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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 Monday, November 26, 2012
Symbol Listing:
 
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 776,573 164,201 940,774  
Open Interest 4,189,896 2,058,315 6,248,211  
  High Low Close Change
Level 15.84 15.47 15.50 0.36
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 22.72 22.10 22.24 0.73
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 15 25  
  High Low Close Change
Level 22.02 21.37 21.44 1.19
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 20 20  
Open Interest 0 10 10  
  High Low Close Change
Level 29.91 29.34 29.38 -0.11
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 30 30  
Open Interest 24 51 75  
  High Low Close Change
Level 13.86 13.11 13.18 -2.30
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 15.84 15.31 15.50 0.36
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 1,409.15 1,397.74 1,406.29 -2.86
S&P 500 Index - (SPX)
  Call Put Total  
Volume 257,022 303,458 560,480  
Open Interest 4,795,774 7,732,898 12,528,672  
  High Low Close Change
Level 1,409.15 1,397.68 1,406.29 -2.86
S&P 500 Index Weeklys
  Call Put Total  
Volume 40,624 58,066 98,690  
Open Interest 190,696 367,424 558,120  
  High Low Close Change
Level 1,409.15 1,397.68 1,406.29 -2.86
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 0 5 5  
Open Interest 3,540 6,794 10,334  
  High Low Close Change
Level 140.92 139.77 140.63 -0.29