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 Tuesday, June 11, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.04
Index Put/Call Ratio 0.83
Exchange Traded Products Put/Call Ratio 1.92
Equity Put/Call Ratio 0.81
CBOE Volatility Index (VIX) Put/Call Ratio 0.37
Sum of All Products
  Call Put Total  
Volume 1,967,041 2,036,870 4,003,911  
Open Interest 152,822,818 142,237,058 295,059,876  
Index Options
  Call Put Total  
Volume 792,559 659,007 1,451,566  
Exchange Traded Products
  Call Put Total  
Volume 386,332 741,971 1,128,303  
Equity Options
  Call Put Total  
Volume 788,150 635,892 1,424,042  

Equity LEAPS
  Call Put Total  
Volume 27,218 14,468 41,686  
Open Interest 8,840,456 6,194,832 15,035,288  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 255,675 353,216 608,891  
Open Interest 2,326,740 2,776,141 5,102,881  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
959.32 963.47 955.10 956.79
VXTH - CBOE VIX Tail Hedge Index
      Close
      162.60
LOVOL - CBOE Low Volatility Index
Open High Low Close
151.66 152.28 150.99 151.42
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
564.98 564.98 558.50 559.56
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,290.06 1,296.67 1,283.49 1,285.92
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
387.73 391.12 387.45 388.33
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
247.29 248.33 246.48 246.92
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.19 183.47 181.90 182.56
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,288.58 1,288.58 1,277.06 1,279.57
VIX - CBOE Volatility Index
Open High Low Close
16.91 17.14 16.00 17.07
VVIX - CBOE VVIX Index
Open High Low Close
86.77 92.85 85.99 92.32
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
25.40 26.28 25.09 26.28
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.91 15.29 13.91 15.17
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.14 21.81 20.34 21.37
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.56 16.82 15.51 16.77
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.00 17.12 16.08 16.88
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.77 17.97 17.14 17.91
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      94.49
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.31 6.32 5.96 6.00
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.26 23.45 21.57 21.81
GVZ - CBOE Gold Volatility Index
Open High Low Close
24.18 24.19 22.96 23.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.83 8.91 8.81 8.87
VPD - CBOE VIX Premium Strategy Index
      Close
      234.38
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      231.31
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.13
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
55.53 56.91 53.05 56.20
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
59.60 60.97 58.81 60.96
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.26
EXQ - CBOE Exchange Index
Open High Low Close
124.50 124.52 122.91 123.37
CYX - CBOE China Index
Open High Low Close
663.16 663.39 655.92 656.75



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 531,988 196,304 728,292  
Open Interest 4,898,196 2,675,759 7,573,955  
  High Low Close Change
Level 17.14 16.00 17.07 1.63
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 20 0 20  
  High Low Close Change
Level 31.28 30.05 30.75 2.71
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 12 53  
  High Low Close Change
Level 26.28 25.09 26.28 2.52
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 2 0 2  
Open Interest 58 9 67  
  High Low Close Change
Level 23.45 21.57 21.81 0.07
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 19 0 19  
Open Interest 35 12 47  
  High Low Close Change
Level 24.19 22.96 23.27 0.59
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 11 0 11  
  High Low Close Change
Level 17.14 15.44 17.07 1.63
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 1,640.13 1,623.06 1,626.13 -16.68
S&P 500 Index - (SPX)
  Call Put Total  
Volume 230,004 422,772 652,776  
Open Interest 5,508,405 8,739,475 14,247,880  
  High Low Close Change
Level 1,640.13 1,622.92 1,626.13 -16.68
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 1,117 1,861 2,978  
Open Interest 27,964 32,714 60,678  
  High Low Close Change
Level 1,640.13 1,622.92 1,626.13 -16.68
S&P 500 Index Weeklys
  Call Put Total  
Volume 32,995 78,574 111,569  
Open Interest 159,992 382,772 542,764  
