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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, September 20, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.05
Index Put/Call Ratio 1.26
Exchange Traded Products Put/Call Ratio 2.10
Equity Put/Call Ratio 0.60
CBOE Volatility Index (VIX) Put/Call Ratio 0.68
Sum of All Products
  Call Put Total  
Volume 2,564,448 2,692,076 5,256,524  
Open Interest 163,485,680 149,710,600 313,196,280  
Index Options
  Call Put Total  
Volume 680,761 859,261 1,540,022  
Exchange Traded Products
  Call Put Total  
Volume 473,066 991,538 1,464,604  
Equity Options
  Call Put Total  
Volume 1,410,621 841,277 2,251,898  

Equity LEAPS
  Call Put Total  
Volume 41,465 16,576 58,041  
Open Interest 14,370,218 10,597,798 24,968,016  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 371,575 505,547 877,122  
Open Interest 2,255,836 2,388,844 4,644,680  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
965.53 965.79 963.91 964.46
VXTH - CBOE VIX Tail Hedge Index
      Close
      165.04
LOVOL - CBOE Low Volatility Index
Open High Low Close
153.54 153.54 153.54 153.54
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
582.62 579.08 579.08 582.62
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,313.50 1,313.85 1,310.22 1,311.08
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
397.91 398.08 397.38 397.38
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
245.66 245.66 244.61 244.66
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
186.76 186.76 186.76 186.76
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,302.63 1,306.58 1,302.63 1,306.43
VIX - CBOE Volatility Index
Open High Low Close
13.30 13.47 12.52 13.12
VVIX - CBOE VVIX Index
Open High Low Close
73.54 77.10 73.23 76.89
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.75 16.84 15.86 16.38
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.35 23.68 22.20 23.55
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.47 12.87 12.03 12.84
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.44 17.71 16.43 17.49
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.27 13.40 12.26 12.95
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.79 13.88 12.97 12.97
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.14 15.41 14.94 15.32
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      99.67
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.86 5.97 5.52 5.54
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.66 21.66 21.03 21.38
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.57 22.58 21.54 22.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.66 7.83 7.58 7.72
VPD - CBOE VIX Premium Strategy Index
      Close
      244.55
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.19
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      90.66
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
46.83 48.12 45.03 47.23
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
54.35 55.85 53.85 55.66
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.96
EXQ - CBOE Exchange Index
Open High Low Close
129.05 130.03 128.82 128.91
CYX - CBOE China Index
Open High Low Close
779.95 780.16 763.95 764.01



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 325,995 223,170 549,165  
Open Interest 3,869,112 1,386,694 5,255,806  
  High Low Close Change
Level 13.47 12.52 13.12 -0.04
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 27.70 26.11 27.55 1.22
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 200 0 200  
Open Interest 2 0 2  
  High Low Close Change
Level 23.68 22.20 23.55 1.74
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 1 0 1  
Open Interest 15 1 16  
  High Low Close Change
Level 21.66 21.03 21.38 -0.13
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 16 2 18  
  High Low Close Change
Level 22.58 21.54 22.27 0.52
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 13.47 12.52 13.12 -0.04
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 1,725.23 1,708.92 1,709.91 -12.43
S&P 500 Index - (SPX)
  Call Put Total  
Volume 319,126 574,639 893,765  
Open Interest 4,081,731 6,482,691 10,564,422  
  High Low Close Change
Level 1,725.23 1,708.89 1,709.91 -12.43
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 7,045 13,740 20,785  
Open Interest 29,184 87,506 116,690  
  High Low Close Change
Level 1,725.23 1,708.89 1,709.91 -12.43
S&P 500 Index Weeklys
  Call Put Total  
Volume 89,121 181,921 271,042  
Open Interest 158,987 318,209 477,196  
