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, February 13, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.91
Index Put/Call Ratio 0.80
Exchange Traded Products Put/Call Ratio 2.36
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.26
Sum of All Products
  Call Put Total  
Volume 2,161,239 1,975,881 4,137,120  
Open Interest 127,465,983 119,090,057 246,556,040  
Index Options
  Call Put Total  
Volume 898,321 717,979 1,616,300  
Exchange Traded Products
  Call Put Total  
Volume 253,884 599,924 853,808  
Equity Options
  Call Put Total  
Volume 1,009,034 657,978 1,667,012  

Equity LEAPS
  Call Put Total  
Volume 61,784 66,726 128,510  
Open Interest 23,229,769 17,933,354 41,163,123  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 100,081 137,148 237,229  
Open Interest 1,192,871 1,534,012 2,726,883  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
927.18 927.66 926.95 927.49
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.78
LOVOL - CBOE Low Volatility Index
Open High Low Close
144.01 144.01 144.01 144.01
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
525.45 527.14 524.13 525.53
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,235.70 1,236.78 1,235.13 1,236.35
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
375.62 376.21 375.61 376.09
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.25 237.47 237.16 237.41
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.44 181.51 181.10 181.34
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,250.79 1251.00 1,250.79 1,250.90
VIX - CBOE Volatility Index
Open High Low Close
12.88 13.19 12.67 12.98
VVIX - CBOE VVIX Index
Open High Low Close
74.21 75.69 72.55 73.25
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.15 16.35 15.82 15.84
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.02 12.57 11.92 12.19
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.97 16.14 15.64 15.87
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.14 12.92 12.13 12.59
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.12 14.41 13.78 14.41
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.46 14.72 14.43 14.63
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.91 21.39 19.90 21.00
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.06 14.71 13.87 14.70
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.58 8.63 8.53 8.59
VPD - CBOE VIX Premium Strategy Index
      Close
      230.91
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      228.53
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.17
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
58.77 59.30 57.26 58.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.60 66.88 65.32 65.59
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.14
EXQ - CBOE Exchange Index
Open High Low Close
107.05 108.36 106.86 108.36
CYX - CBOE China Index
Open High Low Close
640.10 643.68 639.93 642.75



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 594,100 153,456 747,556  
Open Interest 3,952,410 1,643,682 5,596,092  
  High Low Close Change
Level 13.19 12.67 12.98 0.34
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 18.14 17.29 17.46 -0.25
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 45 10 55  
  High Low Close Change
Level 16.35 15.82 15.84 -0.78
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 65 73 138  
  High Low Close Change
Level 21.39 19.90 21.00 0.30
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 55 0 55  
  High Low Close Change
Level 14.71 13.87 14.70 0.64
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 162 0 162  
Open Interest 10 0 10  
  High Low Close Change
Level 13.19 12.64 12.98 0.34
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 5 5  
  High Low Close Change
Level 1,524.69 1,515.93 1,520.33 0.90
S&P 500 Index - (SPX)
  Call Put Total  
Volume 280,999 523,178 804,177  
Open Interest 4,223,518 7,472,060 11,695,578  
  High Low Close Change
Level 1,524.69 1,515.93 1,520.33 0.90
S&P 500 Index Weeklys
  Call Put Total  
Volume 31,251 55,726 86,977  
Open Interest 110,030 222,509 332,539  
  High Low Close Change
Level 1,524.69 1,515.93 1,520.33 0.90
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 69 241 310  
Open Interest 4,900 8,325 13,225  
  High Low Close Change
Level 152.47 151.59 152.03 0.09
SPDR Options - (SPY)
  Call Put Total  
Volume 92,740 392,856 485,596  
Open Interest 6,896,337 13,011,658 19,907,995  
  High Low Close Change
Level 152.61 151.72 152.15 0.15
SPDR Options LEAPS
  Call Put Total  
Volume 1,571 558 2,129  
Open Interest 566,163 910,849 1,477,012  
  High Low Close Change
Level 152.61 151.72 152.15 0.15
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 15,979 38,994 54,973  
Open Interest 296,515 482,403 778,918  
  High Low Close Change
Level 152.61 151.72 152.15 0.15
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,147 7,298 10,445  
Open Interest 24,930 36,953 61,883  
  High Low Close Change
Level 686.03 681.87 684.02 0.42
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 1 10 11  
Open Interest 744 311 1,055  
  High Low Close Change
Level 686.03 681.87 684.02 0.42
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 449 300 749  
Open Interest 410 593 1,003  
  High Low Close Change
Level 686.03 681.87 684.02 0.42
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,478 1,678 3,156  
Open Interest 9,001 10,598 19,599  
  High Low Close Change
Level 686.03 681.87 684.02 0.42
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 563 165 728  
  High Low Close Change
Level 686.03 681.87 684.02 0.42
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 21 0 21  
Open Interest 169 119 288  
  High Low Close Change
Level 686.03 681.87 684.02 0.42
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 37,700 17,478 55,178  
Open Interest 2,445,140 1,361,691 3,806,831  
  High Low Close Change
Level 159.64 158.77 159.05 -0.84
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 13,070 20,748 33,818  
Open Interest 1,689,503 1,617,637 3,307,140  
  High Low Close Change
Level 68.23 67.76 67.97 0.24
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 63 23 86  
Open Interest 116,502 161,774 278,276  
  High Low Close Change
Level 68.23 67.76 67.97 0.24
