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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, May 03, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 0.93
Exchange Traded Products Put/Call Ratio 1.34
Equity Put/Call Ratio 0.61
CBOE Volatility Index (VIX) Put/Call Ratio 0.61
Sum of All Products
  Call Put Total  
Volume 2,681,357 2,416,250 5,097,607  
Open Interest 136,244,939 126,284,594 262,529,533  
Index Options
  Call Put Total  
Volume 1,044,697 967,541 2,012,238  
Exchange Traded Products
  Call Put Total  
Volume 614,953 821,460 1,436,413  
Equity Options
  Call Put Total  
Volume 1,021,707 627,249 1,648,956  

Equity LEAPS
  Call Put Total  
Volume 20,165 13,148 33,313  
Open Interest 6,689,389 4,847,297 11,536,686  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 685,641 687,045 1,372,686  
Open Interest 4,424,462 5,658,606 10,083,068  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
958.97 962.01 958.97 960.85
VXTH - CBOE VIX Tail Hedge Index
      Close
      161.49
LOVOL - CBOE Low Volatility Index
Open High Low Close
150.61 151.31 150.61 151.01
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
548.13 554.48 548.13 555.54
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,294.01 1,298.46 1,294.01 1,297.40
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
390.88 390.95 390.18 390.47
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
245.41 246.38 245.39 246.38
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.65 181.83 180.65 181.54
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,285.88 1,287.83 1,285.88 1,287.61
VIX - CBOE Volatility Index
Open High Low Close
12.92 13.15 12.77 12.85
VVIX - CBOE VVIX Index
Open High Low Close
81.55 82.81 80.69 80.91
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.01 19.01 17.98 18.19
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.25 12.25 11.49 11.67
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.13 18.46 17.73 18.38
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.23 12.98 11.93 12.16
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.49 14.94 14.49 14.66
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.39 14.52 14.31 14.45
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      77.57
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.13 24.18 23.69 24.01
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.91 21.05 20.10 20.37
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.14 8.14 7.99 7.99
VPD - CBOE VIX Premium Strategy Index
      Close
      236.14
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.16
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.09
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
50.93 52.75 50.77 52.04
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
57.51 59.22 57.47 58.33
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.96
EXQ - CBOE Exchange Index
Open High Low Close
115.95 117.16 115.64 116.18
CYX - CBOE China Index
Open High Low Close
638.07 642.30 637.91 640.03



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 227,456 138,239 365,695  
Open Interest 5,094,871 2,298,370 7,393,241  
  High Low Close Change
Level 13.15 12.77 12.85 -0.74
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 18 18  
  High Low Close Change
Level 20.47 20.08 20.22 -0.52
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 30 71  
  High Low Close Change
Level 19.01 17.98 18.19 -1.10
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 69 62 131  
  High Low Close Change
Level 24.18 23.69 24.01 -0.48
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 147 126 273  
  High Low Close Change
Level 21.05 20.10 20.37 -1.69
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 3 0 3  
Open Interest 2 4 6  
  High Low Close Change
Level 13.59 12.77 12.85 -0.74
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 1,618.46 1,603.28 1,614.42 16.83
S&P 500 Index - (SPX)
  Call Put Total  
Volume 739,387 745,784 1,485,171  
Open Interest 4,382,889 7,195,864 11,578,753  
  High Low Close Change
Level 1,618.46 1,597.60 1,614.42 16.83
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 3,409 4,179 7,588  
Open Interest 23,427 29,510 52,937  
  High Low Close Change
Level 1,618.46 1,597.60 1,614.42 16.83
S&P 500 Index Weeklys
  Call Put Total  
Volume 184,051 215,538 399,589  
Open Interest 380,179 635,704 1,015,883  
