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, February 15, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.88
Index Put/Call Ratio 1.17
Exchange Traded Products Put/Call Ratio 1.17
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.35
Sum of All Products
  Call Put Total  
Volume 2,468,727 2,181,714 4,650,441  
Open Interest 130,300,875 121,618,422 251,919,297  
Index Options
  Call Put Total  
Volume 656,648 771,515 1,428,163  
Exchange Traded Products
  Call Put Total  
Volume 578,330 677,377 1,255,707  
Equity Options
  Call Put Total  
Volume 1,233,749 732,822 1,966,571  

Equity LEAPS
  Call Put Total  
Volume 54,615 30,926 85,541  
Open Interest 23,405,647 18,067,620 41,473,267  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 283,663 448,418 732,081  
Open Interest 1,645,814 2,147,954 3,793,768  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
926.52 926.53 923.41 926.01
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.75
LOVOL - CBOE Low Volatility Index
Open High Low Close
143.90 143.90 143.90 143.90
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
525.97 526.91 523.53 525.22
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,236.21 1,236.23 1,230.68 1,234.95
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
375.83 375.83 374.78 375.47
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.25 237.25 236.35 237.20
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.40 180.40 180.40 180.40
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,251.09 1,251.09 1,244.50 1,245.30
VIX - CBOE Volatility Index
Open High Low Close
12.47 12.89 12.24 12.46
VVIX - CBOE VVIX Index
Open High Low Close
71.46 76.01 70.73 72.55
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.86 16.08 14.76 15.33
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.72 12.00 11.31 11.56
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.13 15.71 14.53 15.32
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.18 12.39 11.57 11.91
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.56 13.79 13.04 13.47
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.34 14.59 14.23 14.26
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.45
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.41 23.06 21.91 22.59
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.19 16.78 15.24 15.90
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.88 8.91 8.78 8.83
VPD - CBOE VIX Premium Strategy Index
      Close
      231.49
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      229.04
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.31
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
57.27 59.01 56.39 57.77
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.76 68.53 65.06 67.03
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      10.84
EXQ - CBOE Exchange Index
Open High Low Close
109.27 111.13 109.14 110.17
CYX - CBOE China Index
Open High Low Close
645.95 648.42 645.10 645.14



