Lately I have been following the OEX options volume on CBOE.
Everyday CBOE publishes intraday volume on: http://www.cboe.com/...ntraDayVol.aspx
End of Day volume is published on: http://www.cboe.com/...ntraDayVol.aspx on page 2.
I never can get the intraday volume to add up to the end of day volume. E.g. for Tuesday January 19 the EOD OEX put volume was 18,173. If I look at the intraday volume for January 19 and add together every half hour recording of the put volume for OEX I get a volume of 106,313.
What am I doing wrong?
OEX options volume do not add up
Started by
Pricewatcher
, Jan 20 2010 05:43 AM
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