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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 Friday, January 11, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.72
Index Put/Call Ratio			0.55
Exchange Traded Products Put/Call Ratio			1.68
Equity Put/Call Ratio			0.63
CBOE Volatility Index (VIX) Put/Call Ratio			0.17

Sum of All Products
	Call	Put	Total
Volume	2,170,630	1,570,976	3,741,606
Open Interest	151,418,721	135,555,272	286,973,993
Index Options
	Call	Put	Total
Volume	1,035,053	566,418	1,601,471
Exchange Traded Products
	Call	Put	Total
Volume	272,528	458,687	731,215
Equity Options
	Call	Put	Total
Volume	863,049	545,871	1,408,920
Equity LEAPS
	Call	Put	Total
Volume	53,280	34,585	87,865
Open Interest	17,989,431	14,204,219	32,193,650
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	257,325	215,072	472,397
Open Interest	2,979,168	3,171,897	6,151,065

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
916.20	916.92	915.99	916.46
VXTH - CBOE VIX Tail Hedge Index
			Close
			149.19
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
141.25	141.34	141.01	141.29
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
510.77	510.94	509.42	510.55
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,204.32	1,205.45	1,203.41	1,205.11
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
370.50	370.84	370.27	370.67
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
234.54	234.54	234.26	234.41
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
178.79	178.87	178.37	178.73
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,235.22	1,235.31	1,235.09	1,235.22
VIX - CBOE Volatility Index
Open	High	Low	Close
13.55	13.79	13.22	13.36
VVIX - CBOE VVIX Index
Open	High	Low	Close
77.09	79.78	76.82	78.52
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.04	18.60	17.77	18.16
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
12.67	12.84	12.36	12.36
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
16.87	17.36	16.69	16.69
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.75	14.05	13.23	13.32
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
15.99	16.19	15.77	15.87
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.19	16.34	15.97	16.01
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
24.59	25.77	24.53	24.57
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.27	14.60	13.27	13.79
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.64	8.10	7.64	8.06
VPD - CBOE VIX Premium Strategy Index
			Close
			224.08
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			222.17
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.10
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.07	62.78	60.88	61.41
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
67.96	69.23	67.96	68.86
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			15.22
EXQ - CBOE Exchange Index
Open	High	Low	Close
95.22	96.10	95.18	96.02
CYX - CBOE China Index
Open	High	Low	Close
672.29	672.51	666.56	669.58

