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, October 08, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 1.28
Exchange Traded Products Put/Call Ratio 1.51
Equity Put/Call Ratio 0.55
CBOE Volatility Index (VIX) Put/Call Ratio 0.82
Sum of All Products
  Call Put Total  
Volume 1,232,052 1,036,591 2,268,643  
Open Interest 149,241,312 131,238,052 280,479,364  
Index Options
  Call Put Total  
Volume 273,553 351,255 624,808  
Exchange Traded Products
  Call Put Total  
Volume 165,077 248,535 413,612  
Equity Options
  Call Put Total  
Volume 793,422 436,801 1,230,223  

Equity LEAPS
  Call Put Total  
Volume 30,295 14,951 45,246  
Open Interest 11,365,507 8,032,581 19,398,088  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 182,274 191,584 373,858  
Open Interest 792,286 959,561 1,751,847  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
934.14 935.69 933.14 934.54
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.46
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
514.86 514.86 514.86 514.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,216.74 1,219.30 1,215.14 1,217.42
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
384.75 385.73 383.23 383.93
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
241.13 241.62 240.91 241.37
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
182.92 183.11 182.61 183.06
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,239.77 1,241.78 1,239.29 1,240.88
VIX - CBOE Volatility Index
Open High Low Close
15.19 15.46 15.04 15.11
VVIX - CBOE VVIX Index
Open High Low Close
86.10 86.45 84.21 85.85
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.73 22.98 21.72 21.78
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.09 13.80 13.09 13.69
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.73 19.76 19.37 19.37
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.04 14.16 13.76 13.89
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.57 17.84 17.32 17.52
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.45 17.63 17.31 17.36
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.80 34.32 33.66 34.05
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.36 16.39 15.97 16.13
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.36 9.37 9.31 9.35
VPD - CBOE VIX Premium Strategy Index
      Close
      217.15
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      216.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.81
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
64.61 65.84 62.38 64.83
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
46.35 49.16 44.13 46.09
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.46
EXQ - CBOE Exchange Index
Open High Low Close
87.72 88.33 87.65 87.98
CYX - CBOE China Index
Open High Low Close
587.32 587.32 582.75 583.14



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 144,961 119,340 264,301  
Open Interest 5,491,339 2,587,677 8,079,016  
  High Low Close Change
Level 15.46 15.04 15.11 0.78
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 26.10 25.12 25.17 0.24
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 22.98 21.72 21.78 0.61
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 34.32 33.66 34.05 1.29
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 105 0 105  
  High Low Close Change
Level 16.39 15.97 16.13 0.25
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 15.46 14.33 15.11 0.78
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 1,458.24 1,453.12 1,455.88 -5.05
S&P 500 Index - (SPX)
  Call Put Total  
Volume 118,837 216,152 334,989  
Open Interest 4,303,686 7,487,172 11,790,858  
  High Low Close Change
Level 1,460.93 1,453.10 1,455.88 -5.05
S&P 500 Index Weeklys
  Call Put Total  
Volume 29,968 46,261 76,229  
Open Interest 108,524 224,053 332,577  
  High Low Close Change
Level 1,460.93 1,453.10 1,455.88 -5.05
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 11 37 48  
Open Interest 5,564 9,391 14,955  
  High Low Close Change
Level 146.09 145.31 145.59 -0.50
SPDR Options - (SPY)
  Call Put Total  
Volume 55,672 104,475 160,147  
Open Interest 6,012,657 12,606,215 18,618,872  
  High Low Close Change
Level 146.12 145.31 145.64 -0.47
SPDR Options LEAPS
  Call Put Total  
Volume 80 45 125  
Open Interest 485,110 579,896 1,065,006  
  High Low Close Change
Level 146.12 145.31 145.64 -0.47
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 14,129 28,588 42,717  
Open Interest 78,134 187,363 265,497  
  High Low Close Change
Level 146.12 145.31 145.64 -0.47
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,738 7,381 9,119  
Open Interest 36,352 49,861 86,213  
  High Low Close Change
Level 672.57 668.44 669.82 -2.75
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 7 7  
Open Interest 1,371 562 1,933  
  High Low Close Change
Level 672.57 668.44 669.82 -2.75
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 809 4,204 5,013  
Open Interest 1,715 4,612 6,327  
  High Low Close Change
Level 672.57 668.44 669.82 -2.75
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,266 1,185 2,451  
Open Interest 8,676 8,435 17,111  
  High Low Close Change
Level 672.57 668.44 669.82 -2.75
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 501 581 1,082  
  High Low Close Change
Level 672.57 668.44 669.82 -2.75
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 1,029 1,046 2,075  
Open Interest 195 230 425  
  High Low Close Change
Level 672.57 668.44 669.82 -2.75
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 16,783 11,988 28,771  
Open Interest 2,780,957 1,216,120 3,997,077  
  High Low Close Change
Level 172.28 171.68 172.04 -0.57
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 12,972 30,796 43,768  
Open Interest 1,693,315 1,967,427 3,660,742  
  High Low Close Change
Level 68.72 68.19 68.35 -0.63
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 27 197 224  
Open Interest 52,886 62,438 115,324  
  High Low Close Change
Level 68.72 68.19 68.35 -0.63
