHICAGO BOARD OPTIONS EXCHANGE
Call
18
18
20
21
18
17
16
16
19
15
18
16
18
Average Contracts Per Trade
Put
21
20
20
20
19
19
18
18
20
17
20
17
19
Page 80
Total
20
19
20
20
18
18
17
17
19
16
19
17
18
Call
24,551
23,652
31,136
23,466
27,202
32,452
34,794
43,280
21,692
28,811
35,410
23,582
350,028
Transactions
Put
30,699
36,324
44,446
34,745
40,928
39,986
44,217
50,659
30,020
38,125
40,891
27,741
458,781
Total
55,250
59,976
75,582
58,211
68,130
72,438
79,010
93,939
51,711
66,937
76,302
51,324
808,809
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
108,853
129,697
198,652
126,443
94,395
106,073
96,795
85,386
95,123
90,740
106,636
87,478
1,326,271
Contract Volume
Put
188,861
110,714
285,866
104,390
88,125
139,754
90,695
104,187
90,955
96,015
116,052
94,742
1,510,356
Total
297,714
240,411
484,518
230,833
182,520
245,827
187,490
189,573
186,078
186,755
222,688
182,220
2,836,627
Average Daily
Volume
14,886
12,653
22,024
11,542
8,296
11,706
8,928
8,242
9,794
8,120
10,604
9,111
11,301
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
Total
Call
Put
45,786
113,612
159,398
55,984
106,643
162,627
80,639
82,148
162,787
48,920
56,220
105,140
45,201
46,356
91,557
51,513
92,250
143,763
49,797
58,621
108,418
53,285
64,226
117,511
59,396
67,957
127,353
63,996
76,891
140,887
80,850
91,452
172,302
50,974
60,119
111,093
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$52,033,983
$50,181,039
$68,255,270
$69,360,114
$60,892,679
$59,363,178
$71,517,478
$52,097,696
$78,597,964
$61,166,407
$68,010,635
$63,189,296
$754,665,737
Dollar Volume
Put
$48,734,295
$35,652,094
$144,602,633
$27,809,648
$22,440,211
$56,968,575
$42,632,557
$81,312,011
$48,156,491
$47,810,303
$93,951,953
$58,417,881
$708,488,653
Page 81
Total
$100,768,278
$85,833,133
$212,857,903
$97,169,762
$83,332,890
$116,331,753
$114,150,035
$133,409,707
$126,754,455
$108,976,710
$161,962,588
$121,607,176
$1,463,154,390
2007 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
$478
$258
$338
$387
$322
$357
$344
$506
$439
$549
$266
$421
$645
$255
$457
$560
$408
$473
$739
$470
$609
$610
$780
$704
$826
$529
$681
$674
$498
$584
$638
$810
$727
$722
$617
$667
$569
$469
$516
CHICAGO BOARD OPTIONS EXCHANGE
Call
18
18
20
21
18
17
16
16
19
15
18
16
18
Average Contracts Per Trade
Put
21
20
20
20
19
19
18
18
20
17
20
17
19
Page 82
Total
20
19
20
21
18
18
17
17
19
16
19
17
19
Call
5,965
7,014
9,872
6,007
5,323
6,185
5,920
5,237
5,056
5,915
6,010
5,310
73,814
Transactions
Put
8,820
5,663
14,293
5,240
4,697
7,335
4,963
5,717
4,646
5,651
5,936
5,506
78,467
Total
14,785
12,677
24,165
11,247
10,020
13,520
10,884
10,954
9,703
11,565
11,945
10,815
152,281
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
283,414
380,086
416,444
389,857
445,548
410,737
478,543
346,618
142,723
414,982
366,213
168,271
4,243,436
Contract Volume
Put
191,045
226,614
349,586
332,068
329,523
237,045
358,181
411,168
283,628
310,488
329,080
168,153
3,526,579
Total
474,459
606,700
766,030
721,925
775,071
647,782
836,724
757,786
426,351
725,470
695,293
336,424
7,770,015
Average Daily
Volume
23,723
31,932
34,820
36,096
35,231
30,847
39,844
32,947
22,440
31,542
33,109
16,821
30,956
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
Total
Call
Put
373,666
283,455
657,121
389,318
277,399
666,717
382,147
286,815
668,962
401,418
346,304
747,722
475,444
414,901
890,345
348,999
279,593
628,592
388,657
341,906
730,563
405,965
445,214
851,179
354,503
360,890
715,393
441,591
386,167
827,758
463,907
390,342
854,249
311,342
273,343
584,685
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$78,920,536
$99,477,664
$114,166,414
$176,805,676
$143,111,382
$287,565,543
$288,629,654
$158,264,586
$47,433,724
$162,918,262
$102,890,707
$66,981,704
$1,727,165,852
Dollar Volume
Put
$22,626,454
$28,103,812
$56,060,479
$37,365,738
$36,891,448
$38,325,373
$84,454,911
$115,917,477
$41,367,944
$69,059,130
$111,659,291
$39,566,546
$681,398,603
Page 83
Total
$101,546,990
$127,581,476
$170,226,893
$214,171,414
$180,002,830
$325,890,916
$373,084,565
$274,182,063
$88,801,668
$231,977,392
$214,549,998
$106,548,250
$2,408,564,455
2007 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
$278
$118
$214
$262
$124
$210
$274
$160
$222
$454
$113
$297
$321
$112
$232
$700
$162
$503
$603
$236
$446
$457
$282
$362
$332
$146
$208
$393
$222
$320
$281
$339
$309
$398
$235
$317
$407
$193
$310
CHICAGO BOARD OPTIONS EXCHANGE
Call
43
59
48
44
49
50
49
37
28
51
55
40
47
Average Contracts Per Trade
Put
22
22
22
29
26
17
26
26
34
27
31
27
25
Page 84
Total
31
36
31
36
36
30
35
30
32
37
40
32
34
Call
6,605
6,400
8,731
8,843
9,011
8,192
9,739
9,388
5,066
8,193
6,713
4,227
91,108
Transactions
Put
8,718
10,434
15,683
11,479
12,563
13,608
13,953
15,813
8,451
11,612
10,670
6,191
139,175
Total
15,323
16,834
24,414
20,322
21,574
21,800
23,692
25,201
13,517
19,805
17,383
10,418
230,283
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
336,706
292,297
332,957
248,697
348,429
235,982
363,153
298,532
219,611
334,578
214,615
162,453
3,388,010
Contract Volume
Put
418,032
396,623
492,626
307,748
388,834
314,250
298,201
433,258
178,452
246,689
237,458
256,985
3,969,156
Total
754,738
688,920
825,583
556,445
737,263
550,232
661,354
731,790
398,063
581,267
452,073
419,438
7,357,166
Average Daily
Volume
37,737
36,259
37,527
27,822
33,512
26,202
31,493
31,817
20,951
25,272
21,527
20,972
29,311
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
Total
Call
Put
297,505
351,987
649,492
311,543
341,750
653,293
292,475
324,774
617,249
275,169
332,202
607,371
345,287
376,544
721,831
243,726
291,948
535,674
258,552
329,142
587,694
290,322
371,224
661,546
224,319
259,226
483,545
256,508
353,837
610,345
280,266
349,453
629,719
158,876
220,338
379,214
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$645,393,621
$429,561,897
$534,370,393
$464,221,622
$442,462,849
$398,304,781
$701,676,579
$617,713,054
$577,779,376
$797,194,885
$645,468,240
$775,081,033
$7,029,228,330
Dollar Volume
Put
$612,747,884
$553,689,779
$953,573,475
$418,254,125
$475,199,924
$424,577,310
$521,475,941
$1,026,608,291
$469,050,851
$556,122,449
$769,358,039
$690,523,964
$7,471,182,032
Page 85
Total
$1,258,141,505
$983,251,676
$1,487,943,868
$882,475,747
$917,662,773
$822,882,091
$1,223,152,520
$1,644,321,345
$1,046,830,227
$1,353,317,334
$1,414,826,279
$1,465,604,997
$14,500,410,362
2007 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
$1,917
$1,466
$1,667
$1,470
$1,396
$1,427
$1,605
$1,936
$1,802
$1,867
$1,359
$1,586
$1,270
$1,222
$1,245
$1,688
$1,351
$1,496
$1,932
$1,749
$1,849
$2,069
$2,370
$2,247
$2,631
$2,628
$2,630
$2,383
$2,254
$2,328
$3,008
$3,240
$3,130
$4,771
$2,687
$3,494
$2,075
$1,882
$1,971
CHICAGO BOARD OPTIONS EXCHANGE
Call
28
20
17
18
23
18
22
20
24
22
16
21
20
Average Contracts Per Trade
Put
30
23
20
20
23
21
20
23
19
20
15
26
22
Page 86
Total
29
21
18
19
23
20
21
22
22
21
15
24
21
Call
12,206
14,537
20,170
13,607
14,886
13,007
16,609
14,902
9,222
15,358
13,610
7,726
165,840
Transactions
Put
13,833
17,618
24,554
15,209
16,865
15,002
15,034
18,656
9,176
12,170
16,094
9,781
183,992
Total
26,039
32,155
44,724
28,816
31,751
28,009
31,643
33,558
18,398
27,528
29,704
17,507
349,832
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
132,514
120,145
175,749
143,056
130,187
121,749
162,124
208,746
75,096
169,537
214,759
111,993
1,765,655
Contract Volume
Put
196,744
145,440
369,736
201,107
174,679
140,721
245,393
332,358
177,806
296,520
295,873
235,664
2,812,041
Total
329,258
265,585
545,485
344,163
304,866
262,470
407,517
541,104
252,902
466,057
510,632
347,657
4,577,696
Average Daily
Volume
16,463
13,978
24,795
17,208
13,858
12,499
19,406
23,526
13,311
20,263
24,316
17,383
18,238
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
Total
Call
Put
796,353
976,619
1,772,972
844,446
1,016,456
1,860,902
767,749
1,055,902
1,823,651
839,318
1,091,535
1,930,853
881,511
1,102,235
1,983,746
721,423
829,139
1,550,562
816,688
1,085,393
1,902,081
949,608
1,265,934
2,215,542
802,933
1,062,809
1,865,742
883,713
1,270,638
2,154,351
957,261
1,346,872
2,304,133
566,184
811,611
1,377,795
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$76,189,132
$87,030,374
$73,184,514
$112,425,554
$67,403,493
$57,011,962
$122,477,656
$164,555,153
$61,245,557
$174,866,481
$185,258,990
$96,987,193
$1,278,636,059
Dollar Volume
Put
$89,110,048
$49,582,124
$131,408,332
$67,171,110
$68,195,794
$60,852,619
$136,274,400
$210,648,993
$110,410,017
$198,803,788
$262,122,253
$165,883,068
$1,550,462,546
Page 87
Total
$165,299,180
$136,612,498
$204,592,846
$179,596,664
$135,599,287
$117,864,581
$258,752,056
$375,204,146
$171,655,574
$373,670,269
$447,381,243
$262,870,261
$2,829,098,605
2007 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
$575
$453
$502
$724
$341
$514
$416
$355
$375
$786
$334
$522
$518
$390
$445
$468
$432
$449
$755
$555
$635
$788
$634
$693
$816
$621
$679
$1,031
$670
$802
$863
$886
$876
$866
$704
$756
$724
$551
$618
CHICAGO BOARD OPTIONS EXCHANGE
Call
83
74
74
96
95
88
94
124
77
121
125
115
96
Average Contracts Per Trade
Put
135
85
149
129
129
123
144
170
132
171
158
209
145
Page 88
Total
108
80
112
113
112
104
118
149
109
149
142
165
121
Call
1,589
1,628
2,378
1,497
1,376
1,387
1,733
1,687
977
1,397
1,718
977
18,344
Transactions
Put
1,458
1,708
2,476
1,556
1,353
1,144
1,708
1,953
1,348
1,738
1,869
1,129
19,440
Total
3,047
3,336
4,854
3,053
2,729
2,531
