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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 CBOE Websites.

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, April 26, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 1.02
Exchange Traded Products Put/Call Ratio 1.15
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.30
Sum of All Products
  Call Put Total  
Volume 1,714,012 1,531,757 3,245,769  
Open Interest 128,069,426 118,623,340 246,692,766  
Index Options
  Call Put Total  
Volume 496,151 506,721 1,002,872  
Exchange Traded Products
  Call Put Total  
Volume 468,398 538,609 1,007,007  
Equity Options
  Call Put Total  
Volume 749,463 486,427 1,235,890  

Equity LEAPS
  Call Put Total  
Volume 13,431 8,790 22,221  
Open Interest 6,387,945 4,575,353 10,963,298  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 520,332 571,640 1,091,972  
Open Interest 4,899,180 6,313,358 11,212,538  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
956.72 957.74 955.80 956.85
VXTH - CBOE VIX Tail Hedge Index
      Close
      158.46
LOVOL - CBOE Low Volatility Index
Open High Low Close
149.16 149.31 148.78 149.04
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
544.67 544.90 542.47 545.81
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,286.72 1,288.53 1,284.13 1,286.70
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
388.22 388.66 387.78 388.23
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
244.99 245.31 244.85 245.05
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.69 180.72 180.05 180.33
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,282.35 1,283.10 1,281.08 1,282.54
VIX - CBOE Volatility Index
Open High Low Close
13.94 14.18 13.49 13.61
VVIX - CBOE VVIX Index
Open High Low Close
87.04 88.51 84.27 85.09
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.13 19.90 18.20 18.88
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.48 12.76 12.12 12.20
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.55 20.08 18.85 19.04
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.78 14.10 12.64 12.93
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.32 15.80 14.51 15.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.17 15.30 14.87 14.89
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      76.86
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.68 22.97 22.06 22.51
GVZ - CBOE Gold Volatility Index
Open High Low Close
22.35 25.53 21.84 24.21
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.79 8.84 8.73 8.84
VPD - CBOE VIX Premium Strategy Index
      Close
      234.85
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      231.89
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.88
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
51.65 54.96 51.65 52.79
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.64 61.43 58.64 59.68
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.93
EXQ - CBOE Exchange Index
Open High Low Close
110.81 111.05 110.20 110.73
CYX - CBOE China Index
Open High Low Close
633.45 635.07 630.85 631.87



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 202,808 60,749 263,557  
Open Interest 4,706,822 2,186,008 6,892,830  
  High Low Close Change
Level 14.18 13.49 13.61 -0.01
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 18 18  
  High Low Close Change
Level 21.44 20.69 21.24 0.87
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 30 71  
  High Low Close Change
Level 19.90 18.20 18.88 0.27
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 1 0 1  
Open Interest 67 37 104  
  High Low Close Change
Level 22.97 22.06 22.51 -0.17
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 7 17 24  
Open Interest 152 126 278  
  High Low Close Change
Level 25.53 21.84 24.21 1.86
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 2 4 6  
  High Low Close Change
Level 14.18 13.49 13.61 -0.01
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 1,585.75 1,577.56 1,582.24 -2.92
S&P 500 Index - (SPX)
  Call Put Total  
Volume 271,235 416,497 687,732  
Open Interest 4,214,796 6,882,463 11,097,259  
  High Low Close Change
Level 1,585.78 1,577.56 1,582.24 -2.92
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 560 1,186 1,746  
Open Interest 22,077 26,244 48,321  
  High Low Close Change
Level 1,585.78 1,577.56 1,582.24 -2.92
S&P 500 Index Weeklys
  Call Put Total  