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,965 7,252 11,217  
Open Interest 24,419 49,457 73,876  
  High Low Close Change
Level 68.72 68.19 68.35 -0.63
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,521 2,527 5,048  
  High Low Close Change
Level 67.27 67.00 67.12 -0.28
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,477 343 1,820  
  High Low Close Change
Level 67.27 67.00 67.12 -0.28
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 33 32 65  
Open Interest 56,787 72,781 129,568  
  High Low Close Change
Level 280.18 278.14 278.69 -2.50
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,957 7,691 10,648  
  High Low Close Change
Level 280.18 278.14 278.69 -2.50
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 1,395 2,427 3,822  
Open Interest 107,067 179,511 286,578  
  High Low Close Change
Level 2,801.85 2,781.38 2,786.92 -25.02
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,133 2,082 3,215  
Open Interest 367,541 474,155 841,696  
  High Low Close Change
Level 135.86 135.32 135.65 -0.31
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 30,744 14,562 45,306  
  High Low Close Change
Level 135.86 135.32 135.65 -0.31
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 233 387 620  
Open Interest 1,486 2,159 3,645  
  High Low Close Change
Level 135.86 135.32 135.65 -0.31
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 807 1,509 2,316  
Open Interest 130,930 81,593 212,523  
  High Low Close Change
Level 136.10 135.52 135.84 -0.26
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 2 0 2  
Open Interest 49,144 11,412 60,556  
  High Low Close Change
Level 136.10 135.52 135.84 -0.26
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 96 256  
  High Low Close Change
Level 53.17 52.92 52.95 -0.31
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 10,332 20,385 30,717  
Open Interest 1,674,545 3,668,488 5,343,033  
  High Low Close Change
Level 83.90 83.39 83.58 -0.53
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 3 100 103  
Open Interest 63,448 148,505 211,953  
  High Low Close Change
Level 83.90 83.39 83.58 -0.53
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,007 6,063 7,070  
Open Interest 13,916 43,190 57,106  
  High Low Close Change
Level 83.90 83.39 83.58 -0.53
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 2,569 3,192 5,761  
Open Interest 313,882 404,612 718,494  
  High Low Close Change
Level 840.36 837.62 839.64 -3.22
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 967 785 1,752  
Open Interest 106,593 220,567 327,160  
  High Low Close Change
Level 128.93 128.75 128.86 -0.60
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,427 4,699 6,126  
  High Low Close Change
Level 128.93 128.75 128.86 -0.60
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 4 14 18  
Open Interest 46,905 18,131 65,036  
  High Low Close Change
Level 29.17 29.02 29.10 -0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,041 1,307 2,348  
  High Low Close Change
Level 19.50 19.43 19.48 -0.22
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 14 14  
Open Interest 20,547 9,181 29,728  
  High Low Close Change
Level 28.51 28.37 28.46 -0.08
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 232 159 391  
  High Low Close Change
Level 28.35 28.22 28.24 -0.02
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 7 0 7  
Open Interest 7,235 2,540 9,775  
  High Low Close Change
Level 25.61 25.40 25.58 -0.07
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 528 166 694  
  High Low Close Change
Level 61.58 61.34 61.51 -0.13
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 464 265 729  
  High Low Close Change
Level 58.89 58.48 58.79 -0.89
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 1 0 1  
Open Interest 859 895 1,754  
  High Low Close Change
Level 61.19 60.96 61.11 -0.22
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,453 4,484 7,937  
  High Low Close Change
Level 33.54 33.34 33.45 -0.08
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,005 1,393 2,398  
Open Interest 537,488 663,287 1,200,775  
  High Low Close Change
Level 22.07 21.55 21.88 0.09
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,188 1,139 3,327  
Open Interest 892,747 657,727 1,550,474  
  High Low Close Change
Level 33.31 33.01 33.22 -0.13
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 166 636 802  
Open Interest 732,357 1,096,567 1,828,924  
  High Low Close Change
Level 53.90 53.71 53.82 -0.32
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 310 78 388  
Open Interest 11,419 23,823 35,242  
  High Low Close Change
Level 147.18 145.57 145.79 -1.36
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 75 954 1,029  
  High Low Close Change
Level 86.60 86.20 86.51 0.08
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 8,121 4,608 12,729  
  High Low Close Change
Level 58.59 58.37 58.54 -0.06
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 10 0 10  
Open Interest 3,295 25,601 28,896  
  High Low Close Change
Level 108.01 107.86 107.99 0.35
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 20 20  
Open Interest 3,654 2,690 6,344  
  High Low Close Change
Level 74.54 74.17 74.34 -0.43
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 1 0 1  
Open Interest 3,955 5,682 9,637  
  High Low Close Change
Level 95.89 95.37 95.53 -0.56
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 112.34 111.72 112.04 -0.36
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 133 668 801  
  High Low Close Change
Level 45.83 45.63 45.72 -0.10
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 6 174 180  
Open Interest 90,064 184,210 274,274  
  High Low Close Change
Level 47.66 47.37 47.52 -0.10
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 4,964 5,835 10,799  
Open Interest 1,280,423 1,213,286 2,493,709  
  High Low Close Change
Level 34.85 34.16 34.52 0.40
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 10 1 11  
Open Interest 1,411 23,954 25,365  
  High Low Close Change
Level 32.60 32.20 32.28 -0.15