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.

CBOE Market Statistics Summary Data

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 Monday, May 05, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.87
Index Put/Call Ratio 0.96
Exchange Traded Products Put/Call Ratio 1.34
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.30
Sum of All Products
  Call Put Total  
Volume 1,501,316 1,307,786 2,809,102  
Open Interest 146,495,115 124,476,517 270,971,632  
Index Options
  Call Put Total  
Volume 440,075 424,510 864,585  
Exchange Traded Products
  Call Put Total  
Volume 279,798 374,654 654,452  
Equity Options
  Call Put Total  
Volume 781,443 508,622 1,290,065  

Equity LEAPS
  Call Put Total  
Volume 26,706 11,130 37,836  
Open Interest 8,034,417 5,127,126 13,161,543  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 376,844 413,072 789,916  
Open Interest 4,652,599 4,673,510 9,326,109  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,056.96 1,059.56 1,054.51 1,059.33
VXST - CBOE Short-term Volatility Index
Open High Low Close
13.42 13.78 11.93 12.25
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.73 16.83 16.29 16.41
VXTH - CBOE VIX Tail Hedge Index
      Close
      175.89
LOVOL - CBOE Low Volatility Index
Open High Low Close
165.16 165.90 164.66 165.90
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
621.94 624.87 620.07 624.85
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,465.92 1,473.73 1,460.81 1,473.16
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
427.87 429.67 427.12 429.57
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
262.25 263.06 261.18 262.86
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
199.85 200.60 198.81 200.44
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,418.44 1,422.35 1,416.79 1,422.12
VIX - CBOE Volatility Index
Open High Low Close
13.95 14.20 13.08 13.29
VVIX - CBOE VVIX Index
Open High Low Close
67.15 67.73 64.08 64.40
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.58 15.59 14.76 14.89
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.94 20.48 19.48 19.48
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.29 13.44 12.07 12.55
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.30 21.65 20.12 20.42
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.96 12.96 11.62 11.84
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.96 18.16 16.34 16.78
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.28 15.45 14.63 14.75
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      79.52
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.72 4.78 4.67 4.74
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
18.73 18.81 18.32 18.55
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.40 15.71 15.21 15.51
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.84 5.89 5.73 5.84
VPD - CBOE VIX Premium Strategy Index
      Close
      249.30
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      244.22
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.43 59.73 56.67 57.44
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
60.91 61.83 59.38 60.49
CYX - CBOE China Index
Open High Low Close
718.26 719.84 714.00 719.82
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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 184,601 55,014 239,615  
Open Interest 5,917,028 1,919,891 7,836,919  
  High Low Close Change
Level 14.20 13.08 13.29 0.38
CBOE Short-Term Volatility Index - (VXST)
  Call Put Total  
Volume 210 108 318  
Open Interest 264 377 641  
  High Low Close Change
Level 13.78 11.93 12.25 1.02
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 2 0 2  
  High Low Close Change
Level 26.94 26.42 26.44 0.93
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 56 57 113  
  High Low Close Change
Level 20.48 19.48 19.48 0.97
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 1 0 1  
Open Interest 10 162 172  
  High Low Close Change
Level 18.81 18.32 18.55 0.75
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 62 0 62  
  High Low Close Change
Level 15.71 15.21 15.51 0.66
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 43 0 43  
  High Low Close Change
Level 14.20 12.91 13.29 0.38
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 30 30  
  High Low Close Change
Level 1,885.49 1,866.77 1,884.66 3.52
S&P 500 Index - (SPX)
  Call Put Total  
Volume 220,143 329,243 549,386  
Open Interest 3,922,032 7,103,805 11,025,837  
  High Low Close Change
Level 1,885.51 1,866.77 1,884.66 3.52
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 976 1,813 2,789  
Open Interest 18,144 79,259 97,403  
