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.

Select date to get historical data (mm/dd/yyyy)

  

CBOE Market Summary for Friday, January 24, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 0.94
Exchange Traded Products Put/Call Ratio 1.34
Equity Put/Call Ratio 0.69
CBOE Volatility Index (VIX) Put/Call Ratio 0.44
Sum of All Products
  Call Put Total  
Volume 4,185,051 3,849,645 8,034,696  
Open Interest 121,863,002 101,994,029 223,857,031  
Index Options
  Call Put Total  
Volume 1,670,486 1,562,879 3,233,365  
Exchange Traded Products
  Call Put Total  
Volume 853,892 1,140,541 1,994,433  
Equity Options
  Call Put Total  
Volume 1,660,673 1,146,225 2,806,898  

Equity LEAPS
  Call Put Total  
Volume 125,714 76,260 201,974  
Open Interest 26,162,624 19,203,194 45,365,818  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 1,066,552 1,543,867 2,610,419  
Open Interest 8,143,032 8,787,487 16,930,519  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,019.22 1,019.22 1,004.74 1,004.74
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.93 21.17 15.83 20.84
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.83 18.18 16.83 18.18
VXTH - CBOE VIX Tail Hedge Index
      Close
      169.25
LOVOL - CBOE Low Volatility Index
Open High Low Close
161.22 161.22 158.65 158.65
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
609.92 609.92 602.54 602.69
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,412.02 1,412.02 1,388.28 1,388.28
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
426.26 426.63 421.80 421.80
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
254.10 254.10 250.33 250.33
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
201.28 201.28 198.55 198.94
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,362.44 1,374.20 1,344.52 1,346.46
VIX - CBOE Volatility Index
Open High Low Close
14.95 18.14 14.92 18.14
VVIX - CBOE VVIX Index
Open High Low Close
84.12 97.71 83.88 97.71
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.62 18.43 16.45 16.56
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.60 28.28 24.57 28.26
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.61 17.43 13.61 17.43
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.72 20.82 17.71 20.71
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.07 16.33 13.44 16.33
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.33 18.84 15.33 18.84
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.69 17.40 15.67 17.40
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      87.95
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.31 5.57 5.11 5.15
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
18.79 19.51 18.50 19.46
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.01 17.62 16.01 17.54
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.91 7.14 6.91 7.07
VPD - CBOE VIX Premium Strategy Index
      Close
      242.89
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      238.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
52.19 57.37 52.19 57.37
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
58.57 60.88 57.49 60.70
CYX - CBOE China Index
Open High Low Close
745.95 746.17 728.74 729.88



