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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, March 08, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 0.93
Exchange Traded Products Put/Call Ratio 1.35
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.61
Sum of All Products
  Call Put Total  
Volume 2,467,133 2,226,949 4,694,082  
Open Interest 136,050,324 127,768,459 263,818,783  
Index Options
  Call Put Total  
Volume 967,761 897,580 1,865,341  
Exchange Traded Products
  Call Put Total  
Volume 555,420 747,426 1,302,846  
Equity Options
  Call Put Total  
Volume 943,952 581,943 1,525,895  

Equity LEAPS
  Call Put Total  
Volume 58,455 42,497 100,952  
Open Interest 27,022,540 20,486,947 47,509,487  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 387,858 363,238 751,096  
Open Interest 2,976,172 3,823,862 6,800,034  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
936.51 937.92 936.25 937.80
VXTH - CBOE VIX Tail Hedge Index
      Close
      156.15
LOVOL - CBOE Low Volatility Index
Open High Low Close
146.41 146.62 145.99 146.55
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
534.91 537.56 534.26 536.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,258.90 1,260.84 1,254.93 1,260.26
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
380.64 380.73 379.69 380.69
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
239.37 240.06 239.37 239.96
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
182.93 183.40 182.77 183.26
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,263.82 1,265.12 1,263.72 1,264.93
VIX - CBOE Volatility Index
Open High Low Close
12.67 13.30 12.49 12.59
VVIX - CBOE VVIX Index
Open High Low Close
75.93 78.23 75.93 76.65
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.45 16.60 15.26 15.26
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.06 12.13 11.40 11.64
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.50 16.72 15.35 15.40
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.18 12.79 11.34 11.62
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.84 14.44 13.52 13.72
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.45 14.97 14.43 14.52
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.27
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.22 21.37 20.72 20.80
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.07 15.11 13.50 13.54
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.68 8.68 8.47 8.50
VPD - CBOE VIX Premium Strategy Index
      Close
      233.12
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      230.65
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.27
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
54.02 56.23 54.02 55.44
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
63.07 63.48 61.71 62.19
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.62
EXQ - CBOE Exchange Index
Open High Low Close
113.00 113.37 112.37 112.58
CYX - CBOE China Index
Open High Low Close
627.40 632.12 627.36 631.52



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 462,358 284,145 746,503  
Open Interest 5,910,476 2,540,826 8,451,302  
  High Low Close Change
Level 13.30 12.49 12.59 -0.47
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 4 0 4  
  High Low Close Change
Level 18.12 17.45 17.45 -0.55
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 68 10 78  
  High Low Close Change
Level 16.60 15.26 15.26 -1.26
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 5 7 12  
Open Interest 176 40 216  
  High Low Close Change
Level 21.37 20.72 20.80 -0.49
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 5 10 15  
Open Interest 118 50 168  
  High Low Close Change
Level 15.11 13.50 13.54 -1.30
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 220 0 220  
  High Low Close Change
Level 13.30 12.49 12.59 -0.47
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 1,552.45 1,542.94 1,551.18 6.92
S&P 500 Index - (SPX)
  Call Put Total  
Volume 421,484 567,653 989,137  
Open Interest 4,754,158 8,287,244 13,041,402  
  High Low Close Change
Level 1,552.48 1,542.94 1,551.18 6.92
S&P 500 Index - PM Settled - (SPXPM)
  Call Put Total  
Volume 7,885 5,664 13,549  
Open Interest 28,847 44,553 73,400  
  High Low Close Change
Level 1,552.48 1,542.94 1,551.18 6.92
S&P 500 Index Weeklys
  Call Put Total  
Volume 91,422 116,914 208,336  
Open Interest 227,115 595,861 822,976  