  High Low Close Change
Level 1,725.23 1,708.89 1,709.91 -12.43
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 418 176 594  
Open Interest 11,123 29,415 40,538  
  High Low Close Change
Level 172.52 170.89 170.99 -1.24
SPDR Options - (SPY)
  Call Put Total  
Volume 155,576 582,066 737,642  
Open Interest 6,119,395 15,041,013 21,160,408  
  High Low Close Change
Level 172.33 170.58 170.72 -2.19
SPDR Options LEAPS
  Call Put Total  
Volume 1,020 1,749 2,769  
Open Interest 554,147 781,057 1,335,204  
  High Low Close Change
Level 172.33 170.58 170.72 -2.19
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 24,260 114,161 138,421  
Open Interest 282,019 510,212 792,231  
  High Low Close Change
Level 172.33 170.58 170.72 -2.19
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,564 5,153 10,717  
Open Interest 26,927 34,866 61,793  
  High Low Close Change
Level 769.99 762.86 763.23 -5.49
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,363 890 2,253  
  High Low Close Change
Level 769.99 762.86 763.23 -5.49
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 431 970 1,401  
Open Interest 1,133 1,321 2,454  
  High Low Close Change
Level 769.99 762.86 763.23 -5.49
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,334 1,207 2,541  
Open Interest 8,026 4,696 12,722  
  High Low Close Change
Level 769.99 762.86 763.23 -5.49
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 666 432 1,098  
  High Low Close Change
Level 769.99 762.86 763.23 -5.49
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 162 91 253  
Open Interest 59 103 162  
  High Low Close Change
Level 769.99 762.86 763.23 -5.49
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 30,421 31,928 62,349  
Open Interest 2,632,880 1,597,542 4,230,422  
  High Low Close Change
Level 130.91 127.90 127.96 -3.87
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 24,840 45,119 69,959  
Open Interest 1,382,363 2,343,453 3,725,816  
  High Low Close Change
Level 79.54 78.95 78.98 -0.52
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 110 41 151  
Open Interest 167,474 160,429 327,903  
  High Low Close Change
Level 79.54 78.95 78.98 -0.52
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 4,684 7,233 11,917  
Open Interest 39,338 89,312 128,650  
  High Low Close Change
Level 79.54 78.95 78.98 -0.52
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,688 3,635 7,323  
  High Low Close Change
Level 77.45 76.70 76.74 -0.54
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,036 286 2,322  
  High Low Close Change
Level 77.45 76.70 76.74 -0.54
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 12 12  
Open Interest 8,305 17,565 25,870  
  High Low Close Change
Level 324.83 322.47 322.47 -1.29
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 12 12  
Open Interest 1,199 5,412 6,611  
  High Low Close Change
Level 324.83 322.47 322.47 -1.29
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,298 4,174 6,472  
Open Interest 68,052 89,624 157,676  
  High Low Close Change
Level 3,248.52 3,224.73 3,224.73 -12.88
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 5,395 8,478 13,873  
Open Interest 254,258 362,410 616,668  
  High Low Close Change
Level 156.19 154.30 154.34 -2.05
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 25 56 81  
Open Interest 31,711 23,769 55,480  
  High Low Close Change
Level 156.19 154.30 154.34 -2.05
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 728 2,779 3,507  
Open Interest 127 1,390 1,517  
  High Low Close Change
Level 156.19 154.30 154.34 -2.05
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,096 1,341 2,437  
Open Interest 120,512 77,390 197,902  
  High Low Close Change
Level 156.55 154.48 154.51 -1.86
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 5 5  
Open Interest 70,669 18,494 89,163  
  High Low Close Change
Level 156.55 154.48 154.51 -1.86
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 12 1 13  
Open Interest 1,240 6,752 7,992  
  High Low Close Change
Level 68.49 68.11 68.21 0.02
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 27,614 66,508 94,122  
Open Interest 2,303,317 4,686,595 6,989,912  
  High Low Close Change
Level 107.28 106.55 106.59 -0.41
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 71 53 124  
Open Interest 129,097 223,819 352,916  
  High Low Close Change
Level 107.28 106.55 106.59 -0.41
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 4,373 10,210 14,583  
Open Interest 60,398 100,751 161,149  
