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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, April 04, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.09
Index Put/Call Ratio 1.12
Exchange Traded Products Put/Call Ratio 1.56
Equity Put/Call Ratio 0.73
CBOE Volatility Index (VIX) Put/Call Ratio 0.84
Sum of All Products
  Call Put Total  
Volume 1,712,663 1,868,237 3,580,900  
Open Interest 130,346,740 120,239,524 250,586,264  
Index Options
  Call Put Total  
Volume 588,636 657,518 1,246,154  
Exchange Traded Products
  Call Put Total  
Volume 465,965 728,698 1,194,663  
Equity Options
  Call Put Total  
Volume 658,062 482,021 1,140,083  

Equity LEAPS
  Call Put Total  
Volume 77,363 46,333 123,696  
Open Interest 30,044,494 22,753,652 52,798,146  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 414,622 500,214 914,836  
Open Interest 3,521,990 4,081,266 7,603,256  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
941.68 944.08 940.68 943.54
VXTH - CBOE VIX Tail Hedge Index
      Close
      157.23
LOVOL - CBOE Low Volatility Index
Open High Low Close
147.08 147.70 146.91 147.52
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
538.58 541.04 538.50 540.30
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,269.33 1,275.27 1,267.66 1,273.37
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
382.63 383.12 381.38 382.71
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
241.02 241.50 240.83 241.40
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.59 180.71 179.15 180.69
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,266.43 1,269.72 1,265.81 1,269.19
VIX - CBOE Volatility Index
Open High Low Close
14.10 14.79 13.89 13.89
VVIX - CBOE VVIX Index
Open High Low Close
84.06 87.67 82.63 83.12
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.83 19.59 18.61 19.20
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.67 13.41 12.45 12.60
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.41 18.94 18.10 18.10
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.80 14.84 13.41 13.54
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.94 15.77 14.94 15.26
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.49 15.92 15.30 15.30
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      80.74
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.74 24.40 21.74 21.84
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.21 16.80 15.21 16.03
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.24 9.24 8.75 8.88
VPD - CBOE VIX Premium Strategy Index
      Close
      236.87
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      234.12
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.67
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
57.61 59.10 56.08 56.08
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.90 65.29 62.83 62.98
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.49
EXQ - CBOE Exchange Index
Open High Low Close
109.33 110.07 108.99 109.49
CYX - CBOE China Index
Open High Low Close
618.18 618.54 615.87 618.02



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 310,644 261,413 572,057  
Open Interest 6,423,712 2,255,004 8,678,716  
  High Low Close Change
Level 14.79 13.89 13.89 -0.32
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 19.69 18.98 19.51 0.37
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 679 45 724  
  High Low Close Change
Level 19.59 18.61 19.20 0.84
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 1 1 2  
Open Interest 220 42 262  
  High Low Close Change
Level 24.40 21.74 21.84 0.10
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 1 115 116  
Open Interest 129 108 237  
  High Low Close Change
Level 16.80 15.21 16.03 0.82
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 31 1 32  
  High Low Close Change
Level 14.79 13.89 13.89 -0.32
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 1,562.60 1,552.52 1,559.98 6.29
S&P 500 Index - (SPX)
  Call Put Total  
Volume 262,098 375,268 637,366  
Open Interest 4,022,460 6,847,439 10,869,899  
  High Low Close Change
Level 1,562.60 1,552.52 1,559.98 6.29
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 4,254 4,646 8,900  
Open Interest 28,213 36,395 64,608  
  High Low Close Change
Level 1,562.60 1,552.52 1,559.98 6.29
S&P 500 Index Weeklys
  Call Put Total  
Volume 64,833 166,564 231,397  
Open Interest 327,002 559,310 886,312  