3,441
3,640
2,325
3,135
3,587
2,106
37,784
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
120,635
154,034
221,354
193,575
219,472
198,872
416,965
500,656
228,634
438,684
492,804
477,142
3,662,827
Contract Volume
Put
138,827
254,313
231,689
208,969
258,436
269,782
452,282
656,573
334,628
478,618
645,681
529,491
4,459,289
Total
259,462
408,347
453,043
402,544
477,908
468,654
869,247
1,157,229
563,262
917,302
1,138,485
1,006,633
8,122,116
Average Daily
Volume
12,973
21,492
20,593
20,127
21,723
22,317
41,393
50,314
29,645
39,883
54,214
50,332
32,359
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
Total
Call
Put
303,764
376,487
680,251
373,100
492,874
865,974
474,983
457,731
932,714
432,947
506,493
939,440
650,881
796,620
1,447,501
682,553
866,030
1,548,583
887,938
1,140,890
2,028,828
838,089
1,086,032
1,924,121
741,508
893,998
1,635,506
881,304
1,014,810
1,896,114
894,904
1,140,134
2,035,038
745,774
902,827
1,648,601
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$125,724,915
$285,242,544
$202,730,309
$130,550,053
$265,835,350
$212,513,016
$350,672,131
$570,137,876
$280,751,474
$477,743,365
$591,407,240
$426,943,503
$3,920,251,776
Dollar Volume
Put
$116,781,636
$166,980,879
$224,485,563
$156,255,328
$202,517,612
$243,479,258
$565,599,274
$873,980,833
$392,095,496
$609,383,282
$1,122,147,951
$637,349,847
$5,311,056,959
Page 89
Total
$242,506,551
$452,223,423
$427,215,872
$286,805,381
$468,352,962
$455,992,274
$916,271,405
$1,444,118,709
$672,846,970
$1,087,126,647
$1,713,555,191
$1,064,293,350
$9,231,308,735
2007 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
$1,042
$841
$935
$1,852
$657
$1,107
$916
$969
$943
$674
$748
$712
$1,211
$784
$980
$1,069
$903
$973
$841
$1,251
$1,054
$1,139
$1,331
$1,248
$1,228
$1,172
$1,195
$1,089
$1,273
$1,185
$1,200
$1,738
$1,505
$895
$1,204
$1,057
$1,070
$1,191
$1,137
CHICAGO BOARD OPTIONS EXCHANGE
Call
12
15
12
13
12
15
19
21
24
18
17
17
17
Average Contracts Per Trade
Put
13
20
11
14
13
18
19
23
29
18
20
18
18
Page 90
Total
13
18
12
13
13
17
19
22
27
18
19
17
17
Call
9,792
9,950
18,483
15,434
18,243
12,882
21,521
23,694
9,537
23,884
28,306
27,825
219,551
Transactions
Put
10,340
12,666
20,420
15,320
19,660
14,687
23,809
28,630
11,374
25,988
32,296
29,869
245,059
Total
20,132
22,616
38,903
30,754
37,903
27,569
45,330
52,324
20,911
49,872
60,602
57,694
464,610
2007 MARKET STATISTICS
RVX (Russell 2000 Volatility Index Options) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
--------2
23
21
20
66
Call
--------3,620
4,360
5,653
864
14,497
Contract Volume
Put
--------0
5,750
7,318
4,937
18,005
Total
Average Daily
Volume
--------3,620
10,110
12,971
5,801
32,502
--------1,810
440
618
290
492
RVX (Russell 2000 Volatility 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
Total
Call
Put
------------------------3,620
0
3,620
5,084
4,173
9,257
1,850
4,470
6,320
291
2,198
2,489
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
Dollar Volume
Put
--------$715,400
$1,014,175
$2,056,020
$96,555
$3,882,150
--------$0
$858,365
$958,641
$575,006
$2,392,012
Page 91
Total
--------$715,400
$1,872,540
$3,014,661
$671,561
$6,274,162
2007 MARKET STATISTICS
RVX (Russell 2000 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
------------------------$198
$0
$198
$233
$149
$185
$364
$131
$232
$112
$116
$116
$268
$133
$193
CHICAGO BOARD OPTIONS EXCHANGE
Call
--------151
50
46
12
48
Average Contracts Per Trade
Put
--------0
47
52
33
44
Page 92
Total
--------151
48
49
26
45
Call
--------24
87
122
71
304
Transactions
Put
--------0
122
141
150
413
Total
--------24
209
263
221
717
2007 MARKET STATISTICS
VIX (Volatility Index) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
22
20
22
21
21
23
19
23
21
20
251
Call
496,161
691,711
1,363,964
668,736
1,156,293
1,613,850
2,044,587
2,659,411
1,742,033
2,022,920
2,275,591
928,642
17,663,899
Total
624,829
866,495
1,575,245
1,111,136
1,569,794
2,000,936
2,628,601
3,576,129
2,315,379
2,751,494
3,086,525
1,281,803
23,388,366
Average Daily
Volume
31,241
45,605
71,602
55,557
71,354
95,283
125,171
155,484
121,862
119,630
146,977
64,090
93,181
Call
$58,702,849
$71,347,624
$115,030,683
$57,415,894
$97,734,245
$128,432,234
$243,416,613
$779,112,323
$279,576,283
$270,511,818
$532,932,451
$124,534,196
$2,758,747,213
Dollar Volume
Put
$14,210,603
$16,873,280
$19,354,404
$42,274,392
$41,094,177
$24,554,490
$31,797,850
$117,550,520
$69,160,214
$59,932,627
$101,621,079
$45,882,517
$584,306,153
Contract Volume
Put
128,668
174,784
211,281
442,400
413,501
387,086
584,014
916,718
573,346
728,574
810,934
353,161
5,724,467
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
Total
Call
Put
586,471
148,393
734,864
638,490
201,545
840,035
742,850
244,729
987,579
871,616
297,353
1,168,969
912,729
472,926
1,385,655
1,245,672
478,848
1,724,520
1,250,371
497,099
1,747,470
871,138
518,736
1,389,874
973,021
577,958
1,550,979
1,098,700
660,374
1,759,074
545,128
323,654
868,782
388,111
178,409
566,520
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 93
Total
$72,913,452
$88,220,904
$134,385,087
$99,690,286
$138,828,422
$152,986,724
$275,214,463
$896,662,843
$348,736,497
$330,444,445
$634,553,530
$170,416,713
$3,343,053,366
2007 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
$118
$110
$117
$103
$97
$102
$84
$92
$85
$86
$96
$90
$85
$99
$88
$80
$63
$76
$119
$54
$105
$293
$128
$251
$160
$121
$151
$134
$82
$120
$234
$125
$206
$134
$130
$133
$156
$102
$143
CHICAGO BOARD OPTIONS EXCHANGE
Call
64
68
85
73
106
97
102
68
69
66
68
54
75
Average Contracts Per Trade
Put
89
114
47
129
122
77
99
65
68
75
59
45
72
Page 94
Total
68
74
77
88
109
93
101
67
69
68
65
51
74
Call
7,732
10,120
16,072
9,147
10,950
16,560
20,109
38,882
25,193
30,843
33,577
17,256
236,441
Transactions
Put
1,453
1,528
4,488
3,442
3,401
5,052
5,916
14,128
8,491
9,734
13,807
7,790
79,230
Total
9,185
11,648
20,560
12,589
14,351
21,612
26,025
53,010
33,684
40,577
47,384
25,046
315,671
2007 MARKET STATISTICS
VXN (NASDAQ Volatility Index Options) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
---------23
21
20
64
Call
---------252
2,326
76
2,654
Contract Volume
Put
---------86
1,293
606
1,985
Average Daily
Volume
Total
---------338
3,619
682
4,639
---------15
172
34
72
VXN (NASDAQ Volatility 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
Total
Call
Put
---------------------------242
83
325
630
1,203
1,833
231
155
386
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
Dollar Volume
Put
---------$34,445
$491,580
$21,010
$547,035
---------$16,450
$297,085
$92,205
$405,740
Page 95
Total
---------$50,895
$788,665
$113,215
$952,775
2007 MARKET STATISTICS
VXN (NASDAQ Volatility 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
---------------------------$137
$191
$151
$211
$230
$218
$276
$152
$166
$206
$204
$205
CHICAGO BOARD OPTIONS EXCHANGE
Call
---------11
43
15
32
Average Contracts Per Trade
Put
---------7
30
29
26
Page 96
Total
---------10
37
26
29
Call
---------23
54
5
82
Transactions
Put
---------12
43
21
76
Total
---------35
97
26
158
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
60,364
43,546
94,292
44,620
30,530
44,490
38,677
83,819
43,437
36,720
32,397
46,861
599,753
Contract Volume
Put
136,702
89,413
153,705
83,308
115,469
130,049
155,953
129,222
67,423
50,512
68,247
120,583
1,300,586
Average Daily
Volume
9,853
6,998
11,273
6,396
6,636
8,311
9,268
9,263
5,835
3,793
4,793
8,372
7,571
Total
197,066
132,959
247,997
127,928
145,999
174,539
194,630
213,041
110,860
87,232
100,644
167,444
1,900,339
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
Total
Call
Put
64,119
117,058
181,177
66,072
99,389
165,461
83,622
121,749
205,371
84,557
143,927
228,484
80,445
128,768
209,213
40,948
83,666
124,614
45,535
133,991
179,526
110,548
140,742
251,290
57,475
79,739
137,214
59,019
76,440
135,459
64,827
106,307
171,134
39,331
62,541
101,872
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$50,967,989
$36,370,699
$41,070,362
$38,430,114
$20,114,659
$22,614,034
$33,997,631
$85,744,767
$47,111,736
$32,873,439
$43,743,143
$49,413,549
$502,452,122
Dollar Volume
Put
$48,175,737
$29,611,679
$78,005,466
$35,023,161
$37,658,495
$40,331,285
$97,585,026
$125,859,562
$48,744,080
$29,425,857
$56,491,436
$106,187,858
$733,099,642
Page 97
Total
$99,143,726
$65,982,378
$119,075,828
$73,453,275
$57,773,154
$62,945,319
$131,582,657
$211,604,329
$95,855,816
$62,299,296
$100,234,579
$155,601,407
$1,235,551,764
2007 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
$844
$352
$503
$835
$331
$496
$436
$508
$480
$861
$420
$574
$659
$326
$396
$508
$310
$361
$879
$626
$676
$1,023
$974
$993
$1,085
$723
$865
$895
$583
$714
$1,350
$828
$996
$1,054
$881
$929
$838
$564
$650
Call
40
33
69
44
31
41
45
62
69
43
25
49
45
Average Contracts Per Trade
Put
83
59
77
64
69
71
74
65
76
50
49
105
70
Total
63
47
74
55
55
60
65
64
73
47
37
80
60
Call
1,507
1,312
1,363
1,014
992
1,081
868
1,348
626
845
1,309
956
13,221
Transactions
Put
1,639
1,514
2,001
1,309
1,671
1,826
2,113
1,987
887
1,020
1,404
1,144
18,515
Total
3,146
2,826
3,364
2,323
2,663
2,907
2,981
3,335
1,513
1,865
2,713
2,100
31,736
Includes DTX, DUX, DXL, EXQ, GOX, INX, MVR, OIX, RMN, RUI, SML, TXX
CHICAGO BOARD OPTIONS EXCHANGE
Page 98
2007 MARKET STATISTICS
OTHER CASH INDEX OPTIONS CONTRACT VOLUME DETAIL
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
EXQ
353
448
428
94
67
130
20
124
110
