CBOE Daily Market Statistics

The CBOE Market Statistics Summary Data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of CBOE Market Statistics Summary Data is subject to the Terms and Conditions of the CBOE Website.

CBOE Market Statistics Summary Data

NOTE: Please note that, to the extent there is FLEX Options data posted below for prior trade dates, the data only includes data from FLEX Options trading on the CFLEX 2.0 system. Any questions about the data may be directed to the CBOE Help Desk at (866) 728-2263.

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CBOE Market Summary for Friday, March 01, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.17
Index Put/Call Ratio 1.23
Exchange Traded Products Put/Call Ratio 1.89
Equity Put/Call Ratio 0.74
CBOE Volatility Index (VIX) Put/Call Ratio 0.53
Sum of All Products
  Call Put Total  
Volume 1,845,987 2,151,416 3,997,403  
Open Interest 127,496,783 120,710,959 248,207,742  
Index Options
  Call Put Total  
Volume 629,174 772,651 1,401,825  
Exchange Traded Products
  Call Put Total  
Volume 412,150 780,812 1,192,962  
Equity Options
  Call Put Total  
Volume 804,663 597,953 1,402,616  

Equity LEAPS
  Call Put Total  
Volume 61,121 32,513 93,634  
Open Interest 25,965,901 19,746,722 45,712,623  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 572,838 801,072 1,373,910  
Open Interest 3,976,843 5,475,429 9,452,272  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
923.86 928.07 919.73 927.44
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.75
LOVOL - CBOE Low Volatility Index
Open High Low Close
143.28 144.13 142.56 143.99
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
525.06 526.54 520.27 525.49
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,228.79 1,237.32 1,222.72 1,236.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
373.00 375.63 371.51 375.54
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.81 238.50 237.00 238.38
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.35 180.07 177.27 179.94
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,251.39 1,253.56 1,243.60 1,252.35
VIX - CBOE Volatility Index
Open High Low Close
16.10 16.82 15.14 15.36
VVIX - CBOE VVIX Index
Open High Low Close
88.92 92.08 86.17 87.83
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.32 19.65 18.21 18.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.69 14.86 13.55 13.61
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.44 20.33 17.74 18.33
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.29 16.32 14.12 14.65
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.80 17.28 15.63 15.64
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.67 17.12 16.09 16.29
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.08
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.62 24.89 23.67 23.68
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.78 16.07 15.67 15.75
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.81 9.83 9.66 9.71
VPD - CBOE VIX Premium Strategy Index
      Close
      227.11
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      224.72
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.19 61.79 58.63 59.94
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.96 70.86 64.63 66.04
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.92
EXQ - CBOE Exchange Index
Open High Low Close
110.37 110.37 109.14 110.11
CYX - CBOE China Index
Open High Low Close
621.76 625.91 620.13 624.07



