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, December 27, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.73
Index Put/Call Ratio 0.76
Exchange Traded Products Put/Call Ratio 1.29
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.23
Sum of All Products
  Call Put Total  
Volume 2,027,234 1,472,238 3,499,472  
Open Interest 153,007,541 133,709,558 286,717,099  
Index Options
  Call Put Total  
Volume 648,434 492,025 1,140,459  
Exchange Traded Products
  Call Put Total  
Volume 318,463 412,389 730,852  
Equity Options
  Call Put Total  
Volume 1,060,337 567,824 1,628,161  

Equity LEAPS
  Call Put Total  
Volume 61,088 30,377 91,465  
Open Interest 22,337,531 16,634,621 38,972,152  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 591,080 543,561 1,134,641  
Open Interest 6,338,180 5,997,118 12,335,298  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,021.10 1,021.39 1,020.33 1,020.79
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.12 12.20 11.12 11.48
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.92 16.09 15.91 16.05
VXTH - CBOE VIX Tail Hedge Index
      Close
      174.53
LOVOL - CBOE Low Volatility Index
Open High Low Close
162.74 162.78 162.52 162.63
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
616.72 616.93 615.59 616.26
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,417.01 1,417.32 1,414.76 1,415.85
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
423.77 423.87 422.78 423.08
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
255.75 255.88 255.50 255.59
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
200.93 201.05 200.43 200.74
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,367.71 1,367.74 1,366.83 1,367.18
VIX - CBOE Volatility Index
Open High Low Close
12.21 12.59 12.20 12.46
VVIX - CBOE VVIX Index
Open High Low Close
62.40 67.29 62.40 66.67
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.10 13.23 12.09 12.89
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.10 20.82 20.09 20.50
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.56 11.81 11.52 11.70
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.85 16.36 15.75 16.17
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.33 11.56 10.93 10.93
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.94 14.57 13.44 14.51
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.89 14.05 13.89 13.98
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      95.91
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.01 5.09 4.92 5.06
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
15.20 15.76 14.12 15.74
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.84 19.84 19.00 19.10
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.61 8.06 7.61 8.05
VPD - CBOE VIX Premium Strategy Index
      Close
      245.36
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      241.08
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
50.15 50.15 49.07 49.24
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
58.07 58.71 56.90 57.31
CYX - CBOE China Index
Open High Low Close
759.71 767.09 759.64 767.09



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 243,085 56,547 299,632  
Open Interest 5,147,136 1,810,860 6,957,996  
  High Low Close Change
Level 12.59 12.20 12.46 0.13
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 23.21 22.63 22.67 -0.48
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 54 0 54  
  High Low Close Change
Level 20.82 20.09 20.50 -0.24
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 183 17 200  
  High Low Close Change
Level 15.76 14.12 15.74 0.54
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 349 1 350  
  High Low Close Change
Level 19.84 19.00 19.10 -0.74
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 50 100 150  
  High Low Close Change
Level 12.59 12.20 12.46 0.13
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 5 0 5  
  High Low Close Change
Level 1,844.89 1,839.81 1,841.40 -0.62
S&P 500 Index - (SPX)
  Call Put Total  
Volume 387,838 410,332 798,170  
Open Interest 4,114,889 6,887,371 11,002,260  
  High Low Close Change
Level 1,844.89 1,839.81 1,841.40 -0.62
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 559 592 1,151  
Open Interest 13,595 58,257 71,852  
  High Low Close Change
Level 1,844.89 1,839.81 1,841.40 -0.62
S&P 500 Index Weeklys
  Call Put Total  
Volume 136,770 155,853 292,623  
Open Interest 448,435 708,781 1,157,216  
  High Low Close Change
Level 1,844.89 1,839.81 1,841.40 -0.62
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 1 7 8  
