Quotes & Data

A  A  A     

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.

Select date to get historical data (mm/dd/yyyy)




CBOE Market Summary for Thursday, March 28, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.37
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.25
Sum of All Products
  Call Put Total  
Volume 1,696,884 1,519,630 3,216,514  
Open Interest 125,107,472 116,707,655 241,815,127  
Index Options
  Call Put Total  
Volume 584,444 570,091 1,154,535  
Exchange Traded Products
  Call Put Total  
Volume 342,549 468,466 811,015  
Equity Options
  Call Put Total  
Volume 769,891 481,073 1,250,964  

Equity LEAPS
  Call Put Total  
Volume 57,450 41,825 99,275  
Open Interest 29,408,794 22,290,087 51,698,881  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 466,811 470,627 937,438  
Open Interest 3,098,657 3,242,217 6,340,874  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
943.50 945.60 942.66 945.60
VXTH - CBOE VIX Tail Hedge Index
      Close
      158.11
LOVOL - CBOE Low Volatility Index
Open High Low Close
147.71 148.19 147.50 148.14
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
541.51 543.35 540.85 543.02
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,275.20 1,279.47 1,273.22 1,279.33
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
383.22 383.87 382.92 383.84
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
240.78 241.11 240.55 241.08
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
184.05 184.24 183.72 184.08
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,268.09 1,270.93 1,267.72 1,270.69
VIX - CBOE Volatility Index
Open High Low Close
12.91 13.07 12.54 12.70
VVIX - CBOE VVIX Index
Open High Low Close
84.39 85.56 83.08 83.20
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.77 16.90 16.33 16.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.13 12.13 11.63 11.69
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.12 16.60 15.90 16.18
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.01 13.01 11.88 12.04
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.45 13.57 12.75 13.28
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.80 14.94 12.39 14.64
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.06
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
17.76 18.40 17.60 18.19
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.48 12.55 11.98 12.41
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.63 9.63 9.36 9.36
VPD - CBOE VIX Premium Strategy Index
      Close
      236.99
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      234.23
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.79
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
55.26 56.42 54.28 55.79
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.20 63.82 61.85 62.38
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.00
EXQ - CBOE Exchange Index
Open High Low Close
113.28 114.38 112.69 114.28
CYX - CBOE China Index
Open High Low Close
634.43 634.54 628.64 630.74



