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 Thursday, October 10, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 0.93
Exchange Traded Products Put/Call Ratio 1.47
Equity Put/Call Ratio 0.63
CBOE Volatility Index (VIX) Put/Call Ratio 0.59
Sum of All Products
  Call Put Total  
Volume 2,964,702 2,757,236 5,721,938  
Open Interest 163,287,527 147,111,970 310,399,497  
Index Options
  Call Put Total  
Volume 1,285,310 1,196,580 2,481,890  
Exchange Traded Products
  Call Put Total  
Volume 608,052 891,019 1,499,071  
Equity Options
  Call Put Total  
Volume 1,071,340 669,637 1,740,977  

Equity LEAPS
  Call Put Total  
Volume 44,493 24,434 68,927  
Open Interest 15,973,712 11,641,144 27,614,856  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 654,274 628,623 1,282,897  
Open Interest 5,123,031 6,205,830 11,328,861  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
948.63 961.85 948.63 961.85
VXST - CBOE Short-term Volatility Index
      Close
      17.34
VXTH - CBOE VIX Tail Hedge Index
      Close
      163.15
LOVOL - CBOE Low Volatility Index
Open High Low Close
150.61 152.35 150.61 152.34
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
568.70 574.90 568.70 574.90
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,283.11 1,301.74 1,283.11 1,301.74
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
395.13 398.81 395.13 398.42
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.04 240.90 237.04 240.90
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
185.32 187.77 185.32 187.74
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,291.06 1,303.84 1,290.83 1,303.61
VIX - CBOE Volatility Index
Open High Low Close
17.66 17.92 16.29 16.48
VVIX - CBOE VVIX Index
Open High Low Close
105.80 106.27 93.38 95.31
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
21.18 22.71 19.54 19.80
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
27.11 27.16 24.97 24.97
VXD - CBOE DJIA Volatility Index
Open High Low Close
18.39 18.48 13.92 15.76
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
23.14 23.14 21.22 21.43
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.89 17.35 15.85 16.01
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.30 20.30 17.99 18.45
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.20 18.20 17.14 17.21
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      99.14
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.28 6.65 5.84 5.84
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.07 23.07 21.28 21.39
GVZ - CBOE Gold Volatility Index
Open High Low Close
26.13 26.26 24.56 25.36
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.79 7.79 7.53 7.53
VPD - CBOE VIX Premium Strategy Index
      Close
      240.55
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      236.97
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
48.42 50.02 46.16 46.68
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
55.46 56.77 54.50 55.21
EXQ - CBOE Exchange Index
Open High Low Close
130.64 133.46 130.64 133.41
CYX - CBOE China Index
Open High Low Close
779.36 789.45 779.36 789.45



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 757,242 445,421 1,202,663  
Open Interest 5,672,826 2,798,907 8,471,733  
  High Low Close Change
Level 17.92 16.29 16.48 -3.12
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 28.24 26.94 27.10 -1.75
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 200 0 200  
Open Interest 202 0 202  
  High Low Close Change
Level 27.16 24.97 24.97 -3.11
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 2 0 2  
Open Interest 16 2 18  
  High Low Close Change
Level 23.07 21.28 21.39 -1.85
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 12 0 12  
Open Interest 47 3 50  
  High Low Close Change
Level 26.26 24.56 25.36 -0.45
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 19.60 16.29 16.48 -3.12
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 1,692.56 1,662.74 1,692.56 36.16
S&P 500 Index - (SPX)
  Call Put Total  
Volume 480,045 694,167 1,174,212  
Open Interest 5,007,864 8,137,818 13,145,682  
  High Low Close Change
Level 1,692.56 1,660.88 1,692.56 36.16
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 3,497 3,247 6,744  
Open Interest 21,674 121,775 143,449  
  High Low Close Change
Level 1,692.56 1,660.88 1,692.56 36.16
S&P 500 Index Weeklys
  Call Put Total  
Volume 148,202 164,721 312,923  
Open Interest 257,248 743,317 1,000,565  
  High Low Close Change
