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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 Tuesday, July 30, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.78
Index Put/Call Ratio 0.90
Exchange Traded Products Put/Call Ratio 1.44
Equity Put/Call Ratio 0.56
CBOE Volatility Index (VIX) Put/Call Ratio 0.34
Sum of All Products
  Call Put Total  
Volume 1,883,542 1,461,540 3,345,082  
Open Interest 143,056,252 126,310,675 269,366,927  
Index Options
  Call Put Total  
Volume 457,549 410,814 868,363  
Exchange Traded Products
  Call Put Total  
Volume 285,817 412,897 698,714  
Equity Options
  Call Put Total  
Volume 1,140,176 637,829 1,778,005  

Equity LEAPS
  Call Put Total  
Volume 49,450 13,265 62,715  
Open Interest 11,366,199 8,065,045 19,431,244  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 336,421 356,863 693,284  
Open Interest 2,956,217 3,709,587 6,665,804  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
959.87 961.15 957.24 958.54
VXTH - CBOE VIX Tail Hedge Index
      Close
      164.82
LOVOL - CBOE Low Volatility Index
Open High Low Close
145.18 152.77 145.18 152.77
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
569.51 572.00 568.63 569.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,299.94 1,302.09 1,294.80 1,297.43
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
388.90 389.70 388.53 388.87
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
247.33 247.69 246.54 247.02
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.76 184.00 183.31 183.78
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,296.22 1,299.02 1,294.86 1,296.92
VIX - CBOE Volatility Index
Open High Low Close
13.45 14.14 13.35 13.39
VVIX - CBOE VVIX Index
Open High Low Close
76.54 77.99 74.17 74.35
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.70 19.44 17.23 17.26
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.11 23.58 23.09 23.21
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.29 13.00 12.25 12.33
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.81 18.50 17.78 17.96
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.48 13.47 12.29 12.84
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.60 14.19 13.50 13.87
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.08 15.45 14.98 14.98
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      102.21
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.56 6.62 6.38 6.61
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.13 23.49 22.88 23.48
GVZ - CBOE Gold Volatility Index
Open High Low Close
23.07 23.74 23.07 23.72
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.97 9.19 8.96 9.12
VPD - CBOE VIX Premium Strategy Index
      Close
      245.24
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      241.83
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      89.99
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
50.39 50.99 48.57 48.59
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
56.85 57.43 55.70 56.08
EXQ - CBOE Exchange Index
Open High Low Close
130.38 131.35 130.31 131.11
CYX - CBOE China Index
Open High Low Close
690.59 692.61 686.42 688.60



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 201,856 69,166 271,022  
Open Interest 4,416,018 1,965,328 6,381,346  
  High Low Close Change
Level 14.14 13.35 13.39 0.00
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 27.93 26.95 27.58 0.29
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 65 1 66  
  High Low Close Change
Level 23.58 23.09 23.21 0.13
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 23 0 23  
Open Interest 105 3 108  
  High Low Close Change
Level 23.49 22.88 23.48 0.69
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 27 20 47  
  High Low Close Change
Level 23.74 23.07 23.72 0.95
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 7 0 7  
  High Low Close Change
Level 14.14 13.35 13.39 0.00
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 1,693.14 1,682.49 1,685.96 0.63
S&P 500 Index - (SPX)
  Call Put Total  
Volume 231,571 311,831 543,402  
Open Interest 4,718,688 7,630,064 12,348,752  
  High Low Close Change
Level 1,693.19 1,682.42 1,685.96 0.63
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 717 1,023 1,740  
Open Interest 18,186 42,715 60,901  
  High Low Close Change
Level 1,693.19 1,682.42 1,685.96 0.63
S&P 500 Index Weeklys
  Call Put Total  
Volume 32,442 70,167 102,609  
