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, November 14, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.83
Index Put/Call Ratio 0.99
Exchange Traded Products Put/Call Ratio 1.07
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.80
Sum of All Products
  Call Put Total  
Volume 3,054,648 2,541,014 5,595,662  
Open Interest 173,448,117 158,524,017 331,972,134  
Index Options
  Call Put Total  
Volume 1,133,376 1,126,766 2,260,142  
Exchange Traded Products
  Call Put Total  
Volume 593,007 632,648 1,225,655  
Equity Options
  Call Put Total  
Volume 1,328,265 781,600 2,109,865  

Equity LEAPS
  Call Put Total  
Volume 56,567 33,460 90,027  
Open Interest 18,903,588 13,828,435 32,732,023  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 300,934 336,136 637,070  
Open Interest 3,289,702 3,686,259 6,975,961  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
993.93 994.54 993.20 993.45
VXST - CBOE Short-term Volatility Index
      Close
      11.69
VXTH - CBOE VIX Tail Hedge Index
      Close
      170.46
LOVOL - CBOE Low Volatility Index
Open High Low Close
158.05 158.55 157.94 158.46
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
596.92 600.57 596.25 600.57
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,369.68 1,372.71 1,369.15 1,372.11
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
410.80 411.03 410.66 410.97
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
248.35 248.60 248.12 248.31
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
192.41 192.69 191.84 192.66
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,341.83 1,342.01 1,341.83 1,342.01
VIX - CBOE Volatility Index
Open High Low Close
12.80 12.94 12.28 12.37
VVIX - CBOE VVIX Index
Open High Low Close
72.09 74.10 70.79 71.91
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.79 15.85 14.30 14.39
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.90 23.90 20.63 21.00
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.10 12.48 11.76 11.96
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.08 17.50 16.23 16.56
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.57 12.60 11.65 11.93
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.66 13.90 12.99 13.26
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.89 14.96 14.66 14.88
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      96.15
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.09 5.82 4.90 4.96
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.63 20.48 19.63 19.92
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.46 28.16 19.42 19.44
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.65 7.75 7.40 7.47
VPD - CBOE VIX Premium Strategy Index
      Close
      247.30
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      243.35
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
35.97 38.12 33.52 34.15
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
57.77 58.22 56.08 56.75
CYX - CBOE China Index
Open High Low Close
749.87 756.53 748.26 756.20



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 425,507 340,004 765,511  
Open Interest 5,658,398 2,848,653 8,507,051  
  High Low Close Change
Level 12.94 12.28 12.37 -0.15
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 27.91 26.48 26.79 -0.96
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 23.90 20.63 21.00 -2.05
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 100 0 100  
Open Interest 37 0 37  
  High Low Close Change
Level 20.48 19.63 19.92 0.29
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 100 0 100  
Open Interest 336 1 337  
  High Low Close Change
Level 28.16 19.42 19.44 -1.02
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 19 0 19  
  High Low Close Change
Level 12.94 12.28 12.37 -0.15
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 1,791.52 1,780.23 1,790.62 8.62
S&P 500 Index - (SPX)
  Call Put Total  
Volume 644,815 717,887 1,362,702  
Open Interest 5,498,319 8,912,604 14,410,923  
  High Low Close Change
Level 1,791.53 1,780.22 1,790.62 8.62
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 11,685 7,853 19,538  
Open Interest 25,581 76,438 102,019  
  High Low Close Change
Level 1,791.53 1,780.22 1,790.62 8.62
S&P 500 Index Weeklys
  Call Put Total  
Volume 72,113 110,480 182,593  
Open Interest 183,522 318,920 502,442  
  High Low Close Change
Level 1,791.53 1,780.22 1,790.62 8.62
