Cboe Daily Market Statistics Archives
Cboe Daily Market Statistics Archives
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CBOE Market Summary for 05/17/2002 Put/Call Ratio: .72
BXM : 577.35
VXN OPENING VALUE: 44.43
VXN HIGH VALUE : 45.43
VXN LOW VALUE : 42.94
VXN CLOSING VALUE: 42.94
VIX OPENING VALUE: 21.28
VIX HIGH VALUE : 21.61
VIX LOW VALUE : 20.17
VIX CLOSING VALUE: 20.28
EQUITY OPTION
TOTAL EQUITY CALL VOLUME : 721163
TOTAL EQUITY PUT VOLUME : 462520
TOTAL VOLUME : 1183683
INDEX OPTION
TOTAL INDEX CALL VOLUME : 112306
TOTAL INDEX PUT VOLUME : 134129
TOTAL VOLUME : 246435
Sum of All Products
TOTAL CALL VOLUME: 833624 TOTAL CALL OPEN INTEREST:54098198
TOTAL PUT VOLUME: 596669 TOTAL PUT OPEN INTEREST:35357562
TOTAL VOLUME: 1430293 TOTAL OPEN INTEREST:89455760
Equity LEAPS Summary
TOTAL CALL VOLUME: 34087 TOTAL CALL OPEN INTEREST:13864210
TOTAL PUT VOLUME: 18099 TOTAL PUT OPEN INTEREST: 8723206
TOTAL VOLUME: 52186 TOTAL OPEN INTEREST:22587416
S and P 100 Index-(OEX)
OEX CALL VOLUME: 45625 OEX CALL OPEN INTEREST: 149448
OEX PUT VOLUME: 37715 OEX PUT OPEN INTEREST: 150117
OEX TOTAL VOLUME: 83340 OEX TOTAL OPEN INTEREST: 299565
OEX LEVELS HIGH: 553.33 LOW: 547.60 CLOSE: 553.30 +5.42
S and P 100 Index LEAPS
OEX LEAPS CALL VOLUME: 0 OEX LEAPS CALL OPEN INTEREST: 906
OEX LEAPS PUT VOLUME: 4 OEX LEAPS PUT OPEN INTEREST: 1217
OEX LEAPS TOTAL VOLUME: 4 OEX LEAPS TOTAL OPEN INTEREST: 2123
OEX LEAPS LEVELS HIGH: 110.67 LOW: 109.52 CLOSE: 110.66 +1.08
S and P 100 Index-European-(XEO)
XEO CALL VOLUME: 13454 XEO CALL OPEN INTEREST: 74181
XEO PUT VOLUME: 11234 XEO PUT OPEN INTEREST: 77302
XEO TOTAL VOLUME: 24688 XEO TOTAL OPEN INTEREST: 151483
XEO LEVELS HIGH: 553.33 LOW: 547.60 CLOSE: 553.30 +5.42
S and P 100 Index LEAPS-European
XEO LEAPS CALL VOLUME: 0 XEO LEAPS CALL OPEN INTEREST: 50
XEO LEAPS PUT VOLUME: 0 XEO LEAPS PUT OPEN INTEREST: 418
XEO LEAPS TOTAL VOLUME: 0 XEO LEAPS TOTAL OPEN INTEREST: 468
XEO LEAPS LEVELS HIGH: 553.33 LOW: 547.60 CLOSE: 553.30 +5.42
S and P 100 Index Fund Options-(OEF)
OEF CALL VOLUME: 45 OEF CALL OPEN INTEREST: 14262
OEF PUT VOLUME: 24 OEF PUT OPEN INTEREST: 2058
OEF TOTAL VOLUME: 69 OEF TOTAL OPEN INTEREST: 16320
OEF LEVELS HIGH: 55.57 LOW: 55.02 CLOSE: 55.57 +0.58
S and P 500 Index-(SPX)
