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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 Friday, February 01, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 1.14
Exchange Traded Products Put/Call Ratio 1.19
Equity Put/Call Ratio 0.57
CBOE Volatility Index (VIX) Put/Call Ratio 0.42
Sum of All Products
  Call Put Total  
Volume 2,238,910 2,004,592 4,243,502  
Open Interest 117,802,600 106,585,744 224,388,344  
Index Options
  Call Put Total  
Volume 667,026 760,484 1,427,510  
Exchange Traded Products
  Call Put Total  
Volume 551,655 657,649 1,209,304  
Equity Options
  Call Put Total  
Volume 1,020,229 586,459 1,606,688  

Equity LEAPS
  Call Put Total  
Volume 70,547 44,198 114,745  
Open Interest 21,731,868 16,775,246 38,507,114  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 582,513 543,776 1,126,289  
Open Interest 4,300,037 4,690,993 8,991,030  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
922.85 925.53 922.85 925.44
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.04
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.89 143.57 142.88 143.46
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
518.86 523.90 518.86 523.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,223.72 1,228.65 1,223.72 1,228.20
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
373.25 374.27 372.70 374.19
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
235.91 237.09 235.91 237.09
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.44 180.85 180.16 180.85
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,244.84 1,248.79 1,244.84 1,248.45
VIX - CBOE Volatility Index
Open High Low Close
13.37 13.38 12.72 12.90
VVIX - CBOE VVIX Index
Open High Low Close
73.64 74.05 71.97 73.29
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.90 18.92 18.14 18.14
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.28 13.28 11.86 12.07
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.89 16.95 15.91 16.44
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.00 13.31 12.23 12.44
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.25 14.42 13.57 13.89
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.02 15.02 14.60 14.79
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.90 22.96 22.11 22.40
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.55 13.85 13.28 13.32
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.19 8.52 8.05 8.51
VPD - CBOE VIX Premium Strategy Index
      Close
      228.25
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      226.07
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.66 62.12 58.12 60.42
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.68 68.54 65.55 66.84
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.61
EXQ - CBOE Exchange Index
Open High Low Close
102.51 104.07 102.51 103.51
CYX - CBOE China Index
Open High Low Close
662.44 663.83 659.36 663.48