393
1,698
690
4,555
CHICAGO BOARD OPTIONS EXCHANGE
GOX
INX
OIX
TXX
1,953
53
4,210
776
2,058
10
2,789
654
1,965
50
2,417
744
764
3
1,007
700
1,369
1
1,116
353
1,128
70
1,053
0
1,942
0
903
0
5,032
220
2,002
0
14,352
26
894
0
6,329
81
451
0
7,850
0
2,353
0
4,002
0
8,847
0
48,744
514
28,042
3,227
STANDARD & POORS
SML
2,727
2,720
1,958
589
759
1,427
3,674
3,483
1,698
1,333
1,944
684
22,996
CHICAGO BOARD OPTIONS EXCHANGE
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Page 99
DOW JONES
DTX
DUX
DXL
1,171
204
7,592
81
72
9,736
115
274
13,378
429
362
19,609
71
968
10,596
149
2,852
6,034
354
11
7,431
111
4
12,443
0
1
4,991
42
0
7,744
0
1
13,137
101
0
14,791
2,624
4,749 127,482
2007 MARKET STATISTICS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
MORGAN STANLEY
MVR
177,180
113,491
226,177
101,560
128,623
161,212
179,632
187,900
86,380
68,022
71,196
137,143
1,638,516
CHICAGO BOARD OPTIONS EXCHANGE
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
OTHER RUSSELL GROWTH
AND VALUE INDEXES
RMN
RUI
241
606
588
312
178
313
74
2,737
2,076
0
480
4
663
0
1,143
579
2,225
183
1,341
1,496
490
1,975
621
565
10,120
8,770
Page 100
2007 MARKET STATISTICS
EXCHANGE TRADED FUNDS - 2007
MAJOR MARKET INDEX FUNDS
SPDR® S&P® 500 ETF (SPY)
DIAMONDS (DIA)
iShares Russell 2000 Index Fund (IWM)
Powershares QQQ (QQQQ)
DOMESTIC BROAD-BASED
PowerShares FTSE RAFI US 1000 Portfolio (PRF)
Vanguard Small-Cap ETF (VB)
Vanguard Small-Cap Growth ETF (VBK)
Vanguard Small-Cap Value ETF (VBR)
Vanguard Mid-Cap ETF (VO)
DOMESTIC SECTOR
Basic Industries SPDR (XLB)
Biotech HOLDRS Trust (BBH)
Consumer Discretionary Select Sector SPDR Fund (XLY)
Consumer Staples SPDR (XLP)
Consumer Svcs Select SPDR (XLV)
Energy Select SPDR (XLE)
Financial Select SPDR (XLF)
Industrial Select SPDR (XLI)
Internet Architecture HOLDRS Trust (IAH)
Internet HOLDRs Trust (HHH)
iShares DJ US Utilities Sector (IDU)
iShares Dow Jones U.S. Real Estate Index Fund (IYR)
iShares Dow Jones US Energy Sector Index Fund (IYE)
iShares Dow Jones US Healthcare Sector Index Fund (IYH)
iShares Goldman Sachs Networking Index Fund (IGN)
iShares Goldman Sachs Semiconductor Index Fund (IGW)
iShares Goldman Sachs Software Index Fund (IGV)
iShares Goldman Sachs Technology Index Fund (IGM)
iShares Nasdaq Biotechnology Fund (IBB)
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 DJ Select Dividend Index Fund (DVY)
iShares DJ US Total Market Index Fund (IYY)
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)
Rydex S&P 500 Equal-Weighted Index Fund (RSP)
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)
iShares Trust - Russell 2000 Growth Index Fund (IWO)
iShares Russell Midcap Growth Index Fund (IWP)
iShares Russell Midcap Index Fund (IWR)
Market Vectors-Gold Miners ETF (GDX)
Oil Services HOLDRs Trust (OIH)
Pharmaceutical HOLDRS Trust (PPH)
PowerShares Dynamic Leisure & Entertainment ETF (PEJ)
PowerShares Water Resources Portfolio (PHO)
Powershares Wilderhill Clean Energy (PBW)
Regional Bank HOLDRs Trust (RKH)
Retail HOLDRs Trust (RTH)
Semiconductor HOLDRS Trust (SMH)
Software HOLDRs Trust (SWH)
SPDR Biotech ETF (XBI)
SPDR Homebuilders ETF (XHB)
SPDR Metals and Mining ETF (XME)
SPDR SemiConductor ETF (XSD)
StreetTracks KBW Capital Markets ETF (KCE)
Technology Select SPDR (XLK)
Telecom HOLDRs Trust (TTH)
Utilities HOLDRs Trust (UTH)
Utilities Select Sector SPDR (XLU)
Vanguard Consumer Staples ETF (VDC)
Vanguard Energy ETF (VDE)
Vanguard Financials ETF (VFH)
Vanguard Health Care ETF (VHT)
Vanguard Industrials ETF (VIS)
Vanguard Information Technology ETF (VGT)
Vanguard Materials ETF (VAW)
Vanguard Telecommunication Services ETF (VOX)
Vanguard Utilities ETF (VPU)
Wireless HOLDRs Trust (WMH)
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)
First Trust IPOX-100 Index Fund (FPX)
Fidelity NASDAQ Composite Tracking Stock (ONEQ)
First Trust NASDAQ-100 Equal Weighted (QQEW)
First Trust NASDAQ-100 Technology Sector (QTEC)
FOREIGN
StreetTracks Dow Jones Global Titans Index Fund (DGT)
Vanguard European ETF (VGK)
Vanguary Pacific ETF (VPL)
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)
iShares MSCI Taiwan Index Fund (EWT)
iShares MSCI Brazil Index Fund (EWZ)
BLDRS Asia 50 ADR Index Fund (ADRA)
BLDRS Emerging Markets 50 ADR Index Fund (ADRE)
iShares FTSE/Xinhua China Index Fund (FXI)
The Claymore/BNY BRIC ETF (EEB)
iShares MSCI South Africa Index (EZA)
PowerShares Golden Dragon Halter USX China Portfolio (PGJ)
Vanguard Emerging Markets ETF (VWO)
DJ Stoxx 50 ETF (FEZ)
iShares MSCI Australia Index Fund (EWA)
iShares MSCI Sweden Index (EWD)
iShares MSCI Germany Index (EWG)
iShares MSCI Malaysia Index Fund (EWM)
iShares MSCI Spain Index (EWP)
iShares MSCI Mexico Index Fund (EWW)
iShares MSCI South Korea Index Fund (EWY)
iShares S&P Latin America 40 Index (ILF)
CHICAGO BOARD OPTIONS EXCHANGE
Page 101
2007 MARKET STATISTICS
EXCHANGE TRADED FUNDS - 2007 cont'd.
COMMODITY POOLS
CurrencyShares Japanese Yen Trust (FXY)
United States Natural Gas Fund LP (UNG)
United States Oil Fund LP (USO)
iShares GSCI Commodity-Indexed Trust (GSG)
PowerShares DB Agriculture Fund (DBA)
PowerShares DB Base Metals Fund (DBB)
PowerShares DB Commodity Index Tracking Fund (DBC)
PowerShares DB Energy Fund (DBE)
PowerShares DB Oil Fund (DBO)
PowerShares DB Precious Metals Fund (DBP)
PowerShares DB Silver Fund (DBS)
PowerShares DB G10 Currency Harvest Fund (DBV)
PowerShares DB Gold Fund (DGL)
LEVERAGED & INVERSE
UltraShort Oil & Gas ProShares (DUG)
UltraShort FTSE/Xinhua China 25 ProShares (FXP)
UltraShort MidCap400 ProShares (MZZ)
UltraShort QQQ ProShares (QID)
Ultra QQQ ProShares (QLD)
UltraShort Financials ProShares (SKF)
UltraShort Real Estate ProShares (SRS)
UltraShort Russell2000 ProShares (TWM)
Ultra Russell2000 ProShares (UWM)
Ultra Dow30 ProShares (DDM)
UltraShort Dow30 ProShares (DXD)
UltraShort MSCI Emerging Markets ProShares (EEV)
UltraShort S&P500 ProShares (SDS)
Ultra S&P500 ProShares (SSO)
FIXED INCOME
iShares GS InvesTop Corporate Bond Fund (LQD)
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)
CHICAGO BOARD OPTIONS EXCHANGE
Page 102
2007 MARKET STATISTICS
MOST ACTIVE EXCHANGE TRADED FUNDS - 2007
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 103
2007 MARKET STATISTICS
EXCHANGE TRADED FUNDS OPTIONS - 2007
Total Exchange Traded Funds Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
22
20
22
21
21
23
19
23
21
20
251
Contract Volume
Call
Put
3,797,596
6,464,621
3,879,910
8,565,451
5,887,660 13,458,824
4,133,021
8,136,658
4,591,756 10,696,028
5,979,466 11,697,126
5,775,027 14,479,069
8,749,773 19,662,287
5,494,586
9,936,591
6,306,345 11,143,183
8,323,769 16,011,796
8,569,361 11,239,337
71,488,270 141,490,971
Total
10,262,217
12,445,361
19,346,484
12,269,679
15,287,784
17,676,592
20,254,096
28,412,060
15,431,177
17,449,528
24,335,565
19,808,698
212,979,241
Average Daily
Volume
513,111
655,019
879,386
613,484
694,899
841,742
964,481
1,235,307
812,167
758,675
1,158,836
990,435
848,523
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
Total
Call
Put
Call
Put
8,559,983 13,256,351 21,816,334
$975,405,244 $1,660,425,496
9,548,621 16,552,621 26,101,242
$908,662,456 $2,006,001,103
10,891,975 20,044,373 30,936,348
$1,370,606,716 $3,133,121,573
10,876,943 19,333,760 30,210,703
$985,038,398 $1,939,240,222
11,900,229 22,543,174 34,443,403
$1,044,178,434 $2,432,307,328
12,809,599 23,062,019 35,871,618
$1,452,361,744 $2,841,133,024
14,085,094 25,939,033 40,024,127
$1,618,411,896 $4,057,660,253
16,703,811 29,800,513 46,504,324
$2,745,744,657 $6,170,173,726
15,210,155 27,466,839 42,676,994
$1,614,888,717 $2,920,418,152
16,879,343 27,629,828 44,509,171
$2,333,979,246 $4,124,093,728
18,845,026 29,755,454 48,600,480
$3,414,496,301 $6,568,204,645
17,271,946 27,462,548 44,734,494
$3,970,744,550 $5,207,918,786
---$22,434,518,358 $43,060,698,036
CHICAGO BOARD OPTIONS EXCHANGE
Page 104
Total
$2,635,830,739
$2,914,663,559
$4,503,728,289
$2,924,278,621
$3,476,485,762
$4,293,494,768
$5,676,072,149
$8,915,918,382
$4,535,306,869
$6,458,072,975
$9,982,700,945
$9,178,663,336
$65,495,216,394
2007 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
$257
$257
$257
$234
$234
$234
$233
$233
$233
$238
$238
$238
$227
$227
$227
$243
$243
$243
$280
$280
$280
$314
$314
$314
$294
$294
$294
$370
$370
$370
$410
$410
$410
$463
$463
$463
$314
$304
$308
Call
15
16
18
15
16
17
17
19
16
15
17
18
17
Average Contracts Per Trade
Put
Total
15
15
16
16
18
18
15
15
16
16
17
17
17
17
19
19
16
16
15
15
17
17
18
18
17
17
Transactions
Call
Put
Total
251,268
427,732
678,999
248,095
547,706
795,801
332,012
758,959 1,090,971
267,402
526,433
793,835
284,867
663,569
948,437
356,923
698,219 1,055,142
341,098
855,196 1,196,294
461,615
1,037,331 1,498,946
337,875
611,024
948,899
425,744
752,280 1,178,024
481,693
926,595 1,408,288
483,115
633,640 1,116,755
4,271,707
8,438,684 12,710,391
Total Exchange Traded Funds Contract Volume By Exchange
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
CBOE
10,262,217
12,445,361
19,346,484
12,269,679
15,287,784
17,676,592
20,254,096
28,412,060
15,431,177
17,449,528
24,335,565
19,808,698
212,979,241
AMEX
3,964,605
4,083,975
5,604,623
3,465,726
4,534,057
5,499,112
5,742,349
7,664,039
5,940,104
7,470,474
8,676,969
4,999,673
67,645,706
CHICAGO BOARD OPTIONS EXCHANGE
BOX
1,379,500
1,491,129
2,174,459
1,650,735
2,934,725
2,613,030
3,498,239
4,504,413
2,409,763