  High Low Close Change
Level 1,552.48 1,542.94 1,551.18 6.92
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 80 321 401  
Open Interest 4,673 12,211 16,884  
  High Low Close Change
Level 155.25 154.29 155.12 0.69
SPDR Options - (SPY)
  Call Put Total  
Volume 240,148 452,912 693,060  
Open Interest 7,944,165 15,070,676 23,014,841  
  High Low Close Change
Level 155.65 154.66 155.43 0.62
SPDR Options LEAPS
  Call Put Total  
Volume 963 2,550 3,513  
Open Interest 666,079 1,028,866 1,694,945  
  High Low Close Change
Level 155.65 154.66 155.43 0.62
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 65,458 83,936 149,394  
Open Interest 503,401 1,154,158 1,657,559  
  High Low Close Change
Level 155.65 154.66 155.43 0.62
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,421 5,070 8,491  
Open Interest 22,536 33,138 55,674  
  High Low Close Change
Level 698.88 694.61 698.27 2.45
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 625 482 1,107  
  High Low Close Change
Level 698.88 694.61 698.27 2.45
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 719 1,032 1,751  
Open Interest 1,254 7,694 8,948  
  High Low Close Change
Level 698.88 694.61 698.27 2.45
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 717 2,080 2,797  
Open Interest 7,647 7,229 14,876  
  High Low Close Change
Level 698.88 694.61 698.27 2.45
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 583 165 748  
  High Low Close Change
Level 698.88 694.61 698.27 2.45
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 90 1,650 1,740  
Open Interest 580 957 1,537  
  High Low Close Change
Level 698.88 694.61 698.27 2.45
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 17,714 17,877 35,591  
Open Interest 2,603,402 1,455,504 4,058,906  
  High Low Close Change
Level 153.29 151.40 152.72 0.02
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 41,542 22,339 63,881  
Open Interest 1,615,434 1,870,517 3,485,951  
  High Low Close Change
Level 69.02 68.50 68.77 0.06
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 425 377 802  
Open Interest 173,862 240,932 414,794  
  High Low Close Change
Level 69.02 68.50 68.77 0.06
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 9,184 9,426 18,610  
Open Interest 87,647 115,124 202,771  
  High Low Close Change
Level 69.02 68.50 68.77 0.06
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 22 22  
Open Interest 2,738 3,853 6,591  
  High Low Close Change
Level 70.26 69.80 70.14 0.19
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,152 217 1,369  
  High Low Close Change
Level 70.26 69.80 70.14 0.19
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 1,658 129 1,787  
Open Interest 64,966 52,898 117,864  
  High Low Close Change
Level 281.24 279.21 280.41 0.46
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 448 2,679 3,127  
  High Low Close Change
Level 281.24 279.21 280.41 0.46
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,738 18,841 23,579  
Open Interest 116,712 185,582 302,294  
  High Low Close Change
Level 2,812.73 2,792.13 2,804.11 4.62
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 4,852 4,882 9,734  
Open Interest 305,541 321,888 627,429  
  High Low Close Change
Level 144.02 143.21 143.78 0.62
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 36 18 54  
Open Interest 54,899 42,514 97,413  
  High Low Close Change
Level 144.02 143.21 143.78 0.62
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 735 521 1,256  
Open Interest 9,161 13,551 22,712  
  High Low Close Change
Level 144.02 143.21 143.78 0.62
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 5,790 4,147 9,937  
Open Interest 107,422 82,607 190,029  
  High Low Close Change
Level 144.13 143.29 143.97 0.68
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 134 134  
Open Interest 47,025 10,139 57,164  
  High Low Close Change
Level 144.13 143.29 143.97 0.68
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 77 78 155  
  High Low Close Change
Level 58.30 57.88 58.27 0.58
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 38,829 97,845 136,674  
Open Interest 1,760,426 5,494,277 7,254,703  
  High Low Close Change
Level 93.75 92.92 93.72 0.86
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 1,065 1,975 3,040  
Open Interest 160,533 308,875 469,408  
  High Low Close Change
Level 93.75 92.92 93.72 0.86
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 18,083 11,592 29,675  