SPX CALL VOLUME: 28459 SPX CALL OPEN INTEREST: 842677
SPX PUT VOLUME: 47766 SPX PUT OPEN INTEREST: 1015204
SPX TOTAL VOLUME: 76225 SPX TOTAL OPEN INTEREST: 1857881
SPX LEVELS HIGH: 1106.59 LOW: 1096.77 CLOSE: 1106.59 +8.36
S and P 500 Index LEAPS-(LSZ,LSW,LSY)
SPX LEAPS CALL VOLUME: 9 SPX LEAPS CALL OPEN INTEREST: 654230
SPX LEAPS PUT VOLUME: 736 SPX LEAPS PUT OPEN INTEREST: 509723
SPX LEAPS TOTAL VOLUME: 745 SPX LEAPS TOTAL OPEN INTEREST: 1163953
SPX LEAPS LEVELS HIGH: 110.66 LOW: 109.68 CLOSE: 110.66 +0.84
Options on the Nasdaq 100 Index Tracking Stock-(QQQ)
QQQ CALL VOLUME: 46979 QQQ CALL OPEN INTEREST: 2248487
QQQ PUT VOLUME: 29646 QQQ PUT OPEN INTEREST: 1924892
QQQ TOTAL VOLUME: 76625 QQQ TOTAL OPEN INTEREST: 4173379
QQQ LEVELS HIGH: 33.40 LOW: 32.48 CLOSE: 32.93 +0.07
Options on the Nasdaq 100 Index Tracking Stock LEAPS
QQQ LEAPS CALL VOLUME: 112 QQQ LEAPS CALL OPEN INTEREST: 991502
QQQ LEAPS PUT VOLUME: 254 QQQ LEAPS PUT OPEN INTEREST: 515354
QQQ LEAPS TOTAL VOLUME: 366 QQQ LEAPS TOTAL OPEN INTEREST: 1506856
QQQ LEAPS LEVELS HIGH: 33.40 LOW: 32.48 CLOSE: 32.93 +0.07
CBOE Mini-NDX Index-(MNX)
MNX CALL VOLUME: 17443 MNX CALL OPEN INTEREST: 492529
MNX PUT VOLUME: 3495 MNX PUT OPEN INTEREST: 424522
MNX TOTAL VOLUME: 20938 MNX TOTAL OPEN INTEREST: 917051
MNX LEVELS HIGH: 134.24 LOW: 130.57 CLOSE: 132.58 +0.99
CBOE Mini-NDX LEAPS
MNX LEAPS CALL VOLUME: 0 MNX LEAPS CALL OPEN INTEREST: 85523
MNX LEAPS PUT VOLUME: 0 MNX LEAPS PUT OPEN INTEREST: 56546
MNX LEAPS TOTAL VOLUME: 0 MNX LEAPS TOTAL OPEN INTEREST: 142069
MNX LEAPS LEVELS HIGH: 134.24 LOW: 130.57 CLOSE: 132.58 +0.99
Nasdaq 100 Index-(NDX)
NDX CALL VOLUME: 1040 NDX CALL OPEN INTEREST: 46315
NDX PUT VOLUME: 1116 NDX PUT OPEN INTEREST: 46728
NDX TOTAL VOLUME: 2156 NDX TOTAL OPEN INTEREST: 93043
NDX LEVELS HIGH: 1342.43 LOW: 1305.71 CLOSE: 1325.80 +9.95
Dow Jones Industrial Average Index-(DJX]
DJX CALL VOLUME: 4045 DJX CALL OPEN INTEREST: 225143
DJX PUT VOLUME: 29341 DJX PUT OPEN INTEREST: 446392
DJX TOTAL VOLUME: 33386 DJX TOTAL OPEN INTEREST: 671535
DJX LEVELS HIGH: 103.53 LOW: 102.57 CLOSE: 103.53 +0.64
Dow Jones Industrial Ave LEAPS
DJX LEAPS CALL VOLUME: 5 DJX LEAPS CALL OPEN INTEREST: 18679
DJX LEAPS PUT VOLUME: 1017 DJX LEAPS PUT OPEN INTEREST: 77293
DJX LEAPS TOTAL VOLUME: 1022 DJX LEAPS TOTAL OPEN INTEREST: 95972
