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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.

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

CBOE Market Summary for Thursday, January 10, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.78
Index Put/Call Ratio			0.70
Exchange Traded Products Put/Call Ratio			1.41
Equity Put/Call Ratio			0.66
CBOE Volatility Index (VIX) Put/Call Ratio			0.31

Sum of All Products
	Call	Put	Total
Volume	2,090,163	1,635,643	3,725,806
Open Interest	149,004,812	132,823,084	281,827,896
Index Options
	Call	Put	Total
Volume	860,236	601,878	1,462,114
Exchange Traded Products
	Call	Put	Total
Volume	292,179	412,151	704,330
Equity Options
	Call	Put	Total
Volume	937,748	621,614	1,559,362
Equity LEAPS
	Call	Put	Total
Volume	57,828	37,213	95,041
Open Interest	17,824,308	14,071,013	31,895,321
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	291,331	248,623	539,954
Open Interest	2,728,692	2,854,922	5,583,614

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
916.25	916.99	915.88	916.66
VXTH - CBOE VIX Tail Hedge Index
			Close
			149.27
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
140.96	141.37	140.69	141.35
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
507.63	510.96	507.63	510.77
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,203.52	1,205.20	1,201.20	1,204.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
370.52	370.73	369.89	370.65
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
234.15	234.45	234.12	234.40
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
178.47	178.88	178.34	178.58
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,234.52	1,235.28	1,234.52	1,235.22
VIX - CBOE Volatility Index
Open	High	Low	Close
13.33	13.88	13.33	13.49
VVIX - CBOE VVIX Index
Open	High	Low	Close
76.54	79.68	76.05	77.49
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
17.65	17.85	17.09	17.45
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
12.83	13.05	12.45	12.67
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
16.62	17.45	16.61	16.76
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.54	14.03	13.20	13.29
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.08	16.56	15.79	16.08
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.07	16.50	16.07	16.12
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
24.60	24.79	24.02	24.59
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.16	14.16	13.17	13.27
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.73	7.73	7.37	7.64
VPD - CBOE VIX Premium Strategy Index
			Close
			223.97
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			222.06
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			84.99
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.61	63.75	60.92	61.07
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
71.01	71.01	67.93	67.96
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			15.84
EXQ - CBOE Exchange Index
Open	High	Low	Close
94.55	95.44	94.55	95.37
CYX - CBOE China Index
Open	High	Low	Close
660.11	676.16	660.11	675.86

