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, April 05, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.00
Index Put/Call Ratio 0.85
Exchange Traded Products Put/Call Ratio 1.62
Equity Put/Call Ratio 0.70
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 2,059,836 2,062,333 4,122,169  
Open Interest 132,556,796 122,479,989 255,036,785  
Index Options
  Call Put Total  
Volume 781,353 665,905 1,447,258  
Exchange Traded Products
  Call Put Total  
Volume 539,811 875,840 1,415,651  
Equity Options
  Call Put Total  
Volume 738,672 520,588 1,259,260  

Equity LEAPS
  Call Put Total  
Volume 59,813 35,337 95,150  
Open Interest 30,220,017 22,933,194 53,153,211  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 572,306 680,592 1,252,898  
Open Interest 4,005,703 4,491,632 8,497,335  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
938.98 942.62 935.96 942.17
VXTH - CBOE VIX Tail Hedge Index
      Close
      156.56
LOVOL - CBOE Low Volatility Index
Open High Low Close
146.49 147.16 145.88 147.05
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
540.30 540.30 535.13 538.19
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,262.19 1,269.85 1,257.69 1,268.76
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
378.47 381.39 378.12 381.12
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
241.16 241.34 240.01 241.32
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.76 180.34 177.78 180.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,269.19 1,269.19 1,259.39 1,267.26
VIX - CBOE Volatility Index
Open High Low Close
15.64 15.65 13.86 13.92
VVIX - CBOE VVIX Index
Open High Low Close
88.53 89.25 83.91 84.49
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.92 21.11 19.00 19.15
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.58 14.03 12.52 12.54
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.79 19.85 18.02 18.21
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.96 15.41 13.59 13.87
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.25 16.77 15.25 15.52
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.38 16.38 15.33 15.38
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      80.01
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.84 23.44 20.98 21.39
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.03 16.03 14.03 14.46
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.88 8.88 8.40 8.43
VPD - CBOE VIX Premium Strategy Index
      Close
      236.64
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.89
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.67
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
56.08 60.08 55.16 55.49
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.98 66.06 62.98 63.39
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.33
EXQ - CBOE Exchange Index
Open High Low Close
108.56 108.98 106.90 108.86
CYX - CBOE China Index
Open High Low Close
613.21 613.21 600.07 606.97



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 376,613 142,315 518,928  
Open Interest 6,540,572 2,340,341 8,880,913  
  High Low Close Change
Level 15.65 13.86 13.92 0.03
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 20.35 19.32 19.65 0.14
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 60 0 60  
Open Interest 679 45 724  
  High Low Close Change
Level 21.11 19.00 19.15 -0.05
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 35 0 35  
Open Interest 221 43 264  
  High Low Close Change
Level 23.44 20.98 21.39 -0.45
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 40 0 40  
Open Interest 130 223 353  
  High Low Close Change
Level 16.03 14.03 14.46 -1.57
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 31 1 32  
  High Low Close Change
Level 15.65 13.86 13.92 0.03
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 1,559.98 1,539.50 1,553.28 -6.70
S&P 500 Index - (SPX)
  Call Put Total  
Volume 387,107 497,606 884,713  
Open Interest 4,108,732 6,985,176 11,093,908  
  High Low Close Change
Level 1,559.98 1,539.50 1,553.28 -6.70
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,947 5,125 8,072  
Open Interest 31,951 40,280 72,231  
  High Low Close Change
Level 1,559.98 1,539.50 1,553.28 -6.70
S&P 500 Index Weeklys
  Call Put Total  
Volume 151,813 230,382 382,195  
Open Interest 346,762 609,558 956,320  
  High Low Close Change
Level 1,559.98 1,539.50 1,553.28 -6.70