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 318,106 110,091 428,197  
Open Interest 4,590,308 1,825,380 6,415,688  
  High Low Close Change
Level 12.89 12.24 12.46 -0.20
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 17.30 16.77 16.91 -0.55
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 20 0 20  
Open Interest 45 10 55  
  High Low Close Change
Level 16.08 14.76 15.33 -0.51
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 12 7 19  
Open Interest 75 74 149  
  High Low Close Change
Level 23.06 21.91 22.59 2.38
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 13 0 13  
Open Interest 75 0 75  
  High Low Close Change
Level 16.78 15.24 15.90 1.18
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 0 160  
  High Low Close Change
Level 12.89 12.24 12.46 -0.20
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 1,524.23 1,514.14 1,519.79 -1.59
S&P 500 Index - (SPX)
  Call Put Total  
Volume 296,357 616,071 912,428  
Open Interest 3,633,018 6,315,204 9,948,222  
  High Low Close Change
Level 1,524.24 1,514.14 1,519.79 -1.59
S&P 500 Index Weeklys
  Call Put Total  
Volume 78,230 167,157 245,387  
Open Interest 167,560 351,769 519,329  
  High Low Close Change
Level 1,524.24 1,514.14 1,519.79 -1.59
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 354 1,441 1,795  
Open Interest 3,308 7,100 10,408  
  High Low Close Change
Level 152.42 151.41 151.98 -0.16
SPDR Options - (SPY)
  Call Put Total  
Volume 257,924 361,417 619,341  
Open Interest 7,020,943 13,732,004 20,752,947  
  High Low Close Change
Level 152.59 151.55 152.11 -0.14
SPDR Options LEAPS
  Call Put Total  
Volume 8,823 2,993 11,816  
Open Interest 571,474 907,295 1,478,769  
  High Low Close Change
Level 152.59 151.55 152.11 -0.14
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 47,738 116,847 164,585  
Open Interest 338,823 654,338 993,161  
  High Low Close Change
Level 152.59 151.55 152.11 -0.14
S&P 100 Index - (OEX)
  Call Put Total  
Volume 10,007 8,053 18,060  
Open Interest 25,802 42,519 68,321  
  High Low Close Change
Level 686.29 681.37 683.97 -0.97
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 5 5  
Open Interest 733 321 1,054  
  High Low Close Change
Level 686.29 681.37 683.97 -0.97
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,005 2,843 3,848  
Open Interest 826 1,693 2,519  
  High Low Close Change
Level 686.29 681.37 683.97 -0.97
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 2,558 5,508 8,066  
Open Interest 12,499 13,804 26,303  
  High Low Close Change
Level 686.29 681.37 683.97 -0.97
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 563 165 728  
  High Low Close Change
Level 686.29 681.37 683.97 -0.97
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 180 190 370  
Open Interest 2,255 2,171 4,426  
  High Low Close Change
Level 686.29 681.37 683.97 -0.97
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 33,955 43,238 77,193  
Open Interest 2,582,347 1,381,384 3,963,731  
  High Low Close Change
Level 156.58 154.56 155.75 -2.56
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 17,869 27,269 45,138  
Open Interest 1,682,127 1,660,661 3,342,788  
  High Low Close Change
Level 68.11 67.56 67.75 -0.20
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 27 51 78  
Open Interest 116,639 163,489 280,128  
  High Low Close Change
Level 68.11 67.56 67.75 -0.20
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,763 9,676 13,439  
Open Interest 76,269 74,510 150,779  
  High Low Close Change
Level 68.11 67.56 67.75 -0.20
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,640 3,915 6,555  
  High Low Close Change
Level 68.88 68.39 68.66 -0.06
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,152 197 1,349  
  High Low Close Change
Level 68.88 68.39 68.66 -0.06
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 20 20  
Open Interest 21,646 15,243 36,889  
  High Low Close Change
Level 277.88 275.64 276.47 -0.67
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,658 3,101  
  High Low Close Change
Level 277.88 275.64 276.47 -0.67
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 13,274 18,938 32,212  
Open Interest 74,182 111,362 185,544  
  High Low Close Change
Level 2,779.07 2,756.43 2,764.67 -6.76
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 36,267 2,929 39,196  
Open Interest 245,815 287,042 532,857  
  High Low Close Change
Level 139.71 138.75 139.46 -0.41
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 2 6 8  
Open Interest 51,632 34,275 85,907  
  High Low Close Change
Level 139.71 138.75 139.46 -0.41
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 169 314 483  
Open Interest 1,764 1,652 3,416  
  High Low Close Change
Level 139.71 138.75 139.46 -0.41
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 3,448 989 4,437  
Open Interest 97,877 70,675 168,552  
  High Low Close Change
Level 140.02 139.07 139.82 0.09
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 46,927 9,726 56,653  
  High Low Close Change
Level 140.02 139.07 139.82 0.09
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 78 110  
  High Low Close Change
Level 56.71 56.44 56.56 0.01
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 28,106 60,460 88,566  
Open Interest 1,693,191 5,528,434 7,221,625  
  High Low Close Change
Level 92.03 91.47 91.74 0.04
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 297 123 420  
Open Interest 149,105 253,442 402,547  
  High Low Close Change
Level 92.03 91.47 91.74 0.04
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 3,629 14,858 18,487  
Open Interest 52,723 171,908 224,631  
  High Low Close Change
Level 92.03 91.47 91.74 0.04
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 11,999 10,347 22,346  
Open Interest 240,144 322,080 562,224  
  High Low Close Change
Level 927.34 921.74 923.15 -0.61
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 422 2,133 2,555  
Open Interest 60,742 118,052 178,794  
  High Low Close Change
Level 132.68 132.36 132.55 0.04
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 10 0 10  
Open Interest 2,629 6,678 9,307  
  High Low Close Change
Level 132.68 132.36 132.55 0.04
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 1,803 91 1,894  
Open Interest 73,343 20,326 93,669  
  High Low Close Change
Level 26.58 26.47 26.49 -0.05
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,165 1,378 2,543  
  High Low Close Change
Level 19.74 19.63 19.71 -0.01
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 20 20  
Open Interest 21,374 6,097 27,471  
  High Low Close Change
Level 28.35 28.17 28.34 -0.12
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 111 111 222  
  High Low Close Change
Level 29.80 29.49 29.74 -0.11
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 52 52  
Open Interest 1,584 936 2,520  
  High Low Close Change
Level 27.11 26.92 27.10 -0.38
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 623 170 793  
  High Low Close Change
Level 55.30 54.63 54.95 -0.92
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 235 144 379  
  High Low Close Change
Level 51.56 51.00 51.00 -1.15
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 1 0 1  
Open Interest 514 97 611  
  High Low Close Change
Level 55.27 54.59 54.98 -1.04
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,638 795 2,433  
  High Low Close Change
Level 34.24 33.98 34.22 -0.11
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,162 3,064 5,226  
Open Interest 204,149 143,246 347,395  
  High Low Close Change
Level 17.95 17.68 17.78 -0.05
United States Oil Fund - (USO)
  Call Put Total  
Volume 8,794 7,507 16,301  
Open Interest 562,909 591,448 1,154,357  
  High Low Close Change
Level 35.20 34.48 34.72 -0.55
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 3,324 4,835 8,159  
Open Interest 728,520 1,234,472 1,962,992  
  High Low Close Change
Level 58.70 58.26 58.43 -0.17
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 3 1 4  
  High Low Close Change
Level 91.48 91.24 91.38 0.18
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 28 125 153  
Open Interest 8,112 24,173 32,285  
  High Low Close Change
Level 146.04 145.16 145.76 -0.29
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 58 33 91  
  High Low Close Change
Level 90.88 90.46 90.69 0.14
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 204 0 204  
Open Interest 22,433 9,570 32,003  
  High Low Close Change
Level 60.97 60.68 60.86 0.23
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 2 2  
Open Interest 2,358 33,327 35,685  
  High Low Close Change
Level 106.10 105.85 106.04 -0.10
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 8 0 8  
Open Interest 4,584 7,505 12,089  
  High Low Close Change
Level 82.27 81.85 82.07 0.04
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 7 8 15  
Open Interest 3,134 4,756 7,890  
  High Low Close Change
Level 104.38 103.71 103.93 -0.02
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 7 0 7  
Open Interest 61 8 69  
  High Low Close Change
Level 67.88 67.46 67.68 -0.01
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 120 0 120  
Open Interest 4,925 922 5,847  
  High Low Close Change
Level 123.72 122.98 123.34 -0.14
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 479 528 1,007  
Open Interest 634 2,304 2,938  
  High Low Close Change
Level 46.53 45.86 46.17 -0.29
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 520 1,159 1,679  
Open Interest 75,462 170,636 246,098  
  High Low Close Change
Level 51.17 50.67 50.94 0.06
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 32,015 44,924 76,939  
Open Interest 892,251 1,501,440 2,393,691  
  High Low Close Change
Level 22.47 21.84 21.96 -0.20
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 2 0 2  
Open Interest 1,597 13,962 15,559  
  High Low Close Change
Level 22.26 21.92 22.04 0.05
  VIX Snapshot

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