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 Tuesday, March 19, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 0.81
Exchange Traded Products Put/Call Ratio 1.87
Equity Put/Call Ratio 0.72
CBOE Volatility Index (VIX) Put/Call Ratio 0.45
Sum of All Products
  Call Put Total  
Volume 2,579,607 2,497,969 5,077,576  
Open Interest 114,394,763 103,839,644 218,234,407  
Index Options
  Call Put Total  
Volume 1,260,084 1,025,769 2,285,853  
Exchange Traded Products
  Call Put Total  
Volume 452,304 845,063 1,297,367  
Equity Options
  Call Put Total  
Volume 867,219 627,137 1,494,356  

Equity LEAPS
  Call Put Total  
Volume 90,583 50,581 141,164  
Open Interest 28,242,742 21,437,479 49,680,221  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 381,920 503,445 885,365  
Open Interest 2,847,596 2,937,832 5,785,428  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
939.11 939.77 931.30 935.70
VXTH - CBOE VIX Tail Hedge Index
      Close
      155.94
LOVOL - CBOE Low Volatility Index
Open High Low Close
146.91 147.06 145.47 146.30
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
539.53 540.60 536.67 538.64
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,267.56 1,268.55 1,254.39 1,262.08
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
381.53 382.03 378.23 380.39
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
239.90 240.22 238.65 239.49
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.01 183.26 181.33 182.25
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,261.26 1,263.82 1,253.73 1,259.37
VIX - CBOE Volatility Index
Open High Low Close
13.03 15.40 12.92 14.39
VVIX - CBOE VVIX Index
Open High Low Close
90.69 98.24 90.17 94.39
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.14 20.08 18.00 19.10
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.78 13.39 11.32 12.59
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.87 18.73 15.72 17.29
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.27 14.63 12.01 13.43
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.47 15.36 13.20 14.45
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.14 16.72 15.09 15.71
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.22
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.87 21.29 19.72 21.14
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.25 14.72 13.17 14.52
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.64 10.30 9.56 10.16
VPD - CBOE VIX Premium Strategy Index
      Close
      230.81
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      228.38
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.94
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
57.67 61.24 56.86 57.16
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.07 64.71 61.56 62.25
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      6.77
EXQ - CBOE Exchange Index
Open High Low Close
113.37 113.63 111.26 112.28
CYX - CBOE China Index
Open High Low Close
615.90 619.95 613.99 616.31



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 959,880 432,741 1,392,621  
Open Interest 7,455,437 2,729,979 10,185,416  
  High Low Close Change
Level 15.40 12.92 14.39 1.03
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 20.96 19.02 20.35 1.06
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 18 0 18  
Open Interest 603 20 623  
  High Low Close Change
Level 20.08 18.00 19.10 0.57
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 40 15 55  
Open Interest 208 53 261  
  High Low Close Change
Level 21.29 19.72 21.14 1.69
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 30 0 30  
Open Interest 124 60 184  
  High Low Close Change
Level 14.72 13.17 14.52 1.22
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 341 45 386  
  High Low Close Change
Level 15.40 12.92 14.39 1.03
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 1,557.25 1,538.58 1,548.34 -3.76
S&P 500 Index - (SPX)
  Call Put Total  
Volume 282,647 556,288 838,935  
Open Interest 3,534,732 6,017,222 9,551,954  
  High Low Close Change
Level 1,557.25 1,538.57 1,548.34 -3.76
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,244 3,302 5,546  
Open Interest 21,939 28,175 50,114  
  High Low Close Change
Level 1,557.25 1,538.57 1,548.34 -3.76
S&P 500 Index Weeklys
  Call Put Total  
Volume 57,006 149,898 206,904  
Open Interest 220,327 418,424 638,751  
  High Low Close Change
Level 1,557.25 1,538.57 1,548.34 -3.76
