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, May 10, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.75
Index Put/Call Ratio 0.64
Exchange Traded Products Put/Call Ratio 1.17
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.11
Sum of All Products
  Call Put Total  
Volume 2,558,178 1,907,102 4,465,280  
Open Interest 144,653,888 135,336,972 279,990,860  
Index Options
  Call Put Total  
Volume 1,006,352 648,424 1,654,776  
Exchange Traded Products
  Call Put Total  
Volume 595,996 699,504 1,295,500  
Equity Options
  Call Put Total  
Volume 955,830 559,174 1,515,004  

Equity LEAPS
  Call Put Total  
Volume 15,335 6,951 22,286  
Open Interest 7,106,676 5,096,145 12,202,821  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 428,986 415,161 844,147  
Open Interest 3,444,059 4,994,770 8,438,829  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
962.93 963.50 962.49 963.04
VXTH - CBOE VIX Tail Hedge Index
      Close
      163.46
LOVOL - CBOE Low Volatility Index
Open High Low Close
151.93 152.27 151.68 152.27
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
556.74 559.11 556.04 562.12
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,301.44 1,302.49 1,300.87 1,301.88
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
391.23 391.46 390.72 390.97
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
246.55 246.77 246.54 246.68
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.90 182.05 181.48 181.90
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,288.49 1,288.70 1,288.49 1,288.62
VIX - CBOE Volatility Index
Open High Low Close
13.08 13.45 12.54 12.59
VVIX - CBOE VVIX Index
Open High Low Close
80.99 82.26 79.46 80.45
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.69 20.18 18.50 19.59
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.90 12.25 11.61 11.64
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.68 18.83 17.74 17.82
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.77 12.92 11.45 11.63
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.46 15.01 14.33 14.34
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.71 15.13 14.68 14.71
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      78.16
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.86 25.30 22.67 22.83
GVZ - CBOE Gold Volatility Index
Open High Low Close
24.19 26.21 23.47 23.95
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.66 8.92 8.57 8.74
VPD - CBOE VIX Premium Strategy Index
      Close
      237.07
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      234.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.33
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
55.09 57.55 54.47 56.71
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
61.23 63.19 60.94 61.08
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.31
EXQ - CBOE Exchange Index
Open High Low Close
115.97 117.31 115.91 117.25
CYX - CBOE China Index
Open High Low Close
668.47 678.85 668.47 678.67



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 626,757 70,488 697,245  
Open Interest 5,444,820 2,427,945 7,872,765  
  High Low Close Change
Level 13.45 12.54 12.59 -0.54
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 18 18  
  High Low Close Change
Level 20.86 20.00 20.59 0.53
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 30 71  
  High Low Close Change
Level 20.18 18.50 19.59 1.05
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 1 0 1  
Open Interest 71 87 158  
  High Low Close Change
Level 25.30 22.67 22.83 -0.41
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 10 0 10  
Open Interest 135 126 261  
  High Low Close Change
Level 26.21 23.47 23.95 2.33
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 5 4 9  
  High Low Close Change
Level 13.45 12.54 12.59 -0.54
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 1,633.70 1,623.71 1,633.70 7.03
S&P 500 Index - (SPX)
  Call Put Total  
Volume 325,387 526,026 851,413  
Open Interest 4,846,889 7,820,893 12,667,782  
  High Low Close Change
Level 1,633.70 1,623.71 1,633.70 7.03
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,068 2,026 4,094  
Open Interest 26,691 32,381 59,072  
  High Low Close Change
Level 1,633.70 1,623.71 1,633.70 7.03
S&P 500 Index Weeklys
  Call Put Total  
Volume 80,485 139,401 219,886  
Open Interest 313,748 593,467 907,215  
  High Low Close Change
