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 Friday, August 16, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 1.03
Exchange Traded Products Put/Call Ratio 1.47
Equity Put/Call Ratio 0.60
CBOE Volatility Index (VIX) Put/Call Ratio 0.37
Sum of All Products
  Call Put Total  
Volume 2,823,182 2,638,336 5,461,518  
Open Interest 162,946,671 144,663,037 307,609,708  
Index Options
  Call Put Total  
Volume 787,775 813,322 1,601,097  
Exchange Traded Products
  Call Put Total  
Volume 697,250 1,026,780 1,724,030  
Equity Options
  Call Put Total  
Volume 1,338,157 798,234 2,136,391  

Equity LEAPS
  Call Put Total  
Volume 60,244 24,961 85,205  
Open Interest 12,497,491 8,948,797 21,446,288  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 414,525 641,868 1,056,393  
Open Interest 2,546,462 3,069,996 5,616,458  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
951.21 953.05 950.31 951.58
VXTH - CBOE VIX Tail Hedge Index
      Close
      161.76
LOVOL - CBOE Low Volatility Index
Open High Low Close
150.16 150.68 150.16 150.68
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
561.25 561.71 558.41 559.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,278.31 1,281.35 1,276.62 1,278.89
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
392.16 392.59 391.80 391.91
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
242.12 242.59 241.89 242.17
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
182.64 182.64 182.64 182.64
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,285.89 1,285.89 1,285.89 1,285.89
VIX - CBOE Volatility Index
Open High Low Close
14.56 14.88 13.62 14.37
VVIX - CBOE VVIX Index
Open High Low Close
86.22 86.30 82.09 84.09
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.07 17.12 13.25 15.91
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.91 23.98 21.82 23.62
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.84 13.84 12.83 13.37
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.77 18.83 17.18 18.37
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.98 15.28 13.80 14.37
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.10 15.69 14.18 14.73
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.21 16.24 15.69 15.94
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      104.62
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
7.72 8.35 7.41 7.80
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.05 24.14 23.56 23.99
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.80 23.02 19.37 22.97
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.65 7.71 7.50 7.69
VPD - CBOE VIX Premium Strategy Index
      Close
      244.89
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      241.47
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      90.11
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
50.45 51.92 48.79 50.44
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
56.77 57.20 55.20 56.93
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.88
EXQ - CBOE Exchange Index
Open High Low Close
129.28 129.77 128.73 128.98
CYX - CBOE China Index
Open High Low Close
725.74 731.09 725.31 727.58



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 434,777 160,662 595,439  
Open Interest 6,638,832 2,579,067 9,217,899  
  High Low Close Change
Level 14.88 13.62 14.37 -0.36
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 30.83 27.57 30.04 1.30
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 65 2 67  
  High Low Close Change
Level 23.98 21.82 23.62 0.52
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 12 0 12  
Open Interest 158 3 161  
  High Low Close Change
Level 24.14 23.56 23.99 -0.16
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 36 21 57  
  High Low Close Change
Level 23.02 19.37 22.97 0.52
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 27 0 27  
  High Low Close Change
Level 14.88 13.62 14.37 -0.36
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 100 100 200  
  High Low Close Change
Level 1,663.58 1,652.73 1,655.83 -5.49
S&P 500 Index - (SPX)
  Call Put Total  
Volume 319,157 608,286 927,443  
Open Interest 4,530,563 7,201,162 11,731,725  
  High Low Close Change
Level 1,663.60 1,652.61 1,655.83 -5.49
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 5,760 8,776 14,536  
Open Interest 26,011 61,354 87,365  
  High Low Close Change
Level 1,663.60 1,652.61 1,655.83 -5.49
S&P 500 Index Weeklys
  Call Put Total  
Volume 106,444 311,256 417,700  
Open Interest 235,159 540,152 775,311  
  High Low Close Change