3rd-party Advertisement



CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 1,127,220 494,579 1,621,799  
Open Interest 6,567,417 2,013,292 8,580,709  
  High Low Close Change
Level 18.14 14.92 18.14 4.37
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 28.36 26.78 28.28 2.71
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 3 0 3  
Open Interest 103 17 120  
  High Low Close Change
Level 28.28 24.57 28.26 4.95
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 252 118 370  
  High Low Close Change
Level 19.51 18.50 19.46 0.67
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 18 0 18  
  High Low Close Change
Level 17.62 16.01 17.54 1.53
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 35 0 35  
  High Low Close Change
Level 18.14 13.77 18.14 4.37
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 105 105  
  High Low Close Change
Level 1,826.96 1,790.29 1,790.29 -38.17
S&P 500 Index - (SPX)
  Call Put Total  
Volume 492,746 968,593 1,461,339  
Open Interest 3,643,737 6,585,857 10,229,594  
  High Low Close Change
Level 1,826.96 1,790.29 1,790.29 -38.17
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,701 5,661 8,362  
Open Interest 12,477 57,353 69,830  
  High Low Close Change
Level 1,826.96 1,790.29 1,790.29 -38.17
S&P 500 Index Weeklys
  Call Put Total  
Volume 225,103 522,517 747,620  
Open Interest 380,427 932,756 1,313,183  
  High Low Close Change
Level 1,826.96 1,790.29 1,790.29 -38.17
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 316 879 1,195  
Open Interest 11,672 53,359 65,031  
  High Low Close Change
Level 182.70 179.03 179.03 -3.82
Mini-SPX Index Options - AM Settled - (XSPAM)
  Call Put Total  
Volume 0 2 2  
Open Interest 289 546 835  
  High Low Close Change
Level 182.70 179.03 179.03 -3.82
SPDR Options - (SPY)
  Call Put Total  
Volume 390,972 510,809 901,781  
Open Interest 4,704,821 8,830,759 13,535,580  
  High Low Close Change
Level 181.66 178.83 178.89 -3.96
SPDR Options LEAPS
  Call Put Total  
Volume 1,791 7,967 9,758  
Open Interest 832,549 1,168,608 2,001,157  
  High Low Close Change
Level 181.66 178.83 178.89 -3.96
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 140,770 245,637 386,407  
Open Interest 782,943 1,419,746 2,202,689  
  High Low Close Change
Level 181.66 178.83 178.89 -3.96
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,591 7,310 12,901  
Open Interest 12,335 17,349 29,684  
  High Low Close Change
Level 812.25 796.28 796.28 -15.85
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 30 10 40  
Open Interest 857 775 1,632  
  High Low Close Change
Level 812.25 796.28 796.28 -15.85
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 2,308 5,112 7,420  
Open Interest 2,473 5,322 7,795  
  High Low Close Change
Level 812.25 796.28 796.28 -15.85
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 876 4,371 5,247  
Open Interest 4,984 9,505 14,489  
  High Low Close Change
Level 812.25 796.28 796.28 -15.85
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 598 782 1,380  
  High Low Close Change
Level 812.25 796.28 796.28 -15.85
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 485 3,648 4,133  
Open Interest 2,035 6,852 8,887  
  High Low Close Change
Level 812.25 796.28 796.28 -15.85
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 15,393 8,750 24,143  
Open Interest 1,275,221 797,423 2,072,644  
  High Low Close Change
Level 122.50 121.55 122.29 0.50
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 44,369 58,513 102,882  
Open Interest 2,045,375 2,162,985 4,208,360  
  High Low Close Change
Level 88.18 86.71 86.74 -1.76
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 226 729 955  
Open Interest 310,145 332,792 642,937  
  High Low Close Change
Level 88.18 86.71 86.74 -1.76
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 25,777 38,596 64,373  
Open Interest 246,906 351,245 598,151  
  High Low Close Change
Level 88.18 86.71 86.74 -1.76
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 5 0 5  
Open Interest 2,427 1,342 3,769  
  High Low Close Change
Level 80.90 79.70 79.71 -1.59
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 5 0 5  
Open Interest 2,202 380 2,582  
  High Low Close Change
Level 80.90 79.70 79.71 -1.59
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 13 0 13  
Open Interest 9,545 15,821 25,366  
  High Low Close Change
Level 361.38 354.15 354.15 -7.23
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,729 2,843 4,572  
  High Low Close Change
Level 361.38 354.15 354.15 -7.23
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,778 12,930 17,708  
Open Interest 85,614 190,229 275,843  
  High Low Close Change
Level 3601.00 3,541.38 3,541.48 -72.28
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 10,567 11,397 21,964  
Open Interest 231,065 247,247 478,312  
  High Low Close Change
Level 160.89 158.48 158.48 -3.23
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 504 148 652  
Open Interest 45,396 51,792 97,188  
  High Low Close Change
Level 160.89 158.48 158.48 -3.23
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 4,994 5,791 10,785  
Open Interest 50,425 46,309 96,734  
  High Low Close Change
Level 160.89 158.48 158.48 -3.23
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 4,044 2,715 6,759  
Open Interest 120,694 66,203 186,897  
