Nice volume everywhere Friday
OCC Contract Volume
Trade Date: May 06, 2011
Total Contract Volume: 19,720,183
Total Options: 19,476,760
Equity Options: 18,370,489
Index/Other Options: 1,106,271
Options On Futures: 14
May 11 Average: 20,372,897
May 11 Average: 189,578
2011 YTD Average: 18,243,376
2011 YTD Average: 166,678
May 10 End of Month Average: 20,421,608
May 10 End of Month Average: 128,607
Percentage of Market Share
Options:
Exchange Equity Percentage Index/Other Percentage Total Percentage
AMEX: 2,983,423 16.24% 8,530 0.77% 2,991,953 15.36%
ARCA: 2,112,625 11.50% 256 0.02% 2,112,881 10.85%
BATS: 791,377 4.31% 0 0.00% 791,377 4.06%
BOX: 531,093 2.89% 475 0.04% 531,568 2.73%
C2: 279,797 1.52% 0 0.00% 279,797 1.44%
CBOE: 3,476,520 18.92% 1,049,954 94.91% 4,526,474 23.24%
ISE: 3,349,112 18.23% 28,892 2.61% 3,378,004 17.34%
NSDQ: 989,105 5.38% 1,244 0.11% 990,349 5.08%
PHLX: 3,857,437 21.00% 16,920 1.53% 3,874,357 19.89%
Futures:
Exchange Equity Percentage Index/Other Percentage OOF Percentage Total Percentage
CFE: 0 0.00% 60,252 25.07% 4 28.57% 60,256 24.75%
ELX: 0 0.00% 148,308 61.71% 0 0.00% 148,308 60.93%
NFX: 0 0.00% 0 0.00% 0 0.00% 0 0.00%
NYL: 0 0.00% 31,778 13.22% 10 71.43% 31,788 13.06%
ONE: 3,071 100.00% 0 0.00% 0 0.00% 3,071 1.26%
OCC Open Interest
Total Open Interest: 322,203,822
Equity Calls: 159,314,528 Index/Other Calls: 9,634,244
Equity Puts: 140,019,451 Index/Other Puts: 12,268,945
Equity Total: 299,333,979 Index/Other Total: 21,903,189
Futures Open Interest: 966,654