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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.

Historical files can be accessed from the calendar below.

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, July 19, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.79
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.40
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.45
Sum of All Products
  Call Put Total  
Volume 2,577,120 2,043,031 4,620,151  
Open Interest 158,482,576 143,753,124 302,235,700  
Index Options
  Call Put Total  
Volume 564,537 551,303 1,115,840  
Exchange Traded Products
  Call Put Total  
Volume 461,727 648,188 1,109,915  
Equity Options
  Call Put Total  
Volume 1,550,856 843,540 2,394,396  

Equity LEAPS
  Call Put Total  
Volume 34,025 21,747 55,772  
Open Interest 10,829,459 7,564,518 18,393,977  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 279,474 426,144 705,618  
Open Interest 2,145,019 2,731,533 4,876,552  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
957.30 958.10 957.08 958.08
VXTH - CBOE VIX Tail Hedge Index
      Close
      165.91
LOVOL - CBOE Low Volatility Index
Open High Low Close
149.42 150.33 149.42 150.33
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
570.94 570.98 568.63 570.95
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,296.73 1,298.89 1,296.60 1,298.89
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
385.30 385.73 385.18 385.73
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
246.45 246.67 246.42 246.67
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
0.00 0.00 0.00 183.79
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,295.16 1,295.16 1,295.16 1,295.16
VIX - CBOE Volatility Index
Open High Low Close
13.89 13.97 12.54 12.54
VVIX - CBOE VVIX Index
Open High Low Close
74.55 75.94 71.15 73.64
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.17 17.31 15.61 15.61
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
26.66 27.24 24.66 24.70
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.53 12.86 11.61 11.66
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.44 17.68 16.33 16.35
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.67 13.70 12.31 12.58
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.51 14.58 13.62 13.75
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.67 15.71 15.04 15.04
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      102.11
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.39 5.44 5.16 5.44
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.19 24.59 23.85 24.08
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.94 21.94 21.16 21.19
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.51 8.55 8.43 8.45
VPD - CBOE VIX Premium Strategy Index
      Close
      243.80
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.35
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      89.65
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
53.53 54.01 50.95 51.36
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.08 59.42 58.08 58.97
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.39
EXQ - CBOE Exchange Index
Open High Low Close
132.73 132.95 130.81 131.59
CYX - CBOE China Index
Open High Low Close
677.75 677.86 672.06 675.21