  High Low Close Change
Level 162.03 158.79 158.79 -3.18
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 9 19 28  
Open Interest 12,632 8,504 21,136  
  High Low Close Change
Level 162.03 158.79 158.79 -3.18
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 10 10  
Open Interest 256 2,771 3,027  
  High Low Close Change
Level 77.43 75.55 75.81 -1.96
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 35,312 120,357 155,669  
Open Interest 1,211,496 3,307,771 4,519,267  
  High Low Close Change
Level 115.74 113.22 113.48 -2.97
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 139 211 350  
Open Interest 146,666 211,574 358,240  
  High Low Close Change
Level 115.74 113.22 113.48 -2.97
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 23,570 58,498 82,068  
Open Interest 140,739 389,526 530,265  
  High Low Close Change
Level 115.74 113.22 113.48 -2.97
CBOE Russell 2000 Volatility Index - (RVX)
  Call Put Total  
Volume 60 5 65  
Open Interest 2,062 558 2,620  
  High Low Close Change
Level 20.82 17.71 20.71 4.12
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 32,033 65,834 97,867  
Open Interest 171,928 409,826 581,754  
  High Low Close Change
Level 1,164.77 1,141.80 1,144.13 -28.27
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 190 236 426  
Open Interest 28,600 65,075 93,675  
  High Low Close Change
Level 135.37 135.11 135.16 -0.19
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,963 10,704 12,667  
  High Low Close Change
Level 135.37 135.11 135.16 -0.19
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 103 32 135  
Open Interest 9,719 4,741 14,460  
  High Low Close Change
Level 24.26 24.12 24.25 -0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 21 0 21  
Open Interest 307 1,077 1,384  
  High Low Close Change
Level 16.47 16.35 16.36 -0.08
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 20 0 20  
Open Interest 2,929 3,136 6,065  
  High Low Close Change
Level 25.13 25.01 25.08 0.01
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 318 172 490  
  High Low Close Change
Level 28.54 28.33 28.53 0.12
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 779 130 909  
  High Low Close Change
Level 26.98 26.81 26.91 -0.05
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 246 395 641  
  High Low Close Change
Level 41.21 40.93 41.14 0.11
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 5 39  
  High Low Close Change
Level 33.55 32.84 33.14 -0.27
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 66 78  
  High Low Close Change
Level 42.61 42.30 42.55 0.16
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 193 1,299 1,492  
  High Low Close Change
Level 31.72 31.45 31.69 0.12
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 27,989 24,465 52,454  
Open Interest 331,336 226,395 557,731  
  High Low Close Change
Level 24.89 23.33 24.62 1.80
United States Oil Fund - (USO)
  Call Put Total  
Volume 1,890 10,482 12,372  
Open Interest 330,058 484,064 814,122  
  High Low Close Change
Level 34.79 34.36 34.58 -0.12
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 3,636 3,247 6,883  
Open Interest 535,510 992,706 1,528,216  
  High Low Close Change
Level 65.70 64.85 64.85 -1.83
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 95 189 284  
  High Low Close Change
Level 97.12 95.78 95.80 -1.08
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 377 573 950  
Open Interest 17,813 44,183 61,996  
  High Low Close Change
Level 250.20 243.96 244.02 -8.72
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,583 1,619 3,202  
  High Low Close Change
Level 48.72 48.01 48.03 -1.05
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 20 0 20  
Open Interest 40 78 118  
  High Low Close Change
Level 120.03 117.67 117.67 -2.94
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 34 25 59  
Open Interest 7,297 2,871 10,168  
  High Low Close Change
Level 70.41 69.40 69.40 -1.30
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 190 38 228  
Open Interest 10,308 25,320 35,628  
  High Low Close Change
Level 101.75 101.45 101.66 0.41
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 245 4 249  
Open Interest 1,943 3,417 5,360  
  High Low Close Change
Level 98.75 96.78 97.01 -2.26
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 23 395 418  
Open Interest 8,232 15,341 23,573  
  High Low Close Change
Level 137.40 134.19 134.46 -3.71
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 2 2  
Open Interest 256 143 399  
  High Low Close Change
Level 83.77 82.19 82.21 -2.03
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,596 4,944 8,540  
  High Low Close Change
Level 149.37 146.49 146.62 -3.74
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 3 3  
Open Interest 124 901 1,025  
  High Low Close Change
Level 58.20 57.60 57.67 -0.71
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,192 702 1,894  
Open Interest 47,268 147,160 194,428  
  High Low Close Change
Level 64.45 63.48 63.50 -1.24
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 85,382 82,576 167,958  
Open Interest 982,246 1,672,982 2,655,228  
  High Low Close Change
Level 45.47 42.10 44.72 3.60
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 31 650 681  
Open Interest 1,203 7,043 8,246  
  High Low Close Change
Level 16.11 15.53 15.98 0.56
  VIX Snapshot

*Third Party Advertisement