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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 Thursday, October 03, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.99
Index Put/Call Ratio 0.93
Exchange Traded Products Put/Call Ratio 1.51
Equity Put/Call Ratio 0.69
CBOE Volatility Index (VIX) Put/Call Ratio 0.63
Sum of All Products
  Call Put Total  
Volume 2,972,445 2,928,202 5,900,647  
Open Interest 153,131,577 135,876,648 289,008,225  
Index Options
  Call Put Total  
Volume 1,255,756 1,173,242 2,428,998  
Exchange Traded Products
  Call Put Total  
Volume 691,130 1,042,385 1,733,515  
Equity Options
  Call Put Total  
Volume 1,025,559 712,575 1,738,134  

Equity LEAPS
  Call Put Total  
Volume 36,184 23,230 59,414  
Open Interest 15,344,549 11,194,337 26,538,886  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 625,902 823,810 1,449,712  
Open Interest 4,797,926 5,671,133 10,469,059  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
958.86 958.90 948.46 953.00
VXST - CBOE Short-term Volatility Index
      Close
      17.58
VXTH - CBOE VIX Tail Hedge Index
      Close
      163.51
LOVOL - CBOE Low Volatility Index
Open High Low Close
152.42 152.42 151.63 151.90
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
574.20 574.37 570.60 572.38
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,298.67 1,299.13 1,283.69 1,290.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
399.86 400.33 395.64 397.40
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
240.46 240.46 237.93 238.72
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
188.11 188.23 186.33 187.09
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1299.00 1,299.89 1,285.76 1,292.13
VIX - CBOE Volatility Index
Open High Low Close
16.63 18.71 16.63 17.67
VVIX - CBOE VVIX Index
Open High Low Close
85.05 105.33 85.00 93.79
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
18.71 20.26 18.69 20.16
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.35 26.82 24.26 25.41
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.34 17.90 16.26 17.12
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.21 22.05 20.12 21.00
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.19 18.05 16.10 16.86
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.72 19.17 16.69 18.30
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.93 18.40 16.91 17.70
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      99.49
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.00 24.98 5.92 6.03
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.52 21.86 21.14 21.62
GVZ - CBOE Gold Volatility Index
Open High Low Close
24.04 24.62 21.81 24.54
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.88 8.02 7.69 7.89
VPD - CBOE VIX Premium Strategy Index
      Close
      238.48
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      234.94
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      89.82
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
48.71 55.24 48.22 51.99
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
54.37 57.52 53.81 56.08
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      10.46
EXQ - CBOE Exchange Index
Open High Low Close
129.27 130.97 129.13 130.71
CYX - CBOE China Index
Open High Low Close
783.63 790.27 777.88 784.18



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 846,487 533,978 1,380,465  
Open Interest 4,956,013 1,994,332 6,950,345  
  High Low Close Change
Level 18.71 16.63 17.67 1.07
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 28.02 26.61 27.37 0.91
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 202 0 202  
  High Low Close Change
Level 26.82 24.26 25.41 0.70
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 4 2 6  
Open Interest 15 1 16  
  High Low Close Change
Level 21.86 21.14 21.62 0.10
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 46 3 49  
  High Low Close Change
Level 24.62 21.81 24.54 0.50
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 200 200  
Open Interest 100 200 300  
  High Low Close Change
Level 18.71 16.60 17.67 1.07
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 1,692.35 1,670.42 1,678.66 -15.21
S&P 500 Index - (SPX)
  Call Put Total  
Volume 365,782 564,293 930,075  
Open Interest 4,659,410 7,607,380 12,266,790  
  High Low Close Change
Level 1,692.35 1,670.36 1,678.66 -15.21
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 2,183 2,905 5,088  
Open Interest 17,064 109,615 126,679  
  High Low Close Change
