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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.

Historical files can be accessed from the calendar below.

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, August 27, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.02
Index Put/Call Ratio 1.25
Exchange Traded Products Put/Call Ratio 1.24
Equity Put/Call Ratio 0.68
CBOE Volatility Index (VIX) Put/Call Ratio 0.75
Sum of All Products
  Call Put Total  
Volume 2,353,318 2,410,446 4,763,764  
Open Interest 147,113,962 128,890,099 276,004,061  
Index Options
  Call Put Total  
Volume 792,023 989,255 1,781,278  
Exchange Traded Products
  Call Put Total  
Volume 641,632 796,058 1,437,690  
Equity Options
  Call Put Total  
Volume 919,663 625,133 1,544,796  

Equity LEAPS
  Call Put Total  
Volume 38,612 18,023 56,635  
Open Interest 13,120,491 9,370,029 22,490,520  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 494,780 752,013 1,246,793  
Open Interest 3,711,881 4,202,484 7,914,365  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
951.27 951.27 943.47 944.35
VXTH - CBOE VIX Tail Hedge Index
      Close
      159.29
LOVOL - CBOE Low Volatility Index
Open High Low Close
149.53 149.53 148.85 148.85
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
560.42 560.42 551.65 552.27
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,274.56 1,274.94 1,262.26 1,263.41
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
393.57 394.54 390.92 391.42
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
240.85 240.92 239.07 239.25
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.80 183.80 181.72 181.75
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,289.57 1,289.57 1,275.14 1,276.09
VIX - CBOE Volatility Index
Open High Low Close
16.56 17.13 15.82 16.77
VVIX - CBOE VVIX Index
Open High Low Close
87.54 92.61 86.28 92.36
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
18.31 21.04 18.11 20.44
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
27.18 28.55 26.93 28.55
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.89 15.34 13.89 15.12
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.50 21.82 19.71 21.58
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.57 16.86 15.32 16.35
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.32 17.72 15.32 17.63
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.31 17.79 16.86 17.68
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      105.51
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
7.43 7.76 7.38 7.51
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.43 27.64 23.43 27.19
GVZ - CBOE Gold Volatility Index
Open High Low Close
23.67 24.14 23.38 23.90
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.38 9.62 8.37 8.53
VPD - CBOE VIX Premium Strategy Index
      Close
      237.01
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.61
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      89.96
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
51.04 55.52 51.04 54.53
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
56.67 59.92 56.67 58.87
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      10.35
EXQ - CBOE Exchange Index
Open High Low Close
128.32 128.39 126.07 126.19
CYX - CBOE China Index
Open High Low Close
725.55 725.55 713.88 714.63