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 203 882 1,085  
Open Interest 3,996 11,100 15,096  
  High Low Close Change
Level 155.73 153.86 154.83 -0.38
SPDR Options - (SPY)
  Call Put Total  
Volume 183,275 434,409 617,684  
Open Interest 5,351,091 11,545,147 16,896,238  
  High Low Close Change
Level 155.51 153.59 154.61 -0.36
SPDR Options LEAPS
  Call Put Total  
Volume 5,538 6,495 12,033  
Open Interest 1,099,941 1,736,621 2,836,562  
  High Low Close Change
Level 155.51 153.59 154.61 -0.36
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 56,119 130,790 186,909  
Open Interest 363,614 627,954 991,568  
  High Low Close Change
Level 155.51 153.59 154.61 -0.36
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,539 8,591 12,130  
Open Interest 17,223 17,853 35,076  
  High Low Close Change
Level 700.80 692.52 696.91 -1.09
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 23 23  
Open Interest 640 526 1,166  
  High Low Close Change
Level 700.80 692.52 696.91 -1.09
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,625 5,198 6,823  
Open Interest 2,289 3,212 5,501  
  High Low Close Change
Level 700.80 692.52 696.91 -1.09
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 742 3,830 4,572  
Open Interest 5,712 4,000 9,712  
  High Low Close Change
Level 700.80 692.52 696.91 -1.09
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 236 819  
  High Low Close Change
Level 700.80 692.52 696.91 -1.09
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 534 3,699 4,233  
Open Interest 762 812 1,574  
  High Low Close Change
Level 700.80 692.52 696.91 -1.09
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 47,222 8,702 55,924  
Open Interest 1,894,444 1,064,773 2,959,217  
  High Low Close Change
Level 156.34 155.10 156.08 0.70
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 24,600 30,836 55,436  
Open Interest 1,148,238 1,421,179 2,569,417  
  High Low Close Change
Level 68.70 67.62 68.24 -0.12
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 2,383 2,109 4,492  
Open Interest 182,527 261,628 444,155  
  High Low Close Change
Level 68.70 67.62 68.24 -0.12
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 11,792 11,521 23,313  
Open Interest 85,207 102,741 187,948  
  High Low Close Change
Level 68.70 67.62 68.24 -0.12
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 139 139  
Open Interest 2,412 3,545 5,957  
  High Low Close Change
Level 70.46 69.61 70.07 -0.10
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,641 1,766 3,407  
  High Low Close Change
Level 70.46 69.61 70.07 -0.10
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 10 0 10  
Open Interest 21,511 14,098 35,609  
  High Low Close Change
Level 280.68 276.32 278.73 -0.50
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 10 0 10  
Open Interest 454 2,747 3,201  
  High Low Close Change
Level 280.68 276.32 278.73 -0.50
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 1,236 4,600 5,836  
Open Interest 74,394 104,673 179,067  
  High Low Close Change
Level 2807.00 2,763.12 2,787.27 -5.03
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,027 7,602 10,629  
Open Interest 207,932 247,317 455,249  
  High Low Close Change
Level 144.83 143.48 144.30 0.12
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 159 175 334  
Open Interest 56,494 45,528 102,022  
  High Low Close Change
Level 144.83 143.48 144.30 0.12
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 483 2,647 3,130  
Open Interest 3,541 6,714 10,255  
  High Low Close Change
Level 144.83 143.48 144.30 0.12
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,870 1,369 3,239  
Open Interest 96,350 67,204 163,554  
  High Low Close Change
Level 145.14 143.82 144.56 0.04
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 2 27 29  
Open Interest 47,121 10,259 57,380  
  High Low Close Change
Level 145.14 143.82 144.56 0.04
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 0 2  
Open Interest 58 63 121  
  High Low Close Change
Level 58.70 57.95 58.24 -0.12
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 47,839 161,477 209,316  
Open Interest 1,154,054 3,831,516 4,985,570  
  High Low Close Change
Level 94.71 93.01 93.83 -0.42
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 981 65 1,046  
Open Interest 167,194 333,676 500,870  
  High Low Close Change
Level 94.71 93.01 93.83 -0.42