4,005,633
4,121,926
2,656,966
33,440,518
ISE
8,574,630
9,937,777
16,414,799
9,625,376
12,167,221
15,079,743
16,497,781
24,145,883
13,550,955
17,335,183
25,361,607
16,587,312
185,278,267
NYSE Arca
1,885,343
2,595,282
4,324,647
2,220,436
3,645,803
6,412,022
5,924,720
9,515,416
6,063,383
9,882,044
13,339,976
10,334,062
76,143,134
Page 105
PHLX
2,500,383
2,492,897
4,396,960
2,859,020
4,266,715
6,859,253
8,583,268
9,750,732
6,310,170
7,265,609
7,777,364
6,678,176
69,740,547
Total
CBOE Share
28,566,678
35.9%
33,046,421
37.7%
52,261,972
37.0%
32,090,972
38.2%
42,836,305
35.7%
54,139,752
32.6%
60,500,453
33.5%
83,992,543
33.8%
49,705,552
31.0%
63,408,471
27.5%
83,613,407
29.1%
61,064,887
32.4%
645,227,413
33.0%
2007 MARKET STATISTICS
Total Exchange Traded Funds FLEX (DIA, EFA, IWM, QQQQ, SPY, USO ) Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
22
20
22
21
21
23
19
23
21
20
251
Call
0
0
1,125
1,044
25,000
25,000
0
0
1,000
11,000
0
75
64,244
Contract Volume
Put
0
0
1,125
10,000
45,000
45,000
0
173
23,000
2,000
0
50,000
176,298
Average Daily
Volume
Total
0
0
2,250
11,044
70,000
70,000
0
173
24,000
13,000
0
50,075
240,542
0
0
102
552
3,182
3,333
0
8
1,263
565
0
2,504
958
Total Exchange Traded Funds FLEX (DIA, EFA, IWM, QQQQ, SPY, USO ) 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
11,500
11,500
14,478
11,500
16,751
12,504
29,621
60,474
17,591
62,504
17,591
32,504
17,591
13,504
17,591
12,677
15,705
35,203
15,812
33,677
15,812
12,677
15,737
62,677
---
CHICAGO BOARD OPTIONS EXCHANGE
Total
23,000
25,978
29,255
90,095
80,095
50,095
31,095
30,268
50,908
49,489
28,489
78,414
--
Call
$0
$0
$261,892
$248,820
$5,685,071
$6,072,289
$0
$0
$293,905
$4,071,102
$0
$34,752
$16,667,832
Dollar Volume
Put
$0
$0
$261,892
$2,383,338
$10,233,129
$10,930,120
$0
$54,289
$6,759,825
$740,200
$0
$23,168,265
$54,531,057
Page 106
Total
$0
$0
$523,785
$2,632,158
$15,918,200
$17,002,408
$0
$54,289
$7,053,731
$4,811,302
$0
$23,203,018
$71,198,889
2007 MARKET STATISTICS
Total Exchange Traded Funds FLEX (DIA, EFA, IWM, QQQQ, SPY, USO ) 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
$0
$0
$0
$0
$0
$233
$233
$233
$238
$238
$238
$227
$227
$227
$243
$243
$243
$0
$0
$0
$0
$314
$314
$294
$294
$294
$370
$370
$370
$0
$0
$0
$463
$463
$463
$259
$309
$296
CHICAGO BOARD OPTIONS EXCHANGE
Call
0
0
18
15
16
17
0
0
16
15
0
18
16
Average Contracts Per Trade
Put
Total
0
0
0
0
18
18
15
15
16
16
17
17
0
0
19
19
16
16
15
15
0
0
18
18
17
17
Page 107
Transactions
Put
0
0
0
0
63
63
68
647
1,551
2,792
1,492
2,686
0
0
0
9
61
1,414
743
135
0
0
4
2,819
3,983
10,566
Call
Total
0
0
127
715
4,343
4,178
0
9
1,476
878
0
2,823
14,548
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
1,325,096
967,530
1,598,315
1,048,557
1,179,740
950,983
1,160,310
1,625,620
950,760
1,477,986
2,427,587
1,384,457
16,096,941
Contract Volume
Put
1,945,059
2,263,736
2,536,061
1,627,176
2,089,955
1,697,133
2,370,041
3,082,527
1,770,530
2,334,253
3,471,401
1,930,678
27,118,550
Total
3,270,155
3,231,266
4,134,376
2,675,733
3,269,695
2,648,116
3,530,351
4,708,147
2,721,290
3,812,239
5,898,988
3,315,135
43,215,491
Average Daily
Volume
163,508
170,067
187,926
133,787
148,623
126,101
168,112
204,702
143,226
165,750
280,904
165,757
172,173
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
Total
Call
Put
2,479,057
3,830,757
6,309,814
2,746,221
4,774,560
7,520,781
3,048,927
4,229,279
7,278,206
2,882,444
4,526,455
7,408,899
3,372,476
5,433,855
8,806,331
3,537,367
4,566,134
8,103,501
3,713,983
5,047,624
8,761,607
4,070,926
6,208,858 10,279,784
3,843,397
6,055,736
9,899,133
4,465,015
6,950,734 11,415,749
4,526,335
6,579,234 11,105,569
3,831,110
5,532,542
9,363,652
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 108
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
208,950
258,752
293,836
244,650
338,457
285,771
258,093
375,984
302,524
228,850
270,064
301,008
3,366,939
Contract Volume
Put
306,724
286,961
461,052
348,760
456,711
365,637
373,476
676,092
310,927
316,051
354,114
341,575
4,598,080
Total
515,674
545,713
754,888
593,410
795,168
651,408
631,569
1,052,076
613,451
544,901
624,178
642,583
7,965,019
Average Daily
Volume
25,784
28,722
34,313
29,671
36,144
31,019
30,075
45,742
32,287
23,691
29,723
32,129
31,733
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
465,834
674,406
1,140,240
495,020
645,207
1,140,227
529,121
663,627
1,192,748
549,863
725,485
1,275,348
572,750
864,686
1,437,436
600,670
804,711
1,405,381
631,937
871,520
1,503,457
758,084
1,191,022
1,949,106
706,335
1,129,112
1,835,447
760,489
1,095,378
1,855,867
752,411
1,124,315
1,876,726
737,626
1,198,482
1,936,108
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 109
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
622,246
592,617
1,343,941
876,065
802,845
1,417,627
1,452,218
2,272,506
1,177,687
1,537,602
1,741,268
1,618,453
15,455,075
Contract Volume
Put
1,119,172
1,521,067
2,932,600
2,054,801
2,063,037
2,920,356
3,242,625
5,080,552
2,646,333
2,854,394
4,107,051
3,198,127
33,740,115
Total
1,741,418
2,113,684
4,276,541
2,930,866
2,865,882
4,337,983
4,694,843
7,353,058
3,824,020
4,391,996
5,848,319
4,816,580
49,195,190
Average Daily
Volume
87,071
111,247
194,388
146,543
130,267
206,571
223,564
319,698
201,264
190,956
278,491
240,829
195,997
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
Total
Call
Put
1,439,146
2,389,794
3,828,940
1,594,869
2,890,556
4,485,425
2,040,855
4,253,423
6,294,278
1,784,976
3,962,946
5,747,922
2,071,540
4,624,383
6,695,923
2,401,123
5,142,584
7,543,707
2,676,448
5,470,665
8,147,113
3,598,770
6,736,325 10,335,095
3,103,839
7,179,670 10,283,509
3,374,396
5,967,581
9,341,977
3,780,688
6,673,938 10,454,626
3,866,851
6,993,721 10,860,572
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 110
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
944,352
1,332,556
1,682,942
1,202,308
1,501,136
2,399,178
1,876,731
2,908,935
2,081,233
1,740,044
2,323,479
2,080,246
22,073,140
Contract Volume
Put
2,048,328
3,498,808
5,628,641
2,848,861
4,493,031
4,809,728
5,928,470
7,782,589
3,655,548
3,674,684
5,535,779
3,824,014
53,728,481
Total
2,992,680
4,831,364
7,311,583
4,051,169
5,994,167
7,208,906
7,805,201
10,691,524
5,736,781
5,414,728
7,859,258
5,904,260
75,801,621
Average Daily
Volume
149,634
254,282
332,345
202,558
272,462
343,281
371,676
464,849
301,936
235,423
374,250
295,213
301,998
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
Total
Call
Put
1,596,131
3,017,483
4,613,614
1,883,311
4,117,981
6,001,292
2,364,955
5,478,286
7,843,241
2,417,223
4,637,645
7,054,868
2,413,913
5,087,062
7,500,975
2,726,108
6,002,168
8,728,276
2,770,240
6,161,637
8,931,877
3,064,353
6,885,885
9,950,238
3,073,261
6,020,472
9,093,733
2,827,517
5,387,691
8,215,208
3,075,863
5,521,061
8,596,924
2,893,212
5,102,480
7,995,692
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 111
2007 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
22
20
22
21
21
23
19
23
21
20
251
Call
696,952
728,455
968,626
761,441
769,578
925,907
1,027,675
1,566,728
982,382
1,321,863
1,561,371
3,185,197
14,496,175
Contract Volume
Put
1,045,338
994,879
1,900,470
1,257,060
1,593,294
1,904,272
2,564,457
3,040,527
1,553,253
1,963,801
2,543,451
1,944,943
22,305,745
Total
1,742,290
1,723,334
2,869,096
2,018,501
2,362,872
2,830,179
3,592,132
4,607,255
2,535,635
3,285,664
4,104,822
5,130,140
36,801,920
Average Daily
Volume
87,115
90,702
130,413
100,925
107,403
134,770
171,054
200,315
133,454
142,855
195,468
256,507
146,621
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
Total
Call
Put
2,579,815
3,343,911
5,923,726
2,829,200
4,124,317
6,953,517
2,908,117
5,419,758
8,327,875
3,242,437
5,481,229
8,723,666
3,469,550
6,533,188 10,002,738
3,544,331
6,546,422 10,090,753
4,292,486
8,387,587 12,680,073
5,211,678
8,778,423 13,990,101
4,483,323
7,081,849 11,565,172
5,451,926
8,228,444 13,680,370
6,709,729
9,856,906 16,566,635
5,943,147
8,635,323 14,578,470
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$179,010,783
$170,601,820
$225,489,465
$181,477,090
$175,004,236
$224,894,983
$287,998,904
$491,651,044
$288,727,414
$489,221,698
$640,490,564
$1,475,909,771
$4,830,477,773
Dollar Volume
Put
$268,493,059
$232,997,465
$442,416,333
$299,599,825
$362,319,608
$462,531,571
$718,671,569
$954,140,269
$456,509,507
$726,803,050
$1,043,349,957
$901,219,101
$6,869,051,314
Page 112
Total
$447,503,842
$403,599,286
$667,905,797
$481,076,915
$537,323,844
$687,426,554
$1,006,670,473
$1,445,791,313
$745,236,921
$1,216,024,748
$1,683,840,521
$2,377,128,872
$11,699,529,086
2007 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
$257
$257
$257
$234
$234
$234
$233
$233
$233
$238
$238
$238
$227
$227
$227
$243
$243
$243
$280
$280
$280
$314
$314
$314
$294
$294
$294
$370
$370
$370
$410
$410
$410
$463
$463
$463
$333
$308
$318
Call
15
16
18
15
16
17
17
19
16
15
17
18
17
Average Contracts Per Trade
Put
Total
15
15
16
16
18
18
15
15
16
16
17
17
17
17
19
19
16
16
15
15
17
17
18
18
17
17
Transactions
Call
Put
46,114
69,165
46,580
63,616
54,622
107,170
49,264
81,330
47,744
98,846
55,269
113,669
60,699
151,468
82,656
160,410
60,409
95,513
89,239
132,577
90,356
147,188
179,572
109,650
862,524
1,330,603
Total
115,279
110,196
161,792
130,595
146,590
168,938
212,167
243,067
155,922
221,816
237,544
289,222
2,193,127
Includes ADRA, ADRE, BBH, DBA, DBB, DBC, DBE, DBO, DBP, DBS, DBV, DDM, DGL, DGT, DUG, DVY, DXD, EEB, EEM, EEV, EFA, EWA, EWC, EWD, EWG, EWH, EWJ, EWM, EWP,