  High Low Close Change
Level 1,885.51 1,866.77 1,884.66 3.52
S&P 500 Index Weeklys
  Call Put Total  
Volume 64,390 111,165 175,555  
Open Interest 316,652 509,918 826,570  
  High Low Close Change
Level 1,885.51 1,866.77 1,884.66 3.52
Mini-SPX Index Options - PM Settled - (XSP)
  Call Put Total  
Volume 93 320 413  
Open Interest 21,893 71,673 93,566  
  High Low Close Change
Level 188.55 186.68 188.47 0.36
Mini-SPX Index Options - AM Settled - (XSPAM)
  Call Put Total  
Volume 0 0 0  
Open Interest 289 674 963  
  High Low Close Change
Level 188.55 186.68 188.47 0.36
SPDR Options - (SPY)
  Call Put Total  
Volume 86,675 147,305 233,980  
Open Interest 4,812,493 10,342,514 15,155,007  
  High Low Close Change
Level 188.55 186.62 188.42 0.38
SPDR Options LEAPS
  Call Put Total  
Volume 803 1,250 2,053  
Open Interest 458,725 554,314 1,013,039  
  High Low Close Change
Level 188.55 186.62 188.42 0.38
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 50,047 64,555 114,602  
Open Interest 473,711 780,693 1,254,404  
  High Low Close Change
Level 188.55 186.62 188.42 0.38
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,497 2,016 3,513  
Open Interest 18,798 22,764 41,562  
  High Low Close Change
Level 835.49 827.71 835.15 1.29
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 6 6  
Open Interest 1,160 837 1,997  
  High Low Close Change
Level 835.49 827.71 835.15 1.29
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 640 796 1,436  
Open Interest 512 1,846 2,358  
  High Low Close Change
Level 835.49 827.71 835.15 1.29
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 299 520 819  
Open Interest 2,928 3,593 6,521  
  High Low Close Change
Level 835.49 827.71 835.15 1.29
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 709 826 1,535  
  High Low Close Change
Level 835.49 827.71 835.15 1.29
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 274 395 669  
Open Interest 328 499 827  
  High Low Close Change
Level 835.49 827.71 835.15 1.29
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 31,257 8,503 39,760  
Open Interest 1,296,579 869,735 2,166,314  
  High Low Close Change
Level 126.63 126.00 126.22 1.16
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 22,614 44,199 66,813  
Open Interest 1,949,218 2,284,351 4,233,569  
  High Low Close Change
Level 87.97 86.76 87.95 0.46
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 62 9 71  
Open Interest 49,428 57,234 106,662  
  High Low Close Change
Level 87.97 86.76 87.95 0.46
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 9,682 20,482 30,164  
Open Interest 97,912 146,534 244,446  
  High Low Close Change
Level 87.97 86.76 87.95 0.46
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,017 1,581 3,598  
  High Low Close Change
Level 83.66 82.88 83.63 0.14
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,117 142 1,259  
  High Low Close Change
Level 83.66 82.88 83.63 0.14
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 2 6 8  
Open Interest 6,885 14,203 21,088  
  High Low Close Change
Level 360.51 355.64 360.51 1.75
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,887 3,081 4,968  
  High Low Close Change
Level 360.51 355.64 360.51 1.75
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 10,844 11,015 21,859  
Open Interest 82,074 233,367 315,441  
  High Low Close Change
Level 3,605.26 3,556.40 3,605.09 17.45
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,300 3,459 5,759  
Open Interest 232,951 315,135 548,086  
  High Low Close Change
Level 165.17 163.45 164.93 0.18
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 0 10 10  
Open Interest 12,584 13,163 25,747  
  High Low Close Change
Level 165.17 163.45 164.93 0.18
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 742 1,119 1,861  
Open Interest 15,573 32,327 47,900  
  High Low Close Change
Level 165.17 163.45 164.93 0.18
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 443 1,556 1,999  
Open Interest 106,122 71,239 177,361  
  High Low Close Change
Level 165.48 163.77 165.31 0.18
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 13,803 9,357 23,160  
  High Low Close Change
Level 165.48 163.77 165.31 0.18
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 546 5,225 5,771  
  High Low Close Change
Level 72.28 71.23 72.03 -0.01
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 22,461 64,380 86,841  
Open Interest 1,900,212 4,167,354 6,067,566  
  High Low Close Change
Level 112.18 110.53 111.89 -0.14
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 73 5 78  
Open Interest 27,730 40,259 67,989  
  High Low Close Change