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 369,623 278,196 647,819  
Open Interest 5,180,729 1,817,167 6,997,896  
  High Low Close Change
Level 17.13 15.82 16.77 1.78
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 33.53 32.22 32.72 1.15
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 10 0 10  
Open Interest 24 1 25  
  High Low Close Change
Level 28.55 26.93 28.55 3.30
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 31 0 31  
Open Interest 131 0 131  
  High Low Close Change
Level 27.64 23.43 27.19 3.76
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 1 35  
  High Low Close Change
Level 24.14 23.38 23.90 0.23
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 17.13 14.99 16.77 1.78
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 1,652.54 1,629.07 1,630.48 -26.30
S&P 500 Index - (SPX)
  Call Put Total  
Volume 389,211 663,285 1,052,496  
Open Interest 4,923,374 7,970,320 12,893,694  
  High Low Close Change
Level 1,652.54 1,629.05 1,630.48 -26.30
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,182 3,021 5,203  
Open Interest 17,571 51,749 69,320  
  High Low Close Change
Level 1,652.54 1,629.05 1,630.48 -26.30
S&P 500 Index Weeklys
  Call Put Total  
Volume 84,009 232,984 316,993  
Open Interest 284,552 697,123 981,675  
  High Low Close Change
Level 1,652.54 1,629.05 1,630.48 -26.30
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 779 113 892  
Open Interest 14,115 41,626 55,741  
  High Low Close Change
Level 165.25 162.91 163.05 -2.63
SPDR Options - (SPY)
  Call Put Total  
Volume 316,785 394,542 711,327  
Open Interest 6,794,313 11,719,321 18,513,634  
  High Low Close Change
Level 166.00 163.21 163.33 -2.68
SPDR Options LEAPS
  Call Put Total  
Volume 1,466 1,299 2,765  
Open Interest 538,672 638,727 1,177,399  
  High Low Close Change
Level 166.00 163.21 163.33 -2.68
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 91,323 194,308 285,631  
Open Interest 660,643 863,492 1,524,135  
  High Low Close Change
Level 166.00 163.21 163.33 -2.68
S&P 100 Index - (OEX)
  Call Put Total  
Volume 9,040 8,120 17,160  
Open Interest 20,111 23,797 43,908  
  High Low Close Change
Level 739.81 729.00 729.71 -11.22
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 165 0 165  
Open Interest 1,382 941 2,323  
  High Low Close Change
Level 739.81 729.00 729.71 -11.22
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,902 2,233 4,135  
Open Interest 1,379 1,947 3,326  
  High Low Close Change
Level 739.81 729.00 729.71 -11.22
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 373 344 717  
Open Interest 4,042 3,655 7,697  
  High Low Close Change
Level 739.81 729.00 729.71 -11.22
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 584 430 1,014  
  High Low Close Change
Level 739.81 729.00 729.71 -11.22
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 317 231 548  
Open Interest 566 576 1,142  
  High Low Close Change
Level 739.81 729.00 729.71 -11.22
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 17,679 13,538 31,217  
Open Interest 2,357,943 1,347,649 3,705,592  
  High Low Close Change
Level 137.55 136.52 136.76 1.27
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 31,186 53,150 84,336  
Open Interest 1,424,851 1,978,728 3,403,579  
  High Low Close Change
Level 76.18 74.96 75.14 -1.64
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 180 131 311  
Open Interest 141,594 133,468 275,062  
  High Low Close Change
Level 76.18 74.96 75.14 -1.64
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 12,872 24,997 37,869  
Open Interest 115,339 243,059 358,398  
  High Low Close Change
Level 76.18 74.96 75.14 -1.64
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 124 124  
Open Interest 3,688 3,400 7,088  
  High Low Close Change
Level 74.04 73.19 73.27 -1.14
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 74.04 73.19 73.27 -1.14
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 0 0  
Open Interest 20,143 20,042 40,185  
  High Low Close Change
Level 312.27 305.34 305.96 -6.31
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,199 5,413 6,612  
  High Low Close Change
Level 312.27 305.34 305.96 -6.31
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 11,059 11,176 22,235  
Open Interest 94,548 131,758 226,306  
  High Low Close Change
Level 3,102.27 3,053.26 3,059.58 -63.09
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 4,382 4,033 8,415  
Open Interest 250,734 257,847 508,581  
  High Low Close Change
Level 148.74 147.41 147.50 -1.73
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 51 0 51  
Open Interest 25,543 18,787 44,330  
  High Low Close Change
Level 148.74 147.41 147.50 -1.73
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,834 1,185 3,019  
Open Interest 4,145 6,511 10,656  
  High Low Close Change
Level 148.74 147.41 147.50 -1.73
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,445 1,500 2,945  
Open Interest 130,843 84,753 215,596  
  High Low Close Change
Level 149.39 147.65 147.76 -1.70
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 7 7  
Open Interest 69,882 18,448 88,330  
