CBOE Daily Market Statistics

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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 Monday, November 26, 2012


Symbol Listing:
 
SPDR Options - (SPY)
  Call Put Total  
Volume 139,758 196,671 336,429  
Open Interest 6,721,042 12,476,976 19,198,018  
  High Low Close Change
Level 141.36 140.19 141.05 -0.16
SPDR Options LEAPS
  Call Put Total  
Volume 2,065 1,349 3,414  
Open Interest 597,525 788,605 1,386,130  
  High Low Close Change
Level 141.36 140.19 141.05 -0.16
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 60,839 101,328 162,167  
Open Interest 348,206 631,711 979,917  
  High Low Close Change
Level 141.36 140.19 141.05 -0.16
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,496 4,230 9,726  
Open Interest 26,187 28,554 54,741  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,387 641 2,028  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,216 1,418 2,634  
Open Interest 1,096 1,098 2,194  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 5,960 6,051 12,011  
Open Interest 6,940 5,830 12,770  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 533 647 1,180  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 5,840 5,895 11,735  
Open Interest 203 231 434  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 8,859 6,859 15,718  
Open Interest 2,364,218 1,240,940 3,605,158  
  High Low Close Change
Level 169.73 169.25 169.43 -0.20
  VIX Snapshot

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