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 Monday, May 06, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.78
Index Put/Call Ratio 0.86
Exchange Traded Products Put/Call Ratio 1.31
Equity Put/Call Ratio 0.53
CBOE Volatility Index (VIX) Put/Call Ratio 0.58
Sum of All Products
  Call Put Total  
Volume 1,922,224 1,492,109 3,414,333  
Open Interest 136,077,178 125,417,937 261,495,115  
Index Options
  Call Put Total  
Volume 685,890 591,303 1,277,193  
Exchange Traded Products
  Call Put Total  
Volume 312,252 407,508 719,760  
Equity Options
  Call Put Total  
Volume 924,082 493,298 1,417,380  

Equity LEAPS
  Call Put Total  
Volume 20,651 10,587 31,238  
Open Interest 6,818,868 4,884,567 11,703,435  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 330,932 299,796 630,728  
Open Interest 2,115,200 2,844,862 4,960,062  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
961.73 962.28 961.50 961.89
VXTH - CBOE VIX Tail Hedge Index
      Close
      161.72
LOVOL - CBOE Low Volatility Index
Open High Low Close
151.06 151.35 151.03 151.21
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
553.09 554.75 553.05 556.41
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,298.44 1,299.70 1,298.14 1,299.28
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
390.69 391.06 390.29 390.87
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
246.35 246.52 246.22 246.42
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.64 181.74 181.31 181.59
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,287.63 1,288.22 1,287.63 1,288.21
VIX - CBOE Volatility Index
Open High Low Close
13.06 13.19 12.66 12.66
VVIX - CBOE VVIX Index
Open High Low Close
82.57 82.61 78.82 79.78
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.70 19.15 18.00 18.00
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.67 12.11 11.46 11.70
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.78 18.79 17.93 17.93
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.08 12.25 11.44 11.54
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.66 14.97 14.56 14.60
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.46 14.59 14.22 14.31
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      77.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.01 25.16 24.01 25.16
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.37 20.72 20.17 20.37
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.99 8.36 7.99 8.29
VPD - CBOE VIX Premium Strategy Index
      Close
      236.96
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.97
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.19
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
52.04 52.59 50.89 51.50
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.33 59.55 57.79 58.92
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.78
EXQ - CBOE Exchange Index
Open High Low Close
116.59 116.98 115.98 116.08
CYX - CBOE China Index
Open High Low Close
640.97 646.41 640.08 645.91



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 251,890 146,309 398,199  
Open Interest 5,199,609 2,318,167 7,517,776  
  High Low Close Change
Level 13.19 12.66 12.66 -0.19
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 18 18  
  High Low Close Change
Level 21.13 20.09 20.09 -0.13
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 30 71  
  High Low Close Change
Level 19.15 18.00 18.00 -0.19
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 5 0 5  
Open Interest 69 62 131  
  High Low Close Change
Level 25.16 24.01 25.16 1.15
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 4 2 6  
Open Interest 147 126 273  
  High Low Close Change
Level 20.72 20.17 20.37 0.00
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 5 4 9  
  High Low Close Change
Level 13.19 12.66 12.66 -0.19
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 1,619.77 1,614.21 1,617.50 3.08
S&P 500 Index - (SPX)
  Call Put Total  
Volume 386,298 400,965 787,263  
Open Interest 4,408,592 7,084,534 11,493,126  
  High Low Close Change
Level 1,619.77 1,614.21 1,617.50 3.08
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 1,733 1,282 3,015  
Open Interest 24,401 29,811 54,212  
  High Low Close Change
Level 1,619.77 1,614.21 1,617.50 3.08
S&P 500 Index Weeklys
  Call Put Total  
Volume 94,405 87,452 181,857  
Open Interest 249,859 394,822 644,681  
  High Low Close Change
