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, March 14, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.73
Index Put/Call Ratio 0.73
Exchange Traded Products Put/Call Ratio 0.91
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.40
Sum of All Products
  Call Put Total  
Volume 2,574,603 1,887,648 4,462,251  
Open Interest 140,150,244 132,435,459 272,585,703  
Index Options
  Call Put Total  
Volume 1,180,232 866,121 2,046,353  
Exchange Traded Products
  Call Put Total  
Volume 474,031 429,913 903,944  
Equity Options
  Call Put Total  
Volume 920,340 591,614 1,511,954  

Equity LEAPS
  Call Put Total  
Volume 95,516 50,980 146,496  
Open Interest 27,590,463 21,007,619 48,598,082  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 166,045 173,766 339,811  
Open Interest 1,411,222 1,349,403 2,760,625  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
938.06 939.39 937.91 939.38
VXTH - CBOE VIX Tail Hedge Index
      Close
      157.44
LOVOL - CBOE Low Volatility Index
Open High Low Close
146.97 147.37 146.97 147.37
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
538.20 541.31 538.20 541.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,266.15 1,268.16 1,266.15 1,268.14
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
381.46 381.78 381.29 381.78
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
240.27 240.37 239.84 240.28
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.71 183.85 183.54 183.64
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,265.74 1,265.95 1,265.74 1,265.91
VIX - CBOE Volatility Index
Open High Low Close
11.70 11.75 11.05 11.30
VVIX - CBOE VVIX Index
Open High Low Close
83.50 85.35 83.14 83.50
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.92 16.11 15.67 16.11
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.54 10.63 10.00 10.22
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
14.52 14.57 13.65 13.65
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.54 11.81 11.05 11.25
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.65 12.65 12.19 12.33
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.42 14.46 13.98 14.10
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.57
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.09 19.21 18.21 18.36
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.24 12.59 12.24 12.59
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.64 8.64 8.45 8.52
VPD - CBOE VIX Premium Strategy Index
      Close
      236.01
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.50
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.32
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
54.96 55.10 53.63 53.63
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
60.26 61.08 59.34 59.68
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.29
EXQ - CBOE Exchange Index
Open High Low Close
113.11 114.75 112.92 114.46
CYX - CBOE China Index
Open High Low Close
620.18 622.54 619.66 621.38



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 630,418 252,163 882,581  
Open Interest 6,707,955 2,711,741 9,419,696  
  High Low Close Change
Level 11.75 11.05 11.30 -0.53
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 18.64 18.04 18.37 0.01
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 25 25  
Open Interest 68 10 78  
  High Low Close Change
Level 16.11 15.67 16.11 -0.49
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 4 0 4  
Open Interest 199 47 246  
  High Low Close Change
Level 19.21 18.21 18.36 -0.73
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 124 60 184  
  High Low Close Change
Level 12.59 12.24 12.59 0.35
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 331 0 331  
  High Low Close Change
Level 11.83 11.05 11.30 -0.53
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 10 10  
Open Interest 0 0 0  
  High Low Close Change
Level 1,563.30 1,554.52 1,563.23 8.71
S&P 500 Index - (SPX)
  Call Put Total  
Volume 499,958 545,989 1,045,947  
Open Interest 5,036,453 8,641,752 13,678,205  
  High Low Close Change
Level 1,563.32 1,554.52 1,563.23 8.71
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 9,677 6,338 16,015  
Open Interest 37,012 57,111 94,123  
  High Low Close Change
Level 1,563.32 1,554.52 1,563.23 8.71
S&P 500 Index Weeklys
  Call Put Total  
Volume 41,407 65,958 107,365  
Open Interest 149,136 250,541 399,677  
