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, April 17, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.19
Index Put/Call Ratio 1.15
Exchange Traded Products Put/Call Ratio 1.97
Equity Put/Call Ratio 0.79
CBOE Volatility Index (VIX) Put/Call Ratio 0.54
Sum of All Products
  Call Put Total  
Volume 2,783,689 3,315,498 6,099,187  
Open Interest 141,784,970 134,363,385 276,148,355  
Index Options
  Call Put Total  
Volume 1,100,008 1,266,080 2,366,088  
Exchange Traded Products
  Call Put Total  
Volume 611,566 1,206,398 1,817,964  
Equity Options
  Call Put Total  
Volume 1,072,115 843,020 1,915,135  

Equity LEAPS
  Call Put Total  
Volume 97,671 83,463 181,134  
Open Interest 31,522,123 24,065,925 55,588,048  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 154,140 276,858 430,998  
Open Interest 1,523,791 2,084,049 3,607,840  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
950.67 950.67 941.68 945.93
VXTH - CBOE VIX Tail Hedge Index
      Close
      156.21
LOVOL - CBOE Low Volatility Index
Open High Low Close
147.09 147.09 147.09 147.09
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
543.39 543.39 536.15 538.01
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,279.69 1,279.69 1,262.44 1,269.14
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
385.64 385.87 381.89 383.63
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
242.81 242.81 241.91 242.63
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.37 179.45 175.92 177.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,278.41 1,278.41 1,267.55 1,272.65
VIX - CBOE Volatility Index
Open High Low Close
15.35 17.90 14.98 16.51
VVIX - CBOE VVIX Index
Open High Low Close
93.71 107.35 93.15 105.26
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.99 24.89 20.99 22.46
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.50 15.69 12.50 14.65
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.65 23.28 20.46 21.69
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.43 17.01 14.18 15.99
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.59 18.77 15.59 18.20
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.91 17.46 15.73 16.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      77.71
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.32 32.42 27.32 31.14
GVZ - CBOE Gold Volatility Index
Open High Low Close
30.02 30.02 26.92 26.93
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.69 9.20 8.62 9.20
VPD - CBOE VIX Premium Strategy Index
      Close
      230.98
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      228.32
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.76
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
52.83 58.71 52.83 56.05
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
60.24 64.93 60.24 63.78
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.76
EXQ - CBOE Exchange Index
Open High Low Close
108.35 108.51 107.52 107.92
CYX - CBOE China Index
Open High Low Close
605.97 605.97 595.90 597.18



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 622,723 335,528 958,251  
Open Interest 3,892,333 1,664,067 5,556,400  
  High Low Close Change
Level 17.90 14.98 16.51 2.55
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 25.92 22.09 24.04 2.50
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 30 71  
  High Low Close Change
Level 24.89 20.99 22.46 2.37
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 2 0 2  
Open Interest 57 12 69  
  High Low Close Change
Level 32.42 27.32 31.14 3.82
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 10 0 10  
Open Interest 122 120 242  
  High Low Close Change
Level 30.02 26.92 26.93 -3.09
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 4 4  
  High Low Close Change
Level 17.90 13.96 16.51 2.55
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 1,574.57 1,543.78 1,552.01 -22.56
S&P 500 Index - (SPX)
  Call Put Total  
Volume 431,156 871,324 1,302,480  
Open Interest 4,573,380 7,606,647 12,180,027  
  High Low Close Change
Level 1,574.57 1,543.69 1,552.01 -22.56
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 3,220 5,658 8,878  
Open Interest 38,022 51,541 89,563  
  High Low Close Change
Level 1,574.57 1,543.69 1,552.01 -22.56
S&P 500 Index Weeklys
  Call Put Total  
Volume 35,836 137,863 173,699  
Open Interest 148,070 264,110 412,180  
  High Low Close Change