DJX LEAPS LEVELS HIGH: 103.53 LOW: 102.57 CLOSE: 103.53 +0.64
Dow Jones Trans Ave Index-(DTX)
DTX CALL VOLUME: 0 DTX CALL OPEN INTEREST: 517
DTX PUT VOLUME: 0 DTX PUT OPEN INTEREST: 677
DTX TOTAL VOLUME: 0 DTX TOTAL OPEN INTEREST: 1194
DTX LEVELS HIGH: 279.84 LOW: 277.03 CLOSE: 279.84 +2.94
Dow Jones Trans Ave Index LEAPS
DTX LEAPS CALL VOLUME: 0 DTX LEAPS CALL OPEN INTEREST: 0
DTX LEAPS PUT VOLUME: 0 DTX LEAPS PUT OPEN INTEREST: 5
DTX LEAPS TOTAL VOLUME: 0 DTX LEAPS TOTAL OPEN INTEREST: 5
DTX LEAPS LEVELS HIGH: 27.98 LOW: 27.70 CLOSE: 27.98 +0.29
Dow Jones Utilities Average Index-(DUX)
DUX CALL VOLUME: 0 DUX CALL OPEN INTEREST: 2
DUX PUT VOLUME: 0 DUX PUT OPEN INTEREST: 3
DUX TOTAL VOLUME: 0 DUX TOTAL OPEN INTEREST: 5
DUX LEVELS HIGH: 286.01 LOW: 276.99 CLOSE: 282.81 -3.22
Dow Jones REIT Index-(DJR)
DJR CALL VOLUME: 0 DJR CALL OPEN INTEREST: 13
DJR PUT VOLUME: 0 DJR PUT OPEN INTEREST: 2
DJR TOTAL VOLUME: 0 DJR TOTAL OPEN INTEREST: 15
DJR LEVELS HIGH: 156.82 LOW: 156.07 CLOSE: 156.82 +0.66
Dow Jones Internet Commerce Index-(ECM)
ECM CALL VOLUME: 0 ECM CALL OPEN INTEREST: 20
ECM PUT VOLUME: 0 ECM PUT OPEN INTEREST: 85
ECM TOTAL VOLUME: 0 ECM TOTAL OPEN INTEREST: 105
ECM LEVELS HIGH: 49.62 LOW: 48.30 CLOSE: 49.00 +0.27
Options on The Dow 10-(MUT)
MUT CALL VOLUME: 0 MUT CALL OPEN INTEREST: 236
MUT PUT VOLUME: 0 MUT PUT OPEN INTEREST: 235
MUT TOTAL VOLUME: 0 MUT TOTAL OPEN INTEREST: 471
MUT LEVELS HIGH: 98.43 LOW: 97.52 CLOSE: 98.39 +0.55
Morgan Stanley Biotech Index-(MVB)
MVB CALL VOLUME: 0 MVB CALL OPEN INTEREST: 870
MVB PUT VOLUME: 0 MVB PUT OPEN INTEREST: 955
MVB TOTAL VOLUME: 0 MVB TOTAL OPEN INTEREST: 1825
MVB LEVELS HIGH: 60.51 LOW: 58.36 CLOSE: 60.39 +2.03
Morgan Stanley Oil Services Index-(MGO)
MGO CALL VOLUME: 0 MGO CALL OPEN INTEREST: 1
MGO PUT VOLUME: 0 MGO PUT OPEN INTEREST: 11
MGO TOTAL VOLUME: 0 MGO TOTAL OPEN INTEREST: 12
MGO LEVELS HIGH: 88.29 LOW: 85.59 CLOSE: 86.28 -1.98
Morgan Stanley Retail Index-(MVR)
MVR CALL VOLUME: 5 MVR CALL OPEN INTEREST: 342
MVR PUT VOLUME: 0 MVR PUT OPEN INTEREST: 1563
MVR TOTAL VOLUME: 5 MVR TOTAL OPEN INTEREST: 1905
MVR LEVELS HIGH: 123.39 LOW: 122.19 CLOSE: 122.69 +0.06
Goldman Sachs Composite Index-(GTC)
GTC CALL VOLUME: 0 GTC CALL OPEN INTEREST: 6
GTC PUT VOLUME: 0 GTC PUT OPEN INTEREST: 6