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 331,849 175,957 507,806  
Open Interest 5,561,083 2,433,420 7,994,503  
  High Low Close Change
Level 16.82 15.14 15.36 -0.15
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 19.71 18.68 19.04 0.33
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 68 10 78  
  High Low Close Change
Level 19.65 18.21 18.72 0.30
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 186 40 226  
  High Low Close Change
Level 24.89 23.67 23.68 0.07
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 118 50 168  
  High Low Close Change
Level 16.07 15.67 15.75 -0.04
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 5 0 5  
Open Interest 160 0 160  
  High Low Close Change
Level 16.82 15.14 15.36 -0.15
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 1,519.99 1,501.48 1,518.20 3.52
S&P 500 Index - (SPX)
  Call Put Total  
Volume 280,745 559,167 839,912  
Open Interest 4,458,724 7,870,731 12,329,455  
  High Low Close Change
Level 1,519.99 1,501.48 1,518.20 3.52
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 3,006 3,537 6,543  
Open Interest 20,066 34,770 54,836  
  High Low Close Change
Level 1,519.99 1,501.48 1,518.20 3.52
S&P 500 Index Weeklys
  Call Put Total  
Volume 121,024 231,453 352,477  
Open Interest 361,494 856,005 1,217,499  
  High Low Close Change
Level 1,519.99 1,501.48 1,518.20 3.52
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 96 350 446  
Open Interest 4,320 11,055 15,375  
  High Low Close Change
Level 152.00 150.15 151.82 0.35
SPDR Options - (SPY)
  Call Put Total  
Volume 191,515 392,459 583,974  
Open Interest 7,363,495 14,280,275 21,643,770  
  High Low Close Change
Level 152.34 150.41 152.10 0.58
SPDR Options LEAPS
  Call Put Total  
Volume 133 852 985  
Open Interest 639,336 992,174 1,631,510  
  High Low Close Change
Level 152.34 150.41 152.10 0.58
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 124,256 249,776 374,032  
Open Interest 850,196 1,871,633 2,721,829  
  High Low Close Change
Level 152.34 150.41 152.10 0.58
S&P 100 Index - (OEX)
  Call Put Total  
Volume 4,705 9,386 14,091  
Open Interest 20,772 29,659 50,431  
  High Low Close Change
Level 684.77 676.85 683.65 1.12
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 10 0 10  
Open Interest 625 427 1,052  
  High Low Close Change
Level 684.77 676.85 683.65 1.12
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 3,011 6,298 9,309  
Open Interest 3,090 9,787 12,877  
  High Low Close Change
Level 684.77 676.85 683.65 1.12
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 509 1,448 1,957  
Open Interest 10,440 9,502 19,942  
  High Low Close Change
Level 684.77 676.85 683.65 1.12
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 165 748  
  High Low Close Change
Level 684.77 676.85 683.65 1.12
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 440 1,432 1,872  
Open Interest 4,075 3,977 8,052  
  High Low Close Change
Level 684.77 676.85 683.65 1.12
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 15,013 11,496 26,509  
Open Interest 2,558,893 1,433,835 3,992,728  
  High Low Close Change
Level 153.61 152.14 152.46 -0.52
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 50,804 69,605 120,409  
Open Interest 1,490,139 1,680,944 3,171,083  
  High Low Close Change
Level 67.50 66.54 67.38 0.28
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 193 98 291  
Open Interest 153,833 226,714 380,547  
  High Low Close Change
Level 67.50 66.54 67.38 0.28
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 23,041 30,246 53,287  
Open Interest 134,373 166,611 300,984  
  High Low Close Change
Level 67.50 66.54 67.38 0.28
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,583 3,786 6,369  
  High Low Close Change
Level 68.80 67.99 68.69 0.25
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,162 217 1,379  
  High Low Close Change
Level 68.80 67.99 68.69 0.25
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 93 13,603 13,696  
Open Interest 65,079 16,196 81,275  
  High Low Close Change
Level 275.11 271.40 274.78 0.92
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,679 3,122  
  High Low Close Change
Level 275.11 271.40 274.78 0.92
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,117 2,445 4,562  
Open Interest 107,576 156,905 264,481  
  High Low Close Change
Level 2,751.22 2,713.49 2,747.75 9.17
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,571 6,471 10,042  
Open Interest 291,580 290,220 581,800  
  High Low Close Change
Level 140.90 139.17 140.72 0.46
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 63 19 82  
Open Interest 53,623 37,695 91,318  
  High Low Close Change
Level 140.90 139.17 140.72 0.46
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 2,161 1,767 3,928  
Open Interest 13,102 15,959 29,061  
  High Low Close Change
Level 140.90 139.17 140.72 0.46
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 995 2,681 3,676  
Open Interest 104,255 76,427 180,682  
  High Low Close Change
Level 141.07 139.38 140.90 0.36