Volume 149,990 237,965 387,955  
Open Interest 398,061 727,761 1,125,822  
  High Low Close Change
Level 1,585.78 1,577.56 1,582.24 -2.92
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 38 22 60  
Open Interest 8,876 18,155 27,031  
  High Low Close Change
Level 158.58 157.76 158.22 -0.30
SPDR Options - (SPY)
  Call Put Total  
Volume 127,049 276,212 403,261  
Open Interest 6,699,060 13,281,834 19,980,894  
  High Low Close Change
Level 158.60 157.73 158.24 -0.35
SPDR Options LEAPS
  Call Put Total  
Volume 31 110 141  
Open Interest 428,446 541,452 969,898  
  High Low Close Change
Level 158.60 157.73 158.24 -0.35
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 60,358 80,117 140,475  
Open Interest 1,024,817 1,815,283 2,840,100  
  High Low Close Change
Level 158.60 157.73 158.24 -0.35
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,065 4,149 7,214  
Open Interest 17,897 27,785 45,682  
  High Low Close Change
Level 714.06 709.76 712.40 0.03
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 791 633 1,424  
  High Low Close Change
Level 714.06 709.76 712.40 0.03
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 2,337 1,966 4,303  
Open Interest 4,030 9,816 13,846  
  High Low Close Change
Level 714.06 709.76 712.40 0.03
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 913 651 1,564  
Open Interest 5,610 10,468 16,078  
  High Low Close Change
Level 714.06 709.76 712.40 0.03
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 423 1,006  
  High Low Close Change
Level 714.06 709.76 712.40 0.03
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 653 632 1,285  
Open Interest 1,014 5,776 6,790  
  High Low Close Change
Level 714.06 709.76 712.40 0.03
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 31,728 32,325 64,053  
Open Interest 2,333,378 1,420,314 3,753,692  
  High Low Close Change
Level 143.43 140.04 140.93 -0.72
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 25,577 35,045 60,622  
Open Interest 1,475,933 1,935,129 3,411,062  
  High Low Close Change
Level 69.77 69.27 69.57 -0.22
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 49 0 49  
Open Interest 86,828 74,777 161,605  
  High Low Close Change
Level 69.77 69.27 69.57 -0.22
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 14,220 24,072 38,292  
Open Interest 311,273 372,795 684,068  
  High Low Close Change
Level 69.77 69.27 69.57 -0.22
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,495 3,757 6,252  
  High Low Close Change
Level 71.55 71.12 71.39 -0.01
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,259 260 1,519  
  High Low Close Change
Level 71.55 71.12 71.39 -0.01
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 5 5 10  
Open Interest 31,786 22,176 53,962  
  High Low Close Change
Level 284.87 282.89 284.05 -0.82
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 562 4,997 5,559  
  High Low Close Change
Level 284.87 282.89 284.05 -0.82
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,409 6,880 9,289  
Open Interest 92,433 141,156 233,589  
  High Low Close Change
Level 2,848.53 2,828.88 2,840.55 -8.11
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,494 3,502 4,996  
Open Interest 259,634 276,544 536,178  
  High Low Close Change
Level 147.15 146.52 146.88 0.12
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 15,895 11,803 27,698  
  High Low Close Change
Level 147.15 146.52 146.88 0.12
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 367 1,710 2,077  
Open Interest 6,882 14,784 21,666  
  High Low Close Change
Level 147.15 146.52 146.88 0.12
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,729 1,195 2,924  
Open Interest 103,626 72,103 175,729  
  High Low Close Change
Level 147.43 146.85 147.13 0.12
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 80 15 95  
Open Interest 51,120 10,713 61,833  
  High Low Close Change
Level 147.43 146.85 147.13 0.12
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 107 78 185  
  High Low Close Change
Level 58.14 57.74 57.93 -0.28
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 34,697 64,151 98,848  
Open Interest 1,478,628 4,369,380 5,848,008  
  High Low Close Change
Level 93.36 92.50 92.93 -0.51
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 40 1 41  
Open Interest 80,576 94,657 175,233  
  High Low Close Change
Level 93.36 92.50 92.93 -0.51
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 16,482 20,271 36,753  