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 271,844 122,005 393,849  
Open Interest 3,852,852 1,719,833 5,572,685  
  High Low Close Change
Level 13.97 12.54 12.54 -1.23
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 30.27 28.83 28.91 -0.32
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 63 1 64  
  High Low Close Change
Level 27.24 24.66 24.70 -1.63
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 1 0 1  
Open Interest 40 3 43  
  High Low Close Change
Level 24.59 23.85 24.08 1.03
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 15 20 35  
  High Low Close Change
Level 21.94 21.16 21.19 -1.33
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 13.97 12.54 12.54 -1.23
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 1,692.09 1,684.12 1,692.09 2.72
S&P 500 Index - (SPX)
  Call Put Total  
Volume 266,073 367,196 633,269  
Open Interest 4,435,154 6,996,367 11,431,521  
  High Low Close Change
Level 1,692.09 1,684.08 1,692.09 2.72
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 3,102 5,535 8,637  
Open Interest 34,703 55,444 90,147  
  High Low Close Change
Level 1,692.09 1,684.08 1,692.09 2.72
S&P 500 Index Weeklys
  Call Put Total  
Volume 62,478 124,055 186,533  
Open Interest 247,112 512,777 759,889  
  High Low Close Change
Level 1,692.09 1,684.08 1,692.09 2.72
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 664 302 966  
Open Interest 11,573 37,102 48,675  
  High Low Close Change
Level 169.21 168.41 169.21 0.27
SPDR Options - (SPY)
  Call Put Total  
Volume 164,671 279,182 443,853  
Open Interest 7,982,916 15,037,603 23,020,519  
  High Low Close Change
Level 169.23 168.31 169.17 0.35
SPDR Options LEAPS
  Call Put Total  
Volume 1,537 458 1,995  
Open Interest 489,485 556,594 1,046,079  
  High Low Close Change
Level 169.23 168.31 169.17 0.35
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 28,044 85,573 113,617  
Open Interest 362,667 707,341 1,070,008  
  High Low Close Change
Level 169.23 168.31 169.17 0.35
S&P 100 Index - (OEX)
  Call Put Total  
Volume 2,984 3,334 6,318  
Open Interest 22,048 36,289 58,337  
  High Low Close Change
Level 757.52 754.25 757.51 0.51
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,080 829 1,909  
  High Low Close Change
Level 757.52 754.25 757.51 0.51
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 751 712 1,463  
Open Interest 1,205 2,092 3,297  
  High Low Close Change
Level 757.52 754.25 757.51 0.51
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,241 921 2,162  
Open Interest 8,796 6,858 15,654  
  High Low Close Change
Level 757.52 754.25 757.51 0.51
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 584 425 1,009  
  High Low Close Change
Level 757.52 754.25 757.51 0.51
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 94 41 135  
Open Interest 386 430 816  
  High Low Close Change
Level 757.52 754.25 757.51 0.51
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 20,652 26,365 47,017  
Open Interest 2,364,368 1,479,667 3,844,035  
  High Low Close Change
Level 125.42 124.65 125.11 1.06
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 21,480 65,962 87,442  
Open Interest 1,595,463 2,229,498 3,824,961  
  High Low Close Change
Level 74.74 74.37 74.59 -0.78
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 67 0 67  
Open Interest 117,749 104,473 222,222  
  High Low Close Change
Level 74.74 74.37 74.59 -0.78
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 10,252 38,007 48,259  
Open Interest 136,503 225,575 362,078  
  High Low Close Change
Level 74.74 74.37 74.59 -0.78
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,432 2,727 7,159  
  High Low Close Change
Level 75.89 75.55 75.89 0.01
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,070 258 2,328  
  High Low Close Change
Level 75.89 75.55 75.89 0.01
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 0 0  
Open Interest 26,267 17,877 44,144  
  High Low Close Change
Level 307.78 303.61 304.49 -3.29
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,103 5,331 6,434  
  High Low Close Change
Level 307.78 303.61 304.49 -3.29
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,949 34,541 39,490  
Open Interest 62,703 92,159 154,862  
  High Low Close Change
Level 3,049.75 3,035.99 3,044.93 -32.89
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,352 3,599 5,951  
Open Interest 212,832 305,048 517,880  
  High Low Close Change
Level 155.14 154.57 155.12 -0.26
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 0 6 6  
Open Interest 19,582 15,399 34,981  
  High Low Close Change
Level 155.14 154.57 155.12 -0.26
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 393 625 1,018  
Open Interest 1,301 676 1,977  
  High Low Close Change
Level 155.14 154.57 155.12 -0.26
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 968 1,899 2,867  
Open Interest 100,941 73,616 174,557  
  High Low Close Change
Level 155.45 154.92 155.44 -0.05
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 53 53  
Open Interest 55,062 15,961 71,023  
  High Low Close Change