Level 1,619.77 1,614.21 1,617.50 3.08
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 343 416 759  
Open Interest 9,540 21,851 31,391  
  High Low Close Change
Level 161.98 161.42 161.75 0.31
SPDR Options - (SPY)
  Call Put Total  
Volume 152,154 155,353 307,507  
Open Interest 6,800,321 13,549,519 20,349,840  
  High Low Close Change
Level 162.01 161.42 161.78 0.46
SPDR Options LEAPS
  Call Put Total  
Volume 340 542 882  
Open Interest 439,711 558,060 997,771  
  High Low Close Change
Level 162.01 161.42 161.78 0.46
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 31,051 48,412 79,463  
Open Interest 409,509 817,152 1,226,661  
  High Low Close Change
Level 162.01 161.42 161.78 0.46
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,964 2,085 6,049  
Open Interest 19,199 25,395 44,594  
  High Low Close Change
Level 728.25 725.64 727.15 1.50
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 100 100  
Open Interest 787 634 1,421  
  High Low Close Change
Level 728.25 725.64 727.15 1.50
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,634 374 2,008  
Open Interest 1,673 2,041 3,714  
  High Low Close Change
Level 728.25 725.64 727.15 1.50
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 366 525 891  
Open Interest 5,588 5,599 11,187  
  High Low Close Change
Level 728.25 725.64 727.15 1.50
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 423 1,006  
  High Low Close Change
Level 728.25 725.64 727.15 1.50
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 302 371 673  
Open Interest 135 171 306  
  High Low Close Change
Level 728.25 725.64 727.15 1.50
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 12,905 21,388 34,293  
Open Interest 2,332,836 1,508,595 3,841,431  
  High Low Close Change
Level 142.46 141.63 142.15 0.06
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 20,659 41,751 62,410  
Open Interest 1,737,302 1,968,101 3,705,403  
  High Low Close Change
Level 72.51 72.19 72.40 0.28
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 61 12 73  
Open Interest 90,184 76,801 166,985  
  High Low Close Change
Level 72.51 72.19 72.40 0.28
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,362 13,671 17,033  
Open Interest 252,960 178,738 431,698  
  High Low Close Change
Level 72.51 72.19 72.40 0.28
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,712 3,879 6,591  
  High Low Close Change
Level 72.98 72.71 72.87 0.19
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,259 260 1,519  
  High Low Close Change
Level 72.98 72.71 72.87 0.19
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 894 54 948  
Open Interest 32,193 23,113 55,306  
  High Low Close Change
Level 295.96 294.46 295.54 1.08
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 568 5,016 5,584  
  High Low Close Change
Level 295.96 294.46 295.54 1.08
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 13,433 13,150 26,583  
Open Interest 137,624 172,536 310,160  
  High Low Close Change
Level 2,959.63 2,947.47 2,955.36 10.77
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,120 4,378 7,498  
Open Interest 277,742 300,828 578,570  
  High Low Close Change
Level 149.60 149.14 149.41 -0.01
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 2 0 2  
Open Interest 16,810 12,761 29,571  
  High Low Close Change
Level 149.60 149.14 149.41 -0.01
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 385 121 506  
Open Interest 2,127 2,977 5,104  
  High Low Close Change
Level 149.60 149.14 149.41 -0.01
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 3,193 2,608 5,801  
Open Interest 108,574 75,555 184,129  
  High Low Close Change
Level 149.89 149.41 149.69 -0.05
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 2,110 10 2,120  
Open Interest 53,224 10,848 64,072  
  High Low Close Change
Level 149.89 149.41 149.69 -0.05
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 11 11  
Open Interest 118 99 217  
  High Low Close Change
Level 59.38 58.97 59.36 0.44
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 8,708 54,345 63,053  
Open Interest 1,530,774 4,415,605 5,946,379  
  High Low Close Change
Level 95.50 94.74 95.37 0.61
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 58 39 97  
Open Interest 88,222 98,374 186,596  
  High Low Close Change
Level 95.50 94.74 95.37 0.61
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 2,511 4,987 7,498  
