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, June 13, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.77
Index Put/Call Ratio 0.67
Exchange Traded Products Put/Call Ratio 1.79
Equity Put/Call Ratio 0.56
CBOE Volatility Index (VIX) Put/Call Ratio 0.25
Sum of All Products
  Call Put Total  
Volume 2,518,715 1,934,601 4,453,316  
Open Interest 173,277,469 152,143,334 325,420,803  
Index Options
  Call Put Total  
Volume 1,033,562 696,486 1,730,048  
Exchange Traded Products
  Call Put Total  
Volume 330,483 592,958 923,441  
Equity Options
  Call Put Total  
Volume 1,154,670 645,157 1,799,827  

Equity LEAPS
  Call Put Total  
Volume 27,230 11,058 38,288  
Open Interest 10,913,147 7,106,488 18,019,635  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 435,739 438,582 874,321  
Open Interest 6,512,305 7,023,110 13,535,415  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,078.91 1,079.51 1,078.71 1,079.51
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.90 12.23 11.39 11.48
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.71 16.17 15.50 15.61
VXTH - CBOE VIX Tail Hedge Index
      Close
      180.96
LOVOL - CBOE Low Volatility Index
Open High Low Close
169.68 169.93 169.38 169.93
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
639.77 641.16 638.03 641.06
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,503.26 1,504.55 1,502.60 1,504.55
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
438.48 438.56 438.12 438.50
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
267.48 267.71 267.38 267.69
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
200.71 201.18 200.32 200.84
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,445.56 1,445.87 1,445.47 1,445.60
VIX - CBOE Volatility Index
Open High Low Close
12.45 12.69 11.89 12.18
VVIX - CBOE VVIX Index
Open High Low Close
78.13 83.80 77.80 79.81
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.67 13.99 13.63 13.75
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.68 17.96 16.78 16.81
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.96 12.14 10.98 11.79
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.34 19.11 17.79 18.04
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.97 12.20 11.10 11.22
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.86 14.17 13.39 13.61
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.08 14.32 13.72 13.79
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      79.79
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.60 6.75 4.39 4.48
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.17 20.02 19.11 19.47
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.91 12.91 12.19 12.52
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.68 5.70 5.54 5.56
VPD - CBOE VIX Premium Strategy Index
      Close
      257.96
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      252.57
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
54.15 56.41 52.37 52.94
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
63.91 64.62 61.20 61.99
CYX - CBOE China Index
Open High Low Close
753.09 755.06 751.93 752.94



3rd-party Advertisement



CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 743,531 184,167 927,698  
Open Interest 7,523,026 2,432,063 9,955,089  
  High Low Close Change
Level 12.69 11.89 12.18 -0.38
CBOE Short-Term Volatility Index - (VXST)
  Call Put Total  
Volume 49 16 65  
Open Interest 2,571 319 2,890  
  High Low Close Change
Level 12.23 11.39 11.48 -0.51
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 40 147 187  
  High Low Close Change
Level 25.10 24.43 24.49 -0.41
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 174 93 267  
  High Low Close Change
Level 17.96 16.78 16.81 -0.52
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 511 374 885  
  High Low Close Change
Level 20.02 19.11 19.47 0.30
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 130 192 322  
  High Low Close Change
Level 12.91 12.19 12.52 -0.39
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 110 0 110  
  High Low Close Change
Level 12.69 11.89 12.18 -0.38
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 1,937.29 1,927.75 1,936.16 6.05
S&P 500 Index - (SPX)
  Call Put Total  
Volume 267,852 484,080 751,932  
Open Interest 4,866,348 9,171,841 14,038,189  
  High Low Close Change
Level 1,937.30 1,927.69 1,936.16 6.05
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 5,646 9,243 14,889  
Open Interest 21,800 85,462 107,262  
  High Low Close Change
Level 1,937.30 1,927.69 1,936.16 6.05
S&P 500 Index Weeklys
  Call Put Total  