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 12,104 26,293 38,397  
Open Interest 142,093 165,847 307,940  
  High Low Close Change
Level 94.71 93.01 93.83 -0.42
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 7,327 13,915 21,242  
Open Interest 232,195 315,954 548,149  
  High Low Close Change
Level 950.79 936.73 942.85 -4.35
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 759 1,109 1,868  
Open Interest 35,812 70,030 105,842  
  High Low Close Change
Level 128.51 127.36 127.81 -0.44
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 32 32  
Open Interest 3,272 7,739 11,011  
  High Low Close Change
Level 128.51 127.36 127.81 -0.44
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 53 12 65  
Open Interest 46,001 18,348 64,349  
  High Low Close Change
Level 26.03 25.88 25.95 -0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,119 1,471 2,590  
  High Low Close Change
Level 17.79 17.58 17.60 -0.01
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 21,312 8,949 30,261  
  High Low Close Change
Level 27.29 27.01 27.05 -0.20
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 92 101 193  
  High Low Close Change
Level 28.62 28.25 28.26 -0.37
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 6 0 6  
Open Interest 1,900 1,530 3,430  
  High Low Close Change
Level 26.21 25.71 25.73 -0.45
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 20 20  
Open Interest 524 216 740  
  High Low Close Change
Level 54.75 54.37 54.56 0.23
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 233 141 374  
  High Low Close Change
Level 49.76 49.29 49.43 -0.02
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 542 112 654  
  High Low Close Change
Level 55.10 54.72 54.97 0.26
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,594 1,076 3,670  
  High Low Close Change
Level 32.61 32.21 32.24 -0.38
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,639 1,621 4,260  
Open Interest 188,535 122,202 310,737  
  High Low Close Change
Level 21.79 21.40 21.73 0.46
United States Oil Fund - (USO)
  Call Put Total  
Volume 1,343 3,779 5,122  
Open Interest 448,066 481,356 929,422  
  High Low Close Change
Level 33.73 33.05 33.08 -0.58
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,838 2,805 4,643  
Open Interest 609,326 1,223,690 1,833,016  
  High Low Close Change
Level 59.44 58.63 59.02 -0.18
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 139 32 171  
  High Low Close Change
Level 95.41 94.64 95.09 0.21
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 1 46 47  
Open Interest 5,548 9,644 15,192  
  High Low Close Change
Level 156.08 153.72 154.58 -0.33
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,404 1,036 2,440  
  High Low Close Change
Level 45.15 44.27 44.62 -0.45
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 46 36 82  
  High Low Close Change
Level 93.90 93.08 93.60 0.04
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 45 55 100  
Open Interest 19,084 4,665 23,749  
  High Low Close Change
Level 62.79 62.26 62.63 0.05
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 30 37 67  
Open Interest 1,883 34,630 36,513  
  High Low Close Change
Level 107.11 106.74 106.97 0.33
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 21 21  
Open Interest 3,179 4,312 7,491  
  High Low Close Change
Level 84.34 83.01 83.66 -0.32
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 26 143 169  
Open Interest 2,457 2,786 5,243  
  High Low Close Change
Level 107.81 105.76 106.75 -0.57
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 98 38 136  
  High Low Close Change
Level 69.28 68.26 68.73 -0.22
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 18 1 19  
Open Interest 3,407 778 4,185  
  High Low Close Change
Level 126.60 124.85 125.72 -0.51
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 760 457 1,217  
  High Low Close Change
Level 47.99 46.86 47.71 -0.09
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 221 885 1,106  
Open Interest 57,774 97,772 155,546  
  High Low Close Change
Level 52.38 51.47 51.84 -0.37
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 28,219 63,796 92,015  
Open Interest 552,315 1,395,030 1,947,345  
  High Low Close Change
Level 22.74 21.02 21.58 0.05
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,082 12,782 13,864  
  High Low Close Change
Level 22.41 21.70 21.72 -0.19
  VIX Snapshot

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