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.

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

  

CBOE Market Summary for Friday, October 12, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.05
Index Put/Call Ratio 1.27
Exchange Traded Products Put/Call Ratio 1.46
Equity Put/Call Ratio 0.74
CBOE Volatility Index (VIX) Put/Call Ratio 0.53
Sum of All Products
  Call Put Total  
Volume 1,750,282 1,832,340 3,582,622  
Open Interest 156,394,047 138,377,993 294,772,040  
Index Options
  Call Put Total  
Volume 579,804 737,219 1,317,023  
Exchange Traded Products
  Call Put Total  
Volume 321,406 468,074 789,480  
Equity Options
  Call Put Total  
Volume 849,072 627,047 1,476,119  

Equity LEAPS
  Call Put Total  
Volume 22,225 15,332 37,557  
Open Interest 11,703,521 8,322,160 20,025,681  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 231,887 301,156 533,043  
Open Interest 1,793,055 1,970,241 3,763,296  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
924.40 927.75 919.77 921.72
VXTH - CBOE VIX Tail Hedge Index
      Close
      148.51
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
507.82 507.82 507.82 507.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,199.41 1,203.96 1,193.23 1,195.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
375.36 377.05 374.31 375.10
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.85 238.89 237.06 237.62
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.26 181.59 179.67 179.91
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,229.39 1,232.44 1,223.04 1,224.80
VIX - CBOE Volatility Index
Open High Low Close
15.41 16.18 14.96 16.14
VVIX - CBOE VVIX Index
Open High Low Close
88.59 92.00 87.27 91.87
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.42 22.78 21.58 22.29
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.35 14.71 13.69 14.71
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.16 19.78 18.89 19.78
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.07 15.97 14.58 15.74
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.10 18.23 17.53 17.84
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.45 17.77 17.02 17.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      85.66
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.30 34.37 33.69 33.69
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.33 15.76 15.07 15.72
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.85 8.90 8.84 8.84
VPD - CBOE VIX Premium Strategy Index
      Close
      215.53
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      214.46
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.79
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.35 63.86 61.43 63.23
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
46.76 49.46 43.75 49.26
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.49
EXQ - CBOE Exchange Index
Open High Low Close
86.86 87.12 86.03 86.32
CYX - CBOE China Index
Open High Low Close
584.03 587.83 581.78 582.55