GTC TOTAL VOLUME: 0 GTC TOTAL OPEN INTEREST: 12
GTC LEVELS HIGH: 174.29 LOW: 170.81 CLOSE: 172.96 +1.61
Goldman Sachs Hardware Index-(GHA)
GHA CALL VOLUME: 0 GHA CALL OPEN INTEREST: 8
GHA PUT VOLUME: 0 GHA PUT OPEN INTEREST: 8
GHA TOTAL VOLUME: 0 GHA TOTAL OPEN INTEREST: 16
GHA LEVELS HIGH: 226.97 LOW: 221.07 CLOSE: 223.74 +0.62
Goldman Sachs Internet Index-(GIN)
GIN CALL VOLUME: 0 GIN CALL OPEN INTEREST: 101
GIN PUT VOLUME: 0 GIN PUT OPEN INTEREST: 100
GIN TOTAL VOLUME: 0 GIN TOTAL OPEN INTEREST: 201
GIN LEVELS HIGH: 89.18 LOW: 87.17 CLOSE: 88.45 +1.05
Goldman Sachs Multimedia Networking Index-(GIP)
GIP CALL VOLUME: 0 GIP CALL OPEN INTEREST: 297
GIP PUT VOLUME: 2 GIP PUT OPEN INTEREST: 217
GIP TOTAL VOLUME: 2 GIP TOTAL OPEN INTEREST: 514
GIP LEVELS HIGH: 90.80 LOW: 88.10 CLOSE: 89.76 +1.14
Goldman Sachs Semiconductor Index-(GSM)
GSM CALL VOLUME: 0 GSM CALL OPEN INTEREST: 39
GSM PUT VOLUME: 0 GSM PUT OPEN INTEREST: 66
GSM TOTAL VOLUME: 0 GSM TOTAL OPEN INTEREST: 105
GSM LEVELS HIGH: 275.68 LOW: 268.43 CLOSE: 272.71 +1.26
Goldman Sachs Services Index-(GSV)
GSV CALL VOLUME: 0 GSV CALL OPEN INTEREST: 0
GSV PUT VOLUME: 0 GSV PUT OPEN INTEREST: 0
GSV TOTAL VOLUME: 0 GSV TOTAL OPEN INTEREST: 0
GSV LEVELS HIGH: 159.46 LOW: 157.62 CLOSE: 158.86 +1.24
Goldman Sachs Software Index-(GSO)
GSO CALL VOLUME: 40 GSO CALL OPEN INTEREST: 91
GSO PUT VOLUME: 30 GSO PUT OPEN INTEREST: 33
GSO TOTAL VOLUME: 70 GSO TOTAL OPEN INTEREST: 124
GSO LEVELS HIGH: 135.93 LOW: 132.46 CLOSE: 134.62 +1.77
New York Stock Exchange Composite Index-(NYA)
NYA CALL VOLUME: 0 NYA CALL OPEN INTEREST: 5
NYA PUT VOLUME: 0 NYA PUT OPEN INTEREST: 24
NYA TOTAL VOLUME: 0 NYA TOTAL OPEN INTEREST: 29
NYA LEVELS HIGH: 585.78 LOW: 581.20 CLOSE: 585.78 +4.10
Russell 2000 Index-(RUT)
RUT CALL VOLUME: 1368 RUT CALL OPEN INTEREST: 13014
RUT PUT VOLUME: 1379 RUT PUT OPEN INTEREST: 13109
RUT TOTAL VOLUME: 2747 RUT TOTAL OPEN INTEREST: 26123
RUT LEVELS HIGH: 510.18 LOW: 505.73 CLOSE: 508.94 +1.54
CBOE Gold Index-(GOX)
GOX CALL VOLUME: 0 GOX CALL OPEN INTEREST: 3163
GOX PUT VOLUME: 0 GOX PUT OPEN INTEREST: 396
GOX TOTAL VOLUME: 0 GOX TOTAL OPEN INTEREST: 3559
GOX LEVELS HIGH: 60.70 LOW: 58.28 CLOSE: 60.70 +2.28
CBOE Internet Index-(INX)
INX CALL VOLUME: 550 INX CALL OPEN INTEREST: 142
