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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, December 13, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.84
Index Put/Call Ratio			0.97
Exchange Traded Products Put/Call Ratio			1.19
Equity Put/Call Ratio			0.61
CBOE Volatility Index (VIX) Put/Call Ratio			0.57

Sum of All Products
	Call	Put	Total
Volume	1,785,566	1,505,678	3,291,244
Open Interest	160,828,066	145,922,225	306,750,291
Index Options
	Call	Put	Total
Volume	631,358	609,911	1,241,269
Exchange Traded Products
	Call	Put	Total
Volume	329,376	392,043	721,419
Equity Options
	Call	Put	Total
Volume	824,832	503,724	1,328,556
Equity LEAPS
	Call	Put	Total
Volume	43,260	29,269	72,529
Open Interest	15,812,592	12,177,582	27,990,174
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	297,842	298,935	596,777
Open Interest	2,422,477	2,804,959	5,227,436

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
903.49	903.93	902.95	902.97
VXTH - CBOE VIX Tail Hedge Index
			Close
			145.38
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
138.71	138.97	138.10	138.27
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
501.24	501.94	497.15	498.17
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,175.25	1,176.20	1,174.25	1,174.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
362.03	362.35	361.40	361.82
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
231.69	231.78	231.59	231.69
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
174.59	174.86	174.32	174.56
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,211.87	1,212.05	1,211.60	1,211.85
VIX - CBOE Volatility Index
Open	High	Low	Close
15.87	16.67	15.71	16.56
VVIX - CBOE VVIX Index
Open	High	Low	Close
81.99	87.42	81.30	86.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.06	21.44	20.98	21.22
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.65	15.30	14.53	15.21
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
20.11	20.67	19.76	20.63
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
16.33	16.89	16.00	16.71
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
18.70	19.67	18.49	19.47
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.42	18.04	17.33	17.88
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
29.43	29.67	28.66	29.63
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.57	13.74	13.01	13.01
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.42	7.44	7.36	7.42
VPD - CBOE VIX Premium Strategy Index
			Close
			220.09
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			218.45
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			83.14
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
65.74	67.14	65.12	65.92
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
70.15	72.01	69.99	71.34
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.15
EXQ - CBOE Exchange Index
Open	High	Low	Close
85.75	86.17	85.06	85.44
CYX - CBOE China Index
Open	High	Low	Close
612.93	613.81	607.20	609.21

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	327,572	186,670	514,242
Open Interest	5,703,483	2,779,622	8,483,105
	High	Low	Close	Change
Level	16.67	15.71	16.56	0.61
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	23.01	21.81	22.93	0.57
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	5	0	5
Open Interest	40	35	75
	High	Low	Close	Change
Level	21.44	20.98	21.22	0.08
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	10	0	10
Open Interest	64	60	124
	High	Low	Close	Change
Level	29.67	28.66	29.63	0.50
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	42	1	43
	High	Low	Close	Change
Level	13.74	13.01	13.01	-0.33
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	210	100	310
	High	Low	Close	Change
Level	16.67	15.71	16.56	0.61
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	1,431.36	1,416.01	1,419.45	-9.03
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	286,514	397,410	683,924
Open Interest	5,482,680	8,829,170	14,311,850
	High	Low	Close	Change
Level	1,431.36	1416.00	1,419.45	-9.03
S&P 500 Index Weeklys
	Call	Put	Total
Volume	55,754	60,664	116,418
Open Interest	192,277	337,886	530,163
	High	Low	Close	Change