Open Interest 167,276 574,381 741,657  
  High Low Close Change
Level 93.36 92.50 92.93 -0.51
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 10,238 15,370 25,608  
Open Interest 266,495 397,206 663,701  
  High Low Close Change
Level 939.65 932.20 935.25 -5.03
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 746 3,380 4,126  
Open Interest 54,212 101,611 155,823  
  High Low Close Change
Level 129.21 128.87 129.15 0.27
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 560 1,318 1,878  
  High Low Close Change
Level 129.21 128.87 129.15 0.27
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 169 20 189  
Open Interest 29,731 9,720 39,451  
  High Low Close Change
Level 25.82 25.70 25.72 -0.12
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,103 1,158 2,261  
  High Low Close Change
Level 17.28 16.92 16.94 -0.43
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 8,991 8,881 17,872  
  High Low Close Change
Level 26.22 25.98 26.12 -0.15
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 2 0 2  
Open Interest 80 51 131  
  High Low Close Change
Level 27.82 27.61 27.80 -0.11
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,236 851 2,087  
  High Low Close Change
Level 25.90 25.55 25.78 -0.10
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 27 0 27  
Open Interest 635 155 790  
  High Low Close Change
Level 49.15 48.07 48.34 -0.36
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 10 10  
Open Interest 212 46 258  
  High Low Close Change
Level 41.64 40.27 40.71 -0.60
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 497 134 631  
  High Low Close Change
Level 50.38 49.27 49.53 -0.26
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,688 742 2,430  
  High Low Close Change
Level 31.29 31.00 31.14 -0.05
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 8,849 2,629 11,478  
Open Interest 213,905 160,821 374,726  
  High Low Close Change
Level 23.00 22.10 22.92 0.28
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,425 3,515 5,940  
Open Interest 489,961 541,994 1,031,955  
  High Low Close Change
Level 33.29 32.82 33.12 -0.14
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,124 2,148 3,272  
Open Interest 774,288 1,418,904 2,193,192  
  High Low Close Change
Level 61.14 60.89 61.09 0.06
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 2 0 2  
Open Interest 197 32 229  
  High Low Close Change
Level 101.66 101.19 101.35 0.00
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 66 66 132  
Open Interest 13,600 18,222 31,822  
  High Low Close Change
Level 174.50 172.00 172.95 -0.19
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,462 394 2,856  
  High Low Close Change
Level 44.11 43.71 44.04 -0.06
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 92 56 148  
  High Low Close Change
Level 100.13 99.50 100.04 0.09
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 9 0 9  
Open Interest 20,669 5,954 26,623  
  High Low Close Change
Level 65.04 64.74 64.87 -0.07
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 10 256 266  
Open Interest 1,966 34,683 36,649  
  High Low Close Change
Level 108.92 108.75 108.89 0.39
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 60 0 60  
Open Interest 2,692 4,856 7,548  
  High Low Close Change
Level 83.02 82.27 82.58 -0.55
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 87 0 87  
Open Interest 2,989 3,483 6,472  
  High Low Close Change
Level 106.49 105.52 106.02 -0.36
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 170 30 200  
  High Low Close Change
Level 70.40 69.94 70.15 -0.32
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,750 758 4,508  
  High Low Close Change
Level 128.00 127.02 127.45 -0.56
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 785 568 1,353  
  High Low Close Change
Level 50.82 50.34 50.42 -0.37
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 4 36 40  
Open Interest 72,810 145,931 218,741  
  High Low Close Change
Level 54.49 54.12 54.29 -0.26
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 35,792 39,828 75,620  
Open Interest 810,013 1,636,391 2,446,404  
  High Low Close Change
Level 19.70 19.17 19.24 0.01
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 2,000 2,000  
Open Interest 1,270 13,716 14,986  
  High Low Close Change
Level 20.50 20.21 20.24 -0.12
 
CBOE Volatility Index (VIX)