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 Wednesday, June 26, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.85
Index Put/Call Ratio 0.83
Exchange Traded Products Put/Call Ratio 1.23
Equity Put/Call Ratio 0.67
CBOE Volatility Index (VIX) Put/Call Ratio 0.27
Sum of All Products
  Call Put Total  
Volume 2,101,097 1,795,810 3,896,907  
Open Interest 138,350,780 125,093,631 263,444,411  
Index Options
  Call Put Total  
Volume 739,796 611,130 1,350,926  
Exchange Traded Products
  Call Put Total  
Volume 479,298 589,386 1,068,684  
Equity Options
  Call Put Total  
Volume 882,003 595,294 1,477,297  

Equity LEAPS
  Call Put Total  
Volume 60,951 105,256 166,207  
Open Interest 9,593,171 6,757,153 16,350,324  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 245,642 245,199 490,841  
Open Interest 3,376,710 3,280,952 6,657,662  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
940.88 944.52 940.73 943.56
VXTH - CBOE VIX Tail Hedge Index
      Close
      159.46
LOVOL - CBOE Low Volatility Index
Open High Low Close
148.72 148.83 148.72 148.83
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
549.15 553.43 549.15 552.63
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,263.56 1,269.26 1,262.34 1,267.32
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
380.28 380.99 379.68 380.55
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
242.93 243.80 242.86 243.57
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.24 180.65 179.88 180.22
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,270.31 1,278.16 1,270.31 1,277.31
VIX - CBOE Volatility Index
Open High Low Close
17.23 18.06 17.08 17.21
VVIX - CBOE VVIX Index
Open High Low Close
91.72 93.03 90.44 90.76
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
31.90 31.90 27.88 28.52
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.61 16.61 15.23 15.33
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.75 22.12 20.53 20.86
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.99 18.30 16.97 17.25
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.71 17.95 17.17 17.38
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.73 19.43 18.62 18.82
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      109.01
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
8.08 8.25 7.15 7.77
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.74 24.21 22.26 22.82
GVZ - CBOE Gold Volatility Index
Open High Low Close
28.68 31.47 28.68 31.43
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.87 10.05 9.83 9.94
VPD - CBOE VIX Premium Strategy Index
      Close
      230.93
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      227.80
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.26
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
56.93 60.46 56.83 59.20
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
59.13 61.18 58.89 59.82
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      19.80
EXQ - CBOE Exchange Index
Open High Low Close
128.00 129.44 127.09 129.27
CYX - CBOE China Index
Open High Low Close
617.19 624.22 617.19 622.65
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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 395,966 106,638 502,604  
Open Interest 3,775,489 2,103,011 5,878,500  
  High Low Close Change
Level 18.06 17.08 17.21 -1.26
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 36.26 34.06 35.14 -2.29
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 278 126 404  
  High Low Close Change
Level 31.90 27.88 28.52 -3.83
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 61 0 61  
  High Low Close Change
Level 24.21 22.26 22.82 -0.81
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 20 20  
Open Interest 29 7 36  
  High Low Close Change
Level 31.47 28.68 31.43 5.57
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 18.47 17.08 17.21 -1.26
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 1,606.83 1,594.50 1,603.26 15.23
S&P 500 Index - (SPX)
  Call Put Total  
Volume 317,710 471,217 788,927  
Open Interest 4,575,582 7,225,797 11,801,379  
  High Low Close Change
Level 1,606.83 1,592.27 1,603.26 15.23
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 901 1,503 2,404  
Open Interest 21,786 22,107 43,893  
  High Low Close Change
Level 1,606.83 1,592.27 1,603.26 15.23
S&P 500 Index Weeklys
  Call Put Total  
Volume 26,452 58,465 84,917  