Level	1,431.36	1416.00	1,419.45	-9.03
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	150	25	175
Open Interest	3,762	7,124	10,886
	High	Low	Close	Change
Level	143.14	141.60	141.95	-0.90
SPDR Options - (SPY)
	Call	Put	Total
Volume	166,247	233,257	399,504
Open Interest	8,304,991	15,053,753	23,358,744
	High	Low	Close	Change
Level	143.83	142.28	142.63	-0.88
SPDR Options LEAPS
	Call	Put	Total
Volume	4,713	5,638	10,351
Open Interest	671,308	853,432	1,524,740
	High	Low	Close	Change
Level	143.83	142.28	142.63	-0.88
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	47,062	65,940	113,002
Open Interest	428,995	898,543	1,327,538
	High	Low	Close	Change
Level	143.83	142.28	142.63	-0.88
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	4,680	7,483	12,163
Open Interest	32,371	47,330	79,701
	High	Low	Close	Change
Level	651.62	644.66	646.27	-4.24
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	50	10	60
Open Interest	1,560	849	2,409
	High	Low	Close	Change
Level	651.62	644.66	646.27	-4.24
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,315	1,833	3,148
Open Interest	2,126	6,881	9,007
	High	Low	Close	Change
Level	651.62	644.66	646.27	-4.24
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	349	4,490	4,839
Open Interest	10,389	9,500	19,889
	High	Low	Close	Change
Level	651.62	644.66	646.27	-4.24
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	555	648	1,203
	High	Low	Close	Change
Level	651.62	644.66	646.27	-4.24
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	164	4,201	4,365
Open Interest	2,207	2,185	4,392
	High	Low	Close	Change
Level	651.62	644.66	646.27	-4.24
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	16,888	12,784	29,672
Open Interest	2,836,985	1,600,801	4,437,786
	High	Low	Close	Change
Level	164.90	163.78	164.37	-1.40
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	25,479	26,879	52,358
Open Interest	2,627,731	2,495,704	5,123,435
	High	Low	Close	Change
Level	66.16	65.03	65.31	-0.50
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	10	15	25
Open Interest	85,303	109,235	194,538
	High	Low	Close	Change
Level	66.16	65.03	65.31	-0.50
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	12,210	13,244	25,454
Open Interest	117,308	134,310	251,618
	High	Low	Close	Change
Level	66.16	65.03	65.31	-0.50
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	15	15
Open Interest	2,888	1,952	4,840
	High	Low	Close	Change
Level	65.61	64.91	65.08	-0.40
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,566	487	2,053
	High	Low	Close	Change
Level	65.61	64.91	65.08	-0.40
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	3,553	41	3,594
Open Interest	58,499	98,662	157,161
	High	Low	Close	Change
Level	268.82	264.32	265.40	-2.06
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	3,468	9,186	12,654
	High	Low	Close	Change
Level	268.82	264.32	265.40	-2.06
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	1,614	4,203	5,817
Open Interest	134,740	179,450	314,190
	High	Low	Close	Change
Level	2,688.44	2,643.14	2,654.01	-20.56
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,425	4,942	6,367
Open Interest	370,236	476,343	846,579
	High	Low	Close	Change
Level	132.72	131.55	131.82	-0.67
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	19	5	24
Open Interest	36,996	20,826	57,822
	High	Low	Close	Change
Level	132.72	131.55	131.82	-0.67
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	36	2,121	2,157
Open Interest	5,197	7,823	13,020
	High	Low	Close	Change
Level	132.72	131.55	131.82	-0.67
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	3,644	2,047	5,691
Open Interest	139,018	86,787	225,805
	High	Low	Close	Change
Level	132.64	131.47	131.71	-0.74
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	90	250	340
Open Interest	54,606	15,245	69,851
	High	Low	Close	Change
Level	132.64	131.47	131.71	-0.74
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	157	94	251
	High	Low	Close	Change
Level	51.34	50.75	50.96	-0.18
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	14,392	24,393	38,785
Open Interest	1,917,440	4,274,027	6,191,467
	High	Low	Close	Change
Level	83.21	82.11	82.41	-0.54
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	14	409	423