  High Low Close Change
Level 1,640.13 1,622.92 1,626.13 -16.68
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 169 755 924  
Open Interest 11,033 30,074 41,107  
  High Low Close Change
Level 164.01 162.29 162.61 -1.67
SPDR Options - (SPY)
  Call Put Total  
Volume 126,635 283,183 409,818  
Open Interest 8,053,495 14,872,441 22,925,936  
  High Low Close Change
Level 164.54 162.74 163.10 -1.68
SPDR Options LEAPS
  Call Put Total  
Volume 703 1,043 1,746  
Open Interest 582,902 706,417 1,289,319  
  High Low Close Change
Level 164.54 162.74 163.10 -1.68
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 48,260 90,852 139,112  
Open Interest 390,248 580,020 970,268  
  High Low Close Change
Level 164.54 162.74 163.10 -1.68
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,052 4,095 9,147  
Open Interest 28,713 31,198 59,911  
  High Low Close Change
Level 739.52 732.22 733.37 -7.48
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 145 0 145  
Open Interest 955 675 1,630  
  High Low Close Change
Level 739.52 732.22 733.37 -7.48
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,791 1,369 3,160  
Open Interest 2,849 3,033 5,882  
  High Low Close Change
Level 739.52 732.22 733.37 -7.48
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 325 1,585 1,910  
Open Interest 5,298 5,519 10,817  
  High Low Close Change
Level 739.52 732.22 733.37 -7.48
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 424 1,007  
  High Low Close Change
Level 739.52 732.22 733.37 -7.48
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 267 1,421 1,688  
Open Interest 350 483 833  
  High Low Close Change
Level 739.52 732.22 733.37 -7.48
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 13,232 12,978 26,210  
Open Interest 2,228,230 1,522,613 3,750,843  
  High Low Close Change
Level 133.51 132.24 133.30 -0.71
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 19,049 47,174 66,223  
Open Interest 1,670,175 2,097,071 3,767,246  
  High Low Close Change
Level 73.34 72.44 72.70 -0.72
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 110 10 120  
Open Interest 115,505 100,191 215,696  
  High Low Close Change
Level 73.34 72.44 72.70 -0.72
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 6,043 17,895 23,938  
Open Interest 55,770 108,629 164,399  
  High Low Close Change
Level 73.34 72.44 72.70 -0.72
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,352 2,990 6,342  
  High Low Close Change
Level 74.36 73.59 73.74 -0.72
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,259 251 1,510  
  High Low Close Change
Level 74.36 73.59 73.74 -0.72
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 3,658 10 3,668  
Open Interest 28,924 22,723 51,647  
  High Low Close Change
Level 299.05 295.21 295.98 -3.07
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 10 0 10  
Open Interest 764 5,283 6,047  
  High Low Close Change
Level 299.05 295.21 295.98 -3.07
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,086 5,986 10,072  
Open Interest 138,293 204,780 343,073  
  High Low Close Change
Level 2,987.85 2,952.07 2,959.84 -30.65
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,709 4,716 7,425  
Open Interest 267,000 335,453 602,453  
  High Low Close Change
Level 152.42 150.70 151.14 -1.01
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 2 5 7  
Open Interest 22,520 17,864 40,384  
  High Low Close Change
Level 152.42 150.70 151.14 -1.01
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 671 1,745 2,416  
Open Interest 4,926 8,652 13,578  
  High Low Close Change
Level 152.42 150.70 151.14 -1.01
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 918 3,529 4,447  
Open Interest 124,359 101,159 225,518  
  High Low Close Change
Level 152.51 150.86 151.22 -1.17
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 102 102  
Open Interest 65,966 18,238 84,204  
  High Low Close Change
Level 152.51 150.86 151.22 -1.17
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 16 0 16  
Open Interest 137 332 469  
  High Low Close Change
Level 62.24 61.40 61.76 -0.48
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 20,969 98,591 119,560  
Open Interest 1,671,570 4,549,602 6,221,172  
  High Low Close Change
Level 98.47 96.86 97.73 -1.07
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 40 44 84  
Open Interest 104,923 159,378 264,301  
  High Low Close Change
Level 98.47 96.86 97.73 -1.07
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 4,361 11,910 16,271  
