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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, December 11, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.95
Index Put/Call Ratio 1.10
Exchange Traded Products Put/Call Ratio 1.37
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.82
Sum of All Products
  Call Put Total  
Volume 2,269,283 2,148,999 4,418,282  
Open Interest 174,613,466 156,082,682 330,696,148  
Index Options
  Call Put Total  
Volume 793,238 869,076 1,662,314  
Exchange Traded Products
  Call Put Total  
Volume 487,661 670,197 1,157,858  
Equity Options
  Call Put Total  
Volume 988,384 609,726 1,598,110  

Equity LEAPS
  Call Put Total  
Volume 56,315 26,615 82,930  
Open Interest 21,006,589 15,528,899 36,535,488  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 422,524 468,603 891,127  
Open Interest 4,564,810 4,393,948 8,958,758  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,003.45 1,003.86 996.46 997.32
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.87 17.37 14.86 17.36
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.80 17.42 16.80 17.31
VXTH - CBOE VIX Tail Hedge Index
      Close
      169.87
LOVOL - CBOE Low Volatility Index
Open High Low Close
159.98 160.03 158.35 158.51
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
603.94 604.14 596.61 598.25
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,385.66 1,385.93 1,369.86 1,371.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
416.35 416.50 415.02 415.21
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
250.94 251.21 249.37 249.60
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
195.31 195.46 193.24 193.37
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,352.50 1,352.50 1,343.69 1,344.56
VIX - CBOE Volatility Index
Open High Low Close
13.98 15.43 13.98 15.42
VVIX - CBOE VVIX Index
Open High Low Close
69.93 81.74 69.29 80.55
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.15 18.09 16.15 17.93
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
25.21 26.01 25.12 26.01
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.24 14.39 13.24 14.33
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.62 19.87 18.59 19.50
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.48 15.16 13.48 14.61
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.81 15.93 14.81 15.88
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.26 16.03 15.26 15.99
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      97.95
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.35 5.42 5.05 5.32
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
17.95 18.24 17.23 17.98
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.63 20.15 19.59 20.02
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.42 7.52 7.41 7.47
VPD - CBOE VIX Premium Strategy Index
      Close
      244.15
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.14
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
51.21 52.90 50.63 52.58
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
60.82 61.11 58.73 60.13
CYX - CBOE China Index
Open High Low Close
785.21 785.21 754.67 754.67



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 353,563 288,175 641,738  
Open Interest 5,571,681 2,759,346 8,331,027  
  High Low Close Change
Level 15.43 13.98 15.42 1.51
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 28.05 27.10 27.90 1.34
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 9 0 9  
  High Low Close Change
Level 26.01 25.12 26.01 1.57
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 154 37 191  
  High Low Close Change
Level 18.24 17.23 17.98 0.03
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 363 1 364  
  High Low Close Change
Level 20.15 19.59 20.02 0.39
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 50 0 50  
Open Interest 37 0 37  
  High Low Close Change
Level 15.43 13.91 15.42 1.51
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 1,802.82 1,780.09 1,782.22 -20.40
S&P 500 Index - (SPX)
  Call Put Total  
Volume 384,874 477,402 862,276  
Open Interest 5,692,703 9,205,321 14,898,024  
  High Low Close Change
Level 1,802.97 1,780.09 1,782.22 -20.40
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,440 2,855 5,295  
Open Interest 21,683 69,750 91,433  
  High Low Close Change
Level 1,802.97 1,780.09 1,782.22 -20.40
S&P 500 Index Weeklys
  Call Put Total  
Volume 92,176 133,186 225,362  
Open Interest 188,776 521,288 710,064  
  High Low Close Change
Level 1,802.97 1,780.09 1,782.22 -20.40
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 214 8,768 8,982  