  High Low Close Change
Level 1,563.32 1,554.52 1,563.23 8.71
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 37 130 167  
Open Interest 4,927 12,792 17,719  
  High Low Close Change
Level 156.33 155.45 156.32 0.87
SPDR Options - (SPY)
  Call Put Total  
Volume 208,094 198,061 406,155  
Open Interest 7,841,244 15,420,798 23,262,042  
  High Low Close Change
Level 156.80 155.91 156.73 0.89
SPDR Options LEAPS
  Call Put Total  
Volume 2,252 2,630 4,882  
Open Interest 677,582 1,079,636 1,757,218  
  High Low Close Change
Level 156.80 155.91 156.73 0.89
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 20,854 29,890 50,744  
Open Interest 217,307 327,519 544,826  
  High Low Close Change
Level 156.80 155.91 156.73 0.89
S&P 100 Index - (OEX)
  Call Put Total  
Volume 4,781 6,679 11,460  
Open Interest 23,769 31,915 55,684  
  High Low Close Change
Level 702.74 698.62 702.72 4.10
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 640 467 1,107  
  High Low Close Change
Level 702.74 698.62 702.72 4.10
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 429 612 1,041  
Open Interest 1,228 1,838 3,066  
  High Low Close Change
Level 702.74 698.62 702.72 4.10
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,136 1,117 2,253  
Open Interest 10,850 13,479 24,329  
  High Low Close Change
Level 702.74 698.62 702.72 4.10
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 165 748  
  High Low Close Change
Level 702.74 698.62 702.72 4.10
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 8 7 15  
Open Interest 165 185 350  
  High Low Close Change
Level 702.74 698.62 702.72 4.10
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 13,315 8,642 21,957  
Open Interest 2,668,490 1,447,849 4,116,339  
  High Low Close Change
Level 154.17 153.01 153.69 0.02
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 10,891 15,440 26,331  
Open Interest 1,669,973 1,972,077 3,642,050  
  High Low Close Change
Level 69.01 68.71 68.87 0.24
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 978 591 1,569  
Open Interest 183,886 256,065 439,951  
  High Low Close Change
Level 69.01 68.71 68.87 0.24
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,237 2,376 5,613  
Open Interest 46,836 49,532 96,368  
  High Low Close Change
Level 69.01 68.71 68.87 0.24
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 7 0 7  
Open Interest 2,840 3,909 6,749  
  High Low Close Change
Level 70.65 70.40 70.63 0.41
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,152 247 1,399  
  High Low Close Change
Level 70.65 70.40 70.63 0.41
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 2,004 0 2,004  
Open Interest 38,920 51,172 90,092  
  High Low Close Change
Level 281.23 279.87 280.73 0.86
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 447 2,740 3,187  
  High Low Close Change
Level 281.23 279.87 280.73 0.86
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 12,547 30,813 43,360  
Open Interest 128,666 207,894 336,560  
  High Low Close Change
Level 2,812.29 2,801.36 2,807.30 8.62
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 5,567 9,724 15,291  
Open Interest 313,723 342,445 656,168  
  High Low Close Change
Level 145.35 144.76 145.32 0.87
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 274 149 423  
Open Interest 55,505 43,224 98,729  
  High Low Close Change
Level 145.35 144.76 145.32 0.87
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 42 100 142  
Open Interest 0 0 0  
  High Low Close Change
Level 145.35 144.76 145.32 0.87
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 3,084 5,344 8,428  
Open Interest 113,374 90,059 203,433  
  High Low Close Change
Level 145.39 144.55 145.39 0.84
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 3 104 107  
Open Interest 47,053 10,191 57,244  
  High Low Close Change
Level 145.39 144.55 145.39 0.84
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 0 2  
Open Interest 82 78 160  
  High Low Close Change
Level 58.81 58.33 58.63 0.53
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 48,671 37,785 86,456  
Open Interest 1,769,668 5,477,185 7,246,853  
  High Low Close Change
Level 94.81 93.87 94.78 0.94
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 1,633 223 1,856  
Open Interest 164,002 319,274 483,276  
  High Low Close Change
Level 94.81 93.87 94.78 0.94
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 8,810 8,815 17,625  