  High Low Close Change
Level 1,618.46 1,597.60 1,614.42 16.83
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 74 252 326  
Open Interest 9,500 21,816 31,316  
  High Low Close Change
Level 161.85 159.76 161.44 1.68
SPDR Options - (SPY)
  Call Put Total  
Volume 229,346 392,358 621,704  
Open Interest 7,289,456 14,089,299 21,378,755  
  High Low Close Change
Level 161.88 159.78 161.37 1.60
SPDR Options LEAPS
  Call Put Total  
Volume 2,616 2,246 4,862  
Open Interest 437,882 554,220 992,102  
  High Low Close Change
Level 161.88 159.78 161.37 1.60
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 91,136 125,612 216,748  
Open Interest 1,069,605 1,661,170 2,730,775  
  High Low Close Change
Level 161.88 159.78 161.37 1.60
S&P 100 Index - (OEX)
  Call Put Total  
Volume 7,122 6,400 13,522  
Open Interest 19,777 28,379 48,156  
  High Low Close Change
Level 727.85 719.29 725.65 6.44
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 20 20 40  
Open Interest 787 654 1,441  
  High Low Close Change
Level 727.85 719.29 725.65 6.44
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 3,349 2,523 5,872  
Open Interest 3,086 5,787 8,873  
  High Low Close Change
Level 727.85 719.29 725.65 6.44
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,931 1,370 3,301  
Open Interest 7,371 10,881 18,252  
  High Low Close Change
Level 727.85 719.29 725.65 6.44
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 423 1,006  
  High Low Close Change
Level 727.85 719.29 725.65 6.44
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 1,520 1,093 2,613  
Open Interest 2,081 5,627 7,708  
  High Low Close Change
Level 727.85 719.29 725.65 6.44
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 15,848 106,469 122,317  
Open Interest 2,375,464 1,502,924 3,878,388  
  High Low Close Change
Level 142.71 141.40 142.07 0.17
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 146,265 57,969 204,234  
Open Interest 1,612,029 2,045,931 3,657,960  
  High Low Close Change
Level 72.34 71.91 72.12 0.84
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 116 89 205  
Open Interest 90,102 76,381 166,483  
  High Low Close Change
Level 72.34 71.91 72.12 0.84
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 91,030 24,510 115,540  
Open Interest 244,288 318,833 563,121  
  High Low Close Change
Level 72.34 71.91 72.12 0.84
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 10 0 10  
Open Interest 2,699 3,879 6,578  
  High Low Close Change
Level 72.95 72.65 72.69 0.62
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,259 260 1,519  
  High Low Close Change
Level 72.95 72.65 72.69 0.62
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 2,157 11 2,168  
Open Interest 32,280 23,014 55,294  
  High Low Close Change
Level 295.22 291.11 294.46 3.35
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 564 5,012 5,576  
  High Low Close Change
Level 295.22 291.11 294.46 3.35
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 18,140 20,136 38,276  
Open Interest 125,360 177,494 302,854  
  High Low Close Change
Level 2,952.22 2,937.24 2,944.59 33.45
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,254 5,291 8,545  
Open Interest 271,960 293,822 565,782  
  High Low Close Change
Level 149.82 149.20 149.38 1.48
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 203 103 306  
Open Interest 16,477 12,555 29,032  
  High Low Close Change
Level 149.82 149.20 149.38 1.48
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 484 888 1,372  
Open Interest 5,213 9,628 14,841  
  High Low Close Change
Level 149.82 149.20 149.38 1.48
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 3,324 3,095 6,419  
Open Interest 108,273 74,254 182,527  
  High Low Close Change
Level 150.10 148.32 149.74 1.42
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 200 21 221  
Open Interest 53,024 10,830 63,854  
  High Low Close Change
Level 150.10 148.32 149.74 1.42
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 20 22  
Open Interest 117 79 196  
  High Low Close Change
Level 59.24 58.60 58.90 0.90
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 41,081 96,765 137,846  
Open Interest 1,587,028 4,558,132 6,145,160  
  High Low Close Change
Level 95.47 94.35 94.76 1.48
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 40 154 194  
Open Interest 86,914 97,569 184,483  
  High Low Close Change