Volume 79,490 108,644 188,134  
Open Interest 428,800 789,269 1,218,069  
  High Low Close Change
Level 1,937.30 1,927.69 1,936.16 6.05
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 312 47 359  
Open Interest 20,121 89,595 109,716  
  High Low Close Change
Level 193.73 192.77 193.62 0.61
Mini-SPX Index Options - AM Settled - (XSPAM)
  Call Put Total  
Volume 0 0 0  
Open Interest 289 674 963  
  High Low Close Change
Level 193.73 192.77 193.62 0.61
SPDR Options - (SPY)
  Call Put Total  
Volume 101,235 286,492 387,727  
Open Interest 6,252,205 14,446,937 20,699,142  
  High Low Close Change
Level 194.32 193.30 194.13 0.62
SPDR Options LEAPS
  Call Put Total  
Volume 1,567 1,413 2,980  
Open Interest 550,876 819,952 1,370,828  
  High Low Close Change
Level 194.32 193.30 194.13 0.62
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 33,999 80,544 114,543  
Open Interest 653,717 1,210,584 1,864,301  
  High Low Close Change
Level 194.32 193.30 194.13 0.62
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,463 3,225 4,688  
Open Interest 18,563 24,212 42,775  
  High Low Close Change
Level 857.98 853.91 857.19 2.72
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 20 5 25  
Open Interest 1,313 878 2,191  
  High Low Close Change
Level 857.98 853.91 857.19 2.72
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 537 1,038 1,575  
Open Interest 1,337 2,386 3,723  
  High Low Close Change
Level 857.98 853.91 857.19 2.72
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 181 457 638  
Open Interest 3,682 5,163 8,845  
  High Low Close Change
Level 857.98 853.91 857.19 2.72
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 60 60  
Open Interest 709 835 1,544  
  High Low Close Change
Level 857.98 853.91 857.19 2.72
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 57 248 305  
Open Interest 362 1,640 2,002  
  High Low Close Change
Level 857.98 853.91 857.19 2.72
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 10,955 4,920 15,875  
Open Interest 1,634,116 856,991 2,491,107  
  High Low Close Change
Level 123.04 122.51 122.96 0.32
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 20,784 35,790 56,574  
Open Interest 1,943,222 3,008,518 4,951,740  
  High Low Close Change
Level 92.55 91.92 92.32 0.27
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 0 11 11  
Open Interest 58,068 69,266 127,334  
  High Low Close Change
Level 92.55 91.92 92.32 0.27
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 8,661 10,755 19,416  
Open Interest 137,293 251,635 388,928  
  High Low Close Change
Level 92.55 91.92 92.32 0.27
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,485 2,478 4,963  
  High Low Close Change
Level 86.20 85.77 86.09 0.27
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,300 252 1,552  
  High Low Close Change
Level 86.20 85.77 86.09 0.27
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 0 0  
Open Interest 7,049 14,977 22,026  
  High Low Close Change
Level 378.48 376.00 377.56 1.18
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,898 3,189 5,087  
  High Low Close Change
Level 378.48 376.00 377.56 1.18
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 1,748 2,774 4,522  
Open Interest 101,271 183,295 284,566  
  High Low Close Change
Level 3,784.84 3,759.87 3,775.56 11.76
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,945 13,762 15,707  
Open Interest 246,491 361,262 607,753  
  High Low Close Change
Level 167.83 167.13 167.62 0.37
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 210 0 210  
Open Interest 21,081 16,326 37,407  
  High Low Close Change
Level 167.83 167.13 167.62 0.37
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 938 2,310 3,248  
Open Interest 19,246 32,215 51,461  
  High Low Close Change
Level 167.83 167.13 167.62 0.37
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 770 951 1,721  
Open Interest 105,052 80,664 185,716  
  High Low Close Change
Level 167.88 167.19 167.76 0.42
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 3 0 3  
Open Interest 14,841 9,454 24,295  
  High Low Close Change
Level 167.88 167.19 167.76 0.42
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 49 49  
Open Interest 1,317 6,281 7,598  
  High Low Close Change
Level 74.10 73.36 73.96 -0.06
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 31,767 59,050 90,817  
Open Interest 2,370,127 4,927,566 7,297,693  
  High Low Close Change
Level 115.91 114.66 115.59 0.20
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 44,494 64,153 108,647  
  High Low Close Change
Level 115.91 114.66 115.59 0.20
