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 Thursday, October 11, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 1.14
Exchange Traded Products Put/Call Ratio 1.31
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.42
Sum of All Products
  Call Put Total  
Volume 1,786,288 1,597,612 3,383,900  
Open Interest 154,231,699 136,548,623 290,780,322  
Index Options
  Call Put Total  
Volume 494,936 564,963 1,059,899  
Exchange Traded Products
  Call Put Total  
Volume 294,048 383,750 677,798  
Equity Options
  Call Put Total  
Volume 997,304 648,899 1,646,203  

Equity LEAPS
  Call Put Total  
Volume 25,369 17,970 43,339  
Open Interest 11,608,183 8,238,807 19,846,990  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 235,748 233,744 469,492  
Open Interest 1,641,167 1,811,244 3,452,411  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
928.24 930.46 924.19 924.19
VXTH - CBOE VIX Tail Hedge Index
      Close
      148.95
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
511.47 511.58 508.73 508.73
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,205.73 1,208.44 1,199.24 1,199.24
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
379.14 379.25 374.85 374.95
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
238.89 239.29 237.55 237.55
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.75 182.51 181.08 181.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,234.11 1,235.91 1,229.18 1,229.43
VIX - CBOE Volatility Index
Open High Low Close
15.33 15.80 15.31 15.59
VVIX - CBOE VVIX Index
Open High Low Close
91.09 92.78 90.11 90.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.67 22.99 22.24 22.27
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.84 14.84 14.04 14.35
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.94 19.40 18.69 19.11
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.08 15.27 14.73 15.04
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.00 18.33 17.65 18.33
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.38 17.70 17.26 17.57
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      85.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.94 35.07 34.43 34.52
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.56 15.67 15.29 15.31
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.99 9.01 8.90 8.90
VPD - CBOE VIX Premium Strategy Index
      Close
      216.50
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      215.43
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.78
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.46 65.16 61.72 63.10
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
45.87 48.27 44.71 47.42
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.75
EXQ - CBOE Exchange Index
Open High Low Close
87.53 87.69 86.91 86.92
CYX - CBOE China Index
Open High Low Close
583.26 587.14 582.69 584.57



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 255,185 108,230 363,415  
Open Interest 5,818,452 2,704,633 8,523,085  
  High Low Close Change
Level 15.80 15.31 15.59 -0.70
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 25.11 24.36 24.41 -0.95
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 22.99 22.24 22.27 -1.14
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 35.07 34.43 34.52 -0.57
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 105 0 105  
  High Low Close Change
Level 15.67 15.29 15.31 -0.22
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 16.29 15.31 15.59 -0.70
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 200 200  
  High Low Close Change
Level 1,443.89 1,432.84 1,432.84 0.28
S&P 500 Index - (SPX)
  Call Put Total  
Volume 214,731 395,525 610,256  
Open Interest 4,461,886 7,809,133 12,271,019  
  High Low Close Change
Level 1,443.90 1,432.82 1,432.84 0.28
S&P 500 Index Weeklys
  Call Put Total  
Volume 25,797 64,265 90,062  
Open Interest 149,741 313,170 462,911  
  High Low Close Change
Level 1,443.90 1,432.82 1,432.84 0.28
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 6 46 52  
Open Interest 5,584 9,429 15,013  
  High Low Close Change
Level 144.39 143.28 143.28 0.02
SPDR Options - (SPY)
  Call Put Total  
Volume 103,060 203,017 306,077  
Open Interest 6,296,273 13,202,277 19,498,550  
  High Low Close Change
Level 144.49 143.33 143.36 0.08
SPDR Options LEAPS
  Call Put Total  
Volume 3,242 1,318 4,560  
Open Interest 488,667 584,870 1,073,537  
  High Low Close Change
Level 144.49 143.33 143.36 0.08
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 23,329 33,388 56,717  
Open Interest 165,890 370,446 536,336  
  High Low Close Change
Level 144.49 143.33 143.36 0.08
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,679 7,129 12,808  
Open Interest 38,697 57,472 96,169  
  High Low Close Change
Level 663.70 658.28 658.28 -0.96
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 35 35  
Open Interest 1,320 564 1,884  
  High Low Close Change
Level 663.70 658.28 658.28 -0.96
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,856 1,626 3,482  
Open Interest 3,424 10,270 13,694  
  High Low Close Change
Level 663.70 658.28 658.28 -0.96
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 233 535 768  
Open Interest 10,136 14,501 24,637  
  High Low Close Change
Level 663.70 658.28 658.28 -0.96
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 501 591 1,092  
  High Low Close Change
Level 663.70 658.28 658.28 -0.96
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 109 252 361  
Open Interest 669 3,770 4,439  
  High Low Close Change
Level 663.70 658.28 658.28 -0.96
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 7,471 8,573 16,044  
Open Interest 2,819,360 1,281,625 4,100,985  
  High Low Close Change
Level 171.95 171.13 171.32 0.48
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 25,424 47,395 72,819  
Open Interest 1,864,353 2,125,789 3,990,142  
  High Low Close Change
Level 67.47 66.67 66.71 -0.21
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 10 255 265  
Open Interest 56,310 62,692 119,002  
  High Low Close Change
Level 67.47 66.67 66.71 -0.21