Level 112.18 110.53 111.89 -0.14
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 8,003 15,597 23,600  
Open Interest 166,090 263,718 429,808  
  High Low Close Change
Level 112.18 110.53 111.89 -0.14
CBOE Russell 2000 Volatility Index - (RVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 663 0 663  
  High Low Close Change
Level 21.65 20.12 20.42 0.38
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 14,430 22,469 36,899  
Open Interest 201,256 389,629 590,885  
  High Low Close Change
Level 1,127.99 1,115.56 1,126.30 -2.50
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 379 402 781  
Open Interest 27,787 76,729 104,516  
  High Low Close Change
Level 137.08 136.97 137.00 0.05
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 468 228 696  
  High Low Close Change
Level 137.08 136.97 137.00 0.05
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 100 153 253  
Open Interest 38,100 9,271 47,371  
  High Low Close Change
Level 29.24 28.97 29.12 0.18
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 464 57 521  
  High Low Close Change
Level 16.00 15.90 15.95 -0.07
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 1 8 9  
Open Interest 4,301 2,836 7,137  
  High Low Close Change
Level 26.27 26.18 26.23 -0.06
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 49 11 60  
  High Low Close Change
Level 29.35 29.17 29.26 -0.20
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 20 0 20  
Open Interest 334 140 474  
  High Low Close Change
Level 28.36 28.14 28.28 -0.12
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 51 125 176  
  High Low Close Change
Level 42.11 41.96 42.03 0.42
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 23 20 43  
  High Low Close Change
Level 32.47 32.39 32.47 0.12
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 86 14 100  
  High Low Close Change
Level 43.99 43.87 43.90 0.41
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 388 1,155 1,543  
  High Low Close Change
Level 33.16 33.02 33.10 -0.15
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,354 625 3,979  
Open Interest 137,802 233,723 371,525  
  High Low Close Change
Level 26.19 25.95 26.02 0.04
United States Oil Fund - (USO)
  Call Put Total  
Volume 1,952 6,445 8,397  
Open Interest 292,910 491,265 784,175  
  High Low Close Change
Level 36.26 35.96 36.14 -0.15
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,979 523 2,502  
Open Interest 588,008 1,400,602 1,988,610  
  High Low Close Change
Level 68.38 67.76 68.35 -0.05
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 7 0 7  
Open Interest 187 35 222  
  High Low Close Change
Level 107.42 106.30 107.42 0.92
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 844 779 1,623  
Open Interest 64,564 92,440 157,004  
  High Low Close Change
Level 233.28 225.34 233.28 4.23
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 644 424 1,068  
  High Low Close Change
Level 53.82 53.20 53.74 0.24
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 68 17 85  
  High Low Close Change
Level 122.35 120.28 122.35 0.78
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 6 0 6  
Open Interest 8,798 2,882 11,680  
  High Low Close Change
Level 74.45 73.81 74.39 0.19
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 62 62  
Open Interest 11,355 35,868 47,223  
  High Low Close Change
Level 102.71 102.42 102.50 -0.06
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 58 61 119  
Open Interest 4,109 4,428 8,537  
  High Low Close Change
Level 98.33 97.08 98.01 -0.23
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 49 10 59  
Open Interest 4,991 38,525 43,516  
  High Low Close Change
Level 129.66 127.54 129.47 0.00
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 466 17 483  
  High Low Close Change
Level 85.09 83.98 85.09 0.32
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 2 0 2  
Open Interest 3,084 1,884 4,968  
  High Low Close Change
Level 154.51 152.71 154.45 0.27
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 96 248 344  
  High Low Close Change
Level 58.75 58.25 58.56 -0.14
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 132 115 247  
Open Interest 68,462 88,365 156,827  
  High Low Close Change
Level 64.36 63.69 64.31 0.06
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 44,271 30,993 75,264  
Open Interest 1,039,381 2,297,759 3,337,140  
  High Low Close Change
Level 40.85 39.55 39.56 -0.45
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 10 10  
Open Interest 3,316 9,302 12,618  
  High Low Close Change
Level 14.80 14.59 14.61 -0.07
  VIX Snapshot

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