Open Interest 162,549 266,478 429,027  
  High Low Close Change
Level 1,606.83 1,592.27 1,603.26 15.23
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 23 160 183  
Open Interest 10,189 29,453 39,642  
  High Low Close Change
Level 160.68 159.23 160.33 1.53
SPDR Options - (SPY)
  Call Put Total  
Volume 197,479 262,481 459,960  
Open Interest 7,649,779 12,621,140 20,270,919  
  High Low Close Change
Level 160.50 159.25 160.10 1.52
SPDR Options LEAPS
  Call Put Total  
Volume 264 1,689 1,953  
Open Interest 439,359 527,924 967,283  
  High Low Close Change
Level 160.50 159.25 160.10 1.52
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 25,666 38,295 63,961  
Open Interest 378,883 416,217 795,100  
  High Low Close Change
Level 160.50 159.25 160.10 1.52
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,751 3,297 7,048  
Open Interest 18,287 22,441 40,728  
  High Low Close Change
Level 722.64 716.15 721.04 6.59
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 80 80  
Open Interest 1,065 715 1,780  
  High Low Close Change
Level 722.64 716.15 721.04 6.59
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,606 1,085 2,691  
Open Interest 2,591 3,981 6,572  
  High Low Close Change
Level 722.64 716.15 721.04 6.59
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 430 3,474 3,904  
Open Interest 4,691 4,865 9,556  
  High Low Close Change
Level 722.64 716.15 721.04 6.59
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 424 1,007  
  High Low Close Change
Level 722.64 716.15 721.04 6.59
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 32 28 60  
Open Interest 70 43 113  
  High Low Close Change
Level 722.64 716.15 721.04 6.59
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 42,647 35,417 78,064  
Open Interest 1,744,605 1,247,672 2,992,277  
  High Low Close Change
Level 119.90 118.06 118.28 -5.19
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 18,224 23,403 41,627  
Open Interest 1,538,093 1,807,070 3,345,163  
  High Low Close Change
Level 71.00 70.59 70.87 0.64
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 37 2 39  
Open Interest 113,508 98,901 212,409  
  High Low Close Change
Level 71.00 70.59 70.87 0.64
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 947 2,555 3,502  
Open Interest 97,287 117,626 214,913  
  High Low Close Change
Level 71.00 70.59 70.87 0.64
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 866 0 866  
Open Interest 2,470 2,333 4,803  
  High Low Close Change
Level 72.31 71.77 72.11 0.27
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 841 0 841  
Open Interest 1,189 251 1,440  
  High Low Close Change
Level 72.31 71.77 72.11 0.27
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 11 11  
Open Interest 27,344 17,161 44,505  
  High Low Close Change
Level 289.95 286.65 289.39 2.74
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 11 11  
Open Interest 1,073 5,396 6,469  
  High Low Close Change
Level 289.95 286.65 289.39 2.74
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 1,616 4,410 6,026  
Open Interest 68,446 117,531 185,977  
  High Low Close Change
Level 2,899.58 2,883.96 2,893.85 27.35
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 4,236 8,071 12,307  
Open Interest 258,653 257,398 516,051  
  High Low Close Change
Level 149.07 147.97 148.78 1.42
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 16 150 166  
Open Interest 17,487 11,675 29,162  
  High Low Close Change
Level 149.07 147.97 148.78 1.42
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 868 1,463 2,331  
Open Interest 102,820 78,661 181,481  
  High Low Close Change
Level 149.39 147.70 149.10 1.50
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 10 2 12  
Open Interest 65,992 19,532 85,524  
  High Low Close Change
Level 149.39 147.70 149.10 1.50
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 61 10 71  
Open Interest 118 101 219  
  High Low Close Change
Level 61.94 60.67 60.84 0.24
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 19,121 64,051 83,172  
Open Interest 1,362,375 3,920,416 5,282,791  
  High Low Close Change
Level 96.63 95.65 96.06 0.40
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 21 0 21  
Open Interest 77,126 132,944 210,070  
  High Low Close Change
Level 96.63 95.65 96.06 0.40
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 5,025 3,295 8,320  
Open Interest 82,110 215,926 298,036  