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 181 555 736  
Open Interest 5,826 15,338 21,164  
  High Low Close Change
Level 156.00 153.95 155.33 -0.67
SPDR Options - (SPY)
  Call Put Total  
Volume 251,625 476,260 727,885  
Open Interest 6,811,857 13,316,906 20,128,763  
  High Low Close Change
Level 155.35 153.77 155.19 -0.67
SPDR Options LEAPS
  Call Put Total  
Volume 2,516 2,065 4,581  
Open Interest 778,098 1,271,284 2,049,382  
  High Low Close Change
Level 155.35 153.77 155.19 -0.67
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 131,654 201,945 333,599  
Open Interest 937,384 1,365,109 2,302,493  
  High Low Close Change
Level 155.35 153.77 155.19 -0.67
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,656 5,852 9,508  
Open Interest 24,582 33,805 58,387  
  High Low Close Change
Level 702.97 693.79 699.49 -3.48
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 5 0 5  
Open Interest 648 554 1,202  
  High Low Close Change
Level 702.97 693.79 699.49 -3.48
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,822 2,908 4,730  
Open Interest 4,113 7,547 11,660  
  High Low Close Change
Level 702.97 693.79 699.49 -3.48
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,329 1,347 2,676  
Open Interest 7,426 9,974 17,400  
  High Low Close Change
Level 702.97 693.79 699.49 -3.48
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 264 847  
  High Low Close Change
Level 702.97 693.79 699.49 -3.48
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 1,242 1,250 2,492  
Open Interest 2,584 6,382 8,966  
  High Low Close Change
Level 702.97 693.79 699.49 -3.48
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 25,326 12,577 37,903  
Open Interest 2,114,901 1,200,158 3,315,059  
  High Low Close Change
Level 152.96 151.07 152.80 2.52
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 37,357 49,203 86,560  
Open Interest 1,305,890 1,666,331 2,972,221  
  High Low Close Change
Level 67.96 67.19 67.85 -0.58
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 217 104 321  
Open Interest 172,202 223,505 395,707  
  High Low Close Change
Level 67.96 67.19 67.85 -0.58
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 9,716 18,243 27,959  
Open Interest 162,585 180,443 343,028  
  High Low Close Change
Level 67.96 67.19 67.85 -0.58
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,962 4,281 7,243  
  High Low Close Change
Level 70.09 69.44 70.02 -0.30
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,234 250 1,484  
  High Low Close Change
Level 70.09 69.44 70.02 -0.30
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 2,159 2,159  
Open Interest 61,748 16,254 78,002  
  High Low Close Change
Level 279.49 274.49 277.18 -2.31
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 461 2,865 3,326  
  High Low Close Change
Level 279.49 274.49 277.18 -2.31
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,435 3,941 6,376  
Open Interest 87,463 138,880 226,343  
  High Low Close Change
Level 2,774.54 2,744.26 2,771.75 -23.17
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,998 6,505 10,503  
Open Interest 256,031 284,774 540,805  
  High Low Close Change
Level 145.51 144.05 145.35 -0.46
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 416 4 420  
Open Interest 48,460 42,131 90,591  
  High Low Close Change
Level 145.51 144.05 145.35 -0.46
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,477 3,301 4,778  
Open Interest 5,607 15,916 21,523  
  High Low Close Change
Level 145.51 144.05 145.35 -0.46
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,766 2,121 3,887  
Open Interest 102,160 71,412 173,572  
  High Low Close Change
Level 146.06 144.34 145.65 -0.41
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 62 62  
Open Interest 47,016 10,629 57,645  
  High Low Close Change
Level 146.06 144.34 145.65 -0.41
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 84 91 175  
  High Low Close Change
Level 57.21 56.12 57.21 0.07
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 28,830 131,345 160,175  
Open Interest 1,494,001 4,016,067 5,510,068  
  High Low Close Change
Level 91.75 90.42 91.73 -0.18
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 168 118 286  
Open Interest 220,750 389,247 609,997  
  High Low Close Change
Level 91.75 90.42 91.73 -0.18
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 11,951 22,602 34,553  