Open Interest 50,194 69,017 119,211  
  High Low Close Change
Level 94.81 93.87 94.78 0.94
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 16,586 17,486 34,072  
Open Interest 382,632 507,861 890,493  
  High Low Close Change
Level 953.07 945.43 953.07 9.17
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 242 934 1,176  
Open Interest 66,790 132,963 199,753  
  High Low Close Change
Level 129.26 128.29 128.99 0.46
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 9 0 9  
Open Interest 3,084 7,451 10,535  
  High Low Close Change
Level 129.26 128.29 128.99 0.46
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 888 643 1,531  
Open Interest 68,580 18,816 87,396  
  High Low Close Change
Level 26.37 26.23 26.35 0.09
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,246 1,493 2,739  
  High Low Close Change
Level 18.19 18.11 18.13 0.03
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 10 10  
Open Interest 22,941 10,831 33,772  
  High Low Close Change
Level 27.34 27.17 27.34 0.20
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 94 101 195  
  High Low Close Change
Level 28.55 28.40 28.54 0.23
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,013 1,583 3,596  
  High Low Close Change
Level 25.99 25.82 25.96 0.18
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 659 256 915  
  High Low Close Change
Level 54.08 53.67 53.92 -0.03
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 235 141 376  
  High Low Close Change
Level 49.38 49.05 49.35 -0.09
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 522 127 649  
  High Low Close Change
Level 54.33 53.93 54.19 -0.05
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,626 1,026 3,652  
  High Low Close Change
Level 32.63 32.42 32.59 0.27
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 7,824 4,560 12,384  
Open Interest 204,001 133,362 337,363  
  High Low Close Change
Level 21.07 20.53 21.04 0.78
United States Oil Fund - (USO)
  Call Put Total  
Volume 906 3,058 3,964  
Open Interest 589,043 598,321 1,187,364  
  High Low Close Change
Level 33.48 33.23 33.43 0.23
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,762 3,086 5,848  
Open Interest 818,096 1,402,187 2,220,283  
  High Low Close Change
Level 59.81 59.40 59.76 0.58
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 135 33 168  
  High Low Close Change
Level 94.95 94.53 94.88 0.12
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 11 375 386  
Open Interest 7,467 21,905 29,372  
  High Low Close Change
Level 157.00 156.13 156.97 0.86
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 5 0 5  
Open Interest 1,384 1,035 2,419  
  High Low Close Change
Level 45.57 44.98 45.53 0.67
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 59 45 104  
  High Low Close Change
Level 94.38 94.05 94.36 0.17
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 69 0 69  
Open Interest 19,853 8,875 28,728  
  High Low Close Change
Level 62.78 62.48 62.75 0.27
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,269 35,867 38,136  
  High Low Close Change
Level 106.01 105.66 105.93 0.03
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 6 0 6  
Open Interest 3,322 4,651 7,973  
  High Low Close Change
Level 84.34 83.55 84.32 0.94
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 11 0 11  
Open Interest 2,312 3,326 5,638  
  High Low Close Change
Level 108.06 107.24 108.05 0.90
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 207 39 246  
  High Low Close Change
Level 69.69 69.46 69.68 0.34
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,215 594 3,809  
  High Low Close Change
Level 127.23 126.58 127.20 0.77
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 6 0 6  
Open Interest 1,345 1,463 2,808  
  High Low Close Change
Level 48.45 48.19 48.25 -0.14
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 500 1,974 2,474  
Open Interest 67,134 207,754 274,888  
  High Low Close Change
Level 53.01 52.75 52.96 0.06
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 38,525 65,773 104,298  
Open Interest 897,905 1,694,033 2,591,938  
  High Low Close Change
Level 20.90 20.45 20.53 -0.38
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 2 2  
Open Interest 1,699 15,320 17,019  
  High Low Close Change
Level 21.71 21.47 21.55 -0.02
  VIX Snapshot

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