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 05, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.94
Index Put/Call Ratio 1.03
Exchange Traded Products Put/Call Ratio 1.49
Equity Put/Call Ratio 0.67
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 2,082,054 1,949,923 4,031,977  
Open Interest 146,822,287 129,580,448 276,402,735  
Index Options
  Call Put Total  
Volume 643,724 662,281 1,306,005  
Exchange Traded Products
  Call Put Total  
Volume 391,941 582,316 974,257  
Equity Options
  Call Put Total  
Volume 1,046,389 705,326 1,751,715  

Equity LEAPS
  Call Put Total  
Volume 20,430 15,523 35,953  
Open Interest 11,299,538 7,960,940 19,260,478  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 507,429 550,529 1,057,958  
Open Interest 2,341,419 2,641,083 4,982,502  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
937.27 939.07 934.39 936.19
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.03
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
518.85 518.95 515.82 516.19
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,224.88 1,228.24 1,217.95 1,221.21
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
389.74 390.28 386.20 386.85
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
241.69 242.06 241.04 241.58
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
184.20 185.00 183.27 183.50
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,246.15 1,246.15 1,240.53 1,242.59
VIX - CBOE Volatility Index
Open High Low Close
13.68 14.78 13.67 14.33
VVIX - CBOE VVIX Index
Open High Low Close
82.91 84.45 81.06 83.10
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.40 21.40 20.76 21.17
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.75 13.75 12.90 13.09
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.18 18.77 17.98 18.47
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.22 13.79 12.93 13.58
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.06 16.63 15.87 16.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.58 17.13 16.49 16.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      88.68
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.29 33.71 32.73 32.76
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.54 16.66 15.68 15.88
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.04 9.05 8.91 9.03
VPD - CBOE VIX Premium Strategy Index
      Close
      217.48
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      216.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.90
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.81 65.91 63.09 64.25
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
42.93 47.20 41.73 45.42
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.77
EXQ - CBOE Exchange Index
Open High Low Close
88.78 89.18 88.05 88.27
CYX - CBOE China Index
Open High Low Close
588.31 594.83 588.28 590.01



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 331,823 127,659 459,482  
Open Interest 5,315,138 2,540,047 7,855,185  
  High Low Close Change
Level 14.78 13.67 14.33 -0.22
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 25.41 24.76 24.93 -0.74
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 21.40 20.76 21.17 -0.60
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 33.71 32.73 32.76 -0.63
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 105 0 105  
  High Low Close Change
Level 16.66 15.68 15.88 -1.39
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 40 0 40  
  High Low Close Change
Level 14.78 13.67 14.33 -0.22
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 202 202  
  High Low Close Change
Level 1,470.96 1,456.90 1,460.93 -0.47
S&P 500 Index - (SPX)
  Call Put Total  
Volume 289,417 502,377 791,794  
Open Interest 4,341,225 7,604,473 11,945,698  
  High Low Close Change
Level 1,470.96 1,456.89 1,460.93 -0.47
S&P 500 Index Weeklys
  Call Put Total  
Volume 104,563 125,457 230,020  
Open Interest 202,746 441,960 644,706  
  High Low Close Change
Level 1,470.96 1,456.89 1,460.93 -0.47
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 0 31 31  
Open Interest 5,564 9,395 14,959  
  High Low Close Change
Level 147.10 145.69 146.09 -0.05
SPDR Options - (SPY)
  Call Put Total  
Volume 175,621 301,821 477,442  
Open Interest 6,167,730 12,756,436 18,924,166  
  High Low Close Change
Level 147.16 145.70 146.14 -0.14
SPDR Options LEAPS
  Call Put Total  
Volume 717 1,081 1,798  
Open Interest 483,271 577,387 1,060,658  
  High Low Close Change
Level 147.16 145.70 146.14 -0.14
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 62,837 123,005 185,842  
Open Interest 304,425 562,385 866,810  
  High Low Close Change
Level 147.16 145.70 146.14 -0.14
S&P 100 Index - (OEX)
  Call Put Total  
Volume 6,069 9,070 15,139  
Open Interest 37,861 64,919 102,780  
  High Low Close Change
Level 677.02 670.67 672.57 -0.62
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 6 6 12  
Open Interest 1,365 562 1,927  
  High Low Close Change
Level 677.02 670.67 672.57 -0.62
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 3,640 5,827 9,467  
Open Interest 3,323 20,574 23,897  
  High Low Close Change
Level 677.02 670.67 672.57 -0.62
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 747 819 1,566  
Open Interest 9,192 13,064 22,256  
  High Low Close Change
Level 677.02 670.67 672.57 -0.62
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 501 581 1,082  
  High Low Close Change
Level 677.02 670.67 672.57 -0.62
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 491 504 995  
Open Interest 725 4,908 5,633  
  High Low Close Change
Level 677.02 670.67 672.57 -0.62
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 24,228 27,171 51,399  
Open Interest 2,791,881 1,245,612 4,037,493  
  High Low Close Change
Level 173.37 172.01 172.62 -0.99
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 32,029 44,107 76,136  
Open Interest 1,726,455 1,998,845 3,725,300  
  High Low Close Change
Level 69.80 68.80 68.98 -0.37
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 398 231 629  
Open Interest 52,477 62,085 114,562  
  High Low Close Change
Level 69.80 68.80 68.98 -0.37
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 21,762 17,809 39,571  
