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, October 18, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.69
Index Put/Call Ratio 0.87
Exchange Traded Products Put/Call Ratio 1.03
Equity Put/Call Ratio 0.46
CBOE Volatility Index (VIX) Put/Call Ratio 0.42
Sum of All Products
  Call Put Total  
Volume 4,204,529 2,921,289 7,125,818  
Open Interest 168,188,673 153,503,132 321,691,805  
Index Options
  Call Put Total  
Volume 1,424,708 1,234,122 2,658,830  
Exchange Traded Products
  Call Put Total  
Volume 717,656 742,233 1,459,889  
Equity Options
  Call Put Total  
Volume 2,062,165 944,934 3,007,099  

Equity LEAPS
  Call Put Total  
Volume 84,580 45,136 129,716  
Open Interest 16,522,468 12,081,837 28,604,305  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 552,020 631,633 1,183,653  
Open Interest 4,004,835 5,326,138 9,330,973  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
982.66 983.43 981.79 983.43
VXST - CBOE Short-term Volatility Index
      Close
      12.91
VXTH - CBOE VIX Tail Hedge Index
      Close
      166.36
LOVOL - CBOE Low Volatility Index
Open High Low Close
155.51 155.51 155.51 155.51
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
584.36 586.62 583.71 586.37
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,340.36 1,341.17 1,339.01 1,341.04
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
405.90 406.22 405.33 406.08
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
245.00 245.19 244.89 245.19
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
190.36 190.36 190.36 190.36
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,316.05 1,328.36 1,314.97 1,328.36
VIX - CBOE Volatility Index
Open High Low Close
12.86 13.53 12.34 13.04
VVIX - CBOE VVIX Index
Open High Low Close
70.19 76.07 69.66 73.42
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.14 15.53 14.19 15.47
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.67 21.85 19.93 19.98
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.29 13.37 12.48 12.83
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.93 16.34 15.33 15.39
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.61 12.63 11.40 11.77
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.05 14.17 12.74 13.69
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.10 15.27 14.74 14.92
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      96.10
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.51 5.87 5.48 5.72
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
20.61 20.61 19.87 20.12
GVZ - CBOE Gold Volatility Index
Open High Low Close
22.30 22.35 21.33 21.43
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.42 7.43 7.35 7.41
VPD - CBOE VIX Premium Strategy Index
      Close
      244.19
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.30
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
37.38 38.02 34.70 36.07
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
52.20 54.19 51.02 54.00
EXQ - CBOE Exchange Index
Open High Low Close
136.84 137.94 136.61 137.84
CYX - CBOE China Index
Open High Low Close
801.16 810.15 801.16 810.15



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 761,140 318,354 1,079,494  
Open Interest 3,901,010 2,192,007 6,093,017  
  High Low Close Change
Level 13.53 12.34 13.04 -0.44
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 23.09 21.92 22.09 -0.88
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 21.85 19.93 19.98 -1.77
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 22 1 23  
  High Low Close Change
Level 20.61 19.87 20.12 -1.10
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 16 0 16  
Open Interest 202 1 203  
  High Low Close Change
Level 22.35 21.33 21.43 -0.88
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 13.53 12.34 13.04 -0.44
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 1,745.30 1,735.80 1,744.50 11.35
S&P 500 Index - (SPX)
  Call Put Total  
Volume 568,249 783,635 1,351,884  
Open Interest 4,449,709 7,121,603 11,571,312  
  High Low Close Change
Level 1,745.31 1,735.74 1,744.50 11.35
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 12,349 9,882 22,231  
Open Interest 28,208 133,446 161,654  
  High Low Close Change
Level 1,745.31 1,735.74 1,744.50 11.35
S&P 500 Index Weeklys
  Call Put Total  
Volume 108,464 266,074 374,538  
Open Interest 253,425 621,865 875,290  
  High Low Close Change
Level 1,745.31 1,735.74 1,744.50 11.35