Open Interest 87,763 155,948 243,711  
  High Low Close Change
Level 98.47 96.86 97.73 -1.07
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 15,171 22,110 37,281  
Open Interest 323,112 529,767 852,879  
  High Low Close Change
Level 988.85 976.37 981.45 -11.22
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 742 670 1,412  
Open Interest 57,165 128,768 185,933  
  High Low Close Change
Level 131.94 131.33 131.92 0.58
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 595 1,404 1,999  
  High Low Close Change
Level 131.94 131.33 131.92 0.58
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 12 0 12  
Open Interest 37,295 11,232 48,527  
  High Low Close Change
Level 25.81 25.65 25.79 0.04
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,455 1,386 2,841  
  High Low Close Change
Level 16.88 16.78 16.82 -0.32
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 8,624 10,105 18,729  
  High Low Close Change
Level 26.03 25.89 26.00 -0.23
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 80 49 129  
  High Low Close Change
Level 27.73 27.57 27.71 -0.28
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,446 938 2,384  
  High Low Close Change
Level 26.26 26.03 26.20 -0.15
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 868 442 1,310  
  High Low Close Change
Level 45.30 45.05 45.21 -0.30
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 30 30  
Open Interest 350 149 499  
  High Low Close Change
Level 36.81 36.28 36.47 -0.52
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 534 137 671  
  High Low Close Change
Level 46.79 46.45 46.73 -0.23
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,733 743 2,476  
  High Low Close Change
Level 31.27 31.03 31.25 -0.14
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,771 2,412 5,183  
Open Interest 256,190 205,246 461,436  
  High Low Close Change
Level 20.16 19.85 19.89 -0.38
United States Oil Fund - (USO)
  Call Put Total  
Volume 8,190 12,315 20,505  
Open Interest 528,747 651,143 1,179,890  
  High Low Close Change
Level 33.91 33.50 33.80 -0.21
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 9,099 10,749 19,848  
Open Interest 1,079,553 1,769,216 2,848,769  
  High Low Close Change
Level 59.95 59.35 59.62 -0.74
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 10 5 15  
Open Interest 363 164 527  
  High Low Close Change
Level 94.99 93.96 94.28 -0.61
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 154 74 228  
Open Interest 24,516 34,166 58,682  
  High Low Close Change
Level 180.11 175.53 178.40 0.12
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,444 1,165 3,609  
  High Low Close Change
Level 45.91 45.47 45.50 -0.64
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 1 1  
Open Interest 162 68 230  
  High Low Close Change
Level 102.40 101.00 101.76 -0.46
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 118 30 148  
Open Interest 17,020 12,030 29,050  
  High Low Close Change
Level 64.98 64.26 64.44 -0.52
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 77 174 251  
Open Interest 3,703 27,994 31,697  
  High Low Close Change
Level 104.88 104.19 104.85 0.25
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,686 1,698 3,384  
  High Low Close Change
Level 86.70 85.50 86.03 -1.19
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 2 0 2  
Open Interest 2,108 1,229 3,337  
  High Low Close Change
Level 113.42 111.42 112.53 -1.00
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 21 4 25  
Open Interest 174 38 212  
  High Low Close Change
Level 72.76 71.75 72.10 -0.72
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 3 0 3  
Open Interest 1,481 368 1,849  
  High Low Close Change
Level 131.71 130.02 130.43 -1.51
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 1 9 10  
Open Interest 899 604 1,503  
  High Low Close Change
Level 52.62 52.08 52.22 -0.28
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 142 4,745 4,887  
Open Interest 108,009 216,475 324,484  
  High Low Close Change
Level 56.62 55.93 56.12 -0.56
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 31,511 97,428 128,939  
Open Interest 1,050,771 2,066,453 3,117,224  
  High Low Close Change
Level 20.18 19.22 20.04 1.24
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 1 14 15  
Open Interest 1,606 9,738 11,344  
  High Low Close Change
Level 21.85 21.27 21.76 0.66
  VIX Snapshot

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