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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, March 28, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.96
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.76
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.24
Sum of All Products
  Call Put Total  
Volume 2,301,319 2,205,886 4,507,205  
Open Interest 140,967,178 119,981,276 260,948,454  
Index Options
  Call Put Total  
Volume 746,993 733,766 1,480,759  
Exchange Traded Products
  Call Put Total  
Volume 421,695 743,657 1,165,352  
Equity Options
  Call Put Total  
Volume 1,132,631 728,463 1,861,094  

Equity LEAPS
  Call Put Total  
Volume 82,810 39,096 121,906  
Open Interest 34,621,818 25,508,456 60,130,274  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 774,297 912,152 1,686,449  
Open Interest 9,643,620 8,434,940 18,078,560  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,038.67 1,043.68 1,037.75 1,040.30
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.28 15.31 13.60 14.41
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.96 17.16 16.67 16.89
VXTH - CBOE VIX Tail Hedge Index
      Close
      175.63
LOVOL - CBOE Low Volatility Index
Open High Low Close
164.21 165.21 164.19 164.56
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
620.17 623.23 619.98 621.36
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,445.02 1,454.57 1,444.16 1,447.94
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
426.48 429.54 424.75 426.01
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
257.41 258.56 256.95 257.61
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
202.22 204.58 201.82 202.19
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,397.96 1,403.91 1,396.79 1,399.21
VIX - CBOE Volatility Index
Open High Low Close
14.15 14.86 13.73 14.41
VVIX - CBOE VVIX Index
Open High Low Close
73.36 77.18 73.09 74.86
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.18 16.48 15.37 16.48
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.27 23.48 22.54 23.38
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.72 14.02 12.30 13.55
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.06 21.10 19.99 21.00
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.24 14.43 12.88 13.45
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.49 18.49 16.99 18.09
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.58 15.86 15.23 15.46
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.13
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.96 5.06 4.60 5.03
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.28 19.64 19.06 19.15
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.60 18.48 17.47 17.48
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.45 7.45 7.09 7.09
VPD - CBOE VIX Premium Strategy Index
      Close
      243.35
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      238.52
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
55.84 56.42 53.29 54.76
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
60.89 60.98 58.55 60.06
CYX - CBOE China Index
Open High Low Close
701.27 713.06 701.27 707.88



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 406,511 99,095 505,606  
Open Interest 5,827,765 2,253,862 8,081,627  
  High Low Close Change
Level 14.86 13.73 14.41 -0.21
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 2 0 2  
  High Low Close Change
Level 28.60 27.86 28.16 -0.30
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 51 47 98  
  High Low Close Change
Level 23.48 22.54 23.38 -0.07
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 10 0 10  
Open Interest 171 170 341  
  High Low Close Change
Level 19.64 19.06 19.15 -0.13
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 39 0 39  
  High Low Close Change
Level 18.48 17.47 17.48 -0.12
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 2 100 102  
Open Interest 37 0 37  
  High Low Close Change
Level 14.86 13.73 14.41 -0.21
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1 110 111  
  High Low Close Change
Level 1,866.59 1,851.68 1,857.62 8.58
S&P 500 Index - (SPX)
  Call Put Total  
Volume 318,836 602,415 921,251  
Open Interest 3,689,251 6,906,029 10,595,280  
  High Low Close Change
Level 1,866.63 1,850.07 1,857.62 8.58
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 488 1,177 1,665  
Open Interest 13,108 67,921 81,029  
  High Low Close Change
Level 1,866.63 1,850.07 1,857.62 8.58
S&P 500 Index Weeklys
  Call Put Total  
Volume 124,741 261,890 386,631  
Open Interest 464,584 969,310 1,433,894  