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 1,357 296 1,653  
Open Interest 23,716 40,337 64,053  
  High Low Close Change
Level 174.53 173.57 174.45 1.13
SPDR Options - (SPY)
  Call Put Total  
Volume 280,361 368,263 648,624  
Open Interest 7,965,716 15,597,250 23,562,966  
  High Low Close Change
Level 174.51 173.51 174.39 1.09
SPDR Options LEAPS
  Call Put Total  
Volume 1,679 1,544 3,223  
Open Interest 492,524 721,704 1,214,228  
  High Low Close Change
Level 174.51 173.51 174.39 1.09
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 62,214 98,223 160,437  
Open Interest 506,913 1,620,317 2,127,230  
  High Low Close Change
Level 174.51 173.51 174.39 1.09
S&P 100 Index - (OEX)
  Call Put Total  
Volume 7,821 10,310 18,131  
Open Interest 26,947 34,235 61,182  
  High Low Close Change
Level 776.63 770.79 776.21 5.75
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 113 23 136  
Open Interest 1,522 944 2,466  
  High Low Close Change
Level 776.63 770.79 776.21 5.75
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,307 1,070 2,377  
Open Interest 1,525 1,304 2,829  
  High Low Close Change
Level 776.63 770.79 776.21 5.75
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,474 1,535 3,009  
Open Interest 5,811 8,465 14,276  
  High Low Close Change
Level 776.63 770.79 776.21 5.75
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 656 454 1,110  
  High Low Close Change
Level 776.63 770.79 776.21 5.75
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 934 947 1,881  
Open Interest 331 185 516  
  High Low Close Change
Level 776.63 770.79 776.21 5.75
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 17,390 15,946 33,336  
Open Interest 2,410,388 1,441,005 3,851,393  
  High Low Close Change
Level 127.33 126.60 126.86 -0.58
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 55,782 47,233 103,015  
Open Interest 1,969,169 2,429,585 4,398,754  
  High Low Close Change
Level 82.18 81.35 82.15 1.34
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 991 189 1,180  
Open Interest 189,852 194,526 384,378  
  High Low Close Change
Level 82.18 81.35 82.15 1.34
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 6,690 11,703 18,393  
Open Interest 149,638 241,840 391,478  
  High Low Close Change
Level 82.18 81.35 82.15 1.34
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,345 3,794 7,139  
  High Low Close Change
Level 77.78 77.32 77.73 0.56
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,004 286 2,290  
  High Low Close Change
Level 77.78 77.32 77.73 0.56
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 98 18 116  
Open Interest 8,816 19,521 28,337  
  High Low Close Change
Level 335.54 330.13 335.39 5.26
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 3 0 3  
Open Interest 1,692 6,591 8,283  
  High Low Close Change
Level 335.54 330.13 335.39 5.26
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 18,986 36,363 55,349  
Open Interest 77,624 140,962 218,586  
  High Low Close Change
Level 3,355.63 3,321.78 3,353.88 52.60
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 10,602 5,272 15,874  
Open Interest 314,361 339,960 654,321  
  High Low Close Change
Level 153.80 152.89 153.60 0.13
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 14 5 19  
Open Interest 30,718 25,873 56,591  
  High Low Close Change
Level 153.80 152.89 153.60 0.13
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,709 1,921 3,630  
Open Interest 23,689 31,061 54,750  
  High Low Close Change
Level 153.80 152.89 153.60 0.13
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,128 1,032 2,160  
Open Interest 134,810 80,264 215,074  
  High Low Close Change
Level 154.13 153.22 154.00 0.28
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 2 0 2  
Open Interest 70,828 18,722 89,550  
  High Low Close Change
Level 154.13 153.22 154.00 0.28
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 6 0 6  
Open Interest 138 5,419 5,557  
  High Low Close Change
Level 71.09 70.62 71.07 0.57
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 31,854 72,638 104,492  
Open Interest 1,756,886 4,347,999 6,104,885  
  High Low Close Change
Level 110.77 109.83 110.66 1.26
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 229 375 604  
Open Interest 80,569 167,175 247,744  
  High Low Close Change
Level 110.77 109.83 110.66 1.26
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 5,652 27,978 33,630  
Open Interest 130,956 297,168 428,124  