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 8,685 14,854 23,539  
Open Interest 154,216 352,857 507,073  
  High Low Close Change
Level 115.91 114.66 115.59 0.20
CBOE Russell 2000 Volatility Index - (RVX)
  Call Put Total  
Volume 30 0 30  
Open Interest 4,069 815 4,884  
  High Low Close Change
Level 19.11 17.79 18.04 -0.23
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 11,890 11,176 23,066  
Open Interest 262,602 702,056 964,658  
  High Low Close Change
Level 1,164.09 1,154.33 1,162.68 3.28
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 95 354 449  
Open Interest 38,807 105,083 143,890  
  High Low Close Change
Level 133.68 133.44 133.59 -0.29
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 484 657 1,141  
  High Low Close Change
Level 133.68 133.44 133.59 -0.29
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 90 35 125  
Open Interest 40,506 12,297 52,803  
  High Low Close Change
Level 27.79 27.66 27.73 0.25
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 62 71 133  
Open Interest 509 198 707  
  High Low Close Change
Level 16.20 16.11 16.14 0.06
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 25 0 25  
Open Interest 5,320 3,675 8,995  
  High Low Close Change
Level 26.47 26.37 26.39 0.00
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 59 31 90  
  High Low Close Change
Level 30.82 30.63 30.72 -0.03
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 38 5 43  
Open Interest 444 513 957  
  High Low Close Change
Level 30.55 30.29 30.35 -0.08
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 50 48 98  
  High Low Close Change
Level 41.16 40.97 41.12 0.13
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 201 122 323  
  High Low Close Change
Level 32.56 32.29 32.51 0.25
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 163 44 207  
  High Low Close Change
Level 42.72 42.53 42.68 0.10
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 548 1,184 1,732  
  High Low Close Change
Level 33.94 33.79 33.87 -0.02
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,564 823 2,387  
Open Interest 150,324 247,642 397,966  
  High Low Close Change
Level 26.39 26.08 26.25 0.02
United States Oil Fund - (USO)
  Call Put Total  
Volume 6,213 3,915 10,128  
Open Interest 350,611 614,819 965,430  
  High Low Close Change
Level 39.28 39.02 39.12 0.04
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,072 2,628 3,700  
Open Interest 744,911 1,715,603 2,460,514  
  High Low Close Change
Level 69.86 69.55 69.72 0.05
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 274 102 376  
  High Low Close Change
Level 107.20 105.93 107.02 0.58
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 223 194 417  
Open Interest 56,604 88,344 144,948  
  High Low Close Change
Level 248.91 245.17 247.59 -0.24
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 858 413 1,271  
  High Low Close Change
Level 56.00 55.29 55.99 0.56
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 1 0 1  
Open Interest 125 46 171  
  High Low Close Change
Level 125.80 125.13 125.60 -0.01
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 46 0 46  
Open Interest 8,328 3,413 11,741  
  High Low Close Change
Level 75.67 75.10 75.52 0.24
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 122 0 122  
Open Interest 105,815 42,082 147,897  
  High Low Close Change
Level 102.94 102.53 102.81 -0.20
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 2 1 3  
Open Interest 4,028 6,993 11,021  
  High Low Close Change
Level 101.24 100.32 100.85 -0.05
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 10 10  
Open Interest 4,909 13,492 18,401  
  High Low Close Change
Level 134.54 132.89 134.28 0.57
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 568 60 628  
  High Low Close Change
Level 87.86 87.26 87.82 0.24
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 2 2  
Open Interest 1,431 275 1,706  
  High Low Close Change
Level 159.35 158.19 159.26 0.64
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 196 246 442  
  High Low Close Change
Level 59.03 58.82 58.93 -0.07
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,221 109 1,330  
Open Interest 63,286 116,066 179,352  
  High Low Close Change
Level 65.95 65.40 65.79 0.03
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 43,468 52,380 95,848  
Open Interest 1,663,305 2,768,318 4,431,623  
  High Low Close Change
Level 32.67 31.48 31.82 -0.55
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,898 7,429 9,327  
  High Low Close Change
Level 13.66 13.34 13.38 -0.25
  VIX Snapshot

*Third Party Advertisement