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, October 10, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.00
Index Put/Call Ratio 1.02
Exchange Traded Products Put/Call Ratio 1.58
Equity Put/Call Ratio 0.71
CBOE Volatility Index (VIX) Put/Call Ratio 0.49
Sum of All Products
  Call Put Total  
Volume 1,797,374 1,800,747 3,598,121  
Open Interest 152,426,535 134,591,689 287,018,224  
Index Options
  Call Put Total  
Volume 669,347 684,061 1,353,408  
Exchange Traded Products
  Call Put Total  
Volume 365,571 578,377 943,948  
Equity Options
  Call Put Total  
Volume 762,456 538,309 1,300,765  

Equity LEAPS
  Call Put Total  
Volume 23,042 15,024 38,066  
Open Interest 11,488,218 8,106,990 19,595,208  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 214,633 281,233 495,866  
Open Interest 1,406,693 1,604,646 3,011,339  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
928.01 929.00 922.25 923.47
VXTH - CBOE VIX Tail Hedge Index
      Close
      149.10
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
510.65 511.16 508.88 509.11
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,205.46 1,207.01 1,197.11 1,198.72
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
377.77 379.06 375.64 376.21
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
239.55 239.73 237.57 237.83
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.86 181.17 180.07 180.58
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,233.12 1,233.64 1,226.08 1,227.29
VIX - CBOE Volatility Index
Open High Low Close
16.52 16.79 16.13 16.29
VVIX - CBOE VVIX Index
Open High Low Close
93.84 95.36 92.41 94.36
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.36 23.43 22.81 23.41
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.66 15.06 14.55 14.84
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.55 20.72 19.68 19.68
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.67 16.04 15.21 15.51
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.02 19.09 18.48 18.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.17 18.48 17.93 18.13
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      86.65
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.23 35.19 33.86 35.09
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.91 16.13 15.48 15.53
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.13 9.15 9.07 9.10
VPD - CBOE VIX Premium Strategy Index
      Close
      215.31
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      214.25
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      80.89
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
66.13 66.48 63.75 65.16
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
51.52 51.52 47.59 49.58
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      10.11
EXQ - CBOE Exchange Index
Open High Low Close
87.45 87.57 86.50 87.10
CYX - CBOE China Index
Open High Low Close
579.34 581.91 578.46 579.79