Open Interest 242,920 554,995 797,915  
  High Low Close Change
Level 1,693.19 1,682.42 1,685.96 0.63
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 790 72 862  
Open Interest 12,953 33,199 46,152  
  High Low Close Change
Level 169.32 168.24 168.60 0.07
SPDR Options - (SPY)
  Call Put Total  
Volume 117,946 178,617 296,563  
Open Interest 6,619,309 11,958,391 18,577,700  
  High Low Close Change
Level 169.28 168.19 168.58 0.07
SPDR Options LEAPS
  Call Put Total  
Volume 491 277 768  
Open Interest 509,118 580,543 1,089,661  
  High Low Close Change
Level 169.28 168.19 168.58 0.07
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 53,230 68,180 121,410  
Open Interest 418,223 808,462 1,226,685  
  High Low Close Change
Level 169.28 168.19 168.58 0.07
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,717 2,543 4,260  
Open Interest 19,944 28,793 48,737  
  High Low Close Change
Level 760.28 755.01 756.31 -0.29
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 1 1  
Open Interest 1,077 837 1,914  
  High Low Close Change
Level 760.28 755.01 756.31 -0.29
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 410 690 1,100  
Open Interest 1,842 6,394 8,236  
  High Low Close Change
Level 760.28 755.01 756.31 -0.29
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 65 73 138  
Open Interest 3,592 3,693 7,285  
  High Low Close Change
Level 760.28 755.01 756.31 -0.29
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 584 425 1,009  
  High Low Close Change
Level 760.28 755.01 756.31 -0.29
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 39 20 59  
Open Interest 138 222 360  
  High Low Close Change
Level 760.28 755.01 756.31 -0.29
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 9,828 7,435 17,263  
Open Interest 2,118,028 1,295,447 3,413,475  
  High Low Close Change
Level 128.31 127.22 128.14 -0.35
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 28,059 27,693 55,752  
Open Interest 1,289,384 1,971,767 3,261,151  
  High Low Close Change
Level 75.95 75.35 75.63 0.40
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 20 59 79  
Open Interest 130,209 119,252 249,461  
  High Low Close Change
Level 75.95 75.35 75.63 0.40
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 12,547 15,758 28,305  
Open Interest 84,200 252,375 336,575  
  High Low Close Change
Level 75.95 75.35 75.63 0.40
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,770 2,734 6,504  
  High Low Close Change
Level 76.16 75.64 75.80 -0.03
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,030 258 2,288  
  High Low Close Change
Level 76.16 75.64 75.80 -0.03
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 0 0  
Open Interest 26,804 18,238 45,042  
  High Low Close Change
Level 309.94 306.90 308.53 1.63
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,103 5,382 6,485  
  High Low Close Change
Level 309.94 306.90 308.53 1.63
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 11,138 10,218 21,356  
Open Interest 77,569 148,127 225,696  
  High Low Close Change
Level 3,099.38 3,076.39 3,085.33 16.38
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,684 2,519 4,203  
Open Interest 221,151 242,053 463,204  
  High Low Close Change
Level 155.58 154.42 154.88 -0.02
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 4 19 23  
Open Interest 20,083 16,294 36,377  
  High Low Close Change
Level 155.58 154.42 154.88 -0.02
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 528 802 1,330  
Open Interest 4,863 6,270 11,133  
  High Low Close Change
Level 155.58 154.42 154.88 -0.02
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,292 1,723 3,015  
Open Interest 119,689 81,294 200,983  
  High Low Close Change
Level 155.94 154.79 155.21 -0.01
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 20 20  
Open Interest 69,754 17,405 87,159  
  High Low Close Change
Level 155.94 154.79 155.21 -0.01
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 15 15  
Open Interest 251 4,714 4,965  
  High Low Close Change
Level 66.52 65.95 66.10 -0.04
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 23,202 66,298 89,500  
Open Interest 1,782,392 3,750,622 5,533,014  
  High Low Close Change
Level 103.87 103.11 103.48 0.11
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 1,056 1,254 2,310  
Open Interest 86,645 157,470 244,115  
  High Low Close Change
Level 103.87 103.11 103.48 0.11