Level 155.45 154.92 155.44 -0.05
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 2,032 2,032  
Open Interest 236 200 436  
  High Low Close Change
Level 66.75 66.30 66.65 -0.04
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 21,020 67,285 88,305  
Open Interest 1,851,564 4,210,302 6,061,866  
  High Low Close Change
Level 104.31 103.74 104.28 0.16
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 26 22 48  
Open Interest 85,458 150,692 236,150  
  High Low Close Change
Level 104.31 103.74 104.28 0.16
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 4,129 26,969 31,098  
Open Interest 74,487 120,799 195,286  
  High Low Close Change
Level 104.31 103.74 104.28 0.16
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 12,211 15,570 27,781  
Open Interest 216,610 307,710 524,320  
  High Low Close Change
Level 1,050.50 1,046.08 1,050.48 0.21
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 526 1,373 1,899  
Open Interest 46,704 111,781 158,485  
  High Low Close Change
Level 130.24 129.83 130.15 0.33
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 4 0 4  
Open Interest 677 1,811 2,488  
  High Low Close Change
Level 130.24 129.83 130.15 0.33
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 57 2 59  
Open Interest 65,414 11,321 76,735  
  High Low Close Change
Level 25.20 25.05 25.06 -0.06
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 2 2  
Open Interest 1,197 1,743 2,940  
  High Low Close Change
Level 16.46 16.36 16.44 0.11
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 20 23 43  
Open Interest 8,234 11,532 19,766  
  High Low Close Change
Level 26.28 26.07 26.23 0.02
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 111 35 146  
  High Low Close Change
Level 29.24 28.80 29.06 -0.06
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 41 0 41  
Open Interest 1,704 1,015 2,719  
  High Low Close Change
Level 27.58 27.04 27.32 -0.17
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 761 674 1,435  
  High Low Close Change
Level 42.23 41.89 42.06 0.34
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 315 75 390  
  High Low Close Change
Level 32.73 32.62 32.67 0.10
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 694 250 944  
  High Low Close Change
Level 43.80 43.60 43.70 0.38
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,777 1,597 3,374  
  High Low Close Change
Level 33.32 32.94 33.14 0.02
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,699 1,615 4,314  
Open Interest 253,394 204,427 457,821  
  High Low Close Change
Level 20.17 19.90 20.05 -0.06
United States Oil Fund - (USO)
  Call Put Total  
Volume 15,080 18,809 33,889  
Open Interest 593,445 996,011 1,589,456  
  High Low Close Change
Level 38.62 38.01 38.47 0.11
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 8,288 10,768 19,056  
Open Interest 1,018,893 1,555,397 2,574,290  
  High Low Close Change
Level 60.77 60.40 60.69 -0.05
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 272 89 361  
  High Low Close Change
Level 99.27 98.76 99.05 0.02
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 146 316 462  
Open Interest 23,624 37,280 60,904  
  High Low Close Change
Level 195.36 191.93 195.00 3.06
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,608 2,399 5,007  
  High Low Close Change
Level 47.71 47.14 47.70 0.65
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 20 20  
Open Interest 148 75 223  
  High Low Close Change
Level 106.66 105.02 106.60 1.39
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 239 52 291  
Open Interest 18,806 20,945 39,751  
  High Low Close Change
Level 67.46 67.15 67.45 0.12
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 18 18  
Open Interest 5,878 18,528 24,406  
  High Low Close Change
Level 102.76 102.44 102.76 0.56
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 100 1 101  
Open Interest 1,764 2,879 4,643  
  High Low Close Change
Level 92.03 91.55 91.97 0.10
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 4 0 4  
Open Interest 2,148 1,612 3,760  
  High Low Close Change
Level 120.03 119.39 119.89 -0.15
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 2 0 2  
Open Interest 183 47 230  
  High Low Close Change
Level 76.09 75.77 76.08 0.10
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 15 0 15  
Open Interest 1,662 515 2,177  
  High Low Close Change
Level 137.26 136.62 137.22 0.19
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 20 20  
Open Interest 274 671 945  
  High Low Close Change
Level 55.30 55.08 55.30 0.19
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 426 293 719  
Open Interest 85,123 206,262 291,385  
  High Low Close Change
Level 59.76 59.41 59.58 -0.03
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 24,610 63,574 88,184  
Open Interest 1,179,081 2,079,952 3,259,033  
  High Low Close Change
Level 16.85 16.08 16.18 -0.36
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 179 179  
Open Interest 1,236 6,152 7,388  
  High Low Close Change
Level 20.73 20.44 20.54 0.02
 
CBOE Volatility Index (VIX)