Level 1,692.35 1,670.36 1,678.66 -15.21
S&P 500 Index Weeklys
  Call Put Total  
Volume 113,996 212,113 326,109  
Open Interest 260,611 706,098 966,709  
  High Low Close Change
Level 1,692.35 1,670.36 1,678.66 -15.21
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 2,477 114 2,591  
Open Interest 13,669 45,540 59,209  
  High Low Close Change
Level 169.24 167.04 167.87 -1.52
SPDR Options - (SPY)
  Call Put Total  
Volume 332,076 580,412 912,488  
Open Interest 6,649,573 12,466,025 19,115,598  
  High Low Close Change
Level 168.94 166.84 167.64 -1.49
SPDR Options LEAPS
  Call Put Total  
Volume 1,979 310 2,289  
Open Interest 465,670 679,142 1,144,812  
  High Low Close Change
Level 168.94 166.84 167.64 -1.49
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 121,068 240,503 361,571  
Open Interest 713,050 1,261,880 1,974,930  
  High Low Close Change
Level 168.94 166.84 167.64 -1.49
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,770 8,662 12,432  
Open Interest 24,583 27,546 52,129  
  High Low Close Change
Level 752.84 743.30 746.57 -6.56
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 70 0 70  
Open Interest 1,401 895 2,296  
  High Low Close Change
Level 752.84 743.30 746.57 -6.56
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,315 3,659 4,974  
Open Interest 1,718 2,431 4,149  
  High Low Close Change
Level 752.84 743.30 746.57 -6.56
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 374 349 723  
Open Interest 4,324 6,864 11,188  
  High Low Close Change
Level 752.84 743.30 746.57 -6.56
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 21 0 21  
Open Interest 649 432 1,081  
  High Low Close Change
Level 752.84 743.30 746.57 -6.56
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 318 244 562  
Open Interest 374 3,423 3,797  
  High Low Close Change
Level 752.84 743.30 746.57 -6.56
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 19,664 14,805 34,469  
Open Interest 2,256,410 1,322,455 3,578,865  
  High Low Close Change
Level 127.69 126.22 127.18 0.12
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 23,779 38,646 62,425  
Open Interest 1,601,077 1,931,001 3,532,078  
  High Low Close Change
Level 79.72 78.30 78.72 -0.94
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 237 68 305  
Open Interest 157,844 153,753 311,597  
  High Low Close Change
Level 79.72 78.30 78.72 -0.94
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 12,880 14,970 27,850  
Open Interest 125,851 207,817 333,668  
  High Low Close Change
Level 79.72 78.30 78.72 -0.94
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 1 1  
Open Interest 3,263 3,351 6,614  
  High Low Close Change
Level 75.23 74.37 74.70 -0.62
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,004 286 2,290  
  High Low Close Change
Level 75.23 74.37 74.70 -0.62
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 6 70 76  
Open Interest 8,744 18,148 26,892  
  High Low Close Change
Level 325.48 319.75 321.38 -3.95
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,314 5,650 6,964  
  High Low Close Change
Level 325.48 319.75 321.38 -3.95
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 13,081 12,935 26,016  
Open Interest 97,702 157,861 255,563  
  High Low Close Change
Level 3,254.91 3,197.36 3,213.83 -39.42
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 18,192 13,674 31,866  
Open Interest 261,766 258,827 520,593  
  High Low Close Change
Level 150.76 149.16 149.64 -1.30
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 46 5 51  
Open Interest 29,680 21,624 51,304  
  High Low Close Change
Level 150.76 149.16 149.64 -1.30
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 1,053 1,926 2,979  
Open Interest 5,212 13,345 18,557  
  High Low Close Change
Level 150.76 149.16 149.64 -1.30
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,523 2,976 4,499  
Open Interest 125,548 82,285 207,833  
  High Low Close Change
Level 151.27 149.47 149.96 -1.37
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 28 1 29  
Open Interest 70,688 18,683 89,371  
  High Low Close Change
Level 151.27 149.47 149.96 -1.37
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 137 5,358 5,495  
  High Low Close Change
Level 68.91 67.64 68.12 -0.63
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 40,483 113,604 154,087  
Open Interest 1,537,893 3,858,492 5,396,385  
  High Low Close Change
Level 107.36 105.60 106.26 -1.24
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 280 82 362  
Open Interest 79,411 158,435 237,846  