  High Low Close Change
Level 110.77 109.83 110.66 1.26
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 52,090 71,797 123,887  
Open Interest 149,826 316,283 466,109  
  High Low Close Change
Level 1,115.04 1,105.91 1,114.77 12.50
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 198 465 663  
Open Interest 45,208 96,095 141,303  
  High Low Close Change
Level 135.55 135.24 135.38 0.02
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 10 10  
Open Interest 853 2,266 3,119  
  High Low Close Change
Level 135.55 135.24 135.38 0.02
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 606 0 606  
Open Interest 41,425 8,824 50,249  
  High Low Close Change
Level 25.75 25.67 25.70 -0.05
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 1,347 1,347  
Open Interest 435 811 1,246  
  High Low Close Change
Level 16.77 16.67 16.67 -0.04
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 36 80 116  
Open Interest 6,420 7,174 13,594  
  High Low Close Change
Level 26.27 26.13 26.26 0.15
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 356 153 509  
  High Low Close Change
Level 28.91 28.71 28.81 0.27
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,232 1,122 2,354  
  High Low Close Change
Level 27.98 27.81 27.96 0.23
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 4 4  
Open Interest 628 476 1,104  
  High Low Close Change
Level 43.47 43.29 43.37 0.03
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 169 23 192  
  High Low Close Change
Level 37.07 36.76 36.81 0.09
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 244 33 277  
  High Low Close Change
Level 44.38 44.18 44.25 -0.18
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 477 1,213 1,690  
  High Low Close Change
Level 32.77 32.43 32.76 0.25
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 4,930 5,942 10,872  
Open Interest 272,084 358,126 630,210  
  High Low Close Change
Level 19.43 18.96 19.32 -0.01
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,462 7,815 10,277  
Open Interest 583,659 806,120 1,389,779  
  High Low Close Change
Level 36.59 36.34 36.44 0.06
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 9,549 14,380 23,929  
Open Interest 1,092,827 1,691,969 2,784,796  
  High Low Close Change
Level 66.11 65.78 66.08 0.38
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 4 0 4  
Open Interest 101 31 132  
  High Low Close Change
Level 96.81 96.22 96.57 0.37
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 434 860 1,294  
Open Interest 29,828 39,778 69,606  
  High Low Close Change
Level 209.76 204.50 206.78 -1.81
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 2 0 2  
Open Interest 2,103 3,184 5,287  
  High Low Close Change
Level 49.25 48.89 49.23 0.49
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 1 45 46  
Open Interest 826 42 868  
  High Low Close Change
Level 111.15 110.05 110.61 -0.43
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 140 15 155  
Open Interest 9,081 6,245 15,326  
  High Low Close Change
Level 68.78 68.44 68.72 0.26
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 80 18 98  
Open Interest 5,852 29,610 35,462  
  High Low Close Change
Level 102.46 102.28 102.32 0.01
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 3 110 113  
Open Interest 6,105 6,466 12,571  
  High Low Close Change
Level 95.67 94.79 95.57 0.99
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 809 1 810  
Open Interest 5,225 6,306 11,531  
  High Low Close Change
Level 130.18 129.09 130.12 1.64
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 104 0 104  
Open Interest 386 545 931  
  High Low Close Change
Level 80.35 79.86 80.32 0.53
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 192 0 192  
Open Interest 7,785 9,288 17,073  
  High Low Close Change
Level 143.96 143.06 143.94 0.88
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 5 5  
Open Interest 274 866 1,140  
  High Low Close Change
Level 57.39 57.06 57.35 0.19
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,038 1,725 2,763  
Open Interest 98,919 211,635 310,554  
  High Low Close Change
Level 62.15 61.67 62.04 0.42
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 54,927 81,962 136,889  
Open Interest 1,595,461 2,464,863 4,060,324  
  High Low Close Change
Level 13.12 12.61 12.86 -0.14
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 1 0 1  
Open Interest 1,979 7,034 9,013  
  High Low Close Change
Level 17.95 17.45 17.78 -0.09