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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 Wednesday, February 13, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.91
Index Put/Call Ratio			0.80
Exchange Traded Products Put/Call Ratio			2.36
Equity Put/Call Ratio			0.65
CBOE