  High Low Close Change
Level 107.28 106.55 106.59 -0.41
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 12,160 31,345 43,505  
Open Interest 166,111 290,258 456,369  
  High Low Close Change
Level 1,078.20 1,071.86 1,072.83 -2.44
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 652 2,420 3,072  
Open Interest 41,142 119,201 160,343  
  High Low Close Change
Level 133.96 133.60 133.84 -0.04
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 796 2,098 2,894  
  High Low Close Change
Level 133.96 133.60 133.84 -0.04
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 110 40 150  
Open Interest 45,030 8,504 53,534  
  High Low Close Change
Level 25.26 25.11 25.12 -0.21
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 434 961 1,395  
  High Low Close Change
Level 16.66 16.45 16.49 -0.28
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 26 50 76  
Open Interest 6,269 11,039 17,308  
  High Low Close Change
Level 26.18 25.94 25.96 -0.24
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 4 4  
Open Interest 525 280 805  
  High Low Close Change
Level 28.76 28.49 28.60 0.02
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 963 1,032 1,995  
  High Low Close Change
Level 27.92 27.63 27.79 0.07
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 654 521 1,175  
  High Low Close Change
Level 44.91 43.75 43.78 -1.35
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 333 273 606  
Open Interest 152 27 179  
  High Low Close Change
Level 38.19 36.62 36.67 -2.19
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 2 0 2  
Open Interest 259 46 305  
  High Low Close Change
Level 45.74 44.79 44.91 -1.09
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 526 1,106 1,632  
  High Low Close Change
Level 33.06 32.75 32.82 -0.12
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,722 2,518 5,240  
Open Interest 246,998 341,152 588,150  
  High Low Close Change
Level 19.40 19.19 19.36 -0.11
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,324 9,678 17,002  
Open Interest 610,522 818,586 1,429,108  
  High Low Close Change
Level 38.18 37.65 37.77 -0.30
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 7,938 10,369 18,307  
Open Interest 1,098,858 1,749,274 2,848,132  
  High Low Close Change
Level 64.63 64.24 64.26 -0.50
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 1 0 1  
Open Interest 296 49 345  
  High Low Close Change
Level 96.19 94.85 94.90 -1.33
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 266 117 383  
Open Interest 24,204 49,582 73,786  
  High Low Close Change
Level 211.90 209.82 209.90 -1.43
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,040 2,028 5,068  
  High Low Close Change
Level 48.38 47.78 47.87 -0.38
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 30 0 30  
Open Interest 918 34 952  
  High Low Close Change
Level 109.76 108.99 109.11 -0.24
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 33 115 148  
Open Interest 18,250 8,891 27,141  
  High Low Close Change
Level 67.98 67.20 67.24 -0.68
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 106 100 206  
Open Interest 8,010 29,713 37,723  
  High Low Close Change
Level 101.15 100.83 101.00 0.10
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 40 42 82  
Open Interest 8,315 5,717 14,032  
  High Low Close Change
Level 92.41 91.87 91.87 -0.17
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 1 1  
Open Interest 6,396 5,372 11,768  
  High Low Close Change
Level 126.40 125.43 125.44 -0.54
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 3 10 13  
Open Interest 518 501 1,019  
  High Low Close Change
Level 79.80 78.93 79.02 -0.69
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 98 0 98  
Open Interest 7,913 8,226 16,139  
  High Low Close Change
Level 141.97 140.35 140.43 -1.24
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 10 10  
Open Interest 220 1,038 1,258  
  High Low Close Change
Level 56.62 56.05 56.11 -0.49
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 2,265 1,059 3,324  
Open Interest 65,492 291,162 356,654  
  High Low Close Change
Level 61.51 60.90 60.96 -0.48
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 39,728 53,531 93,259  
Open Interest 1,468,157 1,920,012 3,388,169  
  High Low Close Change
Level 13.85 13.45 13.84 0.26
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 190 10 200  
Open Interest 1,566 7,151 8,717  
  High Low Close Change
Level 18.59 18.16 18.55 0.33
 
CBOE Volatility Index (VIX)