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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, February 22, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 1.27
Exchange Traded Products Put/Call Ratio 1.14
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.63
Sum of All Products
  Call Put Total  
Volume 1,826,185 1,648,940 3,475,125  
Open Interest 118,933,545 111,131,953 230,065,498  
Index Options
  Call Put Total  
Volume 497,913 631,340 1,129,253  
Exchange Traded Products
  Call Put Total  
Volume 423,794 483,996 907,790  
Equity Options
  Call Put Total  
Volume 904,478 533,604 1,438,082  

Equity LEAPS
  Call Put Total  
Volume 150,343 42,791 193,134  
Open Interest 24,930,435 18,936,573 43,867,008  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 569,067 621,089 1,190,156  
Open Interest 4,318,129 4,953,409 9,271,538  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
921.39 924.58 920.08 924.56
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.42
LOVOL - CBOE Low Volatility Index
Open High Low Close
143.00 143.62 143.00 143.62
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
520.68 525.02 520.68 524.93
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,227.05 1,232.52 1,224.70 1,232.47
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
372.50 373.61 371.29 373.61
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
236.49 237.39 236.45 237.39
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.97 179.67 178.79 179.67
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,241.53 1,249.16 1,241.53 1,249.16
VIX - CBOE Volatility Index
Open High Low Close
14.60 15.02 14.16 14.17
VVIX - CBOE VVIX Index
Open High Low Close
77.83 80.97 77.73 78.66
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.72 18.58 17.67 17.67
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.67 13.67 12.63 12.71
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.57 18.05 17.21 17.21
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.43 15.07 13.56 13.74
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.49 16.49 15.60 15.68
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.27 15.56 14.98 14.98
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.14
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.13 27.13 24.54 24.58
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.90 16.90 16.08 16.26
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.56 9.80 9.56 9.60
VPD - CBOE VIX Premium Strategy Index
      Close
      230.68
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      228.25
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.11
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
60.07 60.07 58.10 58.24
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.42 67.78 66.68 67.08
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.23
EXQ - CBOE Exchange Index
Open High Low Close
108.74 109.91 108.73 109.90
CYX - CBOE China Index
Open High Low Close
624.96 629.82 624.96 629.82



