Equities Market Data Overview

Equities Market Overview
For questions or concerns regarding this report please contact equities@cmegroup.com
Equity F&O Volume: Last 5 Trade Days Equity F&O Open Interest: Last 5 Trade Days
Trade Date Futures Volume Option Volume Trade Date Future Open Interest Option Open Interest
02/15/2024 4,680,650 1,855,183 02/15/2024 5,180,528 7,452,407
02/14/2024 5,262,433 2,002,864 02/14/2024 5,139,556 7,375,995
02/13/2024 6,481,220 2,465,526 02/13/2024 5,136,599 7,333,270
02/12/2024 3,766,251 1,644,765 02/12/2024 5,200,032 7,071,468
02/09/2024 3,805,035 1,960,312 02/09/2024 5,169,752 7,032,891
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Equities Market Update: Option Market Overview
All S&P 500 Options Volume: Last 5 Trade Days All S&P 500 Options Open Interest: Last 5 Trade Days
Call Put % in Call % in Put Call Put % in Call % in Put

Total Total
Option Option Options Options Option Option Options Options
02/15/2024 515,005 1,240,370 29.34% 70.66% 1,755,375 02/15/2024 1,909,869 5,156,420 27.03% 72.97% 7,066,289
02/14/2024 503,747 1,393,234 26.56% 73.44% 1,896,981 02/14/2024 1,886,915 5,112,465 26.96% 73.04% 6,999,380
02/13/2024 711,879 1,599,877 30.79% 69.21% 2,311,756 02/13/2024 1,865,700 5,090,945 26.82% 73.18% 6,956,645
02/12/2024 480,720 1,070,051 31.00% 69.00% 1,550,771 02/12/2024 1,790,599 4,931,698 26.64% 73.36% 6,722,297
02/09/2024 553,648 1,299,386 29.88% 70.12% 1,853,034 02/09/2024 1,758,222 4,938,906 26.25% 73.75% 6,697,128
The Globex logo is a trademark of Chicago Mercantile Exchange Inc. CME Group is a trademark of CME Group Inc. © Copyright 2007 CME Group Inc. All rights reserved.
All E-MINI S&P 500 Options Volume: Last 5 Trade Days All E-MINI S&P 500 Options Open Interest: Last 5 Trade Days

Total Total
0-5 Days 1,745,926 4,296,734 28.89% 71.11% 6,042,660 0-5 Days 1,683,999 6,548,371 20.46% 79.54% 8,232,370
6-28 Days 431,240 1,105,675 28.06% 71.94% 1,536,915 6-28 Days 1,757,073 5,422,285 24.47% 75.53% 7,179,358
29-96 Days 436,760 901,520 32.64% 67.36% 1,338,280 29-96 Days 3,460,870 8,448,808 29.06% 70.94% 11,909,678
97+ Days 151,073 298,989 33.57% 66.43% 450,062 97+ Days 2,309,363 4,810,970 32.43% 67.57% 7,120,333
All E-MINI RUSSELL 2000 Options Volume: Last 5 Trade Days All E-MINI RUSSELL 2000 Options Open Interest: Last 5 Trade Days

Total Total
0-5 Days 28,065 24,206 53.69% 46.31% 52,271 0-5 Days 33,768 43,686 43.60% 56.40% 77,454
6-28 Days 8,498 13,217 39.13% 60.87% 21,715 6-28 Days 29,022 79,541 26.73% 73.27% 108,563
29-96 Days 14,608 17,736 45.16% 54.84% 32,344 29-96 Days 75,460 79,068 48.83% 51.17% 154,528
97+ Days 1,298 2,603 33.27% 66.73% 3,901 97+ Days 23,291 27,722 45.66% 54.34% 51,013
All E-MINI NASDAQ-100 Options Volume: Last 5 Trade Days All E-MINI NASDAQ-100 Options Open Interest: Last 5 Trade Days

Total Total
0-5 Days 149,015 151,064 49.66% 50.34% 300,079 0-5 Days 115,193 187,353 38.07% 61.93% 302,546
6-28 Days 20,513 38,142 34.97% 65.03% 58,655 6-28 Days 63,442 162,574 28.07% 71.93% 226,016
29-96 Days 19,651 36,627 34.92% 65.08% 56,278 29-96 Days 176,098 310,895 36.16% 63.84% 486,993
97+ Days 4,833 5,785 45.52% 54.48% 10,618 97+ Days 76,796 113,259 40.41% 59.59% 190,055
All E-MINI DOW Options Volume: Last 5 Trade Days All E-MINI DOW Options Open Interest: Last 5 Trade Days

Total Total
0-5 Days 7 18 28.00% 72.00% 25 0-5 Days 28 58 32.56% 67.44% 86
6-28 Days 14 1 93.33% 6.67% 15 6-28 Days 53 22 70.67% 29.33% 75
29-96 Days 1 3 25.00% 75.00% 4 29-96 Days 77 279 21.63% 78.37% 356
97+ Days 0 0 #DIV/0 #DIV/0 0 97+ Days 5 160 3.03% 96.97% 165
Quarterly Statistics Options
Quarterly Statistics Options
Latest Day Spread %
Neither futures trading nor swaps trading are suitable for all investors, and each involves the risk of loss. Swaps trading should only be undertaken by investors
who are Eligible Contract Participants (ECPs) within the meaning of Section 1a(18) of the Commodity Exchange Act. Futures and swaps each are leveraged
investments and, because only a percentage of a contract’s value is required to trade, it is possible to lose more than the amount of money deposited for either a
futures or swaps position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles and only a portion of those funds
should be devoted to any one trade because traders cannot expect to profit on every trade.
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Exchange Inc. CBOT is a trademark of the Board of Trade of the City of Chicago, Inc. NYMEX is a trademark of New York Mercantile Exchange, Inc. COMEX is
a trademark of Commodity Exchange, Inc. All other trademarks are the property of their respective owners.
The information within this communication has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or
omissions. CME Group does not represent that any material or information contained in this communication is appropriate for use or permitted in any jurisdiction
or country where such use or distribution would be contrary to any applicable law or regulation.
Additionally, all examples in this communication are hypothetical situations, used for explanation purposes only, and should not be considered investment advice
or the results of actual market experience. All matters pertaining to rules and specifications herein are made subject to and superseded by official CME, CBOT,
NYMEX and COMEX rules. Current rules should be consulted in all cases concerning contract specifications.
Copyright © 2023 CME Group Inc. All rights reserved Click Here to view full disclaimer.

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Equities Market Overview

For questions or concerns regarding this report please contact equities@cmegroup.com

For questions or concerns regarding this report please contact equities@cmegroup.com

Call Put % in Call % in Put Call Put % in Call % in Put

For questions or concerns regarding this report please contact equities@cmegroup.com

Call Put % in Call % in Put Call Put % in Call % in Put

For questions or concerns regarding this report please contact equities@cmegroup.com

Call Put % in Call % in Put Call Put % in Call % in Put

For questions or concerns regarding this report please contact equities@cmegroup.com

Call Put % in Call % in Put Call Put % in Call % in Put

For questions or concerns regarding this report please contact equities@cmegroup.com

Call Put % in Call % in Put Call Put % in Call % in Put

For questions or concerns regarding this report please contact equities@cmegroup.com

Quarterly Statistics Options

For questions or concerns regarding this report please contact equities@cmegroup.com

Quarterly Statistics Options

For questions or concerns regarding this report please contact equities@cmegroup.com

Latest Day Spread %

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