CBOE Daily Market Statistics

The CBOE Market Statistics Summary Data on this page is provided for informational purposes only. The volume data reflected below is based upon reported volume, not cleared volume. CBOE makes no guarantee as to the accuracy of the data. Your use of the data is subject to the Terms and Conditions of the CBOE Website.

Historical files can be accessed from the calendar below.

NOTE: This webpage will be undergoing some changes in the near future. 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.

Select date to get historical data (mm/dd/yyyy)

CBOE Market Summary for Wednesday, May 16, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.24
Index Put/Call Ratio			1.50
Equity Put/Call Ratio			0.89
CBOE Volatility Index (VIX) Put/Call Ratio			0.23

Sum of All Products
	Call	Put	Total
Volume	2,765,168	3,428,381	6,193,549
Open Interest	147,372,362	136,931,490	284,303,852
Index, ETF and HOLDRs Options
	Call	Put	Total
Volume	1,579,972	2,376,100	3,956,072
Equity Options
	Call	Put	Total
Volume	1,185,196	1,052,281	2,237,477
Equity LEAPS
	Call	Put	Total
Volume	22,638	15,813	38,451
Open Interest	4,988,942	3,000,974	7,989,916

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
879.00	883.34	872.20	872.20
VXTH - CBOE VIX Tail Hedge Index
			Close
			142.10
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
492.45	493.52	490.09	490.09
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,104.90	1,110.17	1,096.15	1,096.15
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
368.96	370.25	364.84	365.18
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
226.67	227.83	225.58	225.60
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
170.06	170.94	168.37	168.40
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,162.33	1,166.42	1,152.46	1,152.46
VIX - CBOE Volatility Index
Open	High	Low	Close
21.54	22.69	20.83	22.27
VVIX - CBOE VVIX Index
Open	High	Low	Close
107.74	110.73	104.54	109.22
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
33.73	35.52	32.59	34.85
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
20.20	20.54	19.26	20.17
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
28.11	28.63	27.28	28.38
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
21.47	22.59	20.79	22.07
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
23.47	24.42	22.87	24.17
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
23.52	24.95	23.16	24.92
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
32.13	32.34	29.64	31.48
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
20.75	23.05	20.49	22.20
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
11.82	12.01	11.79	11.99
VPD - CBOE VIX Premium Strategy Index
			Close
			178.07
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			178.95
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			80.23
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
73.12	74.72	68.37	72.93
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
70.05	72.32	68.47	69.60
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.42
EXQ - CBOE Exchange Index
Open	High	Low	Close
82.68	83.28	81.22	81.23
CYX - CBOE China Index
Open	High	Low	Close
558.00	558.00	547.11	547.13