Open Interest 11,527 41,987 53,514  
  High Low Close Change
Level 184.49 183.98 184.14 -0.06
Mini-SPX Index Options - AM Settled - (XSPAM)
  Call Put Total  
Volume 0 0 0  
Open Interest 298 517 815  
  High Low Close Change
Level 184.49 183.98 184.14 -0.06
SPDR Options - (SPY)
  Call Put Total  
Volume 145,733 224,351 370,084  
Open Interest 6,710,917 11,117,391 17,828,308  
  High Low Close Change
Level 184.18 183.66 183.85 0.00
SPDR Options LEAPS
  Call Put Total  
Volume 1,654 2,993 4,647  
Open Interest 669,950 863,232 1,533,182  
  High Low Close Change
Level 184.18 183.66 183.85 0.00
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 46,953 40,046 86,999  
Open Interest 878,488 928,511 1,806,999  
  High Low Close Change
Level 184.18 183.66 183.85 0.00
S&P 100 Index - (OEX)
  Call Put Total  
Volume 2,067 2,670 4,737  
Open Interest 10,496 13,314 23,810  
  High Low Close Change
Level 822.95 820.42 821.25 -0.18
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 10 50 60  
Open Interest 884 685 1,569  
  High Low Close Change
Level 822.95 820.42 821.25 -0.18
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,256 1,700 2,956  
Open Interest 1,496 3,419 4,915  
  High Low Close Change
Level 822.95 820.42 821.25 -0.18
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 474 522 996  
Open Interest 7,034 6,690 13,724  
  High Low Close Change
Level 822.95 820.42 821.25 -0.18
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 598 782 1,380  
  High Low Close Change
Level 822.95 820.42 821.25 -0.18
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 347 352 699  
Open Interest 555 788 1,343  
  High Low Close Change
Level 822.95 820.42 821.25 -0.18
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 7,304 5,458 12,762  
Open Interest 1,799,966 1,084,637 2,884,603  
  High Low Close Change
Level 117.38 116.85 117.12 0.38
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 16,160 20,627 36,787  
Open Interest 1,834,986 2,402,589 4,237,575  
  High Low Close Change
Level 87.90 87.41 87.52 -0.22
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 177 91 268  
Open Interest 291,035 317,998 609,033  
  High Low Close Change
Level 87.90 87.41 87.52 -0.22
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 8,776 13,275 22,051  
Open Interest 133,053 186,826 319,879  
  High Low Close Change
Level 87.90 87.41 87.52 -0.22
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 4 4  
Open Interest 2,349 791 3,140  
  High Low Close Change
Level 82.32 82.01 82.08 0.00
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 4 4  
Open Interest 2,149 339 2,488  
  High Low Close Change
Level 82.32 82.01 82.08 0.00
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 4 4  
Open Interest 8,867 14,989 23,856  
  High Low Close Change
Level 359.13 357.11 357.40 -1.06
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,708 2,752 4,460  
  High Low Close Change
Level 359.13 357.11 357.40 -1.06
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 6,618 6,667 13,285  
Open Interest 100,340 130,513 230,853  
  High Low Close Change
Level 3,591.31 3,571.05 3,574.02 -10.56
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 4,072 3,066 7,138  
Open Interest 233,287 284,678 517,965  
  High Low Close Change
Level 164.92 164.22 164.46 0.01
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 81 25 106  
Open Interest 38,982 41,165 80,147  
  High Low Close Change
Level 164.92 164.22 164.46 0.01
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 869 1,606 2,475  
Open Interest 22,433 26,730 49,163  
  High Low Close Change
Level 164.92 164.22 164.46 0.01
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 605 920 1,525  
Open Interest 116,021 48,665 164,686  
  High Low Close Change
Level 165.29 164.61 164.78 -0.02
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 166 502 668  
Open Interest 11,845 6,918 18,763  
  High Low Close Change
Level 165.29 164.61 164.78 -0.02
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 10 104 114  
Open Interest 10,383 5,121 15,504  
  High Low Close Change
Level 76.25 74.82 75.08 -0.08
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 9,190 28,662 37,852  
Open Interest 1,458,800 3,396,159 4,854,959  
  High Low Close Change
Level 115.74 114.78 115.17 -0.07
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 5 31 36  
Open Interest 108,495 200,280 308,775  
  High Low Close Change
Level 115.74 114.78 115.17 -0.07
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 3,423 9,655 13,078  