Level 1,574.57 1,543.69 1,552.01 -22.56
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 307 1,385 1,692  
Open Interest 9,346 20,503 29,849  
  High Low Close Change
Level 157.46 154.37 155.20 -2.26
SPDR Options - (SPY)
  Call Put Total  
Volume 278,013 523,301 801,314  
Open Interest 7,266,701 14,716,096 21,982,797  
  High Low Close Change
Level 156.32 154.28 155.11 -2.38
SPDR Options LEAPS
  Call Put Total  
Volume 1,752 2,675 4,427  
Open Interest 810,510 1,348,791 2,159,301  
  High Low Close Change
Level 156.32 154.28 155.11 -2.38
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 47,505 66,274 113,779  
Open Interest 425,620 766,829 1,192,449  
  High Low Close Change
Level 156.32 154.28 155.11 -2.38
S&P 100 Index - (OEX)
  Call Put Total  
Volume 7,925 7,504 15,429  
Open Interest 26,680 32,679 59,359  
  High Low Close Change
Level 710.10 696.60 700.19 -9.91
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 721 608 1,329  
  High Low Close Change
Level 710.10 696.60 700.19 -9.91
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 739 977 1,716  
Open Interest 1,733 1,343 3,076  
  High Low Close Change
Level 710.10 696.60 700.19 -9.91
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 2,343 4,398 6,741  
Open Interest 5,999 5,125 11,124  
  High Low Close Change
Level 710.10 696.60 700.19 -9.91
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 306 889  
  High Low Close Change
Level 710.10 696.60 700.19 -9.91
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 7 34 41  
Open Interest 180 40 220  
  High Low Close Change
Level 710.10 696.60 700.19 -9.91
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 33,367 27,217 60,584  
Open Interest 2,571,504 1,508,982 4,080,486  
  High Low Close Change
Level 134.95 132.32 132.84 0.07
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 37,324 64,854 102,178  
Open Interest 1,500,051 1,974,180 3,474,231  
  High Low Close Change
Level 68.89 67.71 68.12 -1.37
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 1,393 295 1,688  
Open Interest 175,799 244,965 420,764  
  High Low Close Change
Level 68.89 67.71 68.12 -1.37
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 5,682 9,820 15,502  
Open Interest 142,880 157,560 300,440  
  High Low Close Change
Level 68.89 67.71 68.12 -1.37
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,994 4,290 7,284  
  High Low Close Change
Level 70.63 69.50 70.10 -1.63
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,259 250 1,509  
  High Low Close Change
Level 70.63 69.50 70.10 -1.63
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 1,034 1,480 2,514  
Open Interest 66,800 58,968 125,768  
  High Low Close Change
Level 283.84 276.55 278.20 -5.64
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 457 4,883 5,340  
  High Low Close Change
Level 283.84 276.55 278.20 -5.64
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 13,730 18,200 31,930  
Open Interest 111,296 189,721 301,017  
  High Low Close Change
Level 2,812.46 2,765.45 2,781.98 -56.43
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 7,175 11,949 19,124  
Open Interest 296,309 340,432 636,741  
  High Low Close Change
Level 146.60 145.37 145.89 -1.49
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 41 38 79  
Open Interest 51,368 44,148 95,516  
  High Low Close Change
Level 146.60 145.37 145.89 -1.49
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 4,773 3,579 8,352  
Open Interest 107,434 75,962 183,396  
  High Low Close Change
Level 147.57 145.61 146.19 -1.38
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 10 49 59  
Open Interest 47,277 10,637 57,914  
  High Low Close Change
Level 147.57 145.61 146.19 -1.38
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 0 2  
Open Interest 89 205 294  
  High Low Close Change
Level 56.77 55.62 56.11 -0.87
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 32,825 198,726 231,551  
Open Interest 1,673,846 4,921,489 6,595,335  
  High Low Close Change
Level 91.02 89.23 90.08 -1.53
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 150 95,498 95,648  
Open Interest 240,896 419,736 660,632  
  High Low Close Change
Level 91.02 89.23 90.08 -1.53
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 3,709 13,227 16,936  
Open Interest 61,231 214,089 275,320  
  High Low Close Change
Level 91.02 89.23 90.08 -1.53