  High Low Close Change
Level 1,562.60 1,552.52 1,559.98 6.29
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 186 527 713  
Open Interest 5,659 14,811 20,470  
  High Low Close Change
Level 156.26 155.25 156.00 0.63
SPDR Options - (SPY)
  Call Put Total  
Volume 171,850 310,392 482,242  
Open Interest 6,546,179 13,033,720 19,579,899  
  High Low Close Change
Level 156.17 155.09 155.86 0.70
SPDR Options LEAPS
  Call Put Total  
Volume 3,659 4,795 8,454  
Open Interest 772,543 1,256,059 2,028,602  
  High Low Close Change
Level 156.17 155.09 155.86 0.70
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 72,357 114,404 186,761  
Open Interest 872,469 1,261,750 2,134,219  
  High Low Close Change
Level 156.17 155.09 155.86 0.70
S&P 100 Index - (OEX)
  Call Put Total  
Volume 2,961 5,333 8,294  
Open Interest 23,995 30,788 54,783  
  High Low Close Change
Level 704.31 699.66 702.97 2.42
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 10 0 10  
Open Interest 658 554 1,212  
  High Low Close Change
Level 704.31 699.66 702.97 2.42
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,417 3,387 4,804  
Open Interest 3,645 4,952 8,597  
  High Low Close Change
Level 704.31 699.66 702.97 2.42
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 105 204 309  
Open Interest 7,416 9,947 17,363  
  High Low Close Change
Level 704.31 699.66 702.97 2.42
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 264 847  
  High Low Close Change
Level 704.31 699.66 702.97 2.42
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 79 137 216  
Open Interest 2,576 6,386 8,962  
  High Low Close Change
Level 704.31 699.66 702.97 2.42
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 21,399 19,415 40,814  
Open Interest 2,072,662 1,154,100 3,226,762  
  High Low Close Change
Level 150.60 149.44 150.25 -0.44
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 22,176 18,186 40,362  
Open Interest 1,256,081 1,655,130 2,911,211  
  High Low Close Change
Level 68.60 68.06 68.43 0.02
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 111 228 339  
Open Interest 171,553 223,086 394,639  
  High Low Close Change
Level 68.60 68.06 68.43 0.02
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 9,676 8,325 18,001  
Open Interest 134,417 174,631 309,048  
  High Low Close Change
Level 68.60 68.06 68.43 0.02
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,947 4,291 7,238  
  High Low Close Change
Level 70.52 70.04 70.36 0.24
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,234 250 1,484  
  High Low Close Change
Level 70.52 70.04 70.36 0.24
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 18 2 20  
Open Interest 61,789 16,095 77,884  
  High Low Close Change
Level 280.03 277.94 279.49 -0.01
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 461 2,865 3,326  
  High Low Close Change
Level 280.03 277.94 279.49 -0.01
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,198 1,814 4,012  
Open Interest 90,042 142,287 232,329  
  High Low Close Change
Level 2,800.59 2,779.34 2,794.92 -0.12
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,310 5,878 8,188  
Open Interest 252,992 279,103 532,095  
  High Low Close Change
Level 145.98 145.09 145.76 0.63
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 178 37 215  
Open Interest 47,813 41,874 89,687  
  High Low Close Change
Level 145.98 145.09 145.76 0.63
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 581 2,781 3,362  
Open Interest 4,392 14,771 19,163  
  High Low Close Change
Level 145.98 145.09 145.76 0.63
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,569 2,076 3,645  
Open Interest 102,026 70,437 172,463  
  High Low Close Change
Level 146.25 145.39 146.06 0.56
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 67 67  
Open Interest 47,016 10,562 57,578  
  High Low Close Change
Level 146.25 145.39 146.06 0.56
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 84 91 175  
  High Low Close Change
Level 57.15 56.70 57.15 0.18
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 25,470 158,117 183,587  
Open Interest 1,500,571 3,859,497 5,360,068  
  High Low Close Change
Level 91.94 90.96 91.91 0.84
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 122 208 330  
Open Interest 220,257 388,853 609,110  
  High Low Close Change
Level 91.94 90.96 91.91 0.84
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 16,405 47,428 63,833  