EWT, EWW, EWY, EWZ, EZA, FEZ, FPX, FXI, FXP, FXY, GDX, GSG, HHH, IAH, IBB, IDU, IEF, IGM, IGN, IGV, IGW, IJR, ILF, IVV, IWB, IWC, IWD, IWF, IWN, IWO, IWP, IWR, IWS, IWV,
IWW, IWZ, IYE, IYH, IYR, IYY, KCE, LQD, MDY, MZZ, OEF, OIH, ONEQ, PBW, PEJ, PGJ, PHO, PPH, PRF, QID, QLD, QQEW, QTEC, RKH, RSP, RTH, SDS, SHY, SKF, SMH, SRS, SSO,
SWH, TLT, TTH, TWM, UNG, USO, UTH, UWM, VAW, VB, VBK, VBR, VDC, VDE, VFH, VGK, VGT, VHT, VIS, VO, VOX, VPL, VPU, VTI, VTV, VUG, VV, VWO, VXF, WMH, XBI, XHB,
XLB, XLE, XLF, XLI, XLK, XLP, XLU, XLV, XLY, XME, XSD
CHICAGO BOARD OPTIONS EXCHANGE
Page 113
2007 MARKET STATISTICS
Other Exchange Traded Funds Contract Volume Detail
DOMESTIC SECTOR
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
BBH
21,373
18,935
25,850
8,481
7,887
7,098
8,841
6,593
4,097
3,911
5,480
3,115
121,661
GDX
35,632
44,776
73,341
31,761
26,574
36,547
45,967
37,925
49,231
35,239
41,906
57,975
516,874
HHH
7,087
840
784
3,677
3,063
2,018
2,558
1,376
1,120
2,959
1,852
1,390
28,724
IAH
218
210
0
0
0
0
0
0
0
0
0
0
428
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
PEJ
-------15
0
2
0
5
22
PHO
667
626
881
554
632
722
881
1,177
377
1,183
726
1,005
9,431
PPH
8,854
9,798
7,289
24,820
44,575
24,719
5,985
10,314
4,786
9,676
6,431
23,041
180,288
RKH
4,171
6,415
8,520
7,416
3,118
5,464
15,651
10,359
3,384
6,995
4,091
3,934
79,518
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
VOX
90
67
0
0
0
0
0
0
0
0
0
0
157
VPU
47
80
0
0
0
0
0
0
0
0
0
0
127
WMH
15
0
0
0
0
0
0
0
0
0
0
0
15
XBI
62
106
98
64
1,724
1,990
1,016
1,793
976
615
577
236
9,257
CHICAGO BOARD OPTIONS EXCHANGE
IBB
12,252
13,244
22,438
25,380
37,223
60,432
52,416
31,897
13,887
20,295
25,608
14,638
329,710
IDU
675
598
509
703
5,398
1,931
396
1,850
253
266
405
536
13,520
IGM
515
306
115
97
264
149
15,101
5,072
776
561
277
242
23,475
IGN
308
1,490
1,051
312
859
730
1,525
2,802
2,691
1,070
617
167
13,622
IGV
220
110
101
70
67
7,532
25
27
22
11
53
356
8,594
IGW
1,425
1,509
4,169
1,586
455
500
632
322
119
273
803
621
12,414
IYE
2,089
2,230
2,270
2,720
1,921
1,895
286
747
1,223
1,069
875
885
18,210
IYH
111
468
1,574
106
575
4,749
3,722
366
366
460
195
159
12,851
IYR
--12,918
11,011
44,202
28,581
73,578
85,602
28,091
29,226
48,710
55,439
417,358
RTH
SMH
25,402
148,666
22,358
115,948
33,448
227,674
29,706
175,331
48,731
105,073
30,258
245,179
41,761
136,053
69,958
160,309
62,546
54,632
51,330
65,862
64,688
54,039
36,406
38,431
516,592 1,527,197
SWH
280
700
51
1
260
27
17
65
1
114
84
106
1,706
TTH
979
240
330
92
627
214
123
395
341
379
341
4,471
8,532
UTH
2,780
2,254
1,041
2,727
4,996
23,324
4,940
1,820
895
567
1,114
771
47,229
VAW
423
22
0
0
0
0
0
0
0
0
0
0
445
VDC
27
74
0
0
0
0
0
0
0
0
0
0
101
VDE
857
915
853
895
1,762
913
1,449
971
867
346
181
531
10,540
VFH
25
95
107
165
52
314
178
623
227
180
272
22
2,260
VGT
662
478
383
341
286
322
264
75
71
75
266
2
3,225
VHT
141
41
121
71
94
314
20
10
14
3
48
0
877
VIS
60
44
22
43
60
147
17
121
5
94
20
1,166
1,799
XLB
XLE
XLF
9,962
377,587
42,234
48,694
173,995
164,516
49,401
348,623
304,248
29,073
163,932
207,717
37,183
295,053
228,882
28,661
248,674
389,931
92,862
378,341
948,414
117,050
262,674 1,223,859
84,152
159,380
397,175
95,807
270,165
627,831
80,577
254,442 1,262,930
51,961
249,666
970,962
725,383 3,182,532 6,768,699
XLI
9,683
10,495
4,060
6,514
3,882
30,823
2,492
15,494
15,474
4,531
11,269
3,787
118,504
XLK
2,135
322
4,295
879
1,957
8,911
1,414
1,350
1,744
4,940
2,529
4,632
35,108
XLP
3,802
307
1,901
13,328
697
2,823
694
2,192
1,192
3,710
7,420
1,487
39,553
XLU
73,479
10,441
106,812
46,251
92,165
79,644
44,912
35,889
24,553
19,605
12,917
12,506
559,174
XLV
16,266
1,494
4,768
30,337
9,038
12,072
3,621
2,967
755
5,094
5,683
2,469
94,564
XLY
13,401
5,423
47,653
19,111
4,510
9,510
20,458
55,045
26,724
12,105
36,980
35,531
286,451
XME
------251
2,665
755
2,613
8,646
3,321
18,251
XSD
101
33
203
102
367
150
282
17
13
310
19
12
1,609
XHB
13,443
51,432
116,746
66,695
23,539
58,213
44,151
125,220
112,792
71,818
59,742
52,069
795,860
Page 114
KCE
OIH
-318,564
-263,285
-270,260
-322,278
-327,690
-274,820
-315,710
1,803
435,376
328
242,767
691
268,463
269
281,852
527
182,062
3,618 3,503,127
PBW
1,443
417
1,069
829
1,861
2,056
2,466
3,452
1,088
4,529
3,475
7,217
29,902
2007 MARKET STATISTICS
DOMESTIC BROAD-BASED
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
DVY
2,156
1,871
5,371
1,645
1,875
3,839
2,716
1,758
2,712
3,513
1,265
885
29,606
FPX
9
51
23
20
0
10
50
20
10
0
10
7
210
IJR
32,274
16,132
502
369
579
1,678
308
1,392
880
391
368
520
55,393
IVV
203
117
613
317
396
291
313
732
905
555
789
489
5,720
IWB
635
503
725
373
412
480
834
582
379
362
473
115
5,873
IWC
412
197
327
925
830
1,829
559
1,172
424
781
556
451
8,463
IWD
2,065
2,325
1,392
1,255
2,342
1,260
2,409
1,431
1,363
1,001
1,478
1,652
19,973
IWF
2,386
1,730
977
839
1,863
499
1,276
1,845
1,263
1,630
3,516
775
18,599
IWN
9,893
6,697
35,503
21,150
22,632
40,893
35,863
42,826
22,815
15,791
7,745
5,702
267,510
IWO
44,992
5,823
10,583
2,064
7,556
6,825
8,167
17,529
17,691
18,002
22,053
7,096
168,381
IWP
40
155
31
61
166
46
209
180
33
160
87
47
1,215
IWR
237
336
171
260
682
508
194
447
525
404
598
340
4,702
IWS
127
247
261
270
975
755
559
483
231
396
471
276
5,051
IWV
9,286
54,217
1,769
364
28,500
39,497
1,797
5,763
334
410
527
49
142,513
IWW
27
0
0
0
6
2
107
4
0
0
0
0
146
IWZ
9
0
0
1
0
0
0
0
0
0
0
0
10
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
MDY
63,169
78,471
117,282
57,920
48,063
92,280
219,619
188,864
64,812
128,262
30,000
142,490
1,231,232
OEF
1,017
584
597
867
574
861
243
173
605
817
604
1,491
8,433
ONEQ
383
747
378
50
769
200
212
520
351
207
94
41
3,952
PRF
79
147
129
247
258
296
205
169
44
41
38
41
1,694
QQEW
24
20
0
0
0
5
0
0
0
0
0
0
49
QTEC
17
21
108
1
2
0
0
0
0
0
0
0
149
RSP
914
3,178
4,984
2,415
1,354
771
359
1,254
1,069
729
337
390
17,754
VB
245
8
0
0
0
0
0
0
0
0
0
0
253
VBK
58
48
0
0
0
0
0
0
0
0
0
0
106
VBR
64
28
0
0
0
0
0
0
0
0
0
0
92
VO
8
8
0
0
0
0
0
0
0
0
0
0
16
VTI
419
770
1,858
987
982
906
1,099
1,699
1,427
866
994
153
12,160
VTV
57
394
807
174
354
224
256
114
403
28
196
207
3,214
VUG
216
78
119
79
115
105
66
81
412
412
300
349
2,332
VV
156
27
90
172
62
154
129
152
36
89
43
10
1,120
VXF
115
36
76
43
49
108
186
14
447
31
37
511
1,653
CHICAGO BOARD OPTIONS EXCHANGE
Page 115
IYY
427
113
453
158
44
80
221
286
97
165
75
89
2,208
2007 MARKET STATISTICS
FOREIGN
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
ADRA
84
110
20
17
9
171
11
41
37
34
21
1,205
1,760
ADRE
3,380
1,388
3,269
2,136
2,602
3,079
3,458
3,471
3,144
4,666
2,129
1,447
34,169
DGT
19
167
128
39
46
307
283
467
35
86
15
23
1,615
EEB
EEM
-169,033
-269,746
632,618
-453,120
-478,383
170
534,400
868
610,538
1,779
847,608
2,567
506,431
2,359
772,957
4,181
937,941
3,464
2,917 1,594,319
18,305 7,807,094
EFA
15,652
38,093
33,929
19,900
40,511
101,865
25,894
54,927
42,120
39,139
37,845
25,755
475,630
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
EWP
-----29
108
850
1,434
926
890
901
5,138
EWT
6,544
7,648
12,839
1,984
6,707
10,541
30,270
14,944
5,310
6,890
5,415
6,601
115,693
EWW
-----------695
695
EWY
EWZ
-109,798
-183,954
-196,496
-135,249
-144,655
-128,278
8,030
144,759
10,595
270,644
6,115
182,309
4,075
208,003
5,042
189,420
5,236
790,186
39,093 2,683,751
EZA
----21
5,757
358
933
148
439
884
429
8,969
CHICAGO BOARD OPTIONS EXCHANGE
EWA
----97
1,719
1,393
3,996
790
7,486
3,225
1,299
20,005
EWC
186
582
269
244
926
2,131
3,479
3,289
26,602
6,702
6,375
7,348
58,133
EWD
----41
429
314
461
277
432
353
116
2,423
EWG
------24
456
202
1,491
778
2,990
5,941
EWH
13,503
4,681
20,583
2,589
13,982
4,761
16,498
18,349
26,815
41,739
35,097
18,157
216,754
EWJ
15,012
16,194
25,777
13,587
21,511
13,063
27,359
79,665
25,851
18,125
51,691
33,072
340,907
EWM
----12,614
10,835
8,103
15,771
13,075
25,572
5,270
2,629
93,869
FEZ
FXI
-39,658
-27,247
-34,230
-48,983
1,143
114,469
27
92,237
60
84,834
973
167,153
62
106,106
92
174,670
471
169,301
348
389,425
3,176 1,448,313
ILF
-----408
7,141
15,883
1,798
3,728
903
989
30,850
PGJ
--1,447
2,175
4,641
2,857
4,714
8,925
10,949
19,808
18,352
4,172
78,040
VGK
3,341
3,003
1,675
552
1,097
653
749
186
341
466
619
437
13,119
VPL
327
266
232
162
240
252
200
276
277
307
101
0
2,640
VWO
--3
2,215
1,334
992
1,417
2,397
2,047
4,529
2,731
3,018
20,683
Page 116
2007 MARKET STATISTICS
COMMODITY POOLS
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
DBA
----680
2,196
2,270
1,587
3,143
4,240
4,062
7,506
25,684
DBB
----118
13
131
5,808
7,623
107
299
359
14,458
DBC
----122
729
573
2,419
1,807
2,668
8,990
6,174
23,482
DBE
----103
65
32
133
165
131
344
506
1,479
DBO
----100
59
152
800
297
653
2,770
3,299
8,130
DBP
----14
80
87
144
422
216
796
501
2,260
DBS
----3
108
192
104
65
503
1,220
525
2,720
DBV
-----1,241
1,335
3,062
796
728
931
1,645
9,738
DGL
----336
93
192
391
446
666
1,484
909
4,517
FXY
--------7,478
7,374
17,067
14,220
46,139
GSG
----313
126
163
245
495
391
293
158
2,184
UNG
----1,287
6,421
7,914
20,743
25,721
27,281
25,337
21,568
136,272
USO
----10,923
21,613
17,992
19,778
37,894
55,576
79,502
54,600
297,878
SDS
---------238
10,302
28,626
39,166
SKF
---------16
8,197
10,516
18,729
SRS
----------
SSO
---------34
832
861
1,727
TWM
---------4
1,535
1,391
2,930
LEVERAGED & INVERSE
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
DDM