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 235 47 282  
Open Interest 6,134 18,194 24,328  
  High Low Close Change
Level 179.15 178.02 179.06 0.86
Mini-SPX Index Options - AM Settled - (XSPAM)
  Call Put Total  
Volume 194 1 195  
Open Interest 25,195 40,117 65,312  
  High Low Close Change
Level 179.15 178.02 179.06 0.86
SPDR Options - (SPY)
  Call Put Total  
Volume 264,401 282,741 547,142  
Open Interest 7,863,593 15,126,741 22,990,334  
  High Low Close Change
Level 179.42 178.25 179.27 1.00
SPDR Options LEAPS
  Call Put Total  
Volume 2,232 1,851 4,083  
Open Interest 544,505 846,275 1,390,780  
  High Low Close Change
Level 179.42 178.25 179.27 1.00
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 34,138 72,553 106,691  
Open Interest 347,299 763,867 1,111,166  
  High Low Close Change
Level 179.42 178.25 179.27 1.00
S&P 100 Index - (OEX)
  Call Put Total  
Volume 8,561 9,883 18,444  
Open Interest 27,387 33,503 60,890  
  High Low Close Change
Level 799.05 794.21 798.69 3.09
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 20 20 40  
Open Interest 1,502 1,165 2,667  
  High Low Close Change
Level 799.05 794.21 798.69 3.09
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,017 170 1,187  
Open Interest 431 1,023 1,454  
  High Low Close Change
Level 799.05 794.21 798.69 3.09
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 286 252 538  
Open Interest 5,003 9,534 14,537  
  High Low Close Change
Level 799.05 794.21 798.69 3.09
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 768 711 1,479  
  High Low Close Change
Level 799.05 794.21 798.69 3.09
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 60 110 170  
Open Interest 32 98 130  
  High Low Close Change
Level 799.05 794.21 798.69 3.09
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 12,020 10,467 22,487  
Open Interest 2,172,878 1,369,650 3,542,528  
  High Low Close Change
Level 124.91 123.88 124.27 1.42
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 38,434 58,425 96,859  
Open Interest 2,085,876 2,793,275 4,879,151  
  High Low Close Change
Level 83.86 83.14 83.80 0.19
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 75 109 184  
Open Interest 209,634 232,130 441,764  
  High Low Close Change
Level 83.86 83.14 83.80 0.19
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,200 6,377 9,577  
Open Interest 61,559 109,513 171,072  
  High Low Close Change
Level 83.86 83.14 83.80 0.19
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,243 3,284 6,527  
  High Low Close Change
Level 80.18 79.60 80.14 0.34
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,983 296 2,279  
  High Low Close Change
Level 80.18 79.60 80.14 0.34
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 70 0 70  
Open Interest 10,560 21,840 32,400  
  High Low Close Change
Level 341.83 339.07 341.51 0.95
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,770 7,626 10,396  
  High Low Close Change
Level 341.83 339.07 341.51 0.95
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 15,949 21,447 37,396  
Open Interest 130,059 244,363 374,422  
  High Low Close Change
Level 3,418.56 3,390.38 3,415.14 9.58
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 7,445 6,474 13,919  
Open Interest 299,025 321,899 620,924  
  High Low Close Change
Level 158.81 157.95 158.72 0.66
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 40 247 287  
Open Interest 33,947 31,326 65,273  
  High Low Close Change
Level 158.81 157.95 158.72 0.66
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,148 954 2,102  
Open Interest 19,335 18,019 37,354  
  High Low Close Change
Level 158.81 157.95 158.72 0.66
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 4,685 4,705 9,390  
Open Interest 147,404 101,014 248,418  
  High Low Close Change
Level 158.85 157.99 158.76 0.54
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 367 353 720  
Open Interest 75,552 26,062 101,614  
  High Low Close Change
Level 158.85 157.99 158.76 0.54
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 31 0 31  
Open Interest 135 1,540 1,675  
  High Low Close Change
Level 70.57 70.00 70.32 -0.16
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 22,401 43,803 66,204  
Open Interest 1,687,001 4,045,401 5,732,402  
  High Low Close Change
Level 110.60 109.74 110.40 -0.09
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 925 688 1,613  
Open Interest 98,678 185,283 283,961  
  High Low Close Change