3rd-party Advertisement



CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 245,939 60,887 306,826  
Open Interest 6,152,662 2,139,178 8,291,840  
  High Low Close Change
Level 13.07 12.54 12.70 -0.45
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 18.53 17.94 18.01 -0.49
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 664 45 709  
  High Low Close Change
Level 16.90 16.33 16.72 0.09
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 1 37 38  
Open Interest 132 5 137  
  High Low Close Change
Level 18.40 17.60 18.19 0.24
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 1,764 1,764  
Open Interest 74 244 318  
  High Low Close Change
Level 12.55 11.98 12.41 0.08
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 30 0 30  
Open Interest 1 1 2  
  High Low Close Change
Level 13.15 12.54 12.70 -0.45
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 1,570.28 1,561.10 1,569.19 6.34
S&P 500 Index - (SPX)
  Call Put Total  
Volume 325,759 488,275 814,034  
Open Interest 3,944,113 6,812,486 10,756,599  
  High Low Close Change
Level 1,570.28 1,561.08 1,569.19 6.34
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,119 2,044 4,163  
Open Interest 25,413 34,375 59,788  
  High Low Close Change
Level 1,570.28 1,561.08 1,569.19 6.34
S&P 500 Index Weeklys
  Call Put Total  
Volume 124,413 186,716 311,129  
Open Interest 146,521 288,140 434,661  
  High Low Close Change
Level 1,570.28 1,561.08 1,569.19 6.34
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 305 486 791  
Open Interest 6,092 13,370 19,462  
  High Low Close Change
Level 157.03 156.11 156.92 0.63
SPDR Options - (SPY)
  Call Put Total  
Volume 175,803 270,452 446,255  
Open Interest 6,132,297 13,820,353 19,952,650  
  High Low Close Change
Level 156.85 155.75 156.67 0.39
SPDR Options LEAPS
  Call Put Total  
Volume 4,885 2,913 7,798  
Open Interest 737,318 1,198,674 1,935,992  
  High Low Close Change
Level 156.85 155.75 156.67 0.39
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 45,959 54,186 100,145  
Open Interest 355,929 657,985 1,013,914  
  High Low Close Change
Level 156.85 155.75 156.67 0.39
S&P 100 Index - (OEX)
  Call Put Total  
Volume 2,708 3,848 6,556  
Open Interest 21,967 31,762 53,729  
  High Low Close Change
Level 705.08 701.97 704.57 1.65
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 657 549 1,206  
  High Low Close Change
Level 705.08 701.97 704.57 1.65
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,743 1,695 3,438  
Open Interest 3,433 9,607 13,040  
  High Low Close Change
Level 705.08 701.97 704.57 1.65
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 522 509 1,031  
Open Interest 5,445 7,277 12,722  
  High Low Close Change
Level 705.08 701.97 704.57 1.65
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 28 28  
Open Interest 583 236 819  
  High Low Close Change
Level 705.08 701.97 704.57 1.65
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 59 89 148  
Open Interest 129 735 864  
  High Low Close Change
Level 705.08 701.97 704.57 1.65
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 7,307 9,515 16,822  
Open Interest 2,073,475 1,150,645 3,224,120  
  High Low Close Change
Level 154.80 154.22 154.46 -0.91
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 20,062 19,311 39,373  
Open Interest 1,252,493 1,663,097 2,915,590  
  High Low Close Change
Level 69.06 68.64 68.97 0.14
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 528 963 1,491  
Open Interest 153,800 219,458 373,258  
  High Low Close Change
Level 69.06 68.64 68.97 0.14
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 11,569 9,078 20,647  
Open Interest 60,888 82,408 143,296  
  High Low Close Change
Level 69.06 68.64 68.97 0.14
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 146 146  
Open Interest 2,939 3,718 6,657  
  High Low Close Change
Level 70.56 70.22 70.43 0.12
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,232 247 1,479  
  High Low Close Change
Level 70.56 70.22 70.43 0.12
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 14 14 28  
Open Interest 22,604 15,314 37,918  
  High Low Close Change
Level 282.06 280.56 281.87 0.87
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 461 2,855 3,316  
  High Low Close Change
Level 282.06 280.56 281.87 0.87
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 1,659 5,193 6,852  
Open Interest 79,758 120,671 200,429  
  High Low Close Change
Level 2,820.67 2,804.53 2,818.69 8.71
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,389 5,577 7,966  
Open Interest 243,714 278,455 522,169  
  High Low Close Change
Level 145.53 144.84 145.32 0.48
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 21 13 34  
Open Interest 46,901 40,001 86,902  
  High Low Close Change
Level 145.53 144.84 145.32 0.48
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 171 293 464  
Open Interest 0 0 0  
  High Low Close Change
Level 145.53 144.84 145.32 0.48
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 869 787 1,656  
Open Interest 97,786 68,547 166,333  
  High Low Close Change