---------1
434
611
1,046
DUG
---------443
6,845
2,551
9,839
DXD
---------32
2,959
4,961
7,952
CHICAGO BOARD OPTIONS EXCHANGE
EEV
-----------285
285
FXP
----------129
8,385
8,514
MZZ
----------228
182
410
QID
---------567
38,547
44,389
83,503
QLD
---------10
2,473
2,723
5,206
Page 117
1,587
2,803
4,390
UWM
----------29
310
339
2007 MARKET STATISTICS
FIXED INCOME
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
IEF
300
349
938
571
657
2,720
809
9,926
1,749
3,275
7,740
916
29,950
LQD
3,521
243
724
590
405
971
960
670
444
274
193
95
9,090
SHY
89
30
212
2
147
260
175
241
4,666
166
159
51
6,198
CHICAGO BOARD OPTIONS EXCHANGE
TLT
31,511
18,723
32,601
6,184
13,723
51,066
29,956
29,250
58,632
33,511
40,142
26,765
372,064
Page 118
2007 MARKET STATISTICS
INTEREST RATE OPTIONS - 2007
In 2007, 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
22
20
22
21
21
23
19
23
21
20
251
Contract Volume
Call
Put
346
98
1,461
354
220
552
121
95
121
69
370
175
166
175
296
191
46
403
90
79
3,164
139
1,190
158
7,591
2,488
Total
444
1,815
772
216
190
545
341
487
449
169
3,303
1,348
10,079
Average Daily
Volume
22
96
35
11
9
26
16
21
24
7
157
67
40
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
Total
Call
Put
1,666
851
2,517
3,030
1,044
4,074
540
764
1,304
574
713
1,287
605
581
1,186
476
457
933
349
503
852
591
451
1,042
301
396
697
358
356
714
3,422
359
3,781
4,376
365
4,741
----
CHICAGO BOARD OPTIONS EXCHANGE
Call
$32,895
$73,205
$31,300
$21,080
$19,981
$107,495
$48,635
$41,630
$11,425
$19,805
$600,115
$337,585
$1,345,151
Dollar Volume
Put
$18,610
$43,600
$117,370
$16,875
$5,960
$18,380
$126,545
$46,860
$42,225
$18,855
$31,190
$68,830
$555,300
Page 119
Total
$51,505
$116,805
$148,670
$37,955
$25,941
$125,875
$175,180
$88,490
$53,650
$38,660
$631,305
$406,415
$1,900,451
2007 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
$95
$190
$116
$50
$123
$64
$142
$213
$193
$174
$178
$176
$165
$86
$137
$291
$105
$231
$293
$723
$514
$141
$245
$182
$248
$105
$119
$220
$239
$229
$190
$224
$191
$284
$436
$301
$177
$223
$189
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
13.8
9.8
12.7
50.4
22.1
40.3
14.7
78.9
35.1
9.3
47.5
14.4
8.6
11.5
9.5
10.9
9.2
10.3
8.3
11.7
9.7
21.1
10.1
14.8
6.6
23.7
18.7
6.9
8.8
7.7
117.2
7.3
71.8
54.1
13.2
39.6
32.6
16.5
26.2
Page 120
Transactions
Call
Put
25
10
29
16
15
7
13
2
14
6
34
19
20
15
14
19
7
17
13
9
27
19
22
12
233
151
Total
35
45
22
15
20
53
35
33
24
22
46
34
384
2007 MARKET STATISTICS
IRX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
22
20
22
21
21
23
19
23
21
20
251
Contract Volume
Call
Put
12
25
5
5
2
0
0
0
2
0
0
5
20
20
0
19
0
0
2
0
0
0
0
0
43
74
Total
37
10
2
0
2
5
40
19
0
2
0
0
117
Average Daily
Volume
2
1
0
0
0
0
2
1
0
0
0
0
0
Call
$4,650
$2,500
$10
$0
$300
$0
$5,200
$0
$0
$620
$0
$0
$13,280
Dollar Volume
Put
$9,400
$25
$0
$0
$0
$1,500
$9,000
$7,000
$0
$0
$0
$0
$26,925
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
Total
Call
Put
211
116
327
206
116
322
110
93
203
110
93
203
112
93
205
102
38
140
80
38
118
80
21
101
0
0
0
0
0
0
0
0
0
0
0
0
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 121
Total
$14,050
$2,525
$10
$0
$300
$1,500
$14,200
$7,000
$0
$620
$0
$0
$40,205
2007 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
$388
$376
$380
$500
$5
$253
$5
$0
$5
$0
$0
$0
$150
$0
$150
$0
$300
$300
$260
$0
$355
$0
$368
$368
$0
$0
$0
$310
$0
$310
$0
$0
$0
$0
$0
$0
$309
$364
$344
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
4.0
12.5
7.4
5.0
5.0
5.0
2.0
0.0
2.0
0.0
0.0
0.0
2.0
0.0
2.0
0.0
2.5
2.5
10.0
0.0
10.0
0.0
4.8
4.8
0.0
0.0
0.0
1.0
0.0
1.0
0.0
0.0
0.0
0.0
0.0
0.0
4.3
6.7
5.6
Page 122
Call
3
1
1
0
1
0
2
0
0
2
0
0
10
Transactions
Put
2
1
0
0
0
2
2
4
0
0
0
0
11
Total
5
2
1
0
1
2
4
4
0
2
0
0
21
2007 MARKET STATISTICS
FVX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
22
20
22
21
21
23
19
23
21
20
251
Contract Volume
Call
Put
5
0
68
35
24
0
10
0
20
0
49
25
8
75
30
20
0
10
0
0
10
10
0
0
224
175
Total
5
103
24
10
20
74
83
50
10
0
20
0
399
Average Daily
Volume
0
5
1
1
1
4
4
2
1
0
1
0
2
Call
$350
$9,700
$925
$50
$800
$6,270
$335
$2,100
$0
$0
$3,000
$0
$23,530
Dollar Volume
Put
$0
$14,900
$0
$0
$0
$7,550
$100,400
$8,750
$950
$0
$5,000
$0
$137,550
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
Total
Call
Put
173
35
208
241
0
241
82
0
82
72
0
72
52
0
52
3
25
28
5
70
75
30
70
100
30
60
90
30
60
90
40
70
110
40
70
110
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 123
Total
$350
$24,600
$925
$50
$800
$13,820
$100,735
$10,850
$950
$0
$8,000
$0
$161,080
2007 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
$70
$0
$70
$143
$426
$239
$39
$0
$39
$5
$0
$5
$40
$0
$40
$128
$0
$187
$42
$0
$1,214
$70
$0
$217
$0
$0
$0
$0
$0
$0
$300
$500
$400
$0
$0
$0
$105
$786
$404
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
5.0
0.0
5.0
22.7
17.5
20.6
6.0
0.0
6.0
10.0
0.0
10.0
20.0
0.0
20.0
16.3
0.0
12.3
4.0
0.0
11.9
30.0
0.0
16.7
0.0
0.0
0.0
0.0
0.0
0.0
10.0
10.0
10.0
0.0
0.0
0.0
13.2
12.5
12.9
Page 124
Transactions
Call
Put
1
0
3
2
4
0
1
0
1
0
3
3
2
5
1
2
0
1
0
0
1
1
0
0
17
14
Total
1
5
4
1
1
6
7
3
1
0
2
0
31
2007 MARKET STATISTICS
TNX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
22
20
22
21
21
23
19
23
21
20
251
Total
285
1,083
162
86
55
220
144
358
58
98
3,208
1,093
6,850
Average Daily
Volume
14
57
7
4
3
10
7
16
3
4
153
55
27
Call
$17,950
$42,950
$14,200
$19,530
$15,420
$73,145
$43,100
$34,030
$1,130
$13,075
$596,670
$261,925
$1,133,125
Dollar Volume
Put
$1,635
$18,580
$50,620
$0
$2,670
$3,670
$725
$24,505
$8,875
$4,380
$14,150
$31,380
$161,190
Contract Volume
Call
Put
277
8
840
243
85
77
86
0
38
17
160
60
138
6
246
112
5
53
64
34
3,145
63
1,031
62
6,115
735
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
Total
Call
Put
572
45
617
1,402
272
1,674
156
285
441
176
285
461
174
102
276
172
109
281
140
110
250
339
60
399
136
56
192
169
66
235
3,230
13
3,243
4,199
65
4,264
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 125
Total
$19,585
$61,530
$64,820
$19,530
$18,090
$76,815
$43,825
$58,535
$10,005
$17,455
$610,820
$293,305
$1,294,315
2007 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
$65
$204
$69
$51
$76
$57
$167
$657
$400
$227
$0
$227
$406
$157
$329
$457
$61
$349
$312
$121
$304
$138
$219
$164
$226
$167
$173
$204
$129
$178
$190
$225
$190
$254
$506
$268
$185
$219
$189
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
34.6
2.0
23.8
93.3
27.0
60.2
28.3
19.3
23.1
7.8
0.0
7.8
7.6
5.7
6.9
7.6
7.5
7.6
8.6
2.0
7.6
20.5
18.7
19.9
1.3
7.6
5.3
10.7
6.8
8.9
136.7
5.7
94.4
68.7
15.5
57.5
46.0
11.5
34.8
Page 126
Transactions
Call
Put
8
4
9
9
3
4
11
0
5
3
21
8
16
3
12
6
4
7
6
5
23
11
15
4
133
64
Total
12
18
7
11
8
29
19
18
11
11
34
19
197
2007 MARKET STATISTICS
TYX Options Contract Volume
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Trading
Days
20
19
22
20
22
21
21
23
19
23
21
20
251
Contract Volume
Call
Put
52
65
548
71
109
475
25
95
61
52
161
85
0
74
20
40
41
340
24
45
9
66
159
96
1,209
1,504
Total
117
619
584
120
113
246
74
60
381
69
75
255
2,713
Average Daily
Volume
6
33
27
6
5
12
4
3
20
3
4
13
11
Call
$9,945
$18,055
$16,165
$1,500
$3,461
$28,080
$0
$5,500
$10,295
$6,110
$445
$75,660
$175,216
Dollar Volume
Put
$7,575
$10,095
$66,750
$16,875
$3,290
$5,660
$16,420
$6,605
$32,400
$14,475
$12,040
$37,450
$229,635
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
Total
Call
Put
710
655
1,365
1,181
656
1,837
192
386
578
216
335
551
267
386
653
199
285
484
124
285
409
142
300
442
135
280
415
159
230
389
152
276
428
137
230
367
----
CHICAGO BOARD OPTIONS EXCHANGE
Page 127
Total
$17,520
$28,150
$82,915
$18,375
$6,751
$33,740
$16,420
$12,105
$42,695
$20,585
$12,485
$113,110
$404,851
2007 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
$191
$117
$150
$33
$142
$45
$148
$141
$142
$60
$178
$153
$57
$63
$60
$174
$67
$137
$0
$222
$222
$275
$165
$202
$251
$95
$112
$255
$322
$298
$49
$182
$166
$476
$390
$444
$145
$153
$149
CHICAGO BOARD OPTIONS EXCHANGE
Average Contracts Per Trade
Call
Put
Total
4.0
16.3
6.9
34.3
17.8
31.0
15.6
158.3
58.4
25.0
47.5
40.0
8.7
17.3
11.3
16.1
14.2
15.4
0.0
14.8
14.8
20.0
5.7
7.5
13.7
37.8
31.8
4.8
11.3
7.7
3.0
9.4
7.5
22.7
12.0
17.0
16.6
24.3
20.1
Page 128
Transactions
Call
Put
13
4
16
4
7
3
1
2
7
3
10
6
0
5
1
7
3
9
5
4
3
7
7
8
73
62
Total
17
20
10
3
10
16
5
8
12
9
10
15
135
2007 MARKET STATISTICS
CREDIT OPTIONS - 2007
In 2007, CBOE became the first U.S. exchange to list credit default options. These options, known as “Credit Event Binary Options” or “CEBOs,”
have been designed to pay fixed cash amounts in the case of a “credit event” such as a default, bankruptcy or failure to pay on a debt obligation.
CBOE currently trades two types of CEBOs:
Single-Name CEBOs are options that pay a fixed amount—$100,000 per contract—in the case where a credit event on an individual
issuer or guarantor of debt securities is declared prior to the option's expiration. If there is no credit event declared before expiration,
the option pays nothing.
Basket CEBOs are options based on a basket of reference entities (the basket components). The options automatically pay out a cash
amount each time a credit event is confirmed in any of the basket components during the life of the contract. The payout amount for any
basket component is a percentage of the notional face value, based on the weight of the component that experienced the event and its
specified recovery rate.