Open Interest 83,096 117,351 200,447  
  High Low Close Change
Level 69.80 68.80 68.98 -0.37
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 62 0 62  
Open Interest 2,444 2,518 4,962  
  High Low Close Change
Level 67.85 67.22 67.40 -0.06
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 62 0 62  
Open Interest 1,415 343 1,758  
  High Low Close Change
Level 67.85 67.22 67.40 -0.06
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 39 10 49  
Open Interest 56,758 72,725 129,483  
  High Low Close Change
Level 284.59 280.65 281.19 -1.67
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,957 7,691 10,648  
  High Low Close Change
Level 284.59 280.65 281.19 -1.67
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 9,649 18,367 28,016  
Open Interest 105,509 174,244 279,753  
  High Low Close Change
Level 2,845.97 2,806.44 2,811.94 -16.66
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,335 3,724 6,059  
Open Interest 366,121 472,343 838,464  
  High Low Close Change
Level 136.44 135.48 135.96 0.44
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 36 0 36  
Open Interest 30,394 14,609 45,003  
  High Low Close Change
Level 136.44 135.48 135.96 0.44
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 866 562 1,428  
Open Interest 5,483 8,487 13,970  
  High Low Close Change
Level 136.44 135.48 135.96 0.44
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,501 1,393 2,894  
Open Interest 130,666 80,827 211,493  
  High Low Close Change
Level 136.62 135.69 136.10 0.35
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 222 37 259  
Open Interest 48,922 11,396 60,318  
  High Low Close Change
Level 136.62 135.69 136.10 0.35
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 96 256  
  High Low Close Change
Level 53.93 53.15 53.30 -0.01
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 17,982 30,025 48,007  
Open Interest 1,646,197 3,631,187 5,277,384  
  High Low Close Change
Level 85.25 83.84 84.11 -0.09
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 86 22 108  
Open Interest 58,184 148,396 206,580  
  High Low Close Change
Level 85.25 83.84 84.11 -0.09
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 5,361 5,180 10,541  
Open Interest 50,949 95,486 146,435  
  High Low Close Change
Level 85.25 83.84 84.11 -0.09
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 2,454 2,555 5,009  
Open Interest 303,174 395,186 698,360  
  High Low Close Change
Level 853.57 841.58 842.86 -1.79
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 1,667 1,011 2,678  
Open Interest 107,566 218,634 326,200  
  High Low Close Change
Level 129.85 129.29 129.45 0.11
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 2 2  
Open Interest 1,427 4,683 6,110  
  High Low Close Change
Level 129.85 129.29 129.45 0.11
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 40 4 44  
Open Interest 46,869 18,136 65,005  
  High Low Close Change
Level 29.30 29.10 29.13 -0.17
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 19 0 19  
Open Interest 1,003 1,295 2,298  
  High Low Close Change
Level 19.83 19.67 19.73 -0.11
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 12 12  
Open Interest 20,545 9,181 29,726  
  High Low Close Change
Level 28.65 28.39 28.54 -0.15
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 232 159 391  
  High Low Close Change
Level 28.46 28.10 28.33 -0.10
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 7,233 2,540 9,773  
  High Low Close Change
Level 25.83 25.36 25.66 -0.33
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 528 166 694  
  High Low Close Change
Level 62.15 61.62 61.66 -0.69
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 9 0 9  
Open Interest 455 265 720  
  High Low Close Change
Level 60.27 59.35 59.35 -0.82
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 839 895 1,734  
  High Low Close Change
Level 61.48 61.11 61.32 -0.38
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,448 4,484 7,932  
  High Low Close Change
Level 33.85 33.38 33.52 -0.33
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 6,583 1,975 8,558  
Open Interest 553,435 675,880 1,229,315  
  High Low Close Change
Level 21.99 21.47 21.80 -0.14
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,676 5,639 13,315  
Open Interest 913,776 679,549 1,593,325  
  High Low Close Change
Level 33.70 33.00 33.35 -0.60
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,401 659 3,060  
Open Interest 732,771 1,099,076 1,831,847  
  High Low Close Change
Level 54.66 54.04 54.14 0.08
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 9 166 175  
Open Interest 11,346 23,539 34,885  
  High Low Close Change
Level 148.54 146.57 147.18 0.35
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 2 2  
Open Interest 75 955 1,030  
  High Low Close Change
Level 87.11 86.50 86.54 -0.10
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 7,951 4,608 12,559  
  High Low Close Change
Level 58.86 58.47 58.59 0.12
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 3 3  
Open Interest 3,279 23,558 26,837  
  High Low Close Change
Level 107.81 107.57 107.64 -0.49
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 103 32 135  
Open Interest 3,496 2,482 5,978  
  High Low Close Change
Level 75.68 74.55 74.78 0.01
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 1 0 1  
Open Interest 4,183 5,680 9,863  
  High Low Close Change
Level 97.49 95.82 96.08 -0.26
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,532 829 4,361  
  High Low Close Change
Level 113.28 112.09 112.38 0.04
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 133 668 801  
  High Low Close Change
Level 46.06 45.74 45.82 0.15
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 42 4,021 4,063  
Open Interest 89,724 145,648 235,372  
  High Low Close Change
Level 47.97 47.48 47.62 0.11
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 5,312 15,988 21,300  
Open Interest 0 0 0  
  High Low Close Change
Level 34.53 33.12 34.12 25.47
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 6 17 23  
Open Interest 1,413 23,909 25,322  
  High Low Close Change
Level 32.48 31.73 32.43 -0.25