Level 1,663.60 1,652.61 1,655.83 -5.49
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 236 489 725  
Open Interest 11,569 34,317 45,886  
  High Low Close Change
Level 166.36 165.26 165.58 -0.55
SPDR Options - (SPY)
  Call Put Total  
Volume 261,534 469,783 731,317  
Open Interest 7,722,752 14,095,971 21,818,723  
  High Low Close Change
Level 166.63 165.50 165.83 -0.40
SPDR Options LEAPS
  Call Put Total  
Volume 988 1,222 2,210  
Open Interest 528,037 610,618 1,138,655  
  High Low Close Change
Level 166.63 165.50 165.83 -0.40
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 68,109 111,942 180,051  
Open Interest 451,204 668,353 1,119,557  
  High Low Close Change
Level 166.63 165.50 165.83 -0.40
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,874 8,499 14,373  
Open Interest 25,720 36,587 62,307  
  High Low Close Change
Level 745.79 740.76 742.38 -2.19
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 152 0 152  
Open Interest 1,083 882 1,965  
  High Low Close Change
Level 745.79 740.76 742.38 -2.19
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 851 791 1,642  
Open Interest 1,087 1,320 2,407  
  High Low Close Change
Level 745.79 740.76 742.38 -2.19
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 483 1,069 1,552  
Open Interest 9,676 11,388 21,064  
  High Low Close Change
Level 745.79 740.76 742.38 -2.19
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 584 425 1,009  
  High Low Close Change
Level 745.79 740.76 742.38 -2.19
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 55 139 194  
Open Interest 230 320 550  
  High Low Close Change
Level 745.79 740.76 742.38 -2.19
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 42,883 22,422 65,305  
Open Interest 2,385,949 1,489,232 3,875,181  
  High Low Close Change
Level 133.27 131.39 132.62 0.91
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 33,401 49,240 82,641  
Open Interest 1,733,069 2,251,796 3,984,865  
  High Low Close Change
Level 75.87 75.35 75.46 -0.05
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 9 0 9  
Open Interest 137,817 128,560 266,377  
  High Low Close Change
Level 75.87 75.35 75.46 -0.05
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 8,204 16,357 24,561  
Open Interest 88,321 158,643 246,964  
  High Low Close Change
Level 75.87 75.35 75.46 -0.05
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 52 5 57  
Open Interest 3,821 3,277 7,098  
  High Low Close Change
Level 74.88 74.38 74.53 -0.18
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,040 276 2,316  
  High Low Close Change
Level 74.88 74.38 74.53 -0.18
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 2 0 2  
Open Interest 19,820 19,357 39,177  
  High Low Close Change
Level 309.06 307.05 307.39 -0.23
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,199 5,413 6,612  
  High Low Close Change
Level 309.06 307.05 307.39 -0.23
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 5,467 5,296 10,763  
Open Interest 79,543 101,016 180,559  
  High Low Close Change
Level 3,090.69 3,070.43 3,073.91 -2.32
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 11,944 13,295 25,239  
Open Interest 262,792 315,669 578,461  
  High Low Close Change
Level 151.06 150.19 150.50 -0.54
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 115 65 180  
Open Interest 21,819 17,576 39,395  
  High Low Close Change
Level 151.06 150.19 150.50 -0.54
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,545 2,392 3,937  
Open Interest 1,490 1,959 3,449  
  High Low Close Change
Level 151.06 150.19 150.50 -0.54
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,853 2,073 3,926  
Open Interest 125,814 77,223 203,037  
  High Low Close Change
Level 151.40 150.54 150.81 -0.31
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 3 2 5  
Open Interest 69,807 18,286 88,093  
  High Low Close Change
Level 151.40 150.54 150.81 -0.31
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 35 37  
Open Interest 285 4,715 5,000  
  High Low Close Change
Level 64.98 64.49 64.55 -0.13
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 23,799 69,054 92,853  
Open Interest 1,987,463 4,516,658 6,504,121  
  High Low Close Change
Level 102.38 101.55 101.68 -0.47
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 32 97 129  
Open Interest 111,753 183,347 295,100  
  High Low Close Change
Level 102.38 101.55 101.68 -0.47
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 5,653 22,283 27,936  
Open Interest 75,150 237,138 312,288  
  High Low Close Change