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 384,853 188,005 572,858  
Open Interest 5,660,507 2,639,911 8,300,418  
  High Low Close Change
Level 16.79 16.13 16.29 -0.08
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 25.72 25.22 25.36 -0.03
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 23.43 22.81 23.41 0.21
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 35.19 33.86 35.09 0.59
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 105 0 105  
  High Low Close Change
Level 16.13 15.48 15.53 -0.19
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 40 0 40  
  High Low Close Change
Level 16.79 16.13 16.29 -0.08
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 2 2  
Open Interest 0 202 202  
  High Low Close Change
Level 1,442.52 1,430.67 1,432.56 -8.92
S&P 500 Index - (SPX)
  Call Put Total  
Volume 244,662 426,158 670,820  
Open Interest 4,385,136 7,643,393 12,028,529  
  High Low Close Change
Level 1,442.52 1,430.64 1,432.56 -8.92
S&P 500 Index Weeklys
  Call Put Total  
Volume 28,507 68,055 96,562  
Open Interest 137,222 282,569 419,791  
  High Low Close Change
Level 1,442.52 1,430.64 1,432.56 -8.92
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 15 15 30  
Open Interest 5,569 9,425 14,994  
  High Low Close Change
Level 144.25 143.06 143.26 -0.89
SPDR Options - (SPY)
  Call Put Total  
Volume 134,676 311,729 446,405  
Open Interest 6,163,823 12,978,232 19,142,055  
  High Low Close Change
Level 144.32 143.09 143.28 -0.97
SPDR Options LEAPS
  Call Put Total  
Volume 192 518 710  
Open Interest 486,208 584,696 1,070,904  
  High Low Close Change
Level 144.32 143.09 143.28 -0.97
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 32,671 82,813 115,484  
Open Interest 116,938 305,387 422,325  
  High Low Close Change
Level 144.32 143.09 143.28 -0.97
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,499 6,833 12,332  
Open Interest 36,857 57,333 94,190  
  High Low Close Change
Level 664.02 658.32 659.24 -4.14
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 3 3  
Open Interest 1,320 562 1,882  
  High Low Close Change
Level 664.02 658.32 659.24 -4.14
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 2,971 2,439 5,410  
Open Interest 2,592 10,035 12,627  
  High Low Close Change
Level 664.02 658.32 659.24 -4.14
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,322 1,571 2,893  
Open Interest 10,827 14,995 25,822  
  High Low Close Change
Level 664.02 658.32 659.24 -4.14
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 501 591 1,092  
  High Low Close Change
Level 664.02 658.32 659.24 -4.14
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 1,159 1,218 2,377  
Open Interest 1,387 4,504 5,891  
  High Low Close Change
Level 664.02 658.32 659.24 -4.14
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 13,924 8,858 22,782  
Open Interest 2,800,041 1,264,151 4,064,192  
  High Low Close Change
Level 171.34 170.30 170.84 -0.15
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 55,860 46,999 102,859  
Open Interest 1,783,352 2,098,415 3,881,767  
  High Low Close Change
Level 67.43 66.80 66.92 -0.34
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 807 79 886  
Open Interest 53,455 62,514 115,969  
  High Low Close Change
Level 67.43 66.80 66.92 -0.34
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 18,934 16,120 35,054  
Open Interest 51,881 78,419 130,300  
  High Low Close Change
Level 67.43 66.80 66.92 -0.34
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 70 147 217  
Open Interest 2,532 2,534 5,066  
  High Low Close Change
Level 66.54 65.98 66.09 -0.39
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 50 130 180  
Open Interest 1,484 350 1,834  
  High Low Close Change
Level 66.54 65.98 66.09 -0.39
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 150 28 178  
Open Interest 56,926 73,034 129,960  
  High Low Close Change
Level 274.93 272.47 272.85 -1.34
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,985 7,692 10,677  
  High Low Close Change
Level 274.93 272.47 272.85 -1.34
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 26,626 54,337 80,963  
Open Interest 110,157 200,552 310,709  
  High Low Close Change
Level 2,749.42 2,724.38 2,728.54 -13.38
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,774 3,996 7,770  
Open Interest 378,415 481,724 860,139  
  High Low Close Change
Level 134.45 133.07 133.28 -1.30
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 50 44 94  
Open Interest 30,795 14,579 45,374  
  High Low Close Change
Level 134.45 133.07 133.28 -1.30
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 699 315 1,014  
Open Interest 3,007 3,630 6,637  
  High Low Close Change
Level 134.45 133.07 133.28 -1.30
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 876 2,662 3,538  
Open Interest 131,379 82,198 213,577  
  High Low Close Change
Level 134.78 133.28 133.45 -1.29
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 95 95  
Open Interest 49,196 11,433 60,629  
  High Low Close Change
Level 134.78 133.28 133.45 -1.29
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 96 256  
  High Low Close Change
Level 52.31 51.93 52.13 -0.06
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 18,097 68,446 86,543  
Open Interest 1,699,850 3,718,812 5,418,662  
  High Low Close Change
Level 82.83 82.18 82.47 -0.11
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 36 28 64  
Open Interest 66,780 152,091 218,871  
  High Low Close Change
Level 82.83 82.18 82.47 -0.11
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,947 4,789 6,736  
Open Interest 27,483 65,414 92,897  
  High Low Close Change
Level 82.83 82.18 82.47 -0.11
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 3,403 4,450 7,853  
Open Interest 318,144 435,612 753,756  
  High Low Close Change
Level 829.63 824.38 826.75 -1.17
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 330 667 997  
Open Interest 109,240 222,617 331,857  
  High Low Close Change
Level 128.28 127.88 128.16 0.30
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,426 4,704 6,130  
  High Low Close Change
Level 128.28 127.88 128.16 0.30
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 86 99 185  
Open Interest 47,016 18,126 65,142  
  High Low Close Change
Level 29.17 29.01 29.04 -0.13
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,042 1,320 2,362  
  High Low Close Change
Level 19.12 18.98 19.00 -0.27
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 20,524 9,194 29,718  
  High Low Close Change
Level 28.82 28.56 28.62 -0.05
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 232 158 390  
  High Low Close Change
Level 29.13 28.78 29.04 0.01
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 50 0 50  
Open Interest 7,314 2,573 9,887  
  High Low Close Change
Level 26.60 26.00 26.10 -0.17
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 574 166 740  
  High Low Close Change
Level 61.30 60.96 61.14 0.00
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 20 0 20  
Open Interest 442 269 711  
  High Low Close Change
Level 58.96 58.54 58.79 0.26
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 855 905 1,760  
  High Low Close Change
Level 60.79 60.55 60.66 -0.06
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,511 5,118 8,629  
  High Low Close Change
Level 34.25 33.78 33.87 -0.10
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,071 1,526 4,597  
Open Interest 547,445 674,829 1,222,274  
  High Low Close Change
Level 22.59 22.08 22.32 -0.04
United States Oil Fund - (USO)
  Call Put Total  
Volume 12,261 11,272 23,533  
Open Interest 928,755 679,882 1,608,637  
  High Low Close Change
Level 34.70 33.73 33.84 -0.34
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,733 1,684 3,417  
Open Interest 739,888 1,121,299 1,861,187  
  High Low Close Change
Level 53.14 52.72 52.89 -0.15
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 42 303 345  
Open Interest 13,201 24,728 37,929  
  High Low Close Change
Level 143.10 141.16 141.94 -1.14
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 10 0 10  
Open Interest 73 954 1,027  
  High Low Close Change
Level 85.44 84.55 84.71 -0.59
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 8,220 4,655 12,875  
  High Low Close Change
Level 58.24 57.83 57.90 -0.31
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 1 1  
Open Interest 3,383 25,658 29,041  
  High Low Close Change
Level 108.07 107.53 108.02 0.26
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 1 11 12  
Open Interest 3,744 2,836 6,580  
  High Low Close Change
Level 73.75 73.21 73.43 -0.17
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 52 19 71  
Open Interest 4,047 5,738 9,785  
  High Low Close Change
Level 94.47 93.73 94.05 -0.17
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 1 1  
Open Interest 3,532 829 4,361  
  High Low Close Change
Level 111.08 109.98 110.24 -0.70
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 16 0 16  
Open Interest 138 668 806  
  High Low Close Change
Level 45.40 44.89 44.93 -0.17
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 320 120 440  
Open Interest 92,363 184,977 277,340  
  High Low Close Change
Level 46.91 46.39 46.47 -0.31
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 10,609 22,707 33,316  
Open Interest 1,288,029 1,216,833 2,504,862  
  High Low Close Change
Level 36.38 35.33 35.55 -0.40
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 36 1,000 1,036  
Open Interest 1,474 23,980 25,454  
  High Low Close Change
Level 32.91 32.37 32.80 0.11
  VIX Snapshot

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