sˈɜːveɪz dˈʌn baɪ tʃˈæpʊt ænd ˈɛdɚɹˌɪŋtən ɔnðə ʃᵻkˈɑːɡoʊ mˈɜːkɐntˌaɪl ɛkstʃˈeɪndʒᵻz mˈɑːɹkɪt fɔːɹ ˈɑːpʃənz ˌɔn jˈʊɹɹoʊdˌɑːlɚ fjˈuːtʃɚz ʃˈoʊd ðæt bᵻtwˌiːn nˈaɪntiːnhˈʌndɹɪd nˈaɪnti nˈaɪn ænd tˈuː θˈaʊzənd, sˌʌm twˈɛnti fˈaɪv pɚsˈɛnt ʌvðə tɹˈeɪdɪŋ vˈɑːljuːm wʌz ɪn aʊtɹˈaɪt ˈɑːpʃənz, twˈɛnti fˈaɪv pɚsˈɛnt ɪn stɹˈædəlz ænd vˈɜːɾɪkəl spɹˈɛdz kˈɔːlspɹˈɛdz ænd pˌʊtspɹˈɛdz, ænd ɐbˌaʊt fˈaɪv pɚsˈɛnt ɪn stɹˈæŋɡəlz.
Surveys done by Chaput and Ederington on the Chicago Mercantile Exchange's market for options on Eurodollar futures showed that between 1999 and 2000, some 25% of the trading volume was in outright options, 25% in straddles and vertical spreads (call-spreads and put-spreads), and about 5% in strangles.