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 5,703 19,607 25,310  
Open Interest 86,990 240,613 327,603  
  High Low Close Change
Level 103.87 103.11 103.48 0.11
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 8,332 14,165 22,497  
Open Interest 230,653 404,329 634,982  
  High Low Close Change
Level 1,045.83 1,039.92 1,043.51 2.85
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 78 1,312 1,390  
Open Interest 38,549 108,943 147,492  
  High Low Close Change
Level 131.64 131.05 131.30 -0.04
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 714 1,936 2,650  
  High Low Close Change
Level 131.64 131.05 131.30 -0.04
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 2,452 187 2,639  
Open Interest 45,150 7,203 52,353  
  High Low Close Change
Level 24.69 24.55 24.58 -0.04
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 267 933 1,200  
  High Low Close Change
Level 16.09 16.00 16.00 -0.20
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,694 6,386 11,080  
  High Low Close Change
Level 25.80 25.67 25.74 -0.09
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 77 110 187  
  High Low Close Change
Level 28.47 28.39 28.41 -0.12
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 717 962 1,679  
  High Low Close Change
Level 27.20 27.05 27.15 -0.13
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 517 694 1,211  
  High Low Close Change
Level 42.96 42.70 42.96 -0.13
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 53 15 68  
  High Low Close Change
Level 33.15 33.06 33.06 -0.28
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 252 76 328  
  High Low Close Change
Level 44.83 44.53 44.80 -0.17
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 354 1,053 1,407  
  High Low Close Change
Level 32.31 32.07 32.20 -0.21
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,575 530 3,105  
Open Interest 205,922 149,879 355,801  
  High Low Close Change
Level 18.46 18.10 18.24 -0.21
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,060 5,686 7,746  
Open Interest 483,384 876,573 1,359,957  
  High Low Close Change
Level 36.91 36.50 36.67 -0.46
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 677 5,688 6,365  
Open Interest 925,091 1,408,995 2,334,086  
  High Low Close Change
Level 60.51 60.02 60.19 -0.01
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 240 45 285  
  High Low Close Change
Level 99.85 98.97 99.20 0.22
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 255 5,385 5,640  
Open Interest 18,137 31,030 49,167  
  High Low Close Change
Level 197.61 194.84 197.18 2.45
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 2 0 2  
Open Interest 2,086 817 2,903  
  High Low Close Change
Level 46.95 46.53 46.78 -0.06
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 11 0 11  
Open Interest 146 32 178  
  High Low Close Change
Level 107.94 107.03 107.51 0.02
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 244 181 425  
Open Interest 17,899 22,857 40,756  
  High Low Close Change
Level 67.88 67.37 67.56 0.22
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 30 30  
Open Interest 4,939 17,983 22,922  
  High Low Close Change
Level 102.10 101.81 101.91 -0.03
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 69 69  
Open Interest 1,431 2,470 3,901  
  High Low Close Change
Level 91.50 90.75 91.07 0.00
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 2 2  
Open Interest 2,076 1,573 3,649  
  High Low Close Change
Level 119.72 118.96 119.43 0.40
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 161 31 192  
  High Low Close Change
Level 75.94 75.55 75.81 0.27
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,657 578 2,235  
  High Low Close Change
Level 137.04 136.34 136.73 0.31
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 5 5  
Open Interest 231 858 1,089  
  High Low Close Change
Level 55.74 55.10 55.24 -0.02
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 3,392 785 4,177  
Open Interest 73,717 193,575 267,292  
  High Low Close Change
Level 59.45 58.99 59.07 -0.15
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 20,669 44,919 65,588  
Open Interest 955,835 1,738,089 2,693,924  
  High Low Close Change
Level 15.79 15.37 15.41 -0.31
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 3 3  
Open Interest 1,195 5,985 7,180  
  High Low Close Change
Level 19.82 19.50 19.57 -0.21
 
CBOE Volatility Index (VIX)