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 4,599 2,638 7,237  
Open Interest 61,740 76,559 138,299  
  High Low Close Change
Level 67.47 66.67 66.71 -0.21
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 21 48 69  
Open Interest 2,622 2,655 5,277  
  High Low Close Change
Level 66.57 66.00 66.02 -0.08
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,536 454 1,990  
  High Low Close Change
Level 66.57 66.00 66.02 -0.08
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 172 16 188  
Open Interest 57,412 73,157 130,569  
  High Low Close Change
Level 275.06 271.86 271.92 -0.93
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,985 7,692 10,677  
  High Low Close Change
Level 275.06 271.86 271.92 -0.93
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 14,431 43,728 58,159  
Open Interest 116,136 203,310 319,446  
  High Low Close Change
Level 2,750.81 2,718.49 2,719.21 -9.33
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,165 4,341 7,506  
Open Interest 388,920 486,125 875,045  
  High Low Close Change
Level 134.10 133.08 133.13 -0.16
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 30,823 14,814 45,637  
  High Low Close Change
Level 134.10 133.08 133.13 -0.16
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 327 120 447  
Open Interest 5,442 5,267 10,709  
  High Low Close Change
Level 134.10 133.08 133.13 -0.16
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 863 3,479 4,342  
Open Interest 131,620 82,334 213,954  
  High Low Close Change
Level 134.28 133.26 133.26 -0.19
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 1 1 2  
Open Interest 49,196 11,527 60,723  
  High Low Close Change
Level 134.28 133.26 133.26 -0.19
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 5 0 5  
Open Interest 160 96 256  
  High Low Close Change
Level 52.69 52.27 52.34 0.19
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 6,794 17,951 24,745  
Open Interest 1,715,988 3,742,292 5,458,280  
  High Low Close Change
Level 83.44 82.60 82.77 0.29
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 21 209 230  
Open Interest 67,197 153,254 220,451  
  High Low Close Change
Level 83.44 82.60 82.77 0.29
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,964 1,014 2,978  
Open Interest 32,237 65,024 97,261  
  High Low Close Change
Level 83.44 82.60 82.77 0.29
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 1,911 6,275 8,186  
Open Interest 323,497 449,988 773,485  
  High Low Close Change
Level 835.72 828.78 829.78 3.03
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 282 646 928  
Open Interest 109,246 226,919 336,165  
  High Low Close Change
Level 128.66 128.40 128.42 0.27
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,426 4,706 6,132  
  High Low Close Change
Level 128.66 128.40 128.42 0.27
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 4 92 96  
Open Interest 46,993 17,818 64,811  
  High Low Close Change
Level 29.34 29.10 29.18 0.14
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,051 1,320 2,371  
  High Low Close Change
Level 19.19 19.02 19.06 0.09
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 13 13  
Open Interest 20,641 9,289 29,930  
  High Low Close Change
Level 29.00 28.76 28.95 0.33
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 222 158 380  
  High Low Close Change
Level 29.21 28.93 29.05 0.30
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 7,575 2,573 10,148  
  High Low Close Change
Level 26.45 26.21 26.42 0.32
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 574 166 740  
  High Low Close Change
Level 61.50 61.23 61.28 0.12
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 2 2  
Open Interest 462 289 751  
  High Low Close Change
Level 59.20 58.69 58.76 -0.06
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 14 0 14  
Open Interest 835 902 1,737  
  High Low Close Change
Level 61.03 60.77 60.85 0.19
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,509 5,117 8,626  
  High Low Close Change
Level 34.39 34.09 34.26 0.41
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 5,089 5,744 10,833  
Open Interest 550,698 679,178 1,229,876  
  High Low Close Change
Level 23.37 22.50 23.35 1.03
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,691 5,699 13,390  
Open Interest 948,826 700,146 1,648,972  
  High Low Close Change
Level 34.44 33.94 34.28 0.45
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 540 514 1,054  
Open Interest 738,387 1,106,572 1,844,959  
  High Low Close Change
Level 53.65 53.15 53.23 0.34
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 16 2 18  
Open Interest 13,245 25,244 38,489  
  High Low Close Change
Level 143.84 142.28 142.64 0.69
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 66 954 1,020  
  High Low Close Change
Level 85.48 84.92 84.93 0.11
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 8,323 4,657 12,980  
  High Low Close Change
Level 58.18 57.87 57.87 -0.03
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 44 44  
Open Interest 3,442 25,679 29,121  
  High Low Close Change
Level 108.14 107.63 108.14 0.10
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,771 3,014 6,785  
  High Low Close Change
Level 74.28 73.66 73.76 0.34
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 2 8 10  
Open Interest 4,206 5,777 9,983  
  High Low Close Change
Level 95.18 94.12 94.32 0.25
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 1 1  
Open Interest 3,532 830 4,362  
  High Low Close Change
Level 111.48 110.65 110.81 0.49
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 154 668 822  
  High Low Close Change
Level 46.38 44.25 44.71 -0.23
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 51 2,208 2,259  
Open Interest 94,335 185,554 279,889  
  High Low Close Change
Level 46.81 46.14 46.26 -0.21
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 11,782 4,515 16,297  
Open Interest 1,317,254 1,284,262 2,601,516  
  High Low Close Change
Level 35.33 34.58 35.02 -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 1,478 24,990 26,468  
  High Low Close Change
Level 32.32 31.83 32.12 -0.68