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	709,584	120,612	830,196
Open Interest	5,721,288	2,754,471	8,475,759
	High	Low	Close	Change
Level	13.79	13.22	13.36	-0.13
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	19.70	19.28	19.32	0.30
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	198	10	208
	High	Low	Close	Change
Level	18.60	17.77	18.16	0.71
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	131	111	242
	High	Low	Close	Change
Level	25.77	24.53	24.57	-0.02
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	43	0	43
	High	Low	Close	Change
Level	14.60	13.27	13.79	0.52
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	112	550	662
	High	Low	Close	Change
Level	13.79	13.22	13.36	-0.13
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	1,472.75	1,467.61	1,472.05	-0.07
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	301,329	409,969	711,298
Open Interest	3,936,700	6,402,029	10,338,729
	High	Low	Close	Change
Level	1,472.75	1,467.58	1,472.05	-0.07
S&P 500 Index Weeklys
	Call	Put	Total
Volume	46,905	47,790	94,695
Open Interest	228,585	305,763	534,348
	High	Low	Close	Change
Level	1,472.75	1,467.58	1,472.05	-0.07
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	2	36	38
Open Interest	2,827	3,785	6,612
	High	Low	Close	Change
Level	147.28	146.76	147.20	-0.01
SPDR Options - (SPY)
	Call	Put	Total
Volume	129,516	264,248	393,764
Open Interest	6,798,068	11,967,138	18,765,206
	High	Low	Close	Change
Level	147.15	146.61	147.07	0.00
SPDR Options LEAPS
	Call	Put	Total
Volume	1,616	1,221	2,837
Open Interest	445,112	579,367	1,024,479
	High	Low	Close	Change
Level	147.15	146.61	147.07	0.00
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	31,699	54,548	86,247
Open Interest	512,805	746,883	1,259,688
	High	Low	Close	Change
Level	147.15	146.61	147.07	0.00
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	4,428	4,444	8,872
Open Interest	25,913	35,669	61,582
	High	Low	Close	Change
Level	668.28	665.85	667.88	0.29
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	20	41	61
Open Interest	650	145	795
	High	Low	Close	Change
Level	668.28	665.85	667.88	0.29
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,426	811	2,237
Open Interest	1,416	3,076	4,492
	High	Low	Close	Change
Level	668.28	665.85	667.88	0.29
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	1,521	3,852	5,373
Open Interest	11,173	7,426	18,599
	High	Low	Close	Change
Level	668.28	665.85	667.88	0.29
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	288	102	390
	High	Low	Close	Change
Level	668.28	665.85	667.88	0.29
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	1,329	1,152	2,481
Open Interest	6,014	2,476	8,490
	High	Low	Close	Change
Level	668.28	665.85	667.88	0.29
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	21,692	13,358	35,050
Open Interest	2,572,360	1,606,148	4,178,508
	High	Low	Close	Change
Level	161.90	160.11	161.06	-0.92
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	16,777	16,838	33,615
Open Interest	2,052,586	1,797,141	3,849,727
	High	Low	Close	Change
Level	67.29	67.00	67.26	0.09
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	1	47	48
Open Interest	76,266	89,613	165,879
	High	Low	Close	Change
Level	67.29	67.00	67.26	0.09
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	2,753	4,620	7,373
Open Interest	137,091	135,599	272,690
	High	Low	Close	Change
Level	67.29	67.00	67.26	0.09
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	7	99	106
Open Interest	2,701	2,302	5,003
	High	Low	Close	Change
Level	66.92	66.68	66.88	0.02
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	66.92	66.68	66.88	0.02
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	176	41	217
Open Interest	52,544	48,279	100,823
	High	Low	Close	Change
Level	274.92	273.80	274.83	0.41
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	441	2,653	3,094
	High	Low	Close	Change
Level	274.92	273.80	274.83	0.41
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	4,950	12,370	17,320
Open Interest	86,502	132,193	218,695
	High	Low	Close	Change
Level	2,749.36	2738.00	2,748.26	4.08
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,277	1,798	3,075
Open Interest	275,397	367,073	642,470
	High	Low	Close	Change
Level	134.80	134.21	134.72	0.26
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	59	100	159
Open Interest	45,850	27,903	73,753
	High	Low	Close	Change
Level	134.80	134.21	134.72	0.26
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	346	330	676
Open Interest	3,130	4,517	7,647
	High	Low	Close	Change
Level	134.80	134.21	134.72	0.26
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	643	438	1,081
Open Interest	108,273	70,069	178,342
	High	Low	Close	Change
Level	134.97	134.40	134.88	0.17
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	0	1	1
Open Interest	42,528	5,720	48,248
	High	Low	Close	Change
Level	134.97	134.40	134.88	0.17
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	4	4
Open Interest	16	39	55
	High	Low	Close	Change
Level	54.45	54.21	54.37	-0.04
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	11,705	27,201	38,906
Open Interest	1,317,732	3,925,073	5,242,805
	High	Low	Close	Change
Level	87.54	87.00	87.34	-0.13
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	83	13	96
Open Interest	84,159	199,720	283,879
	High	Low	Close	Change
Level	87.54	87.00	87.34	-0.13
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	2,495	2,237	4,732
Open Interest	78,116	160,812	238,928
	High	Low	Close	Change
Level	87.54	87.00	87.34	-0.13
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	11,805	13,709	25,514
Open Interest	279,050	368,862	647,912
	High	Low	Close	Change
Level	882.62	877.44	880.77	-0.47
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	829	1,856	2,685
Open Interest	87,686	150,512	238,198
	High	Low	Close	Change
Level	132.62	132.19	132.35	0.86
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	7	0	7
Open Interest	2,324	6,326	8,650
	High	Low	Close	Change
Level	132.62	132.19	132.35	0.86
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	1,215	30	1,245
Open Interest	63,445	16,456	79,901
	High	Low	Close	Change
Level	27.86	27.56	27.76	0.06
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,248	1,413	2,661
	High	Low	Close	Change
Level	19.15	18.99	19.05	-0.21
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	21	0	21
Open Interest	31,559	6,154	37,713
	High	Low	Close	Change
Level	27.62	27.41	27.59	-0.12
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	41	108	149
	High	Low	Close	Change
Level	28.06	27.90	28.05	-0.15
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	5	15	20
Open Interest	4,858	1,792	6,650
	High	Low	Close	Change
Level	26.38	26.10	26.34	-0.08
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	792	214	1,006
	High	Low	Close	Change
Level	57.15	56.47	56.80	-0.43
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	389	296	685
	High	Low	Close	Change
Level	52.52	51.89	52.31	-0.74
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	797	431	1,228
	High	Low	Close	Change
Level	57.26	56.65	56.97	-0.36
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,185	1,604	2,789
	High	Low	Close	Change
Level	32.90	32.60	32.88	-0.11
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,068	596	2,664
Open Interest	522,001	476,129	998,130
	High	Low	Close	Change
Level	18.80	18.31	18.72	0.77
United States Oil Fund - (USO)
	Call	Put	Total
Volume	9,281	10,120	19,401
Open Interest	609,668	574,990	1,184,658
	High	Low	Close	Change
Level	34.11	33.70	34.06	-0.11
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	4,398	5,407	9,805
Open Interest	575,153	1,098,914	1,674,067
	High	Low	Close	Change
Level	58.11	57.84	58.04	0.12
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	10,860	31,450	42,310
	High	Low	Close	Change
Level	146.90	144.80	145.48	-1.16
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	1	1
Open Interest	65	41	106
	High	Low	Close	Change
Level	87.66	87.23	87.41	-0.13
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	33	33
Open Interest	14,074	8,226	22,300
	High	Low	Close	Change
Level	58.67	58.38	58.55	-0.04
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,262	42,016	44,278
	High	Low	Close	Change
Level	106.91	106.37	106.91	0.34
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	2	2
Open Interest	4,513	6,854	11,367
	High	Low	Close	Change
Level	78.16	77.66	77.99	-0.13
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,737	4,227	7,964
	High	Low	Close	Change
Level	99.47	98.89	99.24	-0.04
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	81	11	92
	High	Low	Close	Change
Level	64.99	64.63	64.88	-0.06
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,229	712	4,941
	High	Low	Close	Change
Level	117.02	116.46	116.83	-0.09
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	3	7	10
Open Interest	1,204	3,842	5,046
	High	Low	Close	Change
Level	44.59	44.32	44.56	0.16
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	903	2,731	3,634
Open Interest	65,183	197,734	262,917
	High	Low	Close	Change
Level	48.95	48.70	48.87	0.04
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	20,541	32,207	52,748
Open Interest	943,004	1,542,069	2,485,073
	High	Low	Close	Change
Level	26.93	26.45	26.47	-0.11
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	5	1,362	1,367
Open Interest	1,585	30,523	32,108
	High	Low	Close	Change
Level	25.81	25.31	25.48	-0.17