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 345,170 145,687 490,857  
Open Interest 5,933,072 2,255,999 8,189,071  
  High Low Close Change
Level 13.38 12.72 12.90 -1.38
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 0 30  
  High Low Close Change
Level 19.28 18.73 18.86 -0.85
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 148 25 173  
  High Low Close Change
Level 18.92 18.14 18.14 -1.10
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 119 122 241  
  High Low Close Change
Level 22.96 22.11 22.40 -0.14
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 63 6 69  
  High Low Close Change
Level 13.85 13.28 13.32 -0.44
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 422 0 422  
  High Low Close Change
Level 14.28 12.72 12.90 -1.38
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 5 5  
  High Low Close Change
Level 1,514.39 1,502.21 1,513.17 15.06
S&P 500 Index - (SPX)
  Call Put Total  
Volume 304,750 591,164 895,914  
Open Interest 4,053,466 6,768,278 10,821,744  
  High Low Close Change
Level 1,514.41 1,498.11 1,513.17 15.06
S&P 500 Index Weeklys
  Call Put Total  
Volume 131,446 185,620 317,066  
Open Interest 270,651 540,379 811,030  
  High Low Close Change
Level 1,514.41 1,498.11 1,513.17 15.06
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 56 61 117  
Open Interest 3,140 4,907 8,047  
  High Low Close Change
Level 151.44 149.81 151.32 1.51
SPDR Options - (SPY)
  Call Put Total  
Volume 238,766 368,430 607,196  
Open Interest 6,267,607 11,335,317 17,602,924  
  High Low Close Change
Level 151.42 150.39 151.24 1.58
SPDR Options LEAPS
  Call Put Total  
Volume 476 500 976  
Open Interest 537,914 826,019 1,363,933  
  High Low Close Change
Level 151.42 150.39 151.24 1.58
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 125,888 97,982 223,870  
Open Interest 792,195 1,269,431 2,061,626  
  High Low Close Change
Level 151.42 150.39 151.24 1.58
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,976 7,337 11,313  
Open Interest 22,364 33,370 55,734  
  High Low Close Change
Level 682.25 674.89 681.74 6.85
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 200 10 210  
Open Interest 734 250 984  
  High Low Close Change
Level 682.25 674.89 681.74 6.85
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,469 4,608 6,077  
Open Interest 2,510 8,665 11,175  
  High Low Close Change
Level 682.25 674.89 681.74 6.85
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 2,470 2,745 5,215  
Open Interest 10,948 11,237 22,185  
  High Low Close Change
Level 682.25 674.89 681.74 6.85
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 50 0 50  
Open Interest 463 165 628  
  High Low Close Change
Level 682.25 674.89 681.74 6.85
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 2,293 2,433 4,726  
Open Interest 7,004 8,056 15,060  
  High Low Close Change
Level 682.25 674.89 681.74 6.85
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 15,565 11,173 26,738  
Open Interest 2,309,337 1,340,922 3,650,259  
  High Low Close Change
Level 162.77 160.87 161.47 0.25
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 20,882 55,008 75,890  
Open Interest 1,607,361 1,483,217 3,090,578  
  High Low Close Change
Level 67.78 67.07 67.66 0.77
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 200 6,056 6,256  
Open Interest 113,088 142,674 255,762  
  High Low Close Change
Level 67.78 67.07 67.66 0.77
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 13,586 18,979 32,565  
Open Interest 223,530 173,348 396,878  
  High Low Close Change
Level 67.78 67.07 67.66 0.77
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,557 2,642 5,199  
  High Low Close Change
Level 68.37 67.88 68.29 0.71
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,142 187 1,329  
  High Low Close Change
Level 68.37 67.88 68.29 0.71
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 20 20  
Open Interest 22,401 52,950 75,351  
  High Low Close Change
Level 276.86 273.15 276.40 3.25
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,654 3,097  
  High Low Close Change
Level 276.86 273.15 276.40 3.25
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 878 4,652 5,530  
Open Interest 83,821 130,495 214,316  
  High Low Close Change
Level 2,768.63 2,740.65 2,763.96 32.43
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,735 4,585 8,320  
Open Interest 254,298 224,486 478,784  
  High Low Close Change
Level 139.89 139.04 139.76 1.33
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 213 53 266  
Open Interest 51,976 32,012 83,988  
  High Low Close Change
Level 139.89 139.04 139.76 1.33
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 468 1,212 1,680  
Open Interest 5,958 6,744 12,702  
  High Low Close Change
Level 139.89 139.04 139.76 1.33
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,452 1,619 3,071  
Open Interest 105,800 66,755 172,555  
  High Low Close Change
Level 140.20 138.61 140.10 1.49
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 36 36  
Open Interest 46,326 6,601 52,927  
  High Low Close Change
Level 140.20 138.61 140.10 1.49
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 77 111  
  High Low Close Change
Level 56.17 55.65 56.03 0.65
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 24,406 44,657 69,063  
Open Interest 1,574,598 4,539,012 6,113,610  
  High Low Close Change
Level 90.70 89.85 90.37 0.80
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 473 655 1,128  
Open Interest 125,961 225,018 350,979  
  High Low Close Change
Level 90.70 89.85 90.37 0.80
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 11,333 23,050 34,383  
Open Interest 123,908 358,240 482,148  
  High Low Close Change
Level 90.70 89.85 90.37 0.80
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 6,121 7,199 13,320  
Open Interest 277,821 376,811 654,632  
  High Low Close Change
Level 912.76 905.39 911.20 9.11
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 931 1,193 2,124  
Open Interest 53,719 105,312 159,031  
  High Low Close Change
Level 136.03 134.77 135.50 0.79
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,482 6,410 8,892  
  High Low Close Change
Level 136.03 134.77 135.50 0.79
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 79 21 100  
Open Interest 75,758 19,013 94,771  
  High Low Close Change
Level 28.00 27.75 27.75 -0.16
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 20 20  
Open Interest 1,101 1,303 2,404  
  High Low Close Change
Level 19.74 19.48 19.69 0.25
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 157 0 157  
Open Interest 19,927 5,791 25,718  
  High Low Close Change
Level 28.73 28.53 28.59 0.11
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 19 81 100  
  High Low Close Change
Level 29.62 29.32 29.53 0.17
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,405 825 2,230  
  High Low Close Change
Level 27.64 27.25 27.51 0.06
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 516 167 683  
  High Low Close Change
Level 57.84 57.17 57.41 0.25
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 225 141 366  
  High Low Close Change
Level 55.16 54.28 54.94 0.84
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 512 97 609  
  High Low Close Change
Level 57.54 56.86 57.07 0.09
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,588 493 2,081  
  High Low Close Change
Level 34.57 34.22 34.35 0.07
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,875 1,336 3,211  
Open Interest 175,329 132,899 308,228  
  High Low Close Change
Level 19.06 18.45 18.54 -0.22
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,319 7,088 10,407  
Open Interest 464,091 515,102 979,193  
  High Low Close Change
Level 35.52 34.94 35.35 0.06
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 6,459 9,044 15,503  
Open Interest 510,026 950,456 1,460,482  
  High Low Close Change
Level 59.59 59.21 59.45 0.43
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 1 1  
  High Low Close Change
Level 91.20 90.59 91.05 0.34
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 23 516 539  
Open Interest 6,859 21,516 28,375  
  High Low Close Change
Level 148.42 146.39 147.77 2.19
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 50 16 66  
  High Low Close Change
Level 90.69 89.96 90.53 0.85
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 4 0 4  
Open Interest 14,202 7,857 22,059  
  High Low Close Change
Level 60.64 60.31 60.57 0.47
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 1 19 20  
Open Interest 1,967 33,003 34,970  
  High Low Close Change
Level 106.43 105.56 105.58 -0.50
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,418 7,017 11,435  
  High Low Close Change
Level 81.04 80.31 80.79 0.76
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,785 4,321 7,106  
  High Low Close Change
Level 102.97 101.97 102.57 0.95
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 61 8 69  
  High Low Close Change
Level 67.47 66.87 67.33 0.67
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 5 0 5  
Open Interest 4,566 797 5,363  
  High Low Close Change
Level 122.16 121.24 121.99 1.16
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 64 180 244  
Open Interest 345 2,012 2,357  
  High Low Close Change
Level 46.93 46.34 46.41 0.18
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 605 114 719  
Open Interest 65,188 136,158 201,346  
  High Low Close Change
Level 50.61 50.32 50.41 0.29
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 27,335 18,468 45,803  
Open Interest 710,705 1,349,081 2,059,786  
  High Low Close Change
Level 23.42 22.81 23.11 -1.31
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,532 29,232 30,764  
  High Low Close Change
Level 22.78 22.55 22.74 -0.11
 
CBOE Volatility Index (VIX)