On a fairly regular basis I analyze various markets to hopefully get a better sense of the overall macro direction. There are quite a few things that I look at, and one is volume. In the US, among other things, I monitor the NYSE and NASDAQ volumes. I also want to start following option volumes in the same fashion, like for the CBOE, as an example.

Is anyone here charting market option volume? If so, kindly share how this is achieved...

I have volume charts for the NYSE and NASDAQ (through TOS), and would like very much to have the same for options. I see the historical data on the CBOE website for download, back to 2003, which is great, especially with the total daily volume broken-out by calls and puts too, but then one would need to download regularly to keep current. Not exactly desirable...

Thanks for any input you might have.

anyone have an idea?