Level 1,692.56 1,660.88 1,692.56 36.16
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 2,992 269 3,261  
Open Interest 21,388 49,427 70,815  
  High Low Close Change
Level 169.26 166.09 169.26 3.62
SPDR Options - (SPY)
  Call Put Total  
Volume 272,308 562,949 835,257  
Open Interest 8,037,751 14,302,447 22,340,198  
  High Low Close Change
Level 169.26 167.23 169.17 3.67
SPDR Options LEAPS
  Call Put Total  
Volume 180 1,087 1,267  
Open Interest 483,425 697,712 1,181,137  
  High Low Close Change
Level 169.26 167.23 169.17 3.67
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 131,703 181,855 313,558  
Open Interest 933,351 1,648,635 2,581,986  
  High Low Close Change
Level 169.26 167.23 169.17 3.67
S&P 100 Index - (OEX)
  Call Put Total  
Volume 7,167 7,450 14,617  
Open Interest 26,741 31,490 58,231  
  High Low Close Change
Level 753.02 739.15 753.02 15.73
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,451 895 2,346  
  High Low Close Change
Level 753.02 739.15 753.02 15.73
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,962 2,106 4,068  
Open Interest 1,941 3,197 5,138  
  High Low Close Change
Level 753.02 739.15 753.02 15.73
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 397 4,287 4,684  
Open Interest 4,490 3,770 8,260  
  High Low Close Change
Level 753.02 739.15 753.02 15.73
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 656 454 1,110  
  High Low Close Change
Level 753.02 739.15 753.02 15.73
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 86 78 164  
Open Interest 354 232 586  
  High Low Close Change
Level 753.02 739.15 753.02 15.73
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 11,939 29,048 40,987  
Open Interest 2,354,348 1,371,272 3,725,620  
  High Low Close Change
Level 125.83 124.10 124.27 -1.84
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 43,385 43,315 86,700  
Open Interest 1,915,829 2,129,359 4,045,188  
  High Low Close Change
Level 78.79 77.79 78.61 1.65
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 86 124 210  
Open Interest 159,876 155,965 315,841  
  High Low Close Change
Level 78.79 77.79 78.61 1.65
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 22,583 15,007 37,590  
Open Interest 200,204 257,385 457,589  
  High Low Close Change
Level 78.79 77.79 78.61 1.65
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 10 10  
Open Interest 3,265 3,741 7,006  
  High Low Close Change
Level 75.41 74.59 75.41 1.53
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,004 286 2,290  
  High Low Close Change
Level 75.41 74.59 75.41 1.53
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 73 73  
Open Interest 8,993 19,861 28,854  
  High Low Close Change
Level 321.52 314.25 321.08 6.83
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 38 38  
Open Interest 1,344 6,328 7,672  
  High Low Close Change
Level 321.52 314.25 321.08 6.83
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 10,364 11,391 21,755  
Open Interest 107,193 186,857 294,050  
  High Low Close Change
Level 3,216.03 3,178.67 3,210.84 68.30
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 8,123 5,217 13,340  
Open Interest 293,131 304,017 597,148  
  High Low Close Change
Level 151.01 149.09 150.99 3.20
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 5 7 12  
Open Interest 30,309 22,362 52,671  
  High Low Close Change
Level 151.01 149.09 150.99 3.20
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 2,957 1,091 4,048  
Open Interest 14,507 25,385 39,892  
  High Low Close Change
Level 151.01 149.09 150.99 3.20
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 2,831 2,363 5,194  
Open Interest 132,480 82,655 215,135  
  High Low Close Change
Level 151.26 148.06 151.26 3.23
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 30 0 30  
Open Interest 70,778 18,693 89,471  
  High Low Close Change
Level 151.26 148.06 151.26 3.23
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 8 20 28  
Open Interest 141 5,393 5,534  
  High Low Close Change
Level 68.29 67.31 68.09 1.52
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 32,644 82,534 115,178  
Open Interest 1,641,107 4,023,592 5,664,699  
  High Low Close Change
Level 106.31 104.92 106.14 2.47
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 25 37 62  
Open Interest 80,030 166,688 246,718  
  High Low Close Change
Level 106.31 104.92 106.14 2.47
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 10,409 15,468 25,877  