3rd-party Advertisement



CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 291,906 155,160 447,066  
Open Interest 5,900,037 2,734,037 8,634,074  
  High Low Close Change
Level 16.18 14.96 16.14 0.55
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 25.06 24.21 24.82 0.41
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 22.78 21.58 22.29 0.02
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 2 0 2  
Open Interest 0 0 0  
  High Low Close Change
Level 34.37 33.69 33.69 -0.83
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 105 0 105  
  High Low Close Change
Level 15.76 15.07 15.72 0.41
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 16.18 14.96 16.14 0.55
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 1,438.40 1,425.58 1,428.59 -4.25
S&P 500 Index - (SPX)
  Call Put Total  
Volume 252,669 517,186 769,855  
Open Interest 4,543,705 7,969,860 12,513,565  
  High Low Close Change
Level 1,438.43 1,425.53 1,428.59 -4.25
S&P 500 Index Weeklys
  Call Put Total  
Volume 40,981 69,039 110,020  
Open Interest 150,144 329,787 479,931  
  High Low Close Change
Level 1,438.43 1,425.53 1,428.59 -4.25
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 2 62 64  
Open Interest 5,588 9,457 15,045  
  High Low Close Change
Level 143.84 142.55 142.86 -0.42
SPDR Options - (SPY)
  Call Put Total  
Volume 132,712 266,953 399,665  
Open Interest 6,458,779 13,517,911 19,976,690  
  High Low Close Change
Level 143.95 142.58 142.89 -0.52
SPDR Options LEAPS
  Call Put Total  
Volume 2,678 449 3,127  
Open Interest 493,997 592,880 1,086,877  
  High Low Close Change
Level 143.95 142.58 142.89 -0.52
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 35,633 62,832 98,465  
Open Interest 180,962 396,721 577,683  
  High Low Close Change
Level 143.95 142.58 142.89 -0.52
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,878 6,521 12,399  
Open Interest 40,349 57,650 97,999  
  High Low Close Change
Level 661.10 655.63 656.89 -1.39
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,320 586 1,906  
  High Low Close Change
Level 661.10 655.63 656.89 -1.39
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,604 1,940 3,544  
Open Interest 3,733 9,150 12,883  
  High Low Close Change
Level 661.10 655.63 656.89 -1.39
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 895 1,298 2,193  
Open Interest 10,131 14,605 24,736  
  High Low Close Change
Level 661.10 655.63 656.89 -1.39
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 501 591 1,092  
  High Low Close Change
Level 661.10 655.63 656.89 -1.39
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 263 341 604  
Open Interest 662 3,744 4,406  
  High Low Close Change
Level 661.10 655.63 656.89 -1.39
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 14,667 18,210 32,877  
Open Interest 2,824,943 1,298,357 4,123,300  
  High Low Close Change
Level 171.41 169.81 170.06 -1.27
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 26,989 34,700 61,689  
Open Interest 1,899,514 2,151,677 4,051,191  
  High Low Close Change
Level 67.06 66.55 66.68 -0.03
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 248 1,322 1,570  
Open Interest 56,398 63,241 119,639  
  High Low Close Change
Level 67.06 66.55 66.68 -0.03
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 5,951 5,982 11,933  
Open Interest 67,583 76,632 144,215  
  High Low Close Change
Level 67.06 66.55 66.68 -0.03
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 42 0 42  
Open Interest 2,649 2,682 5,331  
  High Low Close Change
Level 66.28 65.73 65.79 -0.23
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,536 449 1,985  
  High Low Close Change
Level 66.28 65.73 65.79 -0.23
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 59 0 59  
Open Interest 57,660 73,171 130,831  
  High Low Close Change
Level 273.44 271.45 272.01 0.09
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,057 7,713 10,770  
  High Low Close Change
Level 273.44 271.45 272.01 0.09
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 25,102 42,056 67,158  
Open Interest 119,785 206,481 326,266  
  High Low Close Change
Level 2,734.40 2,714.17 2,720.14 0.93
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,403 2,426 3,829  
Open Interest 397,135 493,153 890,288  
  High Low Close Change
Level 133.83 132.75 133.13 0.00
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 5 0 5  
Open Interest 30,823 15,147 45,970  
  High Low Close Change
Level 133.83 132.75 133.13 0.00
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 207 166 373  
Open Interest 5,781 4,806 10,587  
  High Low Close Change
Level 133.83 132.75 133.13 0.00
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 668 896 1,564  
Open Interest 131,094 82,648 213,742  
  High Low Close Change
Level 134.01 132.97 133.29 0.03
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 39 2 41  
Open Interest 49,197 11,528 60,725  
  High Low Close Change
Level 134.01 132.97 133.29 0.03
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 165 96 261  
  High Low Close Change
Level 52.39 51.89 51.95 -0.40
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 23,363 38,117 61,480  
Open Interest 1,728,790 3,734,517 5,463,307  
  High Low Close Change
Level 83.02 81.91 82.10 -0.69
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 68 1,004 1,072  
Open Interest 72,119 158,874 230,993  
  High Low Close Change
Level 83.02 81.91 82.10 -0.69
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 2,105 3,869 5,974  
Open Interest 33,033 62,472 95,505  
  High Low Close Change
Level 83.02 81.91 82.10 -0.69
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 2,623 13,840 16,463  
Open Interest 322,087 444,175 766,262  
  High Low Close Change
Level 830.95 821.99 823.09 -6.69
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 793 332 1,125  
Open Interest 110,109 229,625 339,734  
  High Low Close Change
Level 128.99 128.53 128.69 0.28
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 20 20  
Open Interest 1,425 4,705 6,130  
  High Low Close Change
Level 128.99 128.53 128.69 0.28
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 477 207 684  
Open Interest 47,035 17,836 64,871  
  High Low Close Change
Level 29.06 28.85 28.91 -0.27
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,073 1,320 2,393  
  High Low Close Change
Level 18.90 18.71 18.73 -0.35
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 15 15  
Open Interest 20,706 9,363 30,069  
  High Low Close Change
Level 28.76 28.47 28.55 -0.40
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 212 158 370  
  High Low Close Change
Level 29.32 28.71 28.89 -0.25
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 7,565 2,573 10,138  
  High Low Close Change
Level 26.42 26.09 26.21 -0.21
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 619 166 785  
  High Low Close Change
Level 61.18 60.68 60.69 -0.56
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 482 289 771  
  High Low Close Change
Level 58.52 57.90 57.91 -0.79
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 837 902 1,739  
  High Low Close Change
Level 60.82 60.31 60.39 -0.44
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,485 5,117 8,602  
  High Low Close Change
Level 34.11 33.74 33.88 -0.38
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,512 3,422 5,934  
Open Interest 553,072 695,489 1,248,561  
  High Low Close Change
Level 23.25 22.93 23.16 -0.19
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,016 4,822 11,838  
Open Interest 956,389 709,568 1,665,957  
  High Low Close Change
Level 34.34 33.79 34.01 -0.29
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,163 2,578 3,741  
Open Interest 744,895 1,110,361 1,855,256  
  High Low Close Change
Level 53.57 53.09 53.17 -0.06
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 28 21 49  
Open Interest 13,333 25,365 38,698  
  High Low Close Change
Level 143.28 141.44 141.64 -0.93
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 7 0 7  
Open Interest 66 954 1,020  
  High Low Close Change
Level 85.35 84.72 84.80 -0.13
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 8,359 4,702 13,061  
  High Low Close Change
Level 58.07 57.51 57.63 -0.29
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,472 25,753 29,225  
  High Low Close Change
Level 108.38 108.11 108.15 0.01
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 10 25 35  
Open Interest 3,909 3,119 7,028  
  High Low Close Change
Level 73.87 72.89 73.00 -0.77
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 36 0 36  
Open Interest 4,232 5,829 10,061  
  High Low Close Change
Level 94.74 93.52 93.71 -0.59
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,533 831 4,364  
  High Low Close Change
Level 110.95 109.89 110.17 -0.56
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 154 668 822  
  High Low Close Change
Level 45.04 44.51 44.67 -0.03
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 66 276 342  
Open Interest 94,374 156,169 250,543  
  High Low Close Change
Level 46.52 46.14 46.25 -0.01
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 9,490 9,885 19,375  
Open Interest 1,330,919 1,295,720 2,626,639  
  High Low Close Change
Level 35.64 34.19 35.38 0.40
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 4 0 4  
Open Interest 1,502 25,110 26,612  
  High Low Close Change
Level 32.20 31.57 31.76 -0.40
  VIX Snapshot

*Third Party Advertisement