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 Friday, November 16, 2012


Symbol Listing:
 
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 447,903 185,732 633,635  
Open Interest 5,726,974 2,581,315 8,308,289  
  High Low Close Change
Level 18.50 16.41 16.41 -1.58
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 27.25 24.53 25.03 -1.78
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 0 10  
  High Low Close Change
Level 24.76 22.80 23.63 -0.68
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 0 12  
  High Low Close Change
Level 31.76 30.54 31.10 0.56
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 1 16 17  
Open Interest 110 33 143  
  High Low Close Change
Level 14.26 12.97 13.28 -0.98
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 7 2,030 2,037  
  High Low Close Change
Level 18.50 16.41 16.41 -1.58
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 1,362.03 1,343.36 1,359.88 6.55
S&P 500 Index - (SPX)
  Call Put Total  
Volume 438,352 718,021 1,156,373  
Open Interest 4,421,432 7,186,567 11,607,999  
  High Low Close Change
Level 1,362.03 1,343.35 1,359.88 6.55
S&P 500 Index Weeklys
  Call Put Total  
Volume 83,817 162,876 246,693  
Open Interest 156,654 290,457 447,111  
  High Low Close Change
Level 1,362.03 1,343.35 1,359.88 6.55
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 398 246 644  
Open Interest 3,109 6,553 9,662  
  High Low Close Change
Level 136.20 134.33 135.99 0.66