Level 145.85 145.21 145.79 0.53
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 22 22  
Open Interest 47,074 10,538 57,612  
  High Low Close Change
Level 145.85 145.21 145.79 0.53
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 82 87 169  
  High Low Close Change
Level 58.90 58.45 58.71 0.07
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 25,736 33,051 58,787  
Open Interest 1,396,607 4,406,643 5,803,250  
  High Low Close Change
Level 94.66 94.14 94.30 -0.10
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 108 85 193  
Open Interest 213,424 379,975 593,399  
  High Low Close Change
Level 94.66 94.14 94.30 -0.10
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 4,906 7,187 12,093  
Open Interest 98,616 137,132 235,748  
  High Low Close Change
Level 94.66 94.14 94.30 -0.10
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 3,759 6,221 9,980  
Open Interest 275,158 353,733 628,891  
  High Low Close Change
Level 953.26 949.42 951.54 1.30
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 277 1,347 1,624  
Open Interest 48,857 102,245 151,102  
  High Low Close Change
Level 127.35 127.01 127.09 0.44
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 2 9 11  
Open Interest 3,485 8,086 11,571  
  High Low Close Change
Level 127.35 127.01 127.09 0.44
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 52 6 58  
Open Interest 47,297 18,512 65,809  
  High Low Close Change
Level 26.35 25.88 25.89 -0.39
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 40 40  
Open Interest 1,180 1,485 2,665  
  High Low Close Change
Level 17.72 17.52 17.54 -0.24
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 150 0 150  
Open Interest 22,336 9,175 31,511  
  High Low Close Change
Level 27.50 27.23 27.32 -0.26
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 95 109 204  
  High Low Close Change
Level 29.13 28.93 29.13 0.03
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,052 1,520 3,572  
  High Low Close Change
Level 27.07 26.84 27.01 0.16
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 686 246 932  
  High Low Close Change
Level 54.15 53.89 53.98 -0.45
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 233 144 377  
  High Low Close Change
Level 48.91 48.42 48.53 -0.50
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 566 112 678  
  High Low Close Change
Level 54.53 54.36 54.44 -0.32
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,626 1,086 3,712  
  High Low Close Change
Level 32.96 32.62 32.90 -0.09
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,149 4,131 7,280  
Open Interest 235,975 164,214 400,189  
  High Low Close Change
Level 22.38 21.64 21.88 -0.37
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,646 2,270 4,916  
Open Interest 516,242 557,333 1,073,575  
  High Low Close Change
Level 34.84 34.53 34.75 0.21
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 376 5,197 5,573  
Open Interest 644,053 1,297,299 1,941,352  
  High Low Close Change
Level 59.04 58.74 58.91 0.28
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 170 32 202  
  High Low Close Change
Level 97.18 95.93 97.13 1.18
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 197 162 359  
Open Interest 6,470 12,491 18,961  
  High Low Close Change
Level 160.19 157.90 159.93 2.16
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,413 1,056 2,469  
  High Low Close Change
Level 45.42 45.11 45.13 -0.12
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 36 66  
  High Low Close Change
Level 96.54 95.66 96.54 0.91
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 327 4 331  
Open Interest 19,283 5,286 24,569  
  High Low Close Change
Level 63.51 62.96 63.45 0.41
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 11 11  
Open Interest 2,172 34,853 37,025  
  High Low Close Change
Level 107.57 107.32 107.37 -0.20
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 42 40 82  
Open Interest 2,954 4,591 7,545  
  High Low Close Change
Level 84.14 83.76 83.86 -0.19
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 14 0 14  
Open Interest 2,640 2,821 5,461  
  High Low Close Change
Level 107.97 107.34 107.64 0.31
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 16 0 16  
Open Interest 123 38 161  
  High Low Close Change
Level 70.70 69.33 69.88 0.44
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 8 0 8  
Open Interest 3,637 783 4,420  
  High Low Close Change
Level 127.42 126.29 127.32 0.81
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 1 1 2  
Open Interest 759 511 1,270  
  High Low Close Change
Level 48.96 48.77 48.93 -0.04
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 309 69 378  
Open Interest 64,374 126,465 190,839  
  High Low Close Change
Level 53.05 52.74 53.00 0.15
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 35,390 58,070 93,460  
Open Interest 804,332 1,547,719 2,352,051  
  High Low Close Change
Level 20.44 20.18 20.25 -0.06
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,160 13,066 14,226  
  High Low Close Change
Level 21.62 21.40 21.53 0.07
 
CBOE Volatility Index (VIX)