  High Low Close Change
Level 96.63 95.65 96.06 0.40
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 15,171 18,881 34,052  
Open Interest 181,079 352,781 533,860  
  High Low Close Change
Level 968.68 961.36 963.83 2.57
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 279 1,120 1,399  
Open Interest 31,219 63,762 94,981  
  High Low Close Change
Level 129.22 128.64 128.86 -0.89
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 623 1,792 2,415  
  High Low Close Change
Level 129.22 128.64 128.86 -0.89
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 971 39 1,010  
Open Interest 37,155 10,578 47,733  
  High Low Close Change
Level 25.38 25.22 25.30 0.05
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,161 1,703 2,864  
  High Low Close Change
Level 16.21 16.09 16.11 -0.06
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 89 0 89  
Open Interest 7,997 9,791 17,788  
  High Low Close Change
Level 25.35 25.14 25.27 -0.07
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 80 49 129  
  High Low Close Change
Level 27.33 26.89 27.22 0.04
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,333 938 2,271  
  High Low Close Change
Level 25.81 25.41 25.69 0.03
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 9 0 9  
Open Interest 712 414 1,126  
  High Low Close Change
Level 40.43 39.72 39.77 -1.87
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 306 78 384  
  High Low Close Change
Level 31.71 31.05 31.26 -1.62
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 649 199 848  
  High Low Close Change
Level 41.92 41.31 41.35 -1.85
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 3 0 3  
Open Interest 1,708 747 2,455  
  High Low Close Change
Level 30.84 30.50 30.74 0.01
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,114 1,275 2,389  
Open Interest 223,661 192,580 416,241  
  High Low Close Change
Level 19.89 19.47 19.83 0.29
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,189 3,846 6,035  
Open Interest 514,400 604,835 1,119,235  
  High Low Close Change
Level 33.88 33.18 33.79 0.06
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 6,439 1,526 7,965  
Open Interest 921,138 1,368,397 2,289,535  
  High Low Close Change
Level 58.18 57.78 57.99 0.22
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 2 0 2  
Open Interest 265 68 333  
  High Low Close Change
Level 94.30 93.23 94.16 0.36
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 146 70 216  
Open Interest 18,551 23,370 41,921  
  High Low Close Change
Level 173.90 170.06 173.02 4.38
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 1 0 1  
Open Interest 2,474 1,086 3,560  
  High Low Close Change
Level 44.75 44.26 44.66 0.12
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 5 0 5  
Open Interest 97 77 174  
  High Low Close Change
Level 100.89 99.77 100.55 0.99
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 51 60 111  
Open Interest 14,070 4,843 18,913  
  High Low Close Change
Level 63.74 63.11 63.55 0.00
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 71 106 177  
Open Interest 4,543 17,705 22,248  
  High Low Close Change
Level 102.31 101.76 102.05 0.41
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 6 6  
Open Interest 1,974 2,442 4,416  
  High Low Close Change
Level 85.22 84.32 84.69 0.34
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,092 1,395 3,487  
  High Low Close Change
Level 111.19 110.11 110.51 0.59
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 158 32 190  
  High Low Close Change
Level 71.55 70.99 71.34 0.64
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 4 0 4  
Open Interest 1,338 402 1,740  
  High Low Close Change
Level 129.55 128.27 129.01 1.17
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 10 10  
Open Interest 233 309 542  
  High Low Close Change
Level 51.99 51.56 51.94 0.63
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 468 106 574  
Open Interest 62,820 131,536 194,356  
  High Low Close Change
Level 55.85 55.46 55.71 0.69
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 33,344 46,149 79,493  
Open Interest 956,978 1,837,022 2,794,000  
  High Low Close Change
Level 22.12 21.60 21.68 -0.47
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 838 5,207 6,045  
  High Low Close Change
Level 23.64 23.25 23.44 -0.06
  VIX Snapshot

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