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,022 4,453 7,475  
Open Interest 71,095 63,023 134,118  
  High Low Close Change
Level 68.23 67.76 67.97 0.24
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,621 3,860 6,481  
  High Low Close Change
Level 68.84 68.43 68.62 0.05
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,152 197 1,349  
  High Low Close Change
Level 68.84 68.43 68.62 0.05
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 10 0 10  
Open Interest 25,222 85,011 110,233  
  High Low Close Change
Level 278.31 276.26 277.38 1.12
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,658 3,101  
  High Low Close Change
Level 278.31 276.26 277.38 1.12
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,759 15,813 18,572  
Open Interest 108,588 181,021 289,609  
  High Low Close Change
Level 2,783.19 2,765.04 2,773.77 11.15
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,992 2,851 4,843  
Open Interest 278,834 276,402 555,236  
  High Low Close Change
Level 140.36 139.50 139.87 -0.18
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 26 23 49  
Open Interest 52,411 34,238 86,649  
  High Low Close Change
Level 140.36 139.50 139.87 -0.18
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 2,383 2,925 5,308  
Open Interest 108,498 73,487 181,985  
  High Low Close Change
Level 140.29 139.46 139.83 -0.36
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 374 374  
Open Interest 46,927 6,754 53,681  
  High Low Close Change
Level 140.29 139.46 139.83 -0.36
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 78 112  
  High Low Close Change
Level 56.46 56.16 56.43 0.23
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 8,466 36,081 44,547  
Open Interest 1,670,040 5,265,147 6,935,187  
  High Low Close Change
Level 91.55 90.98 91.45 0.38
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 141 218 359  
Open Interest 146,578 249,396 395,974  
  High Low Close Change
Level 91.55 90.98 91.45 0.38
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 2,268 6,103 8,371  
Open Interest 45,192 148,017 193,209  
  High Low Close Change
Level 91.55 90.98 91.45 0.38
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 11,492 13,363 24,855  
Open Interest 392,844 467,005 859,849  
  High Low Close Change
Level 921.29 916.79 920.58 3.06
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 396 377 773  
Open Interest 59,020 117,923 176,943  
  High Low Close Change
Level 133.75 133.21 133.37 -0.06
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 30 56 86  
Open Interest 2,467 6,561 9,028  
  High Low Close Change
Level 133.75 133.21 133.37 -0.06
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 614 7 621  
Open Interest 69,602 20,178 89,780  
  High Low Close Change
Level 26.75 26.65 26.70 -0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,135 1,351 2,486  
  High Low Close Change
Level 19.80 19.64 19.70 0.08
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 5 10 15  
Open Interest 21,282 6,075 27,357  
  High Low Close Change
Level 28.57 28.46 28.52 0.01
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 111 91 202  
  High Low Close Change
Level 30.00 29.87 29.88 0.03
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,528 940 2,468  
  High Low Close Change
Level 27.67 27.33 27.45 -0.08
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 3 0 3  
Open Interest 620 169 789  
  High Low Close Change
Level 56.54 56.21 56.26 -0.39
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 10 0 10  
Open Interest 225 141 366  
  High Low Close Change
Level 53.16 52.88 52.90 -0.45
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 514 97 611  
  High Low Close Change
Level 56.35 56.10 56.16 -0.31
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,627 761 2,388  
  High Low Close Change
Level 34.43 34.24 34.34 -0.02
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 943 798 1,741  
Open Interest 189,313 139,918 329,231  
  High Low Close Change
Level 18.68 18.32 18.51 0.25
United States Oil Fund - (USO)
  Call Put Total  
Volume 782 4,631 5,413  
Open Interest 552,230 568,924 1,121,154  
  High Low Close Change
Level 35.49 34.99 35.18 -0.09
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,101 1,903 3,004  
Open Interest 710,345 1,209,612 1,919,957  
  High Low Close Change
Level 59.17 58.84 58.90 0.14
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 3 1 4  
  High Low Close Change
Level 92.21 91.69 91.88 -0.05
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 21 41 62  
Open Interest 7,639 24,228 31,867  
  High Low Close Change
Level 146.50 145.40 146.39 0.92
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 6 6  
Open Interest 58 27 85  
  High Low Close Change
Level 90.49 90.10 90.15 0.06
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 109 11 120  
Open Interest 15,011 9,446 24,457  
  High Low Close Change
Level 60.92 60.67 60.87 0.02
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 2 0 2  
Open Interest 2,342 33,428 35,770  
  High Low Close Change
Level 105.87 105.64 105.71 -0.37
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 3 0 3  
Open Interest 4,626 7,482 12,108  
  High Low Close Change
Level 81.91 81.44 81.80 0.32
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,131 4,755 7,886  
  High Low Close Change
Level 103.74 103.07 103.61 0.40
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 61 8 69  
  High Low Close Change
Level 67.81 67.46 67.66 0.13
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 1 0 1  
Open Interest 4,808 852 5,660  
  High Low Close Change
Level 123.51 122.85 123.21 0.30
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 4 10 14  
Open Interest 634 2,298 2,932  
  High Low Close Change
Level 46.88 46.48 46.63 0.12
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 3 146 149  
Open Interest 74,800 170,136 244,936  
  High Low Close Change
Level 51.19 50.70 50.86 0.14
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 21,686 26,145 47,831  
Open Interest 807,657 1,456,449 2,264,106  
  High Low Close Change
Level 22.88 22.09 22.49 0.11
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 167 167  
Open Interest 1,595 28,287 29,882  
  High Low Close Change
Level 22.28 21.81 22.01 -0.08