Level 102.38 101.55 101.68 -0.47
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 13,980 18,088 32,068  
Open Interest 168,302 361,474 529,776  
  High Low Close Change
Level 1,030.83 1,023.46 1,024.30 -3.31
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 1,355 1,459 2,814  
Open Interest 41,452 122,609 164,061  
  High Low Close Change
Level 132.45 131.79 132.01 -0.22
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 10 10  
Open Interest 691 1,971 2,662  
  High Low Close Change
Level 132.45 131.79 132.01 -0.22
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 141 27 168  
Open Interest 46,774 7,410 54,184  
  High Low Close Change
Level 25.29 25.13 25.14 -0.16
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 368 953 1,321  
  High Low Close Change
Level 17.55 17.41 17.53 0.23
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 29 30 59  
Open Interest 5,794 10,458 16,252  
  High Low Close Change
Level 26.49 26.34 26.46 0.01
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 139 110 249  
  High Low Close Change
Level 29.05 28.83 29.02 0.03
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 10 0 10  
Open Interest 755 809 1,564  
  High Low Close Change
Level 27.99 27.68 27.99 0.20
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 18 0 18  
Open Interest 507 686 1,193  
  High Low Close Change
Level 45.71 45.09 45.48 0.49
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 12 12  
Open Interest 127 17 144  
  High Low Close Change
Level 39.51 38.81 39.30 0.30
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 6 0 6  
Open Interest 249 90 339  
  High Low Close Change
Level 46.56 45.98 46.56 0.33
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 347 1,053 1,400  
  High Low Close Change
Level 33.25 33.00 33.21 0.18
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,029 2,600 5,629  
Open Interest 261,203 351,658 612,861  
  High Low Close Change
Level 17.95 17.82 17.85 -0.20
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,077 24,782 31,859  
Open Interest 527,764 858,463 1,386,227  
  High Low Close Change
Level 38.57 38.01 38.40 0.16
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,988 9,514 12,502  
Open Interest 1,004,737 1,549,686 2,554,423  
  High Low Close Change
Level 61.83 61.59 61.69 0.11
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 47 0 47  
Open Interest 335 52 387  
  High Low Close Change
Level 95.09 93.72 94.24 -0.95
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 1,007 1,249 2,256  
Open Interest 23,178 56,936 80,114  
  High Low Close Change
Level 189.86 187.78 187.84 -1.01
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 1 0 1  
Open Interest 2,087 843 2,930  
  High Low Close Change
Level 46.26 45.92 46.09 -0.22
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 20 6 26  
Open Interest 171 52 223  
  High Low Close Change
Level 104.63 104.05 104.19 -0.50
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 96 131 227  
Open Interest 18,618 23,566 42,184  
  High Low Close Change
Level 66.16 65.68 65.86 -0.42
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 179 179  
Open Interest 5,319 18,726 24,045  
  High Low Close Change
Level 100.56 99.85 100.14 -0.38
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 335 62 397  
Open Interest 1,550 2,657 4,207  
  High Low Close Change
Level 89.31 88.55 88.67 -0.49
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 4 8 12  
Open Interest 2,162 1,907 4,069  
  High Low Close Change
Level 119.10 118.20 118.35 -0.32
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 2 2  
Open Interest 166 37 203  
  High Low Close Change
Level 75.44 74.97 75.08 -0.12
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 70 0 70  
Open Interest 1,733 616 2,349  
  High Low Close Change
Level 135.61 134.65 134.82 -0.55
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 86 86  
Open Interest 302 828 1,130  
  High Low Close Change
Level 54.00 53.43 53.45 -0.22
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 14,053 2,400 16,453  
Open Interest 83,186 236,730 319,916  
  High Low Close Change
Level 58.56 58.09 58.09 -0.19
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 51,680 67,803 119,483  
Open Interest 1,321,782 1,932,003 3,253,785  
  High Low Close Change
Level 15.28 14.75 14.98 -0.29
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,328 6,864 8,192  
  High Low Close Change
Level 19.77 19.14 19.48 -0.35
  VIX Snapshot

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