Total Single-Name CEBOs Contract Volume, Dollar Volume and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Days
0
0
0
0
0
9
21
23
19
23
21
20
136
Contract Volume
-----0
0
0
0
20
26
0
46
Dollar Volume
-----$0
$0
$0
$0
$580,000
$1,068,000
$0
$1,648,000
Transactions
-----0
0
0
0
2
6
0
8
Total Basket CEBOs Contract Volume, Dollar Volume and Transactions
Month
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
Total
Days
0
0
0
0
0
0
0
4
19
23
21
20
87
Contract Volume
-------0
2
0
0
0
2
CHICAGO BOARD OPTIONS EXCHANGE
Dollar Volume
-------$0
$10,000
$0
$0
$0
$10,000
Transactions
-------0
2
0
0
0
2
129
2007 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
2007
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
944,471,924
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
469,655,277
354,565,882
247,513,759
198,190,521
160,336,098
148,507,315
117,139,776
208,792,580
162,166,675
122,657,327
112,221,858
100,208,882
100,046,756
98,922,516
79,695,186
68,755,241
70,231,032
73,898,486
79,781,447
70,784,062
115,238,100
114,787,911
100,156,360
78,932,796
57,858,252
50,224,805
40,801,201
42,941,970
30,123,005
30,298,133
23,581,254
21,498,027
14,431,023
5,682,907
1,119,177
CHICAGO BOARD OPTIONS EXCHANGE
Put
474,816,647
320,169,466
220,735,542
162,896,253
123,610,397
119,109,181
189,528,075
117,566,951
92,165,176
84,208,664
75,021,883
73,735,995
78,486,709
85,011,967
60,653,769
52,712,363
51,458,886
55,601,532
46,983,806
40,976,172
66,874,536
65,569,863
48,732,836
44,340,940
24,610,498
25,510,934
16,782,974
9,974,951
5,256,595
3,979,217
1,257,378
—
—
—
—
Average Daily
Volume
3,762,836
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 130
2006 MARKET STATISTICS
Total CBOE Options Year-end Open Interest and Dollar Volume
Year
2007
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
277,987,145
226,402,102
180,546,883
154,632,839
126,320,572
93,472,074
81,906,961
53,264,239
47,549,070
19,790,701
15,701,630
11,596,228
10,065,868
8,894,266
7,831,078
5,671,591
4,562,642
3,753,880
3,956,914
3,596,163
3,773,540
4,845,869
5,444,817
4,198,005
7,184,514
5,610,671
4,772,604
3,257,364
2,258,529
2,165,894
1,190,636
1,519,852
1,190,085
543,703
242,825
Open Interest
Call
146,952,723
121,058,989
96,452,688
81,910,271
68,527,351
56,719,928
51,447,344
33,792,832
28,187,566
11,816,164
9,414,828
6,869,206
5,872,728
5,374,500
4,795,017
3,517,562
2,679,410
2,304,291
2,689,478
2,453,502
2,863,162
3,426,893
3,788,635
3,103,722
5,325,649
3,884,527
3,449,959
2,633,312
2,048,463
1,976,022
1,831,806
1,519,852
1,190,085
543,703
242,825
CHICAGO BOARD OPTIONS EXCHANGE
Put
131,034,422
105,343,113
84,094,195
72,722,568
57,793,221
36,752,146
30,459,617
19,471,407
19,361,504
7,974,537
6,286,802
4,727,022
4,193,140
3,519,766
3,036,061
2,154,029
1,883,232
1,449,589
1,267,436
1,142,661
910,378
1,418,976
1,656,182
1,094,283
1,858,865
1,726,144
1,322,645
624,052
210,066
189,872
128,830
—
—
—
—
Dollar Volume (thousands)
Total
Call
$609,419,047
$311,548,311
$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
Page 131
Put
$297,870,736
$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
—
—
—
—
2006 MARKET STATISTICS
Total CBOE Options Average Premium Per Contract and Average Contracts Per Trade
Year
2007
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
$645
$663
$462
$497
$433
$455
$459
$459
$522
$520
$567
$429
$636
$714
$994
$836
$959
$1,003
$847
$853
$779
$841
$595
$685
$462
$580
$365
$363
$327
$357
$366
$392
$417
$476
$428
$402
$373
$414
$355
$360
$422
$437
$310
$348
$205
$305
$318
$346
$499
$597
$426
$501
$390
$417
$527
$588
$392
$403
$420
$419
$322
$318
$420
—
$446
—
$294
—
$402
—
CHICAGO BOARD OPTIONS EXCHANGE
Put
$627
$423
$408
$459
$525
$740
$588
$1,275
$881
$837
$688
$474
$312
$368
$289
$333
$336
$461
$304
$346
$396
$243
$177
$240
$231
$278
$323
$265
$329
$429
$389
—
—
—
—
Total
20.0
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
16.0
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
—
—
—
—
Page 132
Put
26.7
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
—
—
—
—
2006 MARKET STATISTICS
Total CBOE Options Contract Volume -- All Options
Year
2007
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
944,471,924
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
500,964,713
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
230,517,843
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
212,979,241
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
10,079
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 133
Foreign
Currency
Volume
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
—
237,488
457,732
128,529
—
—
—
—
—
—
—
—
—
—
—
—
CEBOs
Volume
48
2006 MARKET STATISTICS
Total Options Contract Volume by Exchange
Year
2007
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
944,471,924
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
240,383,466
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
407,975,849
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
__
__
NYSE Arca
335,838,547
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
804,359,093
591,961,518
448,695,669
360,852,519
244,979,023
152,399,279
65,353,969
7,565,684
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
Page 134
BOX
129,797,339
94,390,602
78,202,185
20,741,271
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
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
2,862,826,218
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
2007
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
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
500,964,713
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
303,103,478
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
197,861,235
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
1,995,875
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 135
2006 MARKET STATISTICS
Equity Options Open Interest and Dollar Volume
Year
2007
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
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
219,737,693
187,953,281
151,157,355
131,498,380
108,666,567
81,343,419
73,887,799
49,944,375
43,773,835
16,238,394
12,419,614
9,121,888
7,350,437
6,028,581
5,642,471
3,781,653
2,783,155
2,459,695
2,944,944
2,706,148
3,027,620
3,773,319
4,101,981
3,532,286
6,840,625
5,610,671
4,772,604
3,257,364
2,258,529
2,165,894
1,960,636
1,519,852
1,190,085
543,703
242,825
CHICAGO BOARD OPTIONS EXCHANGE
Open Interest
Call
124,228,333
105,349,889
83,872,112
72,327,968
60,739,426
50,202,050
47,364,846
32,216,400
26,688,057
10,310,315
8,113,173
6,024,657
4,865,786
4,089,047
3,904,005
2,705,913
1,955,738
1,731,851
2,238,981
2,023,117
2,463,979
2,890,993
3,089,567
2,694,296
5,124,492
3,884,527
3,449,959
2,633,312
2,048,463
1,976,022
1,831,806
—
—
—
—
Put
95,509,360
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
—
—
—
—
Dollar Volume (thousands)
Total
Call
$150,642,889
$104,906,569
$99,059,458
$66,499,081
$61,225,819
$42,672,371
$44,009,316
$30,291,322
$34,107,920
$23,358,678
$38,561,160
$19,883,468
$82,289,683
$36,395,995
$193,045,390
$113,149,682
$123,162,126
$97,096,772
$57,183,718
$41,780,348
$41,741,218
$31,378,668
$30,022,394
$23,635,014
$22,173,991
$17,162,494
$17,033,086
$12,044,017
$15,135,317
$11,370,936
$11,296,632
$8,156,397
$11,463,090
$8,689,214
$12,464,706
$8,886,631
$19,514,223
$15,190,793
$12,012,403
$9,682,054
$25,833,348
$20,551,949
$19,544,336
$16,459,993
$15,801,517
$13,415,012
$18,644,743
$14,865,730
$35,796,506
$31,388,075
$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
$9,039,566
—
$6,443,327
—
$1,657,652
—
$449,615
—
Page 136
Put
$45,736,320
$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
2007
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
$301
$346
$254
$274
$222
$248
$196
$210
$197
$206
$223
$188
$353
$513
$693
$603
$627
$706
$415
$448
$360
$389
$339
$376
$288
$314
$247
$250
$258
$274
$251
$255
$253
$271
$257
$258
$315
$319
$243
$255
$352
$364
$302
$329
$275
$305
$318
$346
$499
$597
$426
$501
$390
$417
$527
$588
$392
$403
$420
$419
$322
$318
$420
$420
$446
$446
$294
$294
$402
$402
CHICAGO BOARD OPTIONS EXCHANGE
Put
$231
$220
$179
$171
$180
$276
$327
$880
$443
$344
$293
$250
$225
$239
$219
$243
$210
$254
$303
$203
$313
$210
$177
$240
$231
$278
$323
$265
$329
$429
$389
—
—
—
—
Average Contracts Per Trade
Total
Call
16.7
13.8
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 137
Put
25.0
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
2007
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
500,964,713
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
158,940,325
141,858,034
155,020,082
160,354,728
142,184,749
145,258,377
167,713,954
192,032,222
126,821,276
94,332,281
83,926,288
57,082,441
48,886,858
44,810,966
43,390,722
36,067,822
32,829,447
34,197,819
41,579,453
37,470,045
52,770,659
47,140,205
36,099,739
33,076,866
36,199,701
38,766,996
34,859,475
29,048,323
17,467,018
14,380,959
10,077,578
9,035,767
3,530,564
PHLX
331,458,236
231,789,665
138,878,659
107,404,566
89,060,733
78,435,997
92,955,040
72,135,321
44,086,183
37,871,930
25,021,282
16,325,194
14,739,706
13,016,116
11,411,065
10,408,628
11,803,703
12,443,833
16,768,793
13,092,707
18,088,192
15,054,738
12,068,358
15,982,001
16,607,806
13,466,652
10,009,565
7,758,101
4,952,737
3,270,378
2,195,307
1,274,702
140,982
Cleared Equity Options Volume
NYSE Arca
ISE
259,399,433
603,361,649
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
95,509,373
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
1,949,633,729
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
25.7
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 138
2006 MARKET STATISTICS
Equity LEAPS Contract Volume
Year
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
1991
Trading
Days
251
251
252
252
252
252
248
252
252
252
253
254
252
252
253
254
253
Total
44,472,769
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
26,378,831
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
18,093,938
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
177,182
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
Page 139
Open Interest
Total
Call
53,729,657
29,861,284
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
Put
23,868,373
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
2007
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
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
230,517,843
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
95,055,959
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
135,461,884
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
918,398
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 140
2006 MARKET STATISTICS
Total Cash Index Option Open Interest and Dollar Volume
Year
2007
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
13,510,217
5,448,068
13,590,215
5,712,398
10,710,125
4,419,799
7,873,906
2,813,149
6,219,688
2,540,180
5,116,156
2,524,734
4,075,603
1,862,987
3,317,081
1,575,805
3,706,451
1,459,002
3,232,699
1,308,280
3,273,034
1,296,473
2,467,906
841,547
2,708,600
1,003,661
2,844,191
1,273,899
2,185,174
889,577
1,887,202
809,961
1,774,620
719,990
1,289,914
569,727
1,005,657
445,741
880,985
422,233
741,736
396,658
1,010,739
501,142
1,286,108
668,340
647,821
398,057
334,510
195,682
CHICAGO BOARD OPTIONS EXCHANGE
Put
8,062,149
7,877,817
6,290,326
5,060,757
3,679,508
2,591,422
2,212,616
1,741,276
2,247,449
1,924,419
1,976,561
1,626,359
1,704,939
1,570,292
1,295,597
1,077,241
1,054,630
720,187
559,916
458,752
345,078
509,597
617,768
249,764
138,828
Total
$393,277,382,801
$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
Put
$184,204,220,553 $209,073,162,248
$97,982,423,326 $82,967,129,523
$63,417,089,377 $60,945,066,582
$56,858,870,118 $54,930,735,489
$56,846,355,697 $49,577,503,909
$40,964,533,127 $65,305,084,757
$40,990,346,222 $62,313,890,367
$61,270,306,288 $69,847,345,733
$64,882,929,610 $54,857,471,973
$62,741,413,439 $54,963,907,857
$62,957,704,514 $41,224,990,711
$44,971,815,222 $28,541,722,854
$40,872,092,367 $19,442,699,211
$23,813,355,297 $26,279,298,885
$17,047,779,862 $13,730,203,063
$18,812,242,598 $14,383,105,591
$24,321,846,057 $14,523,511,686
$20,840,458,316 $22,040,011,370
$17,563,299,309
$9,942,637,462
$15,658,723,033 $11,819,482,650
$29,612,693,832 $20,923,785,009
$22,843,990,000 $12,514,097,000
$15,471,594,000
$6,151,830,000
$9,534,000,000
$5,822,000,000
$1,882,000,000
$1,514,000,000