Level 1,633.70 1,623.71 1,633.70 7.03
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 313 185 498  
Open Interest 10,454 22,433 32,887  
  High Low Close Change
Level 163.37 162.37 163.37 0.70
SPDR Options - (SPY)
  Call Put Total  
Volume 184,415 306,685 491,100  
Open Interest 7,741,498 15,312,533 23,054,031  
  High Low Close Change
Level 163.55 162.51 163.41 0.48
SPDR Options LEAPS
  Call Put Total  
Volume 3,426 5,397 8,823  
Open Interest 454,592 580,468 1,035,060  
  High Low Close Change
Level 163.55 162.51 163.41 0.48
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 31,708 77,517 109,225  
Open Interest 724,648 1,453,226 2,177,874  
  High Low Close Change
Level 163.55 162.51 163.41 0.48
S&P 100 Index - (OEX)
  Call Put Total  
Volume 4,198 4,221 8,419  
Open Interest 23,107 29,429 52,536  
  High Low Close Change
Level 732.85 728.64 732.85 2.43
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 61 3 64  
Open Interest 784 633 1,417  
  High Low Close Change
Level 732.85 728.64 732.85 2.43
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 2,259 1,290 3,549  
Open Interest 3,975 3,726 7,701  
  High Low Close Change
Level 732.85 728.64 732.85 2.43
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 606 1,080 1,686  
Open Interest 6,727 7,001 13,728  
  High Low Close Change
Level 732.85 728.64 732.85 2.43
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 423 1,006  
  High Low Close Change
Level 732.85 728.64 732.85 2.43
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 446 902 1,348  
Open Interest 578 1,112 1,690  
  High Low Close Change
Level 732.85 728.64 732.85 2.43
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 34,165 52,620 86,785  
Open Interest 2,442,355 1,685,450 4,127,805  
  High Low Close Change
Level 139.75 137.26 139.63 -1.21
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 137,930 22,622 160,552  
Open Interest 1,830,764 2,178,640 4,009,404  
  High Low Close Change
Level 73.08 72.63 73.05 0.40
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 7 13 20  
Open Interest 91,925 77,315 169,240  
  High Low Close Change
Level 73.08 72.63 73.05 0.40
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 126,126 8,008 134,134  
Open Interest 299,039 271,286 570,325  
  High Low Close Change
Level 73.08 72.63 73.05 0.40
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,712 3,888 6,600  
  High Low Close Change
Level 73.52 73.11 73.51 0.18
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,259 250 1,509  
  High Low Close Change
Level 73.52 73.11 73.51 0.18
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 10 0 10  
Open Interest 33,136 23,242 56,378  
  High Low Close Change
Level 298.10 296.11 298.10 1.99
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 601 5,075 5,676  
  High Low Close Change
Level 298.10 296.11 298.10 1.99
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 5,369 6,098 11,467  
Open Interest 148,961 209,403 358,364  
  High Low Close Change
Level 2,981.02 2,962.69 2,981.02 19.90
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,292 4,374 7,666  
Open Interest 286,056 325,444 611,500  
  High Low Close Change
Level 151.10 150.29 151.03 0.19
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 18,309 14,158 32,467  
  High Low Close Change
Level 151.10 150.29 151.03 0.19
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 569 814 1,383  
Open Interest 4,944 5,839 10,783  
  High Low Close Change
Level 151.10 150.29 151.03 0.19
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 608 1,150 1,758  
Open Interest 116,332 82,948 199,280  
  High Low Close Change
Level 151.18 150.38 151.18 0.35
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 71 1 72  
Open Interest 58,552 12,826 71,378  
  High Low Close Change
Level 151.18 150.38 151.18 0.35
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 119 109 228  
  High Low Close Change
Level 60.00 59.63 59.74 0.37
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 51,445 110,112 161,557  
Open Interest 1,625,334 5,004,799 6,630,133  
  High Low Close Change
Level 96.94 96.07 96.86 0.73
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 80 490 570  
Open Interest 94,579 101,503 196,082  
  High Low Close Change
Level 96.94 96.07 96.86 0.73
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 9,111 38,129 47,240  