  High Low Close Change
Level 107.36 105.60 106.26 -1.24
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 17,358 51,811 69,169  
Open Interest 122,751 376,756 499,507  
  High Low Close Change
Level 107.36 105.60 106.26 -1.24
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 20,024 38,706 58,730  
Open Interest 206,416 401,078 607,494  
  High Low Close Change
Level 1,081.79 1,064.87 1,070.90 -11.65
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 466 1,253 1,719  
Open Interest 36,271 80,155 116,426  
  High Low Close Change
Level 135.00 134.47 134.81 0.36
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 15 15  
Open Interest 848 2,203 3,051  
  High Low Close Change
Level 135.00 134.47 134.81 0.36
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 5 0 5  
Open Interest 41,755 8,626 50,381  
  High Low Close Change
Level 25.42 25.33 25.33 0.01
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 418 811 1,229  
  High Low Close Change
Level 16.57 16.46 16.48 -0.16
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 6,203 6,896 13,099  
  High Low Close Change
Level 26.02 25.80 25.80 -0.04
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 405 153 558  
  High Low Close Change
Level 28.55 28.23 28.52 -0.10
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 2 0 2  
Open Interest 1,015 1,070 2,085  
  High Low Close Change
Level 27.91 27.58 27.62 -0.13
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 638 476 1,114  
  High Low Close Change
Level 43.51 43.14 43.36 0.05
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 134 25 159  
  High Low Close Change
Level 36.59 36.35 36.51 -0.02
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 271 42 313  
  High Low Close Change
Level 44.54 44.12 44.40 0.04
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 444 1,071 1,515  
  High Low Close Change
Level 32.56 32.20 32.23 -0.09
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,259 2,225 5,484  
Open Interest 237,474 331,742 569,216  
  High Low Close Change
Level 18.24 17.96 18.02 -0.19
United States Oil Fund - (USO)
  Call Put Total  
Volume 1,684 2,425 4,109  
Open Interest 536,400 701,912 1,238,312  
  High Low Close Change
Level 37.59 37.06 37.14 -0.28
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 489 989 1,478  
Open Interest 954,467 1,468,226 2,422,693  
  High Low Close Change
Level 64.03 63.59 63.71 -0.42
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 93 22 115  
  High Low Close Change
Level 94.09 92.85 93.20 -1.18
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 268 968 1,236  
Open Interest 20,729 21,188 41,917  
  High Low Close Change
Level 213.42 207.90 210.14 -3.05
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,090 3,015 5,105  
  High Low Close Change
Level 47.41 46.89 47.15 -0.44
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 2 6 8  
Open Interest 816 46 862  
  High Low Close Change
Level 107.92 106.77 107.27 -0.98
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 5 5  
Open Interest 13,989 4,823 18,812  
  High Low Close Change
Level 66.65 65.80 66.06 -0.61
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 20 20  
Open Interest 5,984 29,335 35,319  
  High Low Close Change
Level 102.28 101.78 102.00 0.14
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 12 12  
Open Interest 5,884 5,531 11,415  
  High Low Close Change
Level 91.94 90.63 91.08 -0.95
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 35 95 130  
Open Interest 3,589 5,868 9,457  
  High Low Close Change
Level 127.12 124.78 125.84 -1.28
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 3 3  
Open Interest 482 510 992  
  High Low Close Change
Level 78.98 77.72 78.32 -0.64
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 8 0 8  
Open Interest 8,379 9,172 17,551  
  High Low Close Change
Level 140.36 138.45 139.39 -1.17
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 208 682 890  
  High Low Close Change
Level 56.10 55.35 55.57 -0.46
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,849 1,277 3,126  
Open Interest 78,274 164,132 242,406  
  High Low Close Change
Level 61.15 60.15 60.45 -0.69
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 60,071 50,883 110,954  
Open Interest 1,150,854 1,649,293 2,800,147  
  High Low Close Change
Level 15.85 14.68 15.17 0.53
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 10 10  
Open Interest 1,665 5,946 7,611  
  High Low Close Change
Level 19.30 18.79 18.86 0.17
 
CBOE Volatility Index (VIX)