Page 141
2006 MARKET STATISTICS
Total Cash Index Option Average Premium Per Contract and Average Contracts Per Trade
Year
2007
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
$1,706
$1,938
$1,148
$1,487
$1,075
$1,361
$1,309
$1,650
$1,527
$1,852
$1,660
$1,494
$1,986
$1,894
$2,766
$2,936
$2,131
$2,758
$1,724
$2,156
$1,465
$1,998
$861
$1,207
$595
$903
$437
$470
$377
$447
$434
$513
$514
$648
$530
$528
$425
$549
$441
$477
$466
$506
$308
$355
$238
$277
$239
$266
$318
$363
CHICAGO BOARD OPTIONS EXCHANGE
Put
$1,543
$905
$882
$1,078
$1,272
$1,785
$2,052
$2,633
$1,679
$1,403
$1,040
$593
$346
$410
$316
$362
$380
$531
$304
$401
$420
$248
$207
$204
$277
Average Contracts Per Trade
Total
Call
55.4
49.8
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 142
Put
60.2
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
2007
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
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
14,908,116
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
6,186,250
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
8,721,866
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
59,395
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
230,624
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
1,510,356
2,451,753
974,386
958,030
970,805
910,921
286,436
Average Daily
Volume
11,301
14,768
7,629
7,145
7,672
6,778
3,851
Open
Interest
111,093
220,931
67,358
80,488
78,386
72,902
62,997
XEO® (S&P 100®) Contract Volume and Open Interest
Year
2007
2006
2005
2004
2003
2002
2001
Trading
Days
251
251
252
252
252
252
123
Total
2,836,627
3,706,720
1,922,543
1,800,574
1,933,355
1,708,074
473,625
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
1,326,271
1,254,967
948,157
842,544
962,550
797,153
187,189
Page 143
2006 MARKET STATISTICS
SPX® (S&P 500®) Contract Volume and Open Interest
Year
2007
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
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
158,084,691
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
55,560,969
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
102,523,722
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
629,819
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
8,187,410
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
Put
893,832
972,200
327,782
Average Daily
Volume
6,118
7,059
15,103
Open
Interest
319,528
937,330
981,280
XSP (Mini S&P 500®) Contract Volume and Open Interest
Year
2007
2006
2005
Trading
Days
251
251
47
Total
1,535,570
1,771,820
709,820
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
641,738
799,620
382,038
Page 144
2006 MARKET STATISTICS
DJX (Dow Jones Industrial Average®) Contract Volume and Open Interest
Year
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
Trading
Days
251
251
252
252
252
252
248
252
252
252
61
Total
7,770,015
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
4,243,436
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
3,526,579
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
30,956
30,676
27,332
29,155
40,451
48,075
36,121
14,933
13,174
16,991
33,278
Open
Interest
584,685
616,155
622,265
584,402
603,906
822,035
562,428
223,569
437,654
343,556
464,792
Put
3,969,156
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
Average Daily
Volume
29,311
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
379,214
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
Put
2,812,041
2,784,910
3,397,296
3,004,654
2,235,317
2,487,744
3,241,045
711,740
Average Daily
Volume
18,238
20,713
24,435
21,839
16,009
19,817
25,505
15,790
Open
Interest
1,377,795
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
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
Trading
Days
251
251
252
252
252
252
248
252
252
252
253
254
252
227
Total
7,357,166
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
3,388,010
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
MNX (Mini Nasdaq-100 Index®) Contract Volume and Open Interest
Year
2007
2006
2005
2004
2003
2002
2001
2000
Trading
Days
251
251
252
252
252
252
248
93
Total
4,577,696
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
1,765,655
2,414,079
2,760,217
2,498,691
1,798,884
2,506,047
3,084,290
756,636
Page 145
2006 MARKET STATISTICS
RUT (Russell 2000 Index®) Contract Volume and Open Interest
Year
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
1996
1995
1994
1993
1992
Trading
Days
251
251
252
252
252
252
248
252
252
252
253
254
252
252
253
35
Total
8,122,116
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
3,662,827
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
4,459,289
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
32,359
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
1,648,601
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
492
Open
Interest
2,489
Average Daily
Volume
93,181
23,491
Open
Interest
566,520
697,011
Average Daily
Volume
72
Open
Interest
RVX (Russell 2000 Volatility Index Options) Contract Volume and Open Interest
Year
2007
Trading
Days
66
Total
32,502
Contract Volume
Call
14,497
Put
18,005
VIX (CBOE S&P 500 Volatility Index®) Contract Volume and Open Interest
Year
2007
2006
Trading
Days
251
251
Total
23,388,366
5,050,638
Contract Volume
Call
17,663,899
4,062,588
Put
5,724,467
988,050
VXN (NASDAQ Volatility Index Options) Contract Volume and Open Interest
Year
2007
Trading
Days
64
Total
4,639
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
2,654
Put
1,985
Page 146
386
2006 MARKET STATISTICS
HISTORICAL TRADING ACTIVITY -- EXCHANGE TRADED FUNDS OPTIONS
Total Exchange Traded Funds Option Contract Volume
Year
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
Trading
Days
251
251
252
252
252
252
248
252
252
252
Total
212,979,241
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
71,488,270
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
141,490,971
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
848,523
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
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
Open Interest in Contracts
Total
Call
Put
44,734,494
17,271,946
27,462,548
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
$65,495,216,394
$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
$22,434,518,358
$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
$43,060,698,036
$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
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
Average Premium Per Contract
Total
Call
$308
$314
$250
$253
$222
$225
$195
$194
$189
$198
$232
$188
$432
$513
$768
$603
$604
$706
$398
$448
CHICAGO BOARD OPTIONS EXCHANGE
Put
$304
$249
$220
$195
$184
$276
$327
$880
$443
$344
Average Contracts Per Trade
Total
Call
16.8
16.7
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 147
Put
16.8
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
2007
2006
2005
2004
2003
2002
2001
Trading
Days
251
251
252
252
252
252
227
Total
43,215,491
31,693,928
26,337,846
32,628,165
28,081,944
24,052,423
20,314,749
Contract Volume
Call
16,096,941
13,256,831
10,875,082
11,744,724
10,482,751
12,856,006
11,575,444
Put
27,118,550
18,437,097
15,462,764
20,883,441
17,599,193
11,196,417
8,739,305
Average Daily
Volume
172,173
126,271
104,515
129,477
111,436
95,446
89,492
Open
Interest
9,363,652
7,178,209
7,408,518
11,464,244
9,265,454
6,173,550
3,752,838
Put
4,598,080
4,634,490
4,696,026
4,439,445
5,349,806
2,901,874
Average Daily
Volume
31,733
32,828
36,217
33,940
37,185
28,663
Open
Interest
1,936,108
1,456,360
1,356,706
722,145
730,409
274,702
Put
33,740,115
14,086,862
10,354,040
Average Daily
Volume
195,997
96,152
65,568
Open
Interest
10,860,572
3,337,644
2,537,394
Put
53,728,481
32,575,766
11,685,115
3,886,827
539,148
728
Average Daily
Volume
301,998
178,907
64,381
19,597
2,708
317
Open
Interest
7,995,692
5,781,534
2,783,376
705,572
208,341
47,019
DIA (DIAMONDS) Options Contract Volume and Open Interest
Year
2007
2006
2005
2004
2003
2002
Trading
Days
251
251
252
252
252
157
Total
7,965,019
8,239,891
9,126,654
8,552,875
9,370,722
4,500,093
Contract Volume
Call
3,366,939
3,605,401
4,430,628
4,113,430
4,020,916
1,598,219
SPY (S&P Depositary Receipts) Contract Volume and Open Interest
Year
2007
2006
2005
Trading
Days
251
251
247
Total
49,195,190
24,134,052
16,195,307
Contract Volume
Call
15,455,075
10,047,190
5,841,267
IWM (Options on iShares) Contract Volume and Open Interest
Year
2007
2006
2005
2004
2003
2002
Trading
Days
251
251
252
252
252
6
Total
75,801,621
44,905,725
16,223,925
4,938,465
682,474
1,904
CHICAGO BOARD OPTIONS EXCHANGE
Contract Volume
Call
22,073,140
12,329,959
4,538,810
1,051,638
143,326
1,176
Page 148
2006 MARKET STATISTICS
Total Cash Index and Exchange Traded Funds Options Contract Volume by Exchange
Year
2007
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
443,497,084
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
81,450,247
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
76,458,454
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
NYSE Arca
76,439,114
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
200,997,444
107,776,841
64,674,471
38,085,408
19,149,997
12,060,836
6,152,766
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
Page 149
BOX
34,287,966
16,910,443
16,883,720
4,284,223
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
NYSE
__
__
__
__
__
__
__
__
__
__
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
MSE
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
45,239
107,453
__
__
NASD
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
__
Total
913,129,492
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
48.6
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
2007
251
10,079
7,591
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
Total Interest Rate Options Open Interest and Dollar Volume
Open Interest in Contracts
Month
Total
Call
Put
2007
4,741
4,376
365
2006
2,381
1,460
921
2005
7,782
4,242
3,540
2004
18,238
13,863
4,375
2003
10,220
5,612
4,608
2002
8,953
4,593
4,360
2001
6,378
2,639
3,739
2000
2,783
627
2,156
1999
6,395
1,632
4,763
1998
4,436
2,907
1,529
1997
8,982
5,182
3,800
1996
6,434
3,002
3,432
1995
6,831
3,281
3,550
1994
21,494
11,554
9,940
1993
3,443
1,435
1,998
1992
2,736
1,688
1,048
1991
4,867
3,682
1,185
1990
4,205
2,652
1,553
1989
4,706
3,150
1,556
CHICAGO BOARD OPTIONS EXCHANGE
Put
2,488
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
Total
$1,900,451
$4,272,965
$13,968,215
$22,351,070
$25,275,575
$9,732,610
$10,195,678
$13,444,561
$8,041,082
$14,183,792
$15,966,935
$20,239,126
$11,013,182
$39,757,169
$11,223,338
$7,097,001
$7,347,106
$10,778,046
$12,125,585
Average Daily
Volume
40
85
260
360
357
172
160
167
170
306
302
374
260
866
257
228
199
246
555
Dollar Volume
Call
$1,345,151
$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
Page 150
Put
$555,300
$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
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
2007
$189
$177
$223
26.2
32.6
2006
$200
$244
$154
13.3
11.0
2005
$213
$208
$219
11.4
8.4
2004
$247
$306
$149
9.4
7.8
2003
$279
$290
$258
9.7
9.1
2002
$225
$237
$211
13.1
11.4
2001
$258
$221
$285
12.4
12.2
2000
$314
$196
$387
21.9
12.9
1999
$189
$204
$177
16.6
16.0
1998
$185
$132
$257
25.3
26.6
1997
$211
$179
$244
24.9
21.1
1996
$216
$216
$216
18.9
18.1
1995
$169
$146
$204
17.2
15.5
1994
$183
$220
$147
26.5
24.2
1993
$174
$164
$184
24.0
20.6
1992
$124
$111
$140
23.5
26.0
1991
$147
$115
$184
14.1
17.1
1990
$174
$183
$167
17.1
17.9
1989
$167
$143
$193
14.3
15.9
CHICAGO BOARD OPTIONS EXCHANGE
Page 151
Put
16.5
17.0
20.8
14.4
11.1
15.9
12.6
36.2
17.0
23.8
30.3
19.9
20.6
29.3
28.9
20.9
11.7
16.5
12.8
2006 MARKET STATISTICS
HISTORICAL TRADING ACTIVITY - CREDIT DEFAULT BASKET OPTIONS
Total Single-Name CEBOs Contract Volume and Open Interest
Year
2007
Year
2007
Trading
Days
136
Total
46
Contract Volume
Call
46
Open Interest in Contracts
Total
Call
Put
0
0
0
Average Daily
Volume
0
Put
0
Total
$1,648,000
Dollar Volume
Call
$1,648,000
Put
$0
Total Basket CEBOs Contract Volume and Open Interest
Year
2007
Trading
Days
87
Total
2
Contract Volume
Call
2
Average Daily
Volume
0
Put
0
Open Interest in Contracts
Year
2007
Total
0
Call
0
Put
0
Dollar Volume
Total
$10,000
Call
$10,000
Put
$0
2007 Market Statistics
CHICAGO BOARD OPTIONS EXCHANGE
152
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2006 MARKET STATISTICS
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