  High Low Close Change
Level 1,866.63 1,850.07 1,857.62 8.58
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 247 53 300  
Open Interest 14,934 64,043 78,977  
  High Low Close Change
Level 186.66 185.01 185.76 0.86
Mini-SPX Index Options - AM Settled - (XSPAM)
  Call Put Total  
Volume 0 0 0  
Open Interest 289 673 962  
  High Low Close Change
Level 186.66 185.01 185.76 0.86
SPDR Options - (SPY)
  Call Put Total  
Volume 157,840 335,128 492,968  
Open Interest 5,108,394 10,106,852 15,215,246  
  High Low Close Change
Level 186.42 185.00 185.49 0.92
SPDR Options LEAPS
  Call Put Total  
Volume 901 1,160 2,061  
Open Interest 699,531 990,144 1,689,675  
  High Low Close Change
Level 186.42 185.00 185.49 0.92
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 70,462 138,530 208,992  
Open Interest 979,209 1,164,328 2,143,537  
  High Low Close Change
Level 186.42 185.00 185.49 0.92
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,908 2,831 4,739  
Open Interest 17,202 19,196 36,398  
  High Low Close Change
Level 826.51 819.93 822.40 2.97
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,048 789 1,837  
  High Low Close Change
Level 826.51 819.93 822.40 2.97
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 874 1,887 2,761  
Open Interest 2,969 5,194 8,163  
  High Low Close Change
Level 826.51 819.93 822.40 2.97
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 226 3,170 3,396  
Open Interest 2,847 8,816 11,663  
  High Low Close Change
Level 826.51 819.93 822.40 2.97
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 659 889 1,548  
  High Low Close Change
Level 826.51 819.93 822.40 2.97
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 200 3,078 3,278  
Open Interest 498 5,865 6,363  
  High Low Close Change
Level 826.51 819.93 822.40 2.97
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 16,706 9,266 25,972  
Open Interest 1,332,874 869,229 2,202,103  
  High Low Close Change
Level 124.96 123.88 124.56 -0.03
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 49,241 55,772 105,013  
Open Interest 2,169,417 2,162,162 4,331,579  
  High Low Close Change
Level 88.01 86.81 87.07 0.16
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 58 93 151  
Open Interest 259,283 262,460 521,743  
  High Low Close Change
Level 88.01 86.81 87.07 0.16
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 31,867 31,646 63,513  
Open Interest 344,787 292,426 637,213  
  High Low Close Change
Level 88.01 86.81 87.07 0.16
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,862 1,755 3,617  
  High Low Close Change
Level 82.65 82.01 82.21 0.29
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,106 137 1,243  
  High Low Close Change
Level 82.65 82.01 82.21 0.29
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 2 7 9  
Open Interest 6,712 13,074 19,786  
  High Low Close Change
Level 360.91 356.08 357.15 0.84
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,814 3,036 4,850  
  High Low Close Change
Level 360.91 356.08 357.15 0.84
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 3,663 5,473 9,136  
Open Interest 67,486 138,347 205,833  
  High Low Close Change
Level 3,609.08 3,560.58 3,571.48 8.35
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,895 5,623 8,518  
Open Interest 231,779 328,797 560,576  
  High Low Close Change
Level 163.82 162.32 162.85 0.57
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 38 127 165  
Open Interest 46,887 60,657 107,544  
  High Low Close Change
Level 163.82 162.32 162.85 0.57
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,699 2,893 4,592  
Open Interest 29,611 51,797 81,408  
  High Low Close Change
Level 163.82 162.32 162.85 0.57
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 972 1,471 2,443  
Open Interest 104,830 65,417 170,247  
  High Low Close Change
Level 164.15 162.68 163.23 0.59
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 8 0 8  
Open Interest 13,060 9,196 22,256  
  High Low Close Change
Level 164.15 162.68 163.23 0.59
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 49 49  
Open Interest 567 3,929 4,496  
  High Low Close Change
Level 76.95 75.46 75.69 -0.15
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 35,877 109,541 145,418  
Open Interest 1,433,165 3,758,373 5,191,538  
  High Low Close Change
Level 116.00 113.98 114.29 -0.04
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 900 553 1,453  
Open Interest 180,272 273,463 453,735  
  High Low Close Change
Level 116.00 113.98 114.29 -0.04
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 22,577 49,427 72,004  
