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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 Wednesday, July 03, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.14
Index Put/Call Ratio 1.41
Exchange Traded Products Put/Call Ratio 1.48
Equity Put/Call Ratio 0.76
CBOE Volatility Index (VIX) Put/Call Ratio 0.82
Sum of All Products
  Call Put Total  
Volume 1,040,190 1,183,925 2,224,115  
Open Interest 145,148,357 129,824,661 274,973,018  
Index Options
  Call Put Total  
Volume 309,917 436,264 746,181  
Exchange Traded Products
  Call Put Total  
Volume 265,971 394,260 660,231  
Equity Options
  Call Put Total  
Volume 464,302 353,401 817,703  

Equity LEAPS
  Call Put Total  
Volume 9,474 7,522 16,996  
Open Interest 10,045,520 7,066,959 17,112,479  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 262,992 322,537 585,529  
Open Interest 3,611,936 4,189,783 7,801,719  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
947.94 950.39 946.81 949.52
VXTH - CBOE VIX Tail Hedge Index
      Close
      159.54
LOVOL - CBOE Low Volatility Index
Open High Low Close
148.72 149.17 148.72 149.17
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
554.64 555.63 551.97 554.56
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,273.91 1,278.76 1,271.29 1,277.13
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
383.37 384.99 383.21 384.33
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
244.20 244.95 243.92 244.82
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
182.24 182.46 182.01 182.32
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,283.99 1,285.21 1,280.61 1,284.48
VIX - CBOE Volatility Index
Open High Low Close
17.22 17.32 16.20 16.20
VVIX - CBOE VVIX Index
Open High Low Close
84.37 84.73 82.19 82.72
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
22.42 22.51 21.69 22.04
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
31.79 32.16 30.21 30.77
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.91 15.71 14.66 14.70
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.21 20.37 19.53 19.63
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.90 17.14 16.09 16.18
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.92 16.49 15.66 15.80
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.44 18.54 17.81 17.81
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      105.37
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
7.61 7.97 6.47 7.97
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.63 25.86 22.63 25.70
GVZ - CBOE Gold Volatility Index
Open High Low Close
28.19 28.19 26.93 27.25
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.60 9.77 9.60 9.67
VPD - CBOE VIX Premium Strategy Index
      Close
      234.67
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      231.48
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      88.11
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
56.01 59.32 55.37 56.35
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.35 58.78 57.43 58.16
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.20
EXQ - CBOE Exchange Index
Open High Low Close
128.47 129.54 128.26 128.95
CYX - CBOE China Index
Open High Low Close
630.65 632.69 626.84 629.80



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 133,877 110,247 244,124  
Open Interest 4,220,818 2,299,982 6,520,800  
  High Low Close Change
Level 17.32 16.20 16.20 -0.24
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 36.46 34.67 35.36 0.32
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 363 126 489  
  High Low Close Change
Level 32.16 30.21 30.77 0.59
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 85 1 86  
Open Interest 144 2 146  
  High Low Close Change
Level 25.86 22.63 25.70 3.07
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 40 58 98  
  High Low Close Change
Level 28.19 26.93 27.25 -0.94
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 17.32 16.20 16.20 -0.24
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 1,618.97 1,604.57 1,615.41 1.33
S&P 500 Index - (SPX)
  Call Put Total  
Volume 149,868 270,672 420,540  
Open Interest 4,841,675 7,460,299 12,301,974  
  High Low Close Change
Level 1,618.97 1,604.57 1,615.41 1.33
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 1,182 1,286 2,468  
Open Interest 25,219 27,196 52,415  
  High Low Close Change
Level 1,618.97 1,604.57 1,615.41 1.33
S&P 500 Index Weeklys
