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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 Friday, June 21, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.17
Index Put/Call Ratio 1.31
Exchange Traded Products Put/Call Ratio 1.58
Equity Put/Call Ratio 0.82
CBOE Volatility Index (VIX) Put/Call Ratio 0.66
Sum of All Products
  Call Put Total  
Volume 3,333,386 3,890,037 7,223,423  
Open Interest 162,281,728 153,220,786 315,502,514  
Index Options
  Call Put Total  
Volume 856,045 1,123,401 1,979,446  
Exchange Traded Products
  Call Put Total  
Volume 960,254 1,519,398 2,479,652  
Equity Options
  Call Put Total  
Volume 1,517,087 1,247,238 2,764,325  

Equity LEAPS
  Call Put Total  
Volume 27,096 21,900 48,996  
Open Interest 9,409,275 6,627,017 16,036,292  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 329,407 322,949 652,356  
Open Interest 1,644,173 1,928,881 3,573,054  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
937.26 939.95 937.12 937.80
VXTH - CBOE VIX Tail Hedge Index
      Close
      158.81
LOVOL - CBOE Low Volatility Index
Open High Low Close
148.08 148.10 148.08 148.10
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
546.39 546.39 546.39 546.39
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,257.55 1,262.01 1,257.55 1,258.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
377.85 378.51 377.76 378.17
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
242.17 242.73 242.02 242.16
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.45 179.45 179.45 179.45
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,269.82 1,269.82 1,269.82 1,269.82
VIX - CBOE Volatility Index
Open High Low Close
18.97 20.93 18.25 18.90
VVIX - CBOE VVIX Index
Open High Low Close
97.29 100.27 95.00 96.10
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
34.03 36.19 32.67 33.61
VXD - CBOE DJIA Volatility Index
Open High Low Close
18.23 18.51 16.32 16.77
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.94 23.70 21.63 22.65
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
19.11 20.94 18.52 18.91
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.92 20.92 19.11 19.44
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
19.40 20.70 19.10 19.49
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      102.46
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.78 7.78 6.75 7.78
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
25.90 25.90 23.56 23.68
GVZ - CBOE Gold Volatility Index
Open High Low Close
29.94 29.94 26.74 27.19
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.61 9.80 9.36 9.52
VPD - CBOE VIX Premium Strategy Index
      Close
      230.58
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      227.45
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.87
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
59.19 61.02 55.43 57.62
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
60.47 61.70 57.31 59.13
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.48
EXQ - CBOE Exchange Index
Open High Low Close
126.92 127.49 124.76 126.04
CYX - CBOE China Index
Open High Low Close
622.20 627.95 619.04 623.15



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 297,559 196,333 493,892  
Open Interest 3,669,362 1,901,853 5,571,215  
  High Low Close Change
Level 20.93 18.25 18.90 -1.59
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 40.30 38.34 38.47 -1.88
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 2 0 2  
  High Low Close Change
Level 36.19 32.67 33.61 -1.87
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 5 0 5  
Open Interest 57 0 57  
  High Low Close Change
Level 25.90 23.56 23.68 -2.22
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 29 7 36  
  High Low Close Change
Level 29.94 26.74 27.19 -2.75
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 20.93 18.25 18.90 -1.59
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 1,599.18 1,577.96 1,592.43 4.24
S&P 500 Index - (SPX)
  Call Put Total  
Volume 499,311 844,834 1,344,145  
Open Interest 4,093,875 6,490,894 10,584,769  
  High Low Close Change
Level 1,599.19 1,577.70 1,592.43 4.24
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 17,816 21,656 39,472  
Open Interest 38,896 52,670 91,566  
  High Low Close Change
Level 1,599.19 1,577.70 1,592.43 4.24
S&P 500 Index Weeklys
  Call Put Total  
Volume 47,342 85,573 132,915  
Open Interest 105,376 158,749 264,125  