Level 95.47 94.35 94.76 1.48
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 22,434 19,102 41,536  
Open Interest 158,972 450,773 609,745  
  High Low Close Change
Level 95.47 94.35 94.76 1.48
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 39,953 47,890 87,843  
Open Interest 310,920 430,722 741,642  
  High Low Close Change
Level 959.55 946.94 954.42 14.57
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 136 376 512  
Open Interest 58,677 112,013 170,690  
  High Low Close Change
Level 130.43 129.52 129.99 0.51
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 560 1,337 1,897  
  High Low Close Change
Level 130.43 129.52 129.99 0.51
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 101 51 152  
Open Interest 33,466 9,833 43,299  
  High Low Close Change
Level 26.36 26.22 26.24 -0.09
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,388 1,187 2,575  
  High Low Close Change
Level 17.21 16.95 17.17 0.72
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 2 6 8  
Open Interest 9,524 8,989 18,513  
  High Low Close Change
Level 26.52 26.31 26.42 0.29
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 92 61 153  
  High Low Close Change
Level 28.10 27.87 28.04 0.27
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,323 884 2,207  
  High Low Close Change
Level 26.63 26.32 26.47 0.39
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 1 1 2  
Open Interest 747 180 927  
  High Low Close Change
Level 48.94 48.50 48.77 0.21
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 218 60 278  
  High Low Close Change
Level 41.34 40.61 40.63 0.75
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 506 145 651  
  High Low Close Change
Level 50.11 49.78 49.96 0.11
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,661 745 2,406  
  High Low Close Change
Level 31.68 31.45 31.54 0.28
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,249 1,752 5,001  
Open Interest 230,883 181,054 411,937  
  High Low Close Change
Level 21.98 21.63 21.93 0.02
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,354 8,280 12,634  
Open Interest 506,306 582,329 1,088,635  
  High Low Close Change
Level 34.22 33.80 34.00 0.52
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,543 2,203 4,746  
Open Interest 850,020 1,530,315 2,380,335  
  High Low Close Change
Level 62.63 62.28 62.55 0.79
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 199 37 236  
  High Low Close Change
Level 102.02 101.10 101.22 0.07
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 302 66 368  
Open Interest 14,600 20,324 34,924  
  High Low Close Change
Level 179.04 176.37 176.62 2.54
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,470 406 2,876  
  High Low Close Change
Level 45.43 44.83 45.37 0.84
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 123 56 179  
  High Low Close Change
Level 100.70 100.00 100.16 0.52
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 20 0 20  
Open Interest 21,653 6,334 27,987  
  High Low Close Change
Level 65.89 65.51 65.70 0.56
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 21 21  
Open Interest 2,535 36,800 39,335  
  High Low Close Change
Level 108.50 108.05 108.14 -0.93
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 1 0 1  
Open Interest 2,789 4,996 7,785  
  High Low Close Change
Level 84.99 83.99 84.38 1.37
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 8 0 8  
Open Interest 3,098 3,501 6,599  
  High Low Close Change
Level 108.72 107.44 107.93 1.62
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 10 0 10  
Open Interest 175 32 207  
  High Low Close Change
Level 71.86 71.29 71.62 0.74
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,782 758 4,540  
  High Low Close Change
Level 130.52 129.48 130.07 1.50
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 835 610 1,445  
  High Low Close Change
Level 51.32 51.09 51.19 0.44
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 2,989 495 3,484  
Open Interest 78,239 163,568 241,807  
  High Low Close Change
Level 55.70 55.25 55.53 0.69
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 21,470 44,836 66,306  
Open Interest 911,040 1,858,141 2,769,181  
  High Low Close Change
Level 19.03 18.58 18.69 -0.41
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,341 9,370 10,711  
  High Low Close Change
Level 20.32 20.00 20.14 -0.12
 
CBOE Volatility Index (VIX)