Level 110.60 109.74 110.40 -0.09
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,776 5,206 6,982  
Open Interest 77,370 246,800 324,170  
  High Low Close Change
Level 110.60 109.74 110.40 -0.09
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 21,145 24,687 45,832  
Open Interest 214,651 584,041 798,692  
  High Low Close Change
Level 1,112.22 1,105.57 1,111.44 -0.74
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 635 401 1,036  
Open Interest 57,642 96,725 154,367  
  High Low Close Change
Level 133.35 132.87 133.11 -0.02
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,018 2,808 3,826  
  High Low Close Change
Level 133.35 132.87 133.11 -0.02
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 60 0 60  
Open Interest 21,821 6,757 28,578  
  High Low Close Change
Level 24.80 24.70 24.72 -0.07
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 203 1,451 1,654  
  High Low Close Change
Level 16.14 16.03 16.12 -0.01
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 26 8 34  
Open Interest 6,719 5,969 12,688  
  High Low Close Change
Level 25.49 25.26 25.40 0.11
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 10 0 10  
Open Interest 283 163 446  
  High Low Close Change
Level 28.28 27.90 28.12 0.24
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 971 408 1,379  
  High Low Close Change
Level 27.19 26.74 27.04 0.09
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 436 277 713  
  High Low Close Change
Level 42.31 41.80 42.14 0.49
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 14 48  
  High Low Close Change
Level 34.80 34.60 34.80 0.43
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 104 0 104  
  High Low Close Change
Level 43.51 43.22 43.32 0.51
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 208 1,268 1,476  
  High Low Close Change
Level 31.44 31.15 31.40 0.19
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 4,211 1,661 5,872  
Open Interest 286,185 357,200 643,385  
  High Low Close Change
Level 17.95 17.31 17.89 0.21
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,758 4,235 11,993  
Open Interest 573,482 703,889 1,277,371  
  High Low Close Change
Level 34.12 33.45 33.93 0.04
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 4,089 1,004 5,093  
Open Interest 1,094,235 1,688,213 2,782,448  
  High Low Close Change
Level 65.73 65.29 65.66 0.26
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 97 133 230  
  High Low Close Change
Level 98.44 97.43 98.01 0.59
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 87 751 838  
Open Interest 26,800 48,632 75,432  
  High Low Close Change
Level 210.38 207.29 209.47 1.55
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,041 3,813 5,854  
  High Low Close Change
Level 49.86 49.46 49.83 0.38
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 39 27 66  
  High Low Close Change
Level 113.61 112.83 113.50 0.84
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 27 2 29  
Open Interest 12,490 6,565 19,055  
  High Low Close Change
Level 70.97 70.38 70.86 0.52
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 230 418 648  
Open Interest 16,377 36,163 52,540  
  High Low Close Change
Level 101.99 101.55 101.95 0.49
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 20 88 108  
Open Interest 4,584 5,092 9,676  
  High Low Close Change
Level 95.63 94.83 95.50 0.21
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 3 2 5  
Open Interest 7,774 13,647 21,421  
  High Low Close Change
Level 129.96 128.81 129.54 -0.46
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 233 195 428  
  High Low Close Change
Level 81.54 80.97 81.52 0.28
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 8 0 8  
Open Interest 5,107 6,185 11,292  
  High Low Close Change
Level 146.30 145.26 146.27 0.72
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 324 11 335  
Open Interest 1,194 1,185 2,379  
  High Low Close Change
Level 60.93 60.21 60.89 0.45
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,274 2,690 3,964  
Open Interest 89,981 259,917 349,898  
  High Low Close Change
Level 64.80 64.28 64.73 0.51
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 32,724 41,251 73,975  
Open Interest 1,222,930 2,311,524 3,534,454  
  High Low Close Change
Level 48.28 47.54 47.64 -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 2,208 7,680 9,888  
  High Low Close Change
Level 18.15 18.03 18.04 0.05