Open Interest 72,703 186,144 258,847  
  High Low Close Change
Level 95.50 94.74 95.37 0.61
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 23,767 23,907 47,674  
Open Interest 324,061 434,741 758,802  
  High Low Close Change
Level 960.22 954.87 959.80 5.38
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 124 506 630  
Open Interest 56,924 109,276 166,200  
  High Low Close Change
Level 129.93 129.37 129.57 -0.41
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 2 1 3  
Open Interest 560 1,338 1,898  
  High Low Close Change
Level 129.93 129.37 129.57 -0.41
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 29 38 67  
Open Interest 34,087 9,948 44,035  
  High Low Close Change
Level 26.15 26.03 26.03 -0.19
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,382 1,188 2,570  
  High Low Close Change
Level 17.16 16.96 17.10 -0.06
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 9,533 9,041 18,574  
  High Low Close Change
Level 26.51 26.27 26.45 0.03
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 92 61 153  
  High Low Close Change
Level 28.32 27.97 27.97 0.28
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 2 0 2  
Open Interest 1,388 884 2,272  
  High Low Close Change
Level 26.71 26.33 26.59 0.13
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 10 0 10  
Open Interest 750 180 930  
  High Low Close Change
Level 48.85 48.58 48.69 -0.06
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 263 105 368  
  High Low Close Change
Level 40.86 40.66 40.74 -0.42
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 506 145 651  
  High Low Close Change
Level 50.09 49.84 49.99 -0.01
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 17 0 17  
Open Interest 1,661 745 2,406  
  High Low Close Change
Level 31.69 31.43 31.64 0.08
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,224 2,196 3,420  
Open Interest 221,583 171,834 393,417  
  High Low Close Change
Level 21.91 21.52 21.76 -0.18
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,856 4,335 7,191  
Open Interest 501,370 572,118 1,073,488  
  High Low Close Change
Level 34.30 33.80 34.14 0.13
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,549 393 1,942  
Open Interest 891,120 1,585,266 2,476,386  
  High Low Close Change
Level 62.47 62.22 62.46 -0.08
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 8 10 18  
Open Interest 199 37 236  
  High Low Close Change
Level 101.36 99.94 99.94 -1.25
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 23 162 185  
Open Interest 14,950 20,536 35,486  
  High Low Close Change
Level 177.61 175.01 175.95 -0.67
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 4 20 24  
Open Interest 2,460 406 2,866  
  High Low Close Change
Level 45.80 45.37 45.61 0.25
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 10 0 10  
Open Interest 123 56 179  
  High Low Close Change
Level 100.43 99.58 99.61 -0.50
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 34 12 46  
Open Interest 21,704 6,512 28,216  
  High Low Close Change
Level 65.74 65.43 65.47 -0.26
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,583 36,831 39,414  
  High Low Close Change
Level 108.19 107.89 107.98 -0.14
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,799 5,051 7,850  
  High Low Close Change
Level 85.27 84.40 84.97 0.57
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,156 3,507 6,663  
  High Low Close Change
Level 108.68 107.93 108.54 0.58
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 185 32 217  
  High Low Close Change
Level 71.96 71.56 71.88 0.25
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,790 768 4,558  
  High Low Close Change
Level 130.72 130.00 130.55 0.57
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 845 610 1,455  
  High Low Close Change
Level 51.25 50.99 51.20 0.02
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 561 693 1,254  
Open Interest 81,631 166,663 248,294  
  High Low Close Change
Level 55.82 55.45 55.72 0.18
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 17,818 60,259 78,077  
Open Interest 812,841 1,757,910 2,570,751  
  High Low Close Change
Level 18.70 18.26 18.37 -0.32
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,351 9,374 10,725  
  High Low Close Change
Level 20.19 19.79 19.89 -0.27
  VIX Snapshot

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