Open Interest 95,438 409,759 505,197  
  High Low Close Change
Level 96.94 96.07 96.86 0.73
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 38,974 32,374 71,348  
Open Interest 346,838 467,616 814,454  
  High Low Close Change
Level 975.16 967.70 975.16 8.90
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 2,311 1,746 4,057  
Open Interest 59,268 112,005 171,273  
  High Low Close Change
Level 128.97 128.19 128.67 -0.50
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 562 1,342 1,904  
  High Low Close Change
Level 128.97 128.19 128.67 -0.50
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 48 32 80  
Open Interest 34,732 10,090 44,822  
  High Low Close Change
Level 26.08 25.73 25.79 -0.28
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,397 1,244 2,641  
  High Low Close Change
Level 17.23 16.94 17.11 0.07
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 9,751 9,084 18,835  
  High Low Close Change
Level 26.37 26.02 26.34 -0.12
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 92 61 153  
  High Low Close Change
Level 28.12 27.68 28.09 -0.08
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,460 930 2,390  
  High Low Close Change
Level 26.68 25.91 26.60 -0.01
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 9 8 17  
Open Interest 760 200 960  
  High Low Close Change
Level 47.94 47.08 47.94 -0.31
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 3 0 3  
Open Interest 265 105 370  
  High Low Close Change
Level 40.37 39.39 39.52 0.17
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 10 10 20  
Open Interest 504 154 658  
  High Low Close Change
Level 49.07 48.27 49.06 -0.46
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,688 745 2,433  
  High Low Close Change
Level 31.59 31.12 31.52 -0.12
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 6,511 1,845 8,356  
Open Interest 236,719 180,603 417,322  
  High Low Close Change
Level 21.61 21.11 21.13 -0.33
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,755 14,652 22,407  
Open Interest 526,166 610,120 1,136,286  
  High Low Close Change
Level 34.28 33.28 34.15 -0.03
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,587 233 1,820  
Open Interest 946,132 1,657,087 2,603,219  
  High Low Close Change
Level 62.72 62.34 62.70 0.07
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 204 48 252  
  High Low Close Change
Level 98.96 98.05 98.92 0.39
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 314 158 472  
Open Interest 15,629 21,564 37,193  
  High Low Close Change
Level 180.07 174.89 180.02 5.03
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,472 687 3,159  
  High Low Close Change
Level 45.80 45.39 45.76 -0.25
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 10 10  
Open Interest 131 56 187  
  High Low Close Change
Level 101.46 100.21 101.46 1.19
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 26,947 6,559 33,506  
  High Low Close Change
Level 65.75 65.36 65.74 0.31
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 2 46 48  
Open Interest 3,288 37,416 40,704  
  High Low Close Change
Level 107.75 107.08 107.33 -0.61
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,733 5,087 7,820  
  High Low Close Change
Level 86.16 85.62 86.11 0.51
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,118 3,570 6,688  
  High Low Close Change
Level 110.58 109.34 110.52 1.30
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 42 0 42  
Open Interest 185 33 218  
  High Low Close Change
Level 73.30 72.63 73.27 0.70
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 8 0 8  
Open Interest 4,230 748 4,978  
  High Low Close Change
Level 132.59 131.56 132.49 0.83
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 843 630 1,473  
  High Low Close Change
Level 52.07 51.74 52.05 0.37
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 530 937 1,467  
Open Interest 89,645 166,561 256,206  
  High Low Close Change
Level 56.77 56.34 56.75 0.44
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 39,900 60,014 99,914  
Open Interest 971,832 1,966,170 2,938,002  
  High Low Close Change
Level 18.98 18.45 18.46 -0.18
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 236 236  
Open Interest 1,399 10,814 12,213  
  High Low Close Change
Level 20.36 19.96 20.13 0.20
  VIX Snapshot

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