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As long as it's a quiet weekend I thought I would use the opportunity to
post some recent stats from the CBOE
In 1997:
The average call option had a premium of $841
The average put $688
Average trade in calls 11.4 Contracts
puts 16.5 "
The industry traded a combined total of 353,823,118 contract on all
exchanges(These are all securities options just for clarity).
October of 1997 was the biggest month in history with a little over 38
million contracts changing hands.
In equities about about 13.00% of all options were exercised and about
30.70% expired. These number are unweighted....I just used the monthly
percentage and divided by 12.
LEAPS traded an average of 20,343 a day at CBOE. The average LEAP's
premium was $959.
Index Options traded an average of 281,173 daily volume. Average trade
in the index was 22 contracts
Dow Jones Index options average 32,278(that is for the last three months
of 1997..they came onboard in the last quarter).
NDX options traded 8,148 adv
Just for laughs...in 1973 the average equity call had a premium of
$402.. 25 years later the average call premium was $389. There was no
average equity put in 1973. In 1997 the average equity put option
premium was $293.
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