  Call Put Total  
Volume 55,986 120,592 176,578  
Open Interest 358,654 566,471 925,125  
  High Low Close Change
Level 1,618.97 1,604.57 1,615.41 1.33
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 58 120 178  
Open Interest 10,729 35,793 46,522  
  High Low Close Change
Level 161.90 160.46 161.54 0.13
SPDR Options - (SPY)
  Call Put Total  
Volume 103,053 206,619 309,672  
Open Interest 7,427,247 12,692,061 20,119,308  
  High Low Close Change
Level 161.77 160.22 161.34 0.12
SPDR Options LEAPS
  Call Put Total  
Volume 330 124 454  
Open Interest 454,695 534,753 989,448  
  High Low Close Change
Level 161.77 160.22 161.34 0.12
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 46,557 73,877 120,434  
Open Interest 626,766 987,990 1,614,756  
  High Low Close Change
Level 161.77 160.22 161.34 0.12
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,024 2,768 7,792  
Open Interest 20,996 27,746 48,742  
  High Low Close Change
Level 727.09 720.52 725.42 0.85
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,072 745 1,817  
  High Low Close Change
Level 727.09 720.52 725.42 0.85
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 3,041 1,826 4,867  
Open Interest 2,275 4,021 6,296  
  High Low Close Change
Level 727.09 720.52 725.42 0.85
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 170 155 325  
Open Interest 6,798 5,201 11,999  
  High Low Close Change
Level 727.09 720.52 725.42 0.85
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 424 1,007  
  High Low Close Change
Level 727.09 720.52 725.42 0.85
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 170 133 303  
Open Interest 2,724 673 3,397  
  High Low Close Change
Level 727.09 720.52 725.42 0.85
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 10,609 12,805 23,414  
Open Interest 2,182,173 1,362,271 3,544,444  
  High Low Close Change
Level 121.77 120.54 120.68 0.67
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 11,303 19,314 30,617  
Open Interest 1,435,964 1,787,133 3,223,097  
  High Low Close Change
Level 72.37 71.42 72.04 0.31
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 115,091 101,040 216,131  
  High Low Close Change
Level 72.37 71.42 72.04 0.31
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 6,997 9,956 16,953  
Open Interest 160,090 203,949 364,039  
  High Low Close Change
Level 72.37 71.42 72.04 0.31
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,464 2,718 6,182  
  High Low Close Change
Level 72.79 72.13 72.57 0.09
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,030 256 2,286  
  High Low Close Change
Level 72.79 72.13 72.57 0.09
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 1 11 12  
Open Interest 27,291 17,813 45,104  
  High Low Close Change
Level 295.38 291.65 294.14 1.18
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,083 5,296 6,379  
  High Low Close Change
Level 295.38 291.65 294.14 1.18
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 5,630 15,046 20,676  
Open Interest 78,750 152,938 231,688  
  High Low Close Change
Level 2,953.85 2,916.27 2,941.41 11.78
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,182 5,021 8,203  
Open Interest 253,175 248,904 502,079  
  High Low Close Change
Level 149.98 148.25 149.51 0.54
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 22 1 23  
Open Interest 17,821 11,555 29,376  
  High Low Close Change
Level 149.98 148.25 149.51 0.54
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,284 1,326 2,610  
Open Interest 5,810 8,123 13,933  
  High Low Close Change
Level 149.98 148.25 149.51 0.54
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 872 1,917 2,789  
Open Interest 103,632 81,697 185,329  
  High Low Close Change
Level 150.26 148.59 149.89 0.57
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 55,004 15,868 70,872  
  High Low Close Change
Level 150.26 148.59 149.89 0.57
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 5 0 5  
Open Interest 189 138 327  
  High Low Close Change
Level 62.66 61.97 62.54 0.10
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 12,932 23,626 36,558  
Open Interest 1,246,660 3,527,969 4,774,629  
  High Low Close Change
Level 98.64 97.59 98.30 0.20
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 38 105 143  
Open Interest 77,175 134,362 211,537  
  High Low Close Change
Level 98.64 97.59 98.30 0.20