Open Interest 155,138 264,737 419,875  
  High Low Close Change
Level 91.94 90.96 91.91 0.84
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 4,314 5,996 10,310  
Open Interest 290,079 448,945 739,024  
  High Low Close Change
Level 925.74 917.24 925.66 6.95
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 614 1,593 2,207  
Open Interest 49,858 108,821 158,679  
  High Low Close Change
Level 128.38 126.78 128.28 0.90
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 10 154 164  
Open Interest 3,539 8,316 11,855  
  High Low Close Change
Level 128.38 126.78 128.28 0.90
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 47 0 47  
Open Interest 47,946 18,586 66,532  
  High Low Close Change
Level 25.86 25.75 25.83 -0.09
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,186 1,694 2,880  
  High Low Close Change
Level 17.49 17.23 17.42 0.16
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 8 0 8  
Open Interest 22,558 9,257 31,815  
  High Low Close Change
Level 26.74 26.52 26.71 -0.03
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 113 109 222  
  High Low Close Change
Level 28.40 27.94 28.26 -0.14
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,225 1,541 3,766  
  High Low Close Change
Level 26.12 25.68 25.98 -0.32
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 687 233 920  
  High Low Close Change
Level 52.31 51.85 52.18 -0.24
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 233 144 377  
  High Low Close Change
Level 45.91 45.46 45.60 -0.16
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 14 0 14  
Open Interest 572 130 702  
  High Low Close Change
Level 53.01 52.65 52.90 -0.17
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,627 1,086 3,713  
  High Low Close Change
Level 31.98 31.60 31.82 -0.21
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,768 1,864 3,632  
Open Interest 236,145 172,999 409,144  
  High Low Close Change
Level 21.67 21.04 21.47 0.23
United States Oil Fund - (USO)
  Call Put Total  
Volume 6,782 8,651 15,433  
Open Interest 544,390 584,024 1,128,414  
  High Low Close Change
Level 33.61 32.97 33.40 -0.37
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,018 1,635 2,653  
Open Interest 696,297 1,376,936 2,073,233  
  High Low Close Change
Level 59.10 58.59 59.05 0.51
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 26 0 26  
Open Interest 170 35 205  
  High Low Close Change
Level 97.64 96.81 97.62 0.80
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 29 177 206  
Open Interest 7,110 15,656 22,766  
  High Low Close Change
Level 160.90 158.73 160.18 0.70
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,422 1,757 3,179  
  High Low Close Change
Level 44.21 43.71 44.00 -0.03
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 10 10  
Open Interest 28 46 74  
  High Low Close Change
Level 98.09 97.19 97.60 0.43
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 34 0 34  
Open Interest 20,619 5,591 26,210  
  High Low Close Change
Level 63.30 62.87 63.29 0.48
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 32 21 53  
Open Interest 2,079 34,989 37,068  
  High Low Close Change
Level 108.16 107.88 108.13 0.43
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,019 4,965 7,984  
  High Low Close Change
Level 81.91 81.02 81.89 0.67
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 12 0 12  
Open Interest 2,993 2,916 5,909  
  High Low Close Change
Level 104.68 103.59 104.65 0.80
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 8 8  
Open Interest 148 38 186  
  High Low Close Change
Level 68.71 68.28 68.67 0.38
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,670 793 4,463  
  High Low Close Change
Level 125.20 124.35 125.19 0.76
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 1 3 4  
Open Interest 848 542 1,390  
  High Low Close Change
Level 49.16 48.64 49.14 0.71
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,260 492 1,752  
Open Interest 68,261 137,771 206,032  
  High Low Close Change
Level 52.94 52.49 52.84 0.30
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 82,369 33,264 115,633  
Open Interest 915,572 1,632,859 2,548,431  
  High Low Close Change
Level 20.88 20.03 20.06 -0.36
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 2 0 2  
Open Interest 1,164 13,201 14,365  
  High Low Close Change
Level 21.76 21.33 21.35 -0.20
 
CBOE Volatility Index (VIX)