INX PUT VOLUME: 0 INX PUT OPEN INTEREST: 21
INX TOTAL VOLUME: 550 INX TOTAL OPEN INTEREST: 163
INX LEVELS HIGH: 103.08 LOW: 100.00 CLOSE: 102.38 +2.38
CBOE Internet Index LEAPS
INX LEAPS CALL VOLUME: 0 INX LEAPS CALL OPEN INTEREST: 110
INX LEAPS PUT VOLUME: 0 INX LEAPS PUT OPEN INTEREST: 210
INX LEAPS TOTAL VOLUME: 0 INX LEAPS TOTAL OPEN INTEREST: 320
INX LEAPS LEVELS HIGH: 10.31 LOW: 10.00 CLOSE: 10.24 +0.24
Short Term Interest Rate Index-(IRX)
IRX CALL VOLUME: 10 IRX CALL OPEN INTEREST: 151
IRX PUT VOLUME: 10 IRX PUT OPEN INTEREST: 87
IRX TOTAL VOLUME: 20 IRX TOTAL OPEN INTEREST: 238
IRX LEVELS HIGH: 17.20 LOW: 17.20 CLOSE: 17.20 -0.20
5 Year Treasury Yield Option-(FVX)
FVX CALL VOLUME: 0 FVX CALL OPEN INTEREST: 236
FVX PUT VOLUME: 0 FVX PUT OPEN INTEREST: 801
FVX TOTAL VOLUME: 0 FVX TOTAL OPEN INTEREST: 1037
FVX LEVELS HIGH: 46.08 LOW: 45.20 CLOSE: 45.84 +0.64
10 Year Treasury Yield Option-(TNX)
TNX CALL VOLUME: 90 TNX CALL OPEN INTEREST: 777
TNX PUT VOLUME: 10 TNX PUT OPEN INTEREST: 3268
TNX TOTAL VOLUME: 100 TNX TOTAL OPEN INTEREST: 4045
TNX LEVELS HIGH: 52.67 LOW: 51.94 CLOSE: 52.41 +0.54
30 Year Treasury Yield Option-(TYX)
TYX CALL VOLUME: 55 TYX CALL OPEN INTEREST: 829
TYX PUT VOLUME: 0 TYX PUT OPEN INTEREST: 1038
TYX TOTAL VOLUME: 55 TYX TOTAL OPEN INTEREST: 1867
TYX LEVELS HIGH: 57.69 LOW: 57.12 CLOSE: 57.42 +0.46
CBOE Mexico Index-(MEX)
MEX CALL VOLUME: 0 MEX CALL OPEN INTEREST: 82
MEX PUT VOLUME: 0 MEX PUT OPEN INTEREST: 87
MEX TOTAL VOLUME: 0 MEX TOTAL OPEN INTEREST: 169
MEX LEVELS HIGH: 96.36 LOW: 94.79 CLOSE: 95.66 -0.26
S and P Small Cap 600 Index-(SML)
SML CALL VOLUME: 5 SML CALL OPEN INTEREST: 527
SML PUT VOLUME: 2 SML PUT OPEN INTEREST: 683
SML TOTAL VOLUME: 7 SML TOTAL OPEN INTEREST: 1210
SML LEVELS HIGH: 255.12 LOW: 252.45 CLOSE: 254.03 +0.79
CBOE Technology Index-(TXX)
TXX CALL VOLUME: 0 TXX CALL OPEN INTEREST: 17
TXX PUT VOLUME: 0 TXX PUT OPEN INTEREST: 162
TXX TOTAL VOLUME: 0 TXX TOTAL OPEN INTEREST: 179
TXX LEVELS HIGH: 480.87 LOW: 469.59 CLOSE: 475.69 +2.95
CBOE Oil Index-(OIX)
OIX CALL VOLUME: 0 OIX CALL OPEN INTEREST: 40
OIX PUT VOLUME: 0 OIX PUT OPEN INTEREST: 18
OIX TOTAL VOLUME: 0 OIX TOTAL OPEN INTEREST: 58
OIX LEVELS HIGH: 329.85 LOW: 326.00 CLOSE: 328.71 -1.14
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