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 3 0 3  
Open Interest 47,028 10,032 57,060  
  High Low Close Change
Level 141.07 139.38 140.90 0.36
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 39 78 117  
  High Low Close Change
Level 56.22 55.09 56.19 0.44
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 24,931 97,211 122,142  
Open Interest 1,707,490 5,426,267 7,133,757  
  High Low Close Change
Level 91.06 89.21 90.89 0.43
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 10 7 17  
Open Interest 156,299 295,387 451,686  
  High Low Close Change
Level 91.06 89.21 90.89 0.43
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 12,722 30,176 42,898  
Open Interest 139,265 318,307 457,572  
  High Low Close Change
Level 91.06 89.21 90.89 0.43
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 3,167 4,077 7,244  
Open Interest 307,806 435,013 742,819  
  High Low Close Change
Level 915.72 899.31 914.73 3.62
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 117 519 636  
Open Interest 59,921 130,038 189,959  
  High Low Close Change
Level 129.38 128.61 129.18 -0.32
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,873 7,129 10,002  
  High Low Close Change
Level 129.38 128.61 129.18 -0.32
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 10 4 14  
Open Interest 67,554 18,611 86,165  
  High Low Close Change
Level 26.31 26.20 26.27 -0.13
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,083 1,501 2,584  
  High Low Close Change
Level 18.21 18.13 18.18 -0.32
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 176 176  
Open Interest 19,929 6,567 26,496  
  High Low Close Change
Level 26.97 26.82 26.94 -0.19
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 94 101 195  
  High Low Close Change
Level 28.02 27.84 27.98 -0.19
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 100 100  
Open Interest 1,837 1,293 3,130  
  High Low Close Change
Level 25.51 25.25 25.49 -0.22
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 10 0 10  
Open Interest 639 232 871  
  High Low Close Change
Level 53.83 53.36 53.46 -0.20
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 232 141 373  
  High Low Close Change
Level 49.13 48.67 48.72 0.00
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 517 127 644  
  High Low Close Change
Level 54.11 53.65 53.78 -0.19
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,779 915 2,694  
  High Low Close Change
Level 32.43 32.21 32.43 -0.22
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,534 1,232 3,766  
Open Interest 200,560 122,096 322,656  
  High Low Close Change
Level 19.39 18.95 19.06 -0.11
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,092 2,925 6,017  
Open Interest 560,752 580,536 1,141,288  
  High Low Close Change
Level 32.78 32.41 32.73 -0.32
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 549 15,610 16,159  
Open Interest 742,216 1,208,233 1,950,449  
  High Low Close Change
Level 58.20 57.58 58.11 -0.08
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 25 1 26  
  High Low Close Change
Level 93.13 92.21 93.11 0.22
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 49 16 65  
Open Interest 6,981 13,680 20,661  
  High Low Close Change
Level 149.60 146.45 149.57 1.78
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,371 1,035 2,406  
  High Low Close Change
Level 44.33 43.85 44.28 -0.05
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 2 2  
Open Interest 60 33 93  
  High Low Close Change
Level 91.58 90.44 91.49 0.58
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 4 0 4  
Open Interest 19,065 8,123 27,188  
  High Low Close Change
Level 61.11 60.59 61.01 -0.06
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,119 33,920 36,039  
  High Low Close Change
Level 107.33 107.11 107.28 0.14
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,277 4,508 7,785  
  High Low Close Change
Level 81.25 79.73 81.12 0.29
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 1 1  
Open Interest 2,059 2,759 4,818  
  High Low Close Change
Level 103.50 101.37 103.24 0.64
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 141 39 180  
  High Low Close Change
Level 67.53 66.61 67.48 0.21
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 1 1  
Open Interest 3,072 561 3,633  
  High Low Close Change
Level 122.78 121.16 122.57 0.13
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,252 1,422 2,674  
  High Low Close Change
Level 46.85 46.27 46.85 0.29
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 34 840 874  
Open Interest 64,171 175,399 239,570  
  High Low Close Change
Level 51.05 50.34 51.01 0.37
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 51,230 66,569 117,799  
Open Interest 805,490 1,454,155 2,259,645  
  High Low Close Change
Level 25.62 23.91 24.34 0.38
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 21 140 161  
Open Interest 1,592 14,075 15,667  
  High Low Close Change
Level 22.72 22.05 22.51 0.09
  VIX Snapshot

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