Open Interest	105,589	232,244	337,833
	High	Low	Close	Change
Level	83.21	82.11	82.41	-0.54
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	8,093	8,417	16,510
Open Interest	119,268	130,542	249,810
	High	Low	Close	Change
Level	83.21	82.11	82.41	-0.54
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	3,057	7,542	10,599
Open Interest	326,605	502,620	829,225
	High	Low	Close	Change
Level	831.28	822.17	824.20	-5.19
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	136	756	892
Open Interest	94,457	185,278	279,735
	High	Low	Close	Change
Level	130.05	129.66	129.83	0.12
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	110	110
Open Interest	1,666	5,761	7,427
	High	Low	Close	Change
Level	130.05	129.66	129.83	0.12
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	25	13	38
Open Interest	56,190	14,607	70,797
	High	Low	Close	Change
Level	28.41	28.30	28.31	-0.18
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	900	1,456	2,356
	High	Low	Close	Change
Level	19.48	19.33	19.42	-0.16
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	35	35
Open Interest	19,071	6,304	25,375
	High	Low	Close	Change
Level	27.49	27.30	27.38	-0.25
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	32	99	131
	High	Low	Close	Change
Level	27.21	26.91	26.98	-0.32
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,896	2,506	7,402
	High	Low	Close	Change
Level	24.84	24.52	24.62	-0.21
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	854	263	1,117
	High	Low	Close	Change
Level	58.74	58.40	58.61	-0.94
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	272	278	550
	High	Low	Close	Change
Level	56.29	55.59	56.16	-1.18
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	739	512	1,251
	High	Low	Close	Change
Level	58.39	58.02	58.23	-0.56
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,616	1,537	4,153
	High	Low	Close	Change
Level	32.27	31.93	32.02	-0.31
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	3,391	2,099	5,490
Open Interest	493,287	506,303	999,590
	High	Low	Close	Change
Level	19.33	18.79	19.03	-0.33
United States Oil Fund - (USO)
	Call	Put	Total
Volume	2,329	4,006	6,335
Open Interest	698,069	641,235	1,339,304
	High	Low	Close	Change
Level	31.86	31.44	31.58	-0.20
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	1,143	1,580	2,723
Open Interest	823,673	1,309,756	2,133,429
	High	Low	Close	Change
Level	56.10	55.75	55.88	-0.17
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	145	22	167
Open Interest	17,258	29,606	46,864
	High	Low	Close	Change
Level	140.77	138.49	138.93	-1.75
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	114	46	160
	High	Low	Close	Change
Level	85.78	84.83	85.07	-0.68
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	2	0	2
Open Interest	11,559	8,408	19,967
	High	Low	Close	Change
Level	57.93	57.47	57.61	-0.28
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	2	803	805
Open Interest	3,127	39,305	42,432
	High	Low	Close	Change
Level	108.10	107.80	107.88	-0.21
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	62	5	67
Open Interest	7,234	7,358	14,592
	High	Low	Close	Change
Level	74.43	73.55	73.81	-0.45
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	14	120	134
Open Interest	4,686	5,540	10,226
	High	Low	Close	Change
Level	94.46	93.14	93.48	-0.60
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	122	2	124
	High	Low	Close	Change
Level	62.88	62.14	62.29	-0.38
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	8	0	8
Open Interest	2,596	741	3,337
	High	Low	Close	Change
Level	113.21	111.96	112.27	-0.66
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	13	571	584
Open Interest	3,503	5,568	9,071
	High	Low	Close	Change
Level	45.20	44.62	44.87	0.11
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	11	33	44
Open Interest	128,672	214,954	343,626
	High	Low	Close	Change
Level	47.60	46.94	47.05	-0.31
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	10,106	6,614	16,720
Open Interest	950,316	1,521,544	2,471,860
	High	Low	Close	Change
Level	30.60	29.34	30.13	0.58
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	20	50	70
Open Interest	1,498	30,696	32,194
	High	Low	Close	Change
Level	28.27	27.45	28.07	0.36