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	482,447	148,807	631,254
Open Interest	5,552,320	2,720,435	8,272,755
	High	Low	Close	Change
Level	13.88	13.33	13.49	-0.32
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	19.34	18.80	19.02	-0.09
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	198	10	208
	High	Low	Close	Change
Level	17.85	17.09	17.45	-0.37
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	2	0	2
Open Interest	129	111	240
	High	Low	Close	Change
Level	24.79	24.02	24.59	-0.01
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	8	0	8
Open Interest	35	0	35
	High	Low	Close	Change
Level	14.16	13.17	13.27	-0.89
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	10	0	10
Open Interest	112	550	662
	High	Low	Close	Change
Level	13.88	13.33	13.49	-0.32
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	1,472.27	1,461.02	1,472.12	11.10
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	357,414	426,809	784,223
Open Interest	3,829,725	6,218,493	10,048,218
	High	Low	Close	Change
Level	1,472.30	1,461.02	1,472.12	11.10
S&P 500 Index Weeklys
	Call	Put	Total
Volume	76,984	57,733	134,717
Open Interest	207,509	278,773	486,282
	High	Low	Close	Change
Level	1,472.30	1,461.02	1,472.12	11.10
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	2	19	21
Open Interest	2,827	3,781	6,608
	High	Low	Close	Change
Level	147.23	146.10	147.21	1.11
SPDR Options - (SPY)
	Call	Put	Total
Volume	94,625	220,054	314,679
Open Interest	6,658,473	11,535,308	18,193,781
	High	Low	Close	Change
Level	147.09	145.97	147.08	1.08
SPDR Options LEAPS
	Call	Put	Total
Volume	823	1,931	2,754
Open Interest	439,731	570,408	1,010,139
	High	Low	Close	Change
Level	147.09	145.97	147.08	1.08
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	29,096	46,186	75,282
Open Interest	484,602	637,667	1,122,269
	High	Low	Close	Change
Level	147.09	145.97	147.08	1.08
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	5,633	11,008	16,641
Open Interest	22,655	27,692	50,347
	High	Low	Close	Change
Level	667.80	662.24	667.59	5.35
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	10	15	25
Open Interest	640	146	786
	High	Low	Close	Change
Level	667.80	662.24	667.59	5.35
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	515	1,447	1,962
Open Interest	1,501	2,191	3,692
	High	Low	Close	Change
Level	667.80	662.24	667.59	5.35
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	4,483	4,677	9,160
Open Interest	13,619	9,814	23,433
	High	Low	Close	Change
Level	667.80	662.24	667.59	5.35
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	288	102	390
	High	Low	Close	Change
Level	667.80	662.24	667.59	5.35
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	4,283	4,289	8,572
Open Interest	8,633	5,094	13,727
	High	Low	Close	Change
Level	667.80	662.24	667.59	5.35
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	13,511	10,379	23,890
Open Interest	2,533,982	1,578,431	4,112,413
	High	Low	Close	Change
Level	162.56	161.61	161.98	1.49
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	43,651	33,497	77,148
Open Interest	2,012,059	1,734,029	3,746,088
	High	Low	Close	Change
Level	67.27	66.55	67.17	0.40
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	187	498	685
Open Interest	76,061	89,576	165,637
	High	Low	Close	Change
Level	67.27	66.55	67.17	0.40
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	10,905	7,308	18,213
Open Interest	119,340	115,205	234,545
	High	Low	Close	Change
Level	67.27	66.55	67.17	0.40
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	119	119
Open Interest	2,694	2,183	4,877
	High	Low	Close	Change
Level	66.86	66.34	66.84	0.53
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,161	187	1,348
	High	Low	Close	Change
Level	66.86	66.34	66.84	0.53
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	538	0	538
Open Interest	24,275	48,269	72,544
	High	Low	Close	Change
Level	274.91	271.98	274.42	1.65
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	441	2,653	3,094
	High	Low	Close	Change
Level	274.91	271.98	274.42	1.65
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	1,420	4,296	5,716
Open Interest	86,810	129,081	215,891
	High	Low	Close	Change
Level	2,749.19	2,719.68	2,744.18	16.53
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	926	3,165	4,091
Open Interest	269,823	361,269	631,092
	High	Low	Close	Change
Level	134.58	133.62	134.54	0.83
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	38	39	77
Open Interest	45,663	27,754	73,417
	High	Low	Close	Change
Level	134.58	133.62	134.54	0.83
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	41	395	436
Open Interest	2,895	3,904	6,799
	High	Low	Close	Change
Level	134.58	133.62	134.54	0.83
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,365	983	2,348
Open Interest	108,641	70,175	178,816
	High	Low	Close	Change
Level	134.78	133.83	134.71	0.80
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	50	51	101
Open Interest	42,528	5,669	48,197
	High	Low	Close	Change
Level	134.78	133.83	134.71	0.80
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	16	39	55
	High	Low	Close	Change
Level	54.55	54.11	54.39	0.12
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	17,337	34,494	51,831
Open Interest	1,235,212	3,639,135	4,874,347
	High	Low	Close	Change
Level	87.69	86.95	87.47	0.20
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	70	87	157
Open Interest	82,477	198,131	280,608
	High	Low	Close	Change
Level	87.69	86.95	87.47	0.20
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	1,373	6,388	7,761
Open Interest	66,769	149,643	216,412
	High	Low	Close	Change
Level	87.69	86.95	87.47	0.20
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	3,786	5,279	9,065
Open Interest	281,845	381,384	663,229
	High	Low	Close	Change
Level	883.19	876.58	881.24	1.73
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	501	1,948	2,449
Open Interest	88,615	148,122	236,737
	High	Low	Close	Change
Level	131.64	130.83	131.50	1.86
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	20	0	20
Open Interest	2,278	6,027	8,305
	High	Low	Close	Change
Level	131.64	130.83	131.50	1.86
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	138	343	481
Open Interest	62,675	14,774	77,449
	High	Low	Close	Change
Level	27.76	27.66	27.71	0.04
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,246	1,412	2,658
	High	Low	Close	Change
Level	19.28	19.11	19.26	0.29
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	262	55	317
Open Interest	30,512	6,022	36,534
	High	Low	Close	Change
Level	27.82	27.71	27.71	0.10
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	41	108	149
	High	Low	Close	Change
Level	28.38	28.17	28.20	0.10
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,874	1,821	6,695
	High	Low	Close	Change
Level	26.57	26.38	26.42	0.15
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	792	214	1,006
	High	Low	Close	Change
Level	57.39	57.00	57.20	0.60
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	389	293	682
	High	Low	Close	Change
Level	53.16	52.76	53.05	0.90
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	797	431	1,228
	High	Low	Close	Change
Level	57.50	57.17	57.33	0.53
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,185	1,603	2,788
	High	Low	Close	Change
Level	33.23	32.95	32.99	0.14
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	1,062	843	1,905
Open Interest	519,701	473,047	992,748
	High	Low	Close	Change
Level	18.06	17.63	17.95	0.38
United States Oil Fund - (USO)
	Call	Put	Total
Volume	2,711	2,110	4,821
Open Interest	604,915	567,790	1,172,705
	High	Low	Close	Change
Level	34.32	34.06	34.17	0.29
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	2,150	12,215	14,365
Open Interest	559,731	1,080,454	1,640,185
	High	Low	Close	Change
Level	58.01	57.59	57.93	0.73
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	653	2,231	2,884
Open Interest	9,990	29,243	39,233
	High	Low	Close	Change
Level	147.37	144.82	146.64	0.33
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	6	0	6
Open Interest	61	41	102
	High	Low	Close	Change
Level	87.64	86.86	87.57	0.61
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	20	20
Open Interest	14,050	8,135	22,185
	High	Low	Close	Change
Level	58.75	58.39	58.61	0.27
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,224	42,011	44,235
	High	Low	Close	Change
Level	106.77	106.53	106.57	-0.31
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	16	0	16
Open Interest	4,373	6,818	11,191
	High	Low	Close	Change
Level	78.25	77.75	78.14	0.22
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,708	4,217	7,925
	High	Low	Close	Change
Level	99.70	98.69	99.30	0.10
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	6	0	6
Open Interest	75	11	86
	High	Low	Close	Change
Level	65.10	64.52	64.90	0.17
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,226	702	4,928
	High	Low	Close	Change
Level	117.20	116.21	116.91	0.52
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	28	54	82
Open Interest	1,179	3,836	5,015
	High	Low	Close	Change
Level	44.46	44.08	44.40	0.12
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	304	114	418
Open Interest	64,431	197,808	262,239
	High	Low	Close	Change
Level	48.88	48.52	48.83	0.24
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	37,729	28,685	66,414
Open Interest	925,870	1,529,427	2,455,297
	High	Low	Close	Change
Level	27.12	26.50	26.57	-0.67
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	37	200	237
Open Interest	1,455	30,714	32,169
	High	Low	Close	Change
Level	25.85	25.55	25.65	-0.43