Open Interest 141,595 226,161 367,756  
  High Low Close Change
Level 115.74 114.78 115.17 -0.07
CBOE Russell 2000 Volatility Index - (RVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,914 1,310 3,224  
  High Low Close Change
Level 16.36 15.75 16.17 0.32
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 5,399 13,764 19,163  
Open Interest 142,856 233,741 376,597  
  High Low Close Change
Level 1,165.85 1,157.73 1,161.09 -1.56
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 891 1,535 2,426  
Open Interest 50,638 92,401 143,039  
  High Low Close Change
Level 136.50 135.75 135.81 0.45
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 8 8 16  
Open Interest 1,693 5,249 6,942  
  High Low Close Change
Level 136.50 135.75 135.81 0.45
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 108 88 196  
Open Interest 21,809 6,958 28,767  
  High Low Close Change
Level 24.64 24.50 24.58 0.06
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 1 1  
Open Interest 349 1,485 1,834  
  High Low Close Change
Level 16.95 16.83 16.89 0.24
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 8 10 18  
Open Interest 6,049 5,758 11,807  
  High Low Close Change
Level 25.92 25.16 25.82 0.07
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 327 191 518  
  High Low Close Change
Level 29.59 29.38 29.39 0.03
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 1 0 1  
Open Interest 1,070 361 1,431  
  High Low Close Change
Level 28.02 27.86 27.87 0.11
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 417 294 711  
  High Low Close Change
Level 39.86 39.70 39.77 0.23
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 45 14 59  
  High Low Close Change
Level 33.43 33.28 33.30 0.52
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 71 6 77  
  High Low Close Change
Level 40.80 40.68 40.75 0.17
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 201 2,219 2,420  
  High Low Close Change
Level 32.72 32.51 32.56 0.06
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 11,849 3,240 15,089  
Open Interest 383,470 391,774 775,244  
  High Low Close Change
Level 21.61 21.16 21.18 -0.63
United States Oil Fund - (USO)
  Call Put Total  
Volume 5,366 3,193 8,559  
Open Interest 572,376 718,952 1,291,328  
  High Low Close Change
Level 36.07 35.82 35.85 0.19
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,609 3,573 6,182  
Open Interest 731,900 1,388,099 2,119,999  
  High Low Close Change
Level 66.77 66.51 66.58 0.34
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 1 0 1  
Open Interest 45 181 226  
  High Low Close Change
Level 95.67 95.01 95.42 0.29
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 89 246 335  
Open Interest 19,017 35,711 54,728  
  High Low Close Change
Level 228.11 225.31 225.92 -1.32
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 10 0 10  
Open Interest 1,753 4,854 6,607  
  High Low Close Change
Level 50.51 50.21 50.45 0.28
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 76 28 104  
  High Low Close Change
Level 116.71 116.11 116.28 -0.19
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 54 0 54  
Open Interest 7,734 3,948 11,682  
  High Low Close Change
Level 71.30 71.04 71.16 0.16
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 161 161  
Open Interest 11,738 38,159 49,897  
  High Low Close Change
Level 99.60 99.38 99.44 -0.06
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 20 0 20  
Open Interest 1,047 2,059 3,106  
  High Low Close Change
Level 99.71 98.96 99.35 -0.06
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 26 26  
Open Interest 3,859 9,494 13,353  
  High Low Close Change
Level 135.94 134.75 135.13 -0.30
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 91 6 97  
Open Interest 275 233 508  
  High Low Close Change
Level 84.69 83.72 83.81 -0.15
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,747 4,804 8,551  
  High Low Close Change
Level 149.72 149.03 149.15 -0.12
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 5 5  
Open Interest 221 2,144 2,365  
  High Low Close Change
Level 60.90 60.46 60.49 -0.27
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 312 5 317  
Open Interest 60,888 174,453 235,341  
  High Low Close Change
Level 66.72 66.24 66.31 -0.31
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 33,858 66,194 100,052  
Open Interest 952,049 2,102,825 3,054,874  
  High Low Close Change
Level 42.27 41.20 41.98 0.54
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,082 6,439 7,521  
  High Low Close Change
Level 15.83 15.69 15.75 -0.09