  High Low Close Change
Level 1,599.19 1,577.70 1,592.43 4.24
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 24 149 173  
Open Interest 10,246 27,899 38,145  
  High Low Close Change
Level 159.92 157.77 159.24 0.42
SPDR Options - (SPY)
  Call Put Total  
Volume 405,654 824,098 1,229,752  
Open Interest 8,673,022 16,729,124 25,402,146  
  High Low Close Change
Level 159.76 157.47 159.07 -0.22
SPDR Options LEAPS
  Call Put Total  
Volume 1,557 3,078 4,635  
Open Interest 617,301 753,158 1,370,459  
  High Low Close Change
Level 159.76 157.47 159.07 -0.22
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 24,466 50,295 74,761  
Open Interest 235,170 290,980 526,150  
  High Low Close Change
Level 159.76 157.47 159.07 -0.22
S&P 100 Index - (OEX)
  Call Put Total  
Volume 7,194 8,350 15,544  
Open Interest 31,077 34,990 66,067  
  High Low Close Change
Level 720.53 711.56 717.58 1.89
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 21 125 146  
Open Interest 1,013 685 1,698  
  High Low Close Change
Level 720.53 711.56 717.58 1.89
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 784 733 1,517  
Open Interest 1,055 2,201 3,256  
  High Low Close Change
Level 720.53 711.56 717.58 1.89
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 846 1,576 2,422  
Open Interest 6,871 9,585 16,456  
  High Low Close Change
Level 720.53 711.56 717.58 1.89
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 424 1,007  
  High Low Close Change
Level 720.53 711.56 717.58 1.89
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 15 37 52  
Open Interest 34 5 39  
  High Low Close Change
Level 720.53 711.56 717.58 1.89
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 27,491 30,913 58,404  
Open Interest 2,353,161 1,600,941 3,954,102  
  High Low Close Change
Level 125.57 124.46 125.05 1.45
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 58,942 100,714 159,656  
Open Interest 1,790,614 2,348,489 4,139,103  
  High Low Close Change
Level 70.97 69.84 70.43 -0.60
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 506 1,669 2,175  
Open Interest 123,710 106,362 230,072  
  High Low Close Change
Level 70.97 69.84 70.43 -0.60
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,264 8,540 11,804  
Open Interest 44,182 59,205 103,387  
  High Low Close Change
Level 70.97 69.84 70.43 -0.60
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 70 8 78  
Open Interest 3,275 2,972 6,247  
  High Low Close Change
Level 72.53 71.54 72.20 0.23
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 70 0 70  
Open Interest 1,259 251 1,510  
  High Low Close Change
Level 72.53 71.54 72.20 0.23
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 8 6 14  
Open Interest 25,912 16,727 42,639  
  High Low Close Change
Level 289.83 285.37 287.79 -1.24
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,035 5,295 6,330  
  High Low Close Change
Level 289.83 285.37 287.79 -1.24
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 9,211 18,846 28,057  
Open Interest 56,846 107,879 164,725  
  High Low Close Change
Level 2,898.40 2,853.69 2,877.94 -12.39
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 21,661 21,054 42,715  
Open Interest 309,223 365,916 675,139  
  High Low Close Change
Level 148.28 146.53 147.71 0.33
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 9 39 48  
Open Interest 22,398 18,293 40,691  
  High Low Close Change
Level 148.28 146.53 147.71 0.33
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,884 1,873 3,757  
Open Interest 98,932 75,075 174,007  
  High Low Close Change
Level 148.59 146.88 147.99 0.41
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 4 25 29  
Open Interest 65,990 18,962 84,952  
  High Low Close Change
Level 148.59 146.88 147.99 0.41
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 17 19  
Open Interest 113 368 481  
  High Low Close Change
Level 61.07 60.07 61.05 0.16
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 57,381 100,023 157,404  
Open Interest 1,823,287 5,269,123 7,092,410  
  High Low Close Change
Level 96.18 94.63 95.98 0.27
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 1 33 34  
Open Interest 111,891 171,496 283,387  
  High Low Close Change
Level 96.18 94.63 95.98 0.27
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 2,649 4,901 7,550  
Open Interest 50,613 162,973 213,586  
  High Low Close Change
Level 96.18 94.63 95.98 0.27