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 220,073 137,824 357,897  
Open Interest 5,185,930 2,160,399 7,346,329  
  High Low Close Change
Level 15.02 14.16 14.17 -1.05
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 19.61 18.66 19.31 -0.08
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 67 10 77  
  High Low Close Change
Level 18.58 17.67 17.67 -0.53
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 25 1 26  
Open Interest 145 60 205  
  High Low Close Change
Level 27.13 24.54 24.58 -2.55
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 10 0 10  
Open Interest 128 1 129  
  High Low Close Change
Level 16.90 16.08 16.26 -0.64
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 0 160  
  High Low Close Change
Level 15.22 14.16 14.17 -1.05
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 1,515.64 1,505.33 1,515.60 13.18
S&P 500 Index - (SPX)
  Call Put Total  
Volume 247,029 467,426 714,455  
Open Interest 4,137,462 7,236,622 11,374,084  
  High Low Close Change
Level 1,515.64 1,502.42 1,515.60 13.18
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 805 4,335 5,140  
Open Interest 13,653 17,662 31,315  
  High Low Close Change
Level 1,515.64 1,502.42 1,515.60 13.18
S&P 500 Index Weeklys
  Call Put Total  
Volume 112,845 220,564 333,409  
Open Interest 333,650 723,144 1,056,794  
  High Low Close Change
Level 1,515.64 1,502.42 1,515.60 13.18
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 166 300 466  
Open Interest 3,793 9,021 12,814  
  High Low Close Change
Level 151.56 150.24 151.56 1.32
SPDR Options - (SPY)
  Call Put Total  
Volume 219,291 272,267 491,558  
Open Interest 6,716,964 12,441,825 19,158,789  
  High Low Close Change
Level 151.89 150.49 151.89 1.49
SPDR Options LEAPS
  Call Put Total  
Volume 2,847 3,376 6,223  
Open Interest 609,078 939,643 1,548,721  
  High Low Close Change
Level 151.89 150.49 151.89 1.49
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 127,230 146,431 273,661  
Open Interest 1,068,785 1,445,587 2,514,372  
  High Low Close Change
Level 151.89 150.49 151.89 1.49
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,015 5,017 8,032  
Open Interest 17,789 25,111 42,900  
  High Low Close Change
Level 683.65 678.36 683.62 5.26
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 45 6 51  
Open Interest 612 336 948  
  High Low Close Change
Level 683.65 678.36 683.62 5.26
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,679 2,994 4,673  
Open Interest 3,034 9,578 12,612  
  High Low Close Change
Level 683.65 678.36 683.62 5.26
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 611 818 1,429  
Open Interest 10,056 13,098 23,154  
  High Low Close Change
Level 683.65 678.36 683.62 5.26
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 563 165 728  
  High Low Close Change
Level 683.65 678.36 683.62 5.26
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 345 717 1,062  
Open Interest 4,950 7,914 12,864  
  High Low Close Change
Level 683.65 678.36 683.62 5.26
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 15,446 19,497 34,943  
Open Interest 2,473,953 1,352,918 3,826,871  
  High Low Close Change
Level 152.99 151.93 152.96 0.35
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 35,519 28,136 63,655  
Open Interest 1,425,616 1,568,179 2,993,795  
  High Low Close Change
Level 67.15 66.59 67.14 0.68
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 178 125 303  
Open Interest 149,978 211,293 361,271  
  High Low Close Change
Level 67.15 66.59 67.14 0.68
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 20,801 16,814 37,615  
Open Interest 141,426 160,622 302,048  
  High Low Close Change
Level 67.15 66.59 67.14 0.68
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,526 3,682 6,208  
  High Low Close Change
Level 68.68 68.18 68.66 0.58
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,152 217 1,369  
  High Low Close Change
Level 68.68 68.18 68.66 0.58
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 14,670 8 14,678  
Open Interest 21,717 15,670 37,387  
  High Low Close Change
Level 273.73 271.15 273.73 2.58
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,658 3,101  
  High Low Close Change
Level 273.73 271.15 273.73 2.58
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,966 7,627 12,593  
Open Interest 98,818 145,245 244,063  
  High Low Close Change
Level 2,737.28 2,715.47 2,737.28 25.77
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 13,526 2,055 15,581  
Open Interest 244,040 235,634 479,674  
  High Low Close Change
Level 139.83 138.86 139.82 1.32
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 20 41 61  
Open Interest 52,418 35,369 87,787  
  High Low Close Change
Level 139.83 138.86 139.82 1.32
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 540 440 980  
Open Interest 5,828 9,360 15,188  
  High Low Close Change
Level 139.83 138.86 139.82 1.32
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 602 1,012 1,614  
Open Interest 101,811 72,374 174,185  
  High Low Close Change
Level 140.01 138.81 140.01 1.20
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 40 5 45  
Open Interest 46,955 10,005 56,960  
  High Low Close Change
Level 140.01 138.81 140.01 1.20
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 16 70 86  
  High Low Close Change
Level 56.23 55.73 56.05 0.50
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 17,275 39,793 57,068  
Open Interest 1,583,678 4,973,646 6,557,324  
  High Low Close Change
Level 91.03 90.37 91.03 1.11
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 105 426 531  
Open Interest 153,861 248,405 402,266  
  High Low Close Change
Level 91.03 90.37 91.03 1.11
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 12,466 21,478 33,944  
Open Interest 138,732 295,900 434,632  
  High Low Close Change
Level 91.03 90.37 91.03 1.11
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 4,185 6,972 11,157  
Open Interest 269,463 374,493 643,956  
  High Low Close Change
Level 916.16 910.35 916.16 10.76
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 251 816 1,067  
Open Interest 52,756 115,752 168,508  
  High Low Close Change
Level 130.84 130.40 130.81 0.02
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,635 6,963 9,598  
  High Low Close Change
Level 130.84 130.40 130.81 0.02
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 98 0 98  
Open Interest 67,214 19,048 86,262  
  High Low Close Change
Level 26.56 26.34 26.36 0.05
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 984 1,398 2,382  
  High Low Close Change
Level 18.82 18.66 18.71 -0.20
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 19,765 5,258 25,023  
  High Low Close Change
Level 27.66 27.53 27.62 0.00
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 94 101 195  
  High Low Close Change
Level 29.00 28.81 28.91 0.06
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 10 10  
Open Interest 1,717 1,122 2,839  
  High Low Close Change
Level 26.19 25.96 26.18 0.16
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 20 20  
Open Interest 610 192 802  
  High Low Close Change
Level 53.75 53.27 53.73 0.15
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 229 141 370  
  High Low Close Change
Level 49.13 48.78 49.08 0.04
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 526 122 648  
  High Low Close Change
Level 53.94 53.59 53.94 0.12
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,721 843 2,564  
  High Low Close Change
Level 33.24 33.06 33.21 0.11
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,641 1,261 4,902  
Open Interest 175,872 112,862 288,734  
  High Low Close Change
Level 18.46 18.11 18.36 0.21
United States Oil Fund - (USO)
  Call Put Total  
Volume 13,873 6,305 20,178  
Open Interest 507,947 548,370 1,056,317  
  High Low Close Change
Level 33.63 33.30 33.61 0.17
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 4,142 4,615 8,757  
Open Interest 691,038 1,170,907 1,861,945  
  High Low Close Change
Level 58.51 57.94 58.49 0.82
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 1 0 1  
Open Interest 3 1 4  
  High Low Close Change
Level 92.47 91.70 92.34 0.91
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 5 7 12  
Open Interest 6,640 10,417 17,057  
  High Low Close Change
Level 146.03 144.42 146.03 2.17
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,343 1,035 2,378  
  High Low Close Change
Level 44.43 43.91 44.40 0.42
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 7 0 7  
Open Interest 52 33 85  
  High Low Close Change
Level 90.78 90.37 90.75 0.49
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 124 1 125  
Open Interest 17,594 7,977 25,571  
  High Low Close Change
Level 61.05 60.64 61.02 0.50
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 180 180  
Open Interest 1,884 33,631 35,515  
  High Low Close Change
Level 106.48 106.33 106.44 0.13
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 1 0 1  
Open Interest 2,664 4,216 6,880  
  High Low Close Change
Level 81.29 80.79 81.27 0.88
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 11 20 31  
Open Interest 1,984 2,515 4,499  
  High Low Close Change
Level 103.35 102.54 103.31 1.33
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 90 38 128  
  High Low Close Change
Level 67.00 66.51 66.99 0.72
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 33 0 33  
Open Interest 2,928 551 3,479  
  High Low Close Change
Level 122.28 121.50 122.27 1.29
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 160 0 160  
Open Interest 1,051 1,397 2,448  
  High Low Close Change
Level 46.21 45.97 46.19 0.15
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 424 1,654 2,078  
Open Interest 54,914 160,336 215,250  
  High Low Close Change
Level 50.23 49.82 50.22 0.28
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 19,523 15,367 34,890  
Open Interest 720,371 1,366,628 2,086,999  
  High Low Close Change
Level 23.18 22.45 22.47 -0.80
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 1 0 1  
Open Interest 1,508 13,820 15,328  
  High Low Close Change
Level 22.17 21.68 21.75 -0.42
 
CBOE Volatility Index (VIX)