Open Interest 107,421 227,026 334,447  
  High Low Close Change
Level 93.75 92.92 93.72 0.86
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 57,889 9,513 67,402  
Open Interest 334,592 469,499 804,091  
  High Low Close Change
Level 942.56 935.48 942.50 7.93
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 1,778 948 2,726  
Open Interest 64,785 132,996 197,781  
  High Low Close Change
Level 129.11 128.51 128.92 -1.03
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 10 10 20  
Open Interest 2,950 7,297 10,247  
  High Low Close Change
Level 129.11 128.51 128.92 -1.03
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 204 3 207  
Open Interest 67,927 18,629 86,556  
  High Low Close Change
Level 26.34 26.13 26.24 0.01
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,208 1,499 2,707  
  High Low Close Change
Level 18.19 18.07 18.08 -0.10
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 12 16 28  
Open Interest 22,571 10,312 32,883  
  High Low Close Change
Level 27.22 27.02 27.20 0.08
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 94 101 195  
  High Low Close Change
Level 28.52 28.21 28.49 0.19
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 28 0 28  
Open Interest 1,991 1,445 3,436  
  High Low Close Change
Level 25.76 25.48 25.71 0.10
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 21 21  
Open Interest 649 235 884  
  High Low Close Change
Level 53.95 53.21 53.73 0.06
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 235 141 376  
  High Low Close Change
Level 50.03 48.99 49.71 0.38
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 522 127 649  
  High Low Close Change
Level 54.01 53.39 53.86 0.02
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,510 935 3,445  
  High Low Close Change
Level 32.58 32.34 32.53 0.06
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,543 909 4,452  
Open Interest 206,572 130,745 337,317  
  High Low Close Change
Level 20.02 19.70 20.00 0.30
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,925 2,430 5,355  
Open Interest 576,176 597,203 1,173,379  
  High Low Close Change
Level 33.10 32.74 33.04 0.11
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 778 10,165 10,943  
Open Interest 782,772 1,297,589 2,080,361  
  High Low Close Change
Level 59.42 59.04 59.38 0.11
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 135 32 167  
  High Low Close Change
Level 94.55 93.80 94.43 0.35
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 53 162 215  
Open Interest 7,287 18,157 25,444  
  High Low Close Change
Level 155.77 154.05 155.66 1.29
iShares DJ US Energy Index Fund - (IYE)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,376 1,035 2,411  
  High Low Close Change
Level 44.95 44.62 44.86 0.17
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 10 10  
Open Interest 60 35 95  
  High Low Close Change
Level 93.45 92.86 93.31 0.25
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 5 26 31  
Open Interest 19,468 8,677 28,145  
  High Low Close Change
Level 62.08 61.72 62.01 0.28
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 181 181  
Open Interest 2,140 33,965 36,105  
  High Low Close Change
Level 105.84 105.57 105.67 -0.54
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,263 4,647 7,910  
  High Low Close Change
Level 83.40 82.74 83.27 0.62
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,142 3,148 5,290  
  High Low Close Change
Level 107.08 105.86 107.03 1.19
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 207 39 246  
  High Low Close Change
Level 69.17 68.67 69.14 0.50
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 8 0 8  
Open Interest 3,562 594 4,156  
  High Low Close Change
Level 125.99 124.98 125.91 0.94
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 8 8  
Open Interest 1,291 1,466 2,757  
  High Low Close Change
Level 47.86 47.42 47.75 0.46
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 426 419 845  
Open Interest 67,888 186,904 254,792  
  High Low Close Change
Level 52.70 52.15 52.61 0.55
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 35,911 24,496 60,407  
Open Interest 880,565 1,564,949 2,445,514  
  High Low Close Change
Level 22.27 21.49 21.63 -0.32
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 131 131  
Open Interest 1,658 14,388 16,046  
  High Low Close Change
Level 21.67 21.28 21.47 0.01
 
CBOE Volatility Index (VIX)