Open Interest 196,898 296,128 493,026  
  High Low Close Change
Level 91.75 90.42 91.73 -0.18
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 5,068 4,740 9,808  
Open Interest 284,916 449,325 734,241  
  High Low Close Change
Level 923.56 909.90 923.28 -2.38
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 668 1,890 2,558  
Open Interest 54,045 111,129 165,174  
  High Low Close Change
Level 129.27 128.80 128.97 0.70
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 20 90 110  
Open Interest 3,568 8,535 12,103  
  High Low Close Change
Level 129.27 128.80 128.97 0.70
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 16 25 41  
Open Interest 47,808 18,599 66,407  
  High Low Close Change
Level 25.81 25.68 25.72 -0.10
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,357 1,694 3,051  
  High Low Close Change
Level 17.36 17.28 17.33 -0.06
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 25 0 25  
Open Interest 22,682 9,295 31,977  
  High Low Close Change
Level 26.67 26.52 26.66 -0.02
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 113 109 222  
  High Low Close Change
Level 28.13 27.92 28.11 -0.11
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,139 1,541 3,680  
  High Low Close Change
Level 25.91 25.63 25.88 -0.08
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 687 243 930  
  High Low Close Change
Level 53.10 52.48 53.06 0.83
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 233 144 377  
  High Low Close Change
Level 46.62 46.12 46.58 0.67
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 572 130 702  
  High Low Close Change
Level 53.88 53.25 53.76 0.92
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 32 0 32  
Open Interest 2,627 1,086 3,713  
  High Low Close Change
Level 31.64 31.37 31.57 -0.28
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,343 2,469 5,812  
Open Interest 240,027 174,679 414,706  
  High Low Close Change
Level 22.52 21.94 22.47 0.97
United States Oil Fund - (USO)
  Call Put Total  
Volume 6,588 3,202 9,790  
Open Interest 555,461 594,950 1,150,411  
  High Low Close Change
Level 33.31 32.92 33.29 -0.11
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,241 1,272 2,513  
Open Interest 707,602 1,405,485 2,113,087  
  High Low Close Change
Level 58.78 58.16 58.75 -0.26
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 5 0 5  
Open Interest 196 35 231  
  High Low Close Change
Level 98.01 96.64 97.97 0.37
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 270 29 299  
Open Interest 7,232 16,029 23,261  
  High Low Close Change
Level 160.12 157.18 159.94 -0.24
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 2 0 2  
Open Interest 2,112 1,757 3,869  
  High Low Close Change
Level 44.06 43.35 44.04 0.02
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 28 56 84  
  High Low Close Change
Level 97.04 96.51 97.01 -0.63
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 16 0 16  
Open Interest 20,753 5,613 26,366  
  High Low Close Change
Level 63.27 62.70 63.21 -0.06
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 3 2 5  
Open Interest 2,154 35,056 37,210  
  High Low Close Change
Level 108.70 108.43 108.47 0.34
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,053 4,989 8,042  
  High Low Close Change
Level 81.85 80.59 81.84 -0.05
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,001 2,926 5,927  
  High Low Close Change
Level 104.27 102.72 104.26 -0.41
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 148 30 178  
  High Low Close Change
Level 68.48 67.43 68.41 -0.29
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 805 0 805  
Open Interest 3,675 793 4,468  
  High Low Close Change
Level 124.99 123.20 124.84 -0.41
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 849 545 1,394  
  High Low Close Change
Level 49.03 47.91 48.97 -0.23
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 60 204 264  
Open Interest 79,175 151,237 230,412  
  High Low Close Change
Level 52.67 51.95 52.62 -0.26
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 30,825 40,831 71,656  
Open Interest 1,005,711 1,667,389 2,673,100  
  High Low Close Change
Level 21.27 20.09 20.12 0.10
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 1 2 3  
Open Interest 1,173 13,234 14,407  
  High Low Close Change
Level 22.15 21.45 21.49 0.18
  VIX Snapshot

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