Open Interest 161,745 316,536 478,281  
  High Low Close Change
Level 116.00 113.98 114.29 -0.04
CBOE Russell 2000 Volatility Index - (RVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 680 0 680  
  High Low Close Change
Level 21.10 19.99 21.00 -0.17
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 12,140 17,972 30,112  
Open Interest 165,287 467,321 632,608  
  High Low Close Change
Level 1,167.52 1,149.61 1,151.81 0.37
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 203 566 769  
Open Interest 24,592 63,969 88,561  
  High Low Close Change
Level 136.00 135.74 135.83 0.12
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,686 16,456 19,142  
  High Low Close Change
Level 136.00 135.74 135.83 0.12
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 239 4 243  
Open Interest 52,717 9,840 62,557  
  High Low Close Change
Level 28.58 28.35 28.44 -0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 1 0 1  
Open Interest 456 1,117 1,573  
  High Low Close Change
Level 15.84 15.74 15.78 0.19
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 216 0 216  
Open Interest 4,799 3,150 7,949  
  High Low Close Change
Level 26.25 26.14 26.15 0.01
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 482 177 659  
  High Low Close Change
Level 29.50 29.18 29.42 0.08
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 880 197 1,077  
  High Low Close Change
Level 28.80 28.62 28.64 0.08
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 1 0 1  
Open Interest 87 49 136  
  High Low Close Change
Level 41.74 41.50 41.70 0.02
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 8 8  
Open Interest 72 16 88  
  High Low Close Change
Level 32.98 32.76 32.84 0.22
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 124 20 144  
  High Low Close Change
Level 43.47 43.12 43.39 -0.04
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 250 1,303 1,553  
  High Low Close Change
Level 33.10 32.93 32.98 0.05
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,223 1,515 4,738  
Open Interest 248,553 388,150 636,703  
  High Low Close Change
Level 25.25 24.95 25.00 -0.10
United States Oil Fund - (USO)
  Call Put Total  
Volume 1,576 1,274 2,850  
Open Interest 347,894 518,821 866,715  
  High Low Close Change
Level 36.84 36.55 36.62 0.12
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 718 910 1,628  
Open Interest 579,099 1,394,881 1,973,980  
  High Low Close Change
Level 67.06 66.80 66.86 0.50
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 10 0 10  
Open Interest 48 56 104  
  High Low Close Change
Level 102.98 102.43 102.91 0.12
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 910 856 1,766  
Open Interest 35,549 67,800 103,349  
  High Low Close Change
Level 238.54 228.69 229.28 -6.76
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 682 1,384 2,066  
  High Low Close Change
Level 51.06 50.46 50.96 0.63
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 5 0 5  
Open Interest 92 66 158  
  High Low Close Change
Level 123.34 120.82 121.21 -0.67
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 83 0 83  
Open Interest 6,176 2,124 8,300  
  High Low Close Change
Level 72.65 72.24 72.52 0.32
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 2 0 2  
Open Interest 11,222 31,538 42,760  
  High Low Close Change
Level 102.03 101.64 101.72 -0.36
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,162 3,180 7,342  
  High Low Close Change
Level 100.42 98.95 99.32 0.34
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 4 7 11  
Open Interest 2,155 8,744 10,899  
  High Low Close Change
Level 135.69 132.98 133.50 -0.33
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 78 0 78  
Open Interest 466 178 644  
  High Low Close Change
Level 85.55 84.73 84.96 0.42
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,096 1,855 4,951  
  High Low Close Change
Level 153.87 152.48 152.98 0.80
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 25 422 447  
  High Low Close Change
Level 59.44 58.95 59.15 0.33
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 331 299 630  
Open Interest 71,442 113,915 185,357  
  High Low Close Change
Level 64.66 63.95 64.28 0.48
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 23,604 25,652 49,256  
Open Interest 1,078,979 2,353,179 3,432,158  
  High Low Close Change
Level 44.16 43.31 43.55 -0.50
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 350 350 700  
Open Interest 2,653 8,939 11,592  
  High Low Close Change
Level 15.51 15.33 15.41 -0.04
 
CBOE Volatility Index (VIX)