  High Low Close Change
Level 149.39 147.65 147.76 -1.70
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 1,408 1,410  
Open Interest 1,259 4,984 6,243  
  High Low Close Change
Level 65.28 64.07 64.18 -1.57
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 24,791 74,405 99,196  
Open Interest 1,846,128 3,885,059 5,731,187  
  High Low Close Change
Level 102.39 100.56 100.72 -2.49
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 2 31 33  
Open Interest 121,198 196,467 317,665  
  High Low Close Change
Level 102.39 100.56 100.72 -2.49
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 8,467 32,869 41,336  
Open Interest 110,262 259,792 370,054  
  High Low Close Change
Level 102.39 100.56 100.72 -2.49
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 8,082 23,350 31,432  
Open Interest 214,901 397,874 612,775  
  High Low Close Change
Level 1,036.30 1,013.11 1,013.49 -24.98
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 506 1,048 1,554  
Open Interest 33,410 104,888 138,298  
  High Low Close Change
Level 132.65 132.36 132.57 0.21
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 787 2,076 2,863  
  High Low Close Change
Level 132.65 132.36 132.57 0.21
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 131 37 168  
Open Interest 46,549 7,533 54,082  
  High Low Close Change
Level 25.40 25.19 25.20 -0.22
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 348 944 1,292  
  High Low Close Change
Level 17.27 17.16 17.18 -0.01
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 11 10 21  
Open Interest 5,336 10,620 15,956  
  High Low Close Change
Level 27.06 26.92 26.98 0.26
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 240 130 370  
  High Low Close Change
Level 29.68 29.46 29.66 0.54
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 31 31  
Open Interest 811 850 1,661  
  High Low Close Change
Level 28.32 28.11 28.16 0.34
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 10 0 10  
Open Interest 552 436 988  
  High Low Close Change
Level 47.46 47.03 47.19 0.47
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 133 24 157  
  High Low Close Change
Level 41.69 41.50 41.64 0.60
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 253 44 297  
  High Low Close Change
Level 48.03 47.78 47.82 0.48
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 372 1,053 1,425  
  High Low Close Change
Level 33.87 33.50 33.74 0.42
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,328 708 2,036  
Open Interest 240,495 328,945 569,440  
  High Low Close Change
Level 18.80 18.31 18.77 0.18
United States Oil Fund - (USO)
  Call Put Total  
Volume 32,024 11,950 43,974  
Open Interest 458,294 685,759 1,144,053  
  High Low Close Change
Level 39.05 38.72 38.87 0.94
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,634 1,960 3,594  
Open Interest 962,005 1,434,019 2,396,024  
  High Low Close Change
Level 60.63 60.04 60.08 -1.08
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 5 0 5  
Open Interest 272 46 318  
  High Low Close Change
Level 94.27 93.19 93.77 -0.13
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 285 256 541  
Open Interest 21,477 43,663 65,140  
  High Low Close Change
Level 195.38 191.01 191.27 -5.83
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 5 0 5  
Open Interest 3,066 2,028 5,094  
  High Low Close Change
Level 46.27 45.87 45.93 -0.30
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 20 0 20  
Open Interest 853 32 885  
  High Low Close Change
Level 104.65 103.42 103.56 -1.94
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 6 12 18  
Open Interest 17,808 8,293 26,101  
  High Low Close Change
Level 65.45 64.93 65.00 -0.81
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 83 6 89  
Open Interest 5,794 20,289 26,083  
  High Low Close Change
Level 100.97 100.53 100.91 0.57
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 11 22 33  
Open Interest 6,670 4,098 10,768  
  High Low Close Change
Level 88.90 87.45 87.59 -1.89
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 10 10  
Open Interest 3,657 4,101 7,758  
  High Low Close Change
Level 119.66 117.39 117.54 -3.08
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 78 0 78  
Open Interest 305 497 802  
  High Low Close Change
Level 75.34 74.48 74.58 -1.38
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 5 13 18  
Open Interest 7,571 8,174 15,745  
  High Low Close Change
Level 134.84 133.36 133.50 -2.52
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 27 27  
Open Interest 349 814 1,163  
  High Low Close Change
Level 53.43 52.71 52.77 -0.79
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 691 1,027 1,718  
Open Interest 91,112 243,149 334,261  
  High Low Close Change
Level 58.09 57.41 57.46 -0.95
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 66,426 55,985 122,411  
Open Interest 1,057,185 1,620,950 2,678,135  
  High Low Close Change
Level 16.62 15.77 16.53 1.24
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 21 21  
Open Interest 1,440 6,450 7,890  
  High Low Close Change
Level 20.15 19.40 20.14 0.82
 
CBOE Volatility Index (VIX)