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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 Wednesday, November 21, 2012
Symbol Listing:
 
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 491,583 264,119 755,702  
Open Interest 3,865,151 1,888,322 5,753,473  
  High Low Close Change
Level 15.43 14.77 15.31 0.23
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 23.69 22.53 22.67 -0.43
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 10 0 10  
Open Interest 0 0 0  
  High Low Close Change
Level 21.46 20.61 20.88 -0.43
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 30.10 28.71 29.49 -0.34
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 15 0 15  
Open Interest 9 51 60  
  High Low Close Change
Level 13.52 12.87 13.22 -0.30
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 27 0 27  
  High Low Close Change
Level 15.43 14.77 15.31 0.23
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 1,391.25 1,386.39 1,391.03 3.22
S&P 500 Index - (SPX)
  Call Put Total  
Volume 192,212 416,851 609,063  
Open Interest 4,774,040 7,673,152 12,447,192  
  High Low Close Change
Level 1,391.25 1,386.39 1,391.03 3.22
S&P 500 Index Weeklys
  Call Put Total  
Volume 50,758 118,058 168,816  
Open Interest 259,403 461,434 720,837  
  High Low Close Change
Level 1,391.25 1,386.39 1,391.03 3.22
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 45 80 125  
Open Interest 3,495 6,714 10,209  
  High Low Close Change
Level 139.13 138.64 139.10 0.32