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	572,769	130,017	702,786
Open Interest	2,656,907	1,900,039	4,556,946
	High	Low	Close	Change
Level	22.69	20.83	22.27	0.30
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	56	0	56
	High	Low	Close	Change
Level	41.67	37.19	39.43	0.37
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	80	80
	High	Low	Close	Change
Level	35.52	32.59	34.85	1.76
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	7	0	7
	High	Low	Close	Change
Level	32.34	29.64	31.48	-0.65
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	4	0	4
	High	Low	Close	Change
Level	23.05	20.49	22.20	1.45
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	10	0	10
	High	Low	Close	Change
Level	22.69	20.83	22.27	0.30
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	150	150
	High	Low	Close	Change
Level	1,341.77	1,324.79	1,324.80	-5.86
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	397,267	914,682	1,311,949
Open Interest	4,912,181	8,596,797	13,508,978
	High	Low	Close	Change
Level	1,341.78	1,324.79	1,324.80	-5.86
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	1,634	1,128	2,762
Open Interest	9,250	23,090	32,340
	High	Low	Close	Change
Level	134.18	132.48	132.48	-0.59
SPDR Options - (SPY)
	Call	Put	Total
Volume	266,677	572,523	839,200
Open Interest	6,659,308	13,832,349	20,491,657
	High	Low	Close	Change
Level	134.55	132.80	132.83	-0.47
SPDR Options LEAPS
	Call	Put	Total
Volume	124	1,203	1,327
Open Interest	327,341	349,383	676,724
	High	Low	Close	Change
Level	134.55	132.80	132.83	-0.47
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	6,912	13,160	20,072
Open Interest	48,981	70,338	119,319
	High	Low	Close	Change
Level	610.74	603.38	603.50	-1.82
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	20	20	40
Open Interest	1,099	453	1,552
	High	Low	Close	Change
Level	610.74	603.38	603.50	-1.82
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	3,376	2,037	5,413
Open Interest	31,752	27,098	58,850
	High	Low	Close	Change
Level	610.74	603.38	603.50	-1.82
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	1	1
Open Interest	491	460	951
	High	Low	Close	Change
Level	610.74	603.38	603.50	-1.82
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	42,142	29,892	72,034
Open Interest	3,089,182	1,565,368	4,654,550
	High	Low	Close	Change
Level	150.70	148.60	149.46	-0.28
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	37,998	106,163	144,161
Open Interest	2,091,493	3,664,499	5,755,992
	High	Low	Close	Change
Level	63.78	62.81	62.94	-0.43
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	623	0	623
Open Interest	24,868	34,394	59,262
	High	Low	Close	Change
Level	63.78	62.81	62.94	-0.43
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,650	3,630	7,280
	High	Low	Close	Change
Level	61.34	60.59	60.65	-0.13
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	824	446	1,270
	High	Low	Close	Change
Level	61.34	60.59	60.65	-0.13
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	157	112	269
Open Interest	64,334	97,199	161,533
	High	Low	Close	Change
Level	259.71	255.88	256.16	-1.92
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	4,292	10,023	14,315
	High	Low	Close	Change
Level	259.71	255.88	256.16	-1.92
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	11,254	32,068	43,322
Open Interest	140,807	212,118	352,925
	High	Low	Close	Change
Level	2,597.16	2,558.69	2,561.56	-19.19
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	3,505	3,212	6,717
Open Interest	313,822	425,852	739,674
	High	Low	Close	Change
Level	127.37	126.13	126.18	-0.13
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	100	1	101
Open Interest	13,460	9,354	22,814
	High	Low	Close	Change
Level	127.37	126.13	126.18	-0.13
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,667	2,450	4,117
Open Interest	156,224	127,019	283,243
	High	Low	Close	Change
Level	127.23	125.98	125.99	-0.33
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	51,207	8,286	59,493
	High	Low	Close	Change
Level	127.23	125.98	125.99	-0.33
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	12	3	15
Open Interest	1,070	304	1,374
	High	Low	Close	Change
Level	48.65	47.83	47.83	-0.43
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	26,625	265,933	292,558
Open Interest	2,155,549	4,001,333	6,156,882
	High	Low	Close	Change
Level	78.39	77.10	77.16	-0.50
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	44	0	44
Open Interest	16,722	48,414	65,136
	High	Low	Close	Change
Level	78.39	77.10	77.16	-0.50
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	13,103	16,029	29,132
Open Interest	392,885	588,962	981,847
	High	Low	Close	Change
Level	783.89	771.97	772.11	-5.25
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	1,004	4,509	5,513
Open Interest	80,203	210,667	290,870
	High	Low	Close	Change
Level	126.93	126.25	126.44	-0.22
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	1	10	11
Open Interest	1,185	2,077	3,262
	High	Low	Close	Change
Level	126.93	126.25	126.44	-0.22
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	23	9	32
Open Interest	43,604	24,990	68,594
	High	Low	Close	Change
Level	26.88	26.52	26.87	0.29
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	645	1,191	1,836
	High	Low	Close	Change
Level	18.88	18.61	18.71	-0.05
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	32	84	116
Open Interest	10,886	8,582	19,468
	High	Low	Close	Change
Level	26.56	26.31	26.36	-0.03
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	3	0	3
Open Interest	530	210	740
	High	Low	Close	Change
Level	27.75	27.11	27.37	-0.30
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,468	1,914	5,382
	High	Low	Close	Change
Level	27.05	26.51	26.60	-0.19
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	243	62	305
	High	Low	Close	Change
Level	53.22	50.18	52.63	-0.29
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	2	0	2
Open Interest	252	270	522
	High	Low	Close	Change
Level	48.17	46.44	46.95	-0.82
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	15	0	15
Open Interest	456	713	1,169
	High	Low	Close	Change
Level	53.56	52.88	53.20	-0.07
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,915	2,014	4,929
	High	Low	Close	Change
Level	32.12	31.76	31.79	-0.12
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	8,603	8,835	17,438
Open Interest	671,203	808,145	1,479,348
	High	Low	Close	Change
Level	18.86	18.17	18.84	0.92
United States Oil Fund - (USO)
	Call	Put	Total
Volume	15,354	12,161	27,515
Open Interest	675,267	561,307	1,236,574
	High	Low	Close	Change
Level	35.64	34.94	35.06	-0.23
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	841	17,435	18,276
Open Interest	664,193	1,452,344	2,116,537
	High	Low	Close	Change
Level	49.82	49.02	49.06	-0.53
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	63	105	168
Open Interest	23,485	18,722	42,207
	High	Low	Close	Change
Level	126.78	125.63	125.68	-0.30
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	16	33	49
	High	Low	Close	Change
Level	76.94	76.54	76.73	0.13
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	619	2	621
Open Interest	10,998	10,303	21,301
	High	Low	Close	Change
Level	55.53	55.09	55.12	-0.08
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	26	26
Open Interest	5,349	20,014	25,363
	High	Low	Close	Change
Level	107.08	106.62	107.03	0.08
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	14	0	14
Open Interest	3,849	11,114	14,963
	High	Low	Close	Change
Level	69.44	68.35	68.39	-0.54
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	23	0	23
Open Interest	8,237	17,340	25,577
	High	Low	Close	Change
Level	89.79	88.26	88.40	-0.50
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	6	1	7
Open Interest	1,991	1,951	3,942
	High	Low	Close	Change
Level	106.04	104.41	104.42	-0.78
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	0	0
Open Interest	131	610	741
	High	Low	Close	Change
Level	41.42	40.99	41.03	-0.14
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	281	815	1,096
Open Interest	103,960	192,734	296,694
	High	Low	Close	Change
Level	44.00	43.47	43.48	-0.07
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	29,052	19,801	48,853
Open Interest	774,655	1,246,529	2,021,184
	High	Low	Close	Change
Level	20.15	18.78	20.05	0.72
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	5	0	5
Open Interest	2,543	14,753	17,296
	High	Low	Close	Change
Level	50.66	48.63	50.42	1.29

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