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 12,660 16,979 29,639  
Open Interest 386,967 527,225 914,192  
  High Low Close Change
Level 917.92 899.79 906.80 -16.50
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 415 990 1,405  
Open Interest 61,056 122,457 183,513  
  High Low Close Change
Level 130.31 128.87 129.16 -1.49
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 86 50 136  
Open Interest 6,193 13,644 19,837  
  High Low Close Change
Level 130.31 128.87 129.16 -1.49
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 124 383 507  
Open Interest 58,429 18,671 77,100  
  High Low Close Change
Level 25.97 25.74 25.82 0.06
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,571 2,040 3,611  
  High Low Close Change
Level 17.11 16.94 16.97 -0.46
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 2,532 2,532  
Open Interest 22,920 8,633 31,553  
  High Low Close Change
Level 25.71 25.49 25.51 -0.38
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 116 120 236  
  High Low Close Change
Level 27.00 26.66 26.78 -0.55
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 1 1  
Open Interest 2,199 1,696 3,895  
  High Low Close Change
Level 24.45 23.96 24.12 -0.57
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 927 337 1,264  
  High Low Close Change
Level 46.61 45.51 45.58 -0.22
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 18 0 18  
Open Interest 286 155 441  
  High Low Close Change
Level 40.23 39.43 39.49 -0.31
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 728 232 960  
  High Low Close Change
Level 47.40 46.52 46.67 0.01
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,429 1,094 3,523  
  High Low Close Change
Level 30.28 29.95 30.06 -0.46
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,463 811 3,274  
Open Interest 242,445 195,728 438,173  
  High Low Close Change
Level 22.95 22.58 22.87 0.12
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,238 10,253 14,491  
Open Interest 626,191 678,084 1,304,275  
  High Low Close Change
Level 31.46 30.79 31.01 -0.75
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 9,893 31,744 41,637  
Open Interest 790,811 1,597,423 2,388,234  
  High Low Close Change
Level 59.37 58.52 58.80 -1.28
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 1 1 2  
Open Interest 210 35 245  
  High Low Close Change
Level 99.24 98.22 98.86 -0.64
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 73 149 222  
Open Interest 12,816 22,626 35,442  
  High Low Close Change
Level 167.90 164.19 167.12 -0.82
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 3 0 3  
Open Interest 3,596 1,708 5,304  
  High Low Close Change
Level 42.90 41.96 42.31 -0.94
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 5 0 5  
Open Interest 91 79 170  
  High Low Close Change
Level 99.58 98.58 99.43 -0.47
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 8 18 26  
Open Interest 22,015 6,391 28,406  
  High Low Close Change
Level 63.71 62.83 63.22 -0.67
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 10 10  
Open Interest 2,336 35,155 37,491  
  High Low Close Change
Level 108.81 108.40 108.58 0.22
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 20 5 25  
Open Interest 3,090 5,692 8,782  
  High Low Close Change
Level 81.11 79.42 80.03 -1.57
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,218 4,169 7,387  
  High Low Close Change
Level 103.73 101.72 102.81 -1.67
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 211 30 241  
  High Low Close Change
Level 69.02 68.00 68.44 -1.04
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,902 834 4,736  
  High Low Close Change
Level 125.55 123.51 124.35 -1.93
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 3 4 7  
Open Interest 872 1,334 2,206  
  High Low Close Change
Level 50.15 49.18 49.82 -0.36
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 197 638 835  
Open Interest 86,381 163,181 249,562  
  High Low Close Change
Level 53.48 52.90 53.19 -0.55
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 52,145 135,491 187,636  
Open Interest 998,617 1,794,125 2,792,742  
  High Low Close Change
Level 21.77 19.61 21.07 2.21
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,283 13,503 14,786  
  High Low Close Change
Level 21.40 20.66 21.03 0.86
  VIX Snapshot

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