Open Interest 146,466 300,834 447,300  
  High Low Close Change
Level 106.31 104.92 106.14 2.47
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 20,310 27,912 48,222  
Open Interest 211,078 460,705 671,783  
  High Low Close Change
Level 1,069.77 1,052.50 1,069.50 26.04
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 412 746 1,158  
Open Interest 45,307 92,665 137,972  
  High Low Close Change
Level 134.00 133.63 133.81 -0.03
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 5 5  
Open Interest 847 2,253 3,100  
  High Low Close Change
Level 134.00 133.63 133.81 -0.03
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 35 11 46  
Open Interest 41,985 8,877 50,862  
  High Low Close Change
Level 25.65 25.57 25.58 0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 418 811 1,229  
  High Low Close Change
Level 16.64 16.46 16.62 0.09
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 8 0 8  
Open Interest 6,392 7,141 13,533  
  High Low Close Change
Level 26.33 26.06 26.28 0.35
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 400 153 553  
  High Low Close Change
Level 29.12 28.68 29.10 0.61
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 8 0 8  
Open Interest 1,237 1,157 2,394  
  High Low Close Change
Level 28.21 27.77 28.11 0.46
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 638 476 1,114  
  High Low Close Change
Level 43.04 42.52 42.52 -0.19
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 152 25 177  
  High Low Close Change
Level 36.89 36.34 36.40 -0.57
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 272 44 316  
  High Low Close Change
Level 43.86 43.35 43.35 -0.63
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 468 1,227 1,695  
  High Low Close Change
Level 32.96 32.55 32.93 0.49
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,297 1,410 3,707  
Open Interest 245,863 342,826 588,689  
  High Low Close Change
Level 19.50 19.11 19.18 0.22
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,967 10,174 14,141  
Open Interest 561,905 744,273 1,306,178  
  High Low Close Change
Level 37.29 36.53 37.10 0.54
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 987 385 1,372  
Open Interest 979,147 1,525,788 2,504,935  
  High Low Close Change
Level 64.20 63.50 64.10 1.12
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 10 10  
Open Interest 98 21 119  
  High Low Close Change
Level 95.26 93.39 95.17 1.55
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 774 688 1,462  
Open Interest 27,337 38,485 65,822  
  High Low Close Change
Level 201.60 198.00 201.47 7.28
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,100 3,185 5,285  
  High Low Close Change
Level 47.35 46.79 47.33 0.87
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 1 1  
Open Interest 828 53 881  
  High Low Close Change
Level 107.33 106.26 107.33 2.10
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 5 57 62  
Open Interest 14,567 5,498 20,065  
  High Low Close Change
Level 67.11 66.10 67.07 1.46
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 10 0 10  
Open Interest 5,979 29,682 35,661  
  High Low Close Change
Level 101.48 101.19 101.41 -0.22
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 29 47 76  
Open Interest 6,026 5,934 11,960  
  High Low Close Change
Level 91.88 90.70 91.73 1.96
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 130 72 202  
Open Interest 4,291 4,690 8,981  
  High Low Close Change
Level 124.73 122.85 124.59 3.19
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 6 1 7  
Open Interest 484 514 998  
  High Low Close Change
Level 77.99 77.10 77.92 1.56
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 8,727 9,198 17,925  
  High Low Close Change
Level 139.72 137.93 139.52 2.76
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 35 9 44  
Open Interest 258 811 1,069  
  High Low Close Change
Level 55.85 54.85 55.78 0.97
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 624 920 1,544  
Open Interest 93,553 197,141 290,694  
  High Low Close Change
Level 60.34 59.55 60.27 1.36
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 66,118 48,644 114,762  
Open Interest 1,331,591 2,385,427 3,717,018  
  High Low Close Change
Level 15.77 14.75 14.77 -1.61
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 12 12  
Open Interest 1,891 6,519 8,410  
  High Low Close Change
Level 19.54 18.88 18.91 -0.94
  VIX Snapshot

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