Volume Statistics
- ISE traded 35.4 million equity options contracts, up 64% from 21.6 million equity options contracts in the same year-ago period. In November, average daily volume (ADV) in equity options was 1,684,644 contracts, up 48% from an ADV of 1,138,048 equity options contracts in the same year-ago period.
- Overall, in its listings, ISE traded more volume in 486 of its 680 issues than any other options exchange.
- ISE executed more customer volume in its own listings than any other exchange in November.
- ISE's equity options market share was 33.5% in November, a 10% increase compared to 30.5% for the same year-ago period.
- A new total trading volume record was set in November as 35.4 million contracts were executed at ISE, compared to the previous record of 34.1 million contracts in October 2004.
- ISE was the lead market in November for options on 20 of the 30 stocks in the Dow Jones Industrial Average, which represented 70% of the index's total weighting. ISE was the lead market for options on 246 of the stocks in the Standard & Poor's 500 Index, which represented 61% of the index's total weighting. ISE was the lead market for options on 319 of the 1000 stocks in the Russell 1000 Index, which represented 58% of the index's total weighting.
- For the fourth time in 2004, ISE traded more options than any other exchange. In November, ISE was the largest US options exchange based on equity and index options trading.