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 3,787 9,743 13,530  
Open Interest 112,931 326,150 439,081  
  High Low Close Change
Level 98.64 97.59 98.30 0.20
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 9,907 32,496 42,403  
Open Interest 237,662 382,644 620,306  
  High Low Close Change
Level 993.14 984.71 991.13 1.66
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 531 10,478 11,009  
Open Interest 34,404 68,923 103,327  
  High Low Close Change
Level 129.05 128.39 128.89 0.36
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 633 1,806 2,439  
  High Low Close Change
Level 129.05 128.39 128.89 0.36
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 320 0 320  
Open Interest 58,565 10,409 68,974  
  High Low Close Change
Level 24.96 24.86 24.88 0.12
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,167 1,735 2,902  
  High Low Close Change
Level 16.58 16.43 16.44 -0.04
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 8,128 10,819 18,947  
  High Low Close Change
Level 25.66 25.55 25.62 0.23
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 111 49 160  
  High Low Close Change
Level 28.13 27.85 28.10 0.43
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 2 0 2  
Open Interest 1,418 933 2,351  
  High Low Close Change
Level 26.73 25.71 26.68 -0.62
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 90 90  
Open Interest 757 594 1,351  
  High Low Close Change
Level 41.23 40.71 40.82 0.23
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 308 75 383  
  High Low Close Change
Level 33.28 32.81 33.11 0.68
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 10 2 12  
Open Interest 652 238 890  
  High Low Close Change
Level 42.57 42.17 42.19 0.21
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,722 1,597 3,319  
  High Low Close Change
Level 31.74 31.58 31.70 0.44
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,571 1,338 2,909  
Open Interest 241,095 198,305 439,400  
  High Low Close Change
Level 19.41 18.95 19.22 -0.10
United States Oil Fund - (USO)
  Call Put Total  
Volume 14,917 28,395 43,312  
Open Interest 552,952 676,083 1,229,035  
  High Low Close Change
Level 36.18 35.60 35.84 0.64
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 738 348 1,086  
Open Interest 977,089 1,486,513 2,463,602  
  High Low Close Change
Level 57.68 57.02 57.55 0.02
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 307 68 375  
  High Low Close Change
Level 93.48 92.74 93.26 -0.11
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 303 0 303  
Open Interest 19,407 27,380 46,787  
  High Low Close Change
Level 179.56 177.21 178.75 -0.11
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,521 2,628 5,149  
  High Low Close Change
Level 45.10 44.68 45.04 0.00
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 12 0 12  
Open Interest 130 77 207  
  High Low Close Change
Level 100.65 99.75 100.33 -0.23
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 16,668 5,238 21,906  
  High Low Close Change
Level 64.30 63.78 64.15 0.02
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 2 2  
Open Interest 5,099 17,656 22,755  
  High Low Close Change
Level 102.65 102.23 102.27 -0.20
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 1 0 1  
Open Interest 1,571 2,718 4,289  
  High Low Close Change
Level 86.93 85.94 86.66 0.10
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 16 16  
Open Interest 2,144 1,406 3,550  
  High Low Close Change
Level 113.71 112.53 113.32 0.18
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 4 4  
Open Interest 144 32 176  
  High Low Close Change
Level 72.61 71.98 72.41 0.07
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 1 0 1  
Open Interest 1,361 445 1,806  
  High Low Close Change
Level 130.71 129.74 130.40 -0.04
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 5 0 5  
Open Interest 268 339 607  
  High Low Close Change
Level 52.63 52.23 52.55 0.06
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 152 306 458  
Open Interest 67,064 138,543 205,607  
  High Low Close Change
Level 57.50 56.50 57.17 0.26
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 31,189 10,853 42,042  
Open Interest 992,748 1,828,201 2,820,949  
  High Low Close Change
Level 20.65 20.00 20.10 -0.22
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 960 5,623 6,583  
  High Low Close Change
Level 23.05 22.60 22.77 -0.05
 
CBOE Volatility Index (VIX)