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 20,524 29,778 50,302  
Open Interest 162,896 299,915 462,811  
  High Low Close Change
Level 965.23 951.45 963.68 3.16
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 546 3,724 4,270  
Open Interest 56,395 136,634 193,029  
  High Low Close Change
Level 130.52 129.77 130.01 -0.87
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 3 3  
Open Interest 625 1,774 2,399  
  High Low Close Change
Level 130.52 129.77 130.01 -0.87
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 74 2 76  
Open Interest 37,959 11,227 49,186  
  High Low Close Change
Level 25.37 25.20 25.30 0.07
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 8 22 30  
Open Interest 1,454 1,392 2,846  
  High Low Close Change
Level 16.40 16.27 16.35 0.13
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 62 22 84  
Open Interest 8,789 10,134 18,923  
  High Low Close Change
Level 25.65 25.35 25.43 -0.17
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 80 49 129  
  High Low Close Change
Level 27.46 27.03 27.29 -0.37
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,555 1,018 2,573  
  High Low Close Change
Level 25.86 25.22 25.44 -0.37
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 10 10  
Open Interest 946 581 1,527  
  High Low Close Change
Level 42.36 42.11 42.27 0.58
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 9 32 41  
Open Interest 376 217 593  
  High Low Close Change
Level 33.73 33.36 33.37 0.70
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 10 0 10  
Open Interest 664 227 891  
  High Low Close Change
Level 43.91 43.63 43.78 0.54
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,738 748 2,486  
  High Low Close Change
Level 31.11 30.67 30.77 -0.35
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,902 1,598 3,500  
Open Interest 279,279 211,333 490,612  
  High Low Close Change
Level 20.57 20.07 20.22 -0.47
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,237 25,210 32,447  
Open Interest 581,706 710,361 1,292,067  
  High Low Close Change
Level 33.69 32.98 33.23 -0.35
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 3,137 33,126 36,263  
Open Interest 1,146,176 1,831,251 2,977,427  
  High Low Close Change
Level 58.48 57.43 57.94 0.21
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 1 50 51  
Open Interest 402 201 603  
  High Low Close Change
Level 93.07 90.92 92.65 1.17
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 270 901 1,171  
Open Interest 26,826 35,249 62,075  
  High Low Close Change
Level 170.41 165.49 168.59 0.76
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 7 0 7  
Open Interest 2,518 1,085 3,603  
  High Low Close Change
Level 45.00 44.17 44.70 0.17
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 10 6 16  
Open Interest 158 61 219  
  High Low Close Change
Level 100.30 98.77 99.70 1.03
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 23 104 127  
Open Interest 17,149 10,727 27,876  
  High Low Close Change
Level 63.63 62.66 63.41 0.53
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 50 190 240  
Open Interest 5,989 28,299 34,288  
  High Low Close Change
Level 103.00 102.02 102.03 -1.10
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 61 47 108  
Open Interest 2,101 2,493 4,594  
  High Low Close Change
Level 84.70 83.38 84.51 0.30
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 7 7  
Open Interest 2,333 1,748 4,081  
  High Low Close Change
Level 110.78 109.02 110.55 0.30
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 1 1  
Open Interest 209 36 245  
  High Low Close Change
Level 71.13 69.93 70.61 -0.11
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 2 1 3  
Open Interest 1,471 401 1,872  
  High Low Close Change
Level 128.57 126.33 127.62 0.09
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 409 689 1,098  
  High Low Close Change
Level 51.64 51.03 51.37 0.17
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,537 2,868 4,405  
Open Interest 86,901 222,447 309,348  
  High Low Close Change
Level 55.42 54.47 55.04 -0.06
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 121,476 104,178 225,654  
Open Interest 1,279,743 2,371,237 3,650,980  
  High Low Close Change
Level 22.82 21.39 21.56 -0.87
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 1 19 20  
Open Interest 1,568 9,888 11,456  
  High Low Close Change
Level 23.36 22.40 22.72 -0.37
 
CBOE Volatility Index (VIX)