Open Interest 8,376 32,253 40,629  
  High Low Close Change
Level 180.30 178.01 178.22 -2.04
Mini-SPX Index Options - AM Settled - (XSPAM)
  Call Put Total  
Volume 25 8,492 8,517  
Open Interest 7,422 22,816 30,238  
  High Low Close Change
Level 180.30 178.01 178.22 -2.04
SPDR Options - (SPY)
  Call Put Total  
Volume 229,753 347,970 577,723  
Open Interest 7,802,737 13,652,332 21,455,069  
  High Low Close Change
Level 180.85 178.50 178.72 -2.03
SPDR Options LEAPS
  Call Put Total  
Volume 1,806 3,003 4,809  
Open Interest 619,218 961,903 1,581,121  
  High Low Close Change
Level 180.85 178.50 178.72 -2.03
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 75,730 99,231 174,961  
Open Interest 503,420 708,521 1,211,941  
  High Low Close Change
Level 180.85 178.50 178.72 -2.03
S&P 100 Index - (OEX)
  Call Put Total  
Volume 4,681 9,315 13,996  
Open Interest 30,621 33,287 63,908  
  High Low Close Change
Level 804.73 795.23 796.28 -7.87
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 51 25 76  
Open Interest 1,595 1,317 2,912  
  High Low Close Change
Level 804.73 795.23 796.28 -7.87
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,040 1,571 2,611  
Open Interest 1,396 3,023 4,419  
  High Low Close Change
Level 804.73 795.23 796.28 -7.87
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 3,967 9,371 13,338  
Open Interest 6,427 5,228 11,655  
  High Low Close Change
Level 804.73 795.23 796.28 -7.87
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 771 830 1,601  
  High Low Close Change
Level 804.73 795.23 796.28 -7.87
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 811 6,259 7,070  
Open Interest 849 951 1,800  
  High Low Close Change
Level 804.73 795.23 796.28 -7.87
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 7,652 8,837 16,489  
Open Interest 2,116,239 1,338,634 3,454,873  
  High Low Close Change
Level 121.81 120.76 120.85 -0.96
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 33,899 39,647 73,546  
Open Interest 2,276,379 2,841,154 5,117,533  
  High Low Close Change
Level 86.40 85.06 85.18 -1.11
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 1,139 1,567 2,706  
Open Interest 281,646 304,414 586,060  
  High Low Close Change
Level 86.40 85.06 85.18 -1.11
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 8,672 8,937 17,609  
Open Interest 114,181 181,605 295,786  
  High Low Close Change
Level 86.40 85.06 85.18 -1.11
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 721 45 766  
Open Interest 3,413 3,262 6,675  
  High Low Close Change
Level 80.83 79.89 79.99 -0.80
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 721 1 722  
Open Interest 2,090 338 2,428  
  High Low Close Change
Level 80.83 79.89 79.99 -0.80
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 16 24 40  
Open Interest 11,341 21,738 33,079  
  High Low Close Change
Level 351.89 346.44 346.90 -4.52
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,265 8,353 11,618  
  High Low Close Change
Level 351.89 346.44 346.90 -4.52
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 12,067 18,828 30,895  
Open Interest 144,896 217,439 362,335  
  High Low Close Change
Level 3,519.22 3,464.40 3,468.99 -45.21
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,798 4,132 6,930  
Open Interest 278,117 317,906 596,023  
  High Low Close Change
Level 159.90 158.23 158.33 -1.41
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 18 27 45  
Open Interest 38,805 40,321 79,126  
  High Low Close Change
Level 159.90 158.23 158.33 -1.41
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 713 1,425 2,138  
Open Interest 15,875 18,494 34,369  
  High Low Close Change
Level 159.90 158.23 158.33 -1.41
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,811 845 2,656  
Open Interest 144,911 91,235 236,146  
  High Low Close Change
Level 159.97 158.28 158.44 -1.29
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 10 10  
Open Interest 75,890 27,581 103,471  
  High Low Close Change
Level 159.97 158.28 158.44 -1.29
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 7 803 810  
Open Interest 172 4,685 4,857  
  High Low Close Change
Level 71.99 70.66 70.84 -0.98
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 25,901 84,938 110,839  
Open Interest 1,760,113 3,608,913 5,369,026  
  High Low Close Change
Level 111.55 109.32 109.60 -1.83
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 20 560 580  
Open Interest 107,501 195,999 303,500  
  High Low Close Change
Level 111.55 109.32 109.60 -1.83
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 6,169 18,054 24,223  
Open Interest 73,535 138,401 211,936  
  High Low Close Change
Level 111.55 109.32 109.60 -1.83
CBOE Russell 2000 Volatility Index - (RVX)
  Call Put Total  
Volume 20 0 20  
Open Interest 1,160 955 2,115  
  High Low Close Change
Level 19.87 18.59 19.50 1.10
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 27,321 44,535 71,856  
Open Interest 217,833 530,788 748,621  
  High Low Close Change
Level 1,120.92 1,099.74 1,101.50 -18.19
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 177 908 1,085  
Open Interest 72,758 108,501 181,259  
  High Low Close Change
Level 136.54 136.09 136.30 0.18
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,459 3,066 4,525  
  High Low Close Change
Level 136.54 136.09 136.30 0.18
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 63 0 63  
Open Interest 22,136 7,532 29,668  
  High Low Close Change
Level 24.70 24.62 24.65 -0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 242 1,483 1,725  
  High Low Close Change
Level 16.50 16.43 16.47 0.11
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 39 0 39  
Open Interest 5,777 5,873 11,650  
  High Low Close Change
Level 25.75 25.65 25.72 0.00
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 346 202 548  
  High Low Close Change
Level 28.98 28.80 28.94 -0.05
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,020 379 1,399  
  High Low Close Change
Level 27.56 27.34 27.45 -0.18
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 325 314 639  
  High Low Close Change
Level 41.40 40.90 41.08 -0.36
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 188 14 202  
  High Low Close Change
Level 34.19 33.82 33.82 -0.17
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 76 4 80  
  High Low Close Change
Level 42.40 42.05 42.25 -0.33
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 214 2,237 2,451  
  High Low Close Change
Level 32.10 31.90 32.05 -0.06
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 7,456 1,812 9,268  
Open Interest 325,401 381,332 706,733  
  High Low Close Change
Level 21.21 20.58 21.20 0.45
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,171 2,465 5,636  
Open Interest 620,997 714,357 1,335,354  
  High Low Close Change
Level 35.26 34.88 34.96 -0.33
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 3,927 1,589 5,516  
Open Interest 1,228,945 1,630,157 2,859,102  
  High Low Close Change
Level 65.21 64.55 64.58 -0.61
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 119 181 300  
  High Low Close Change
Level 94.97 94.06 94.19 -0.79
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 393 568 961  
Open Interest 25,495 41,907 67,402  
  High Low Close Change
Level 219.53 213.68 214.19 -5.45
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,380 4,857 7,237  
  High Low Close Change
Level 49.16 48.34 48.43 -0.72
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 4 1 5  
Open Interest 76 29 105  
  High Low Close Change
Level 115.55 113.39 113.55 -2.04
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 24 2 26  
Open Interest 10,336 7,407 17,743  
  High Low Close Change
Level 70.28 69.26 69.37 -0.87
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 103 103  
Open Interest 15,925 56,204 72,129  
  High Low Close Change
Level 101.11 100.80 100.81 -0.39
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 4 4  
Open Interest 1,663 2,443 4,106  
  High Low Close Change
Level 96.63 94.89 95.22 -1.31
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 21 24 45  
Open Interest 5,493 13,913 19,406  
  High Low Close Change
Level 130.73 127.79 128.21 -2.33
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 1 0 1  
Open Interest 301 237 538  
  High Low Close Change
Level 82.07 80.79 80.91 -1.08
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 11 0 11  
Open Interest 4,013 4,874 8,887  
  High Low Close Change
Level 146.63 144.21 144.39 -2.19
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 2 20 22  
Open Interest 429 1,011 1,440  
  High Low Close Change
Level 60.66 60.25 60.64 -0.19
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 533 187 720  
Open Interest 91,849 229,595 321,444  
  High Low Close Change
Level 65.26 64.41 64.47 -0.60
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 24,248 18,702 42,950  
Open Interest 1,107,127 2,294,029 3,401,156  
  High Low Close Change
Level 47.30 44.79 47.11 2.05
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,126 8,518 10,644  
  High Low Close Change
Level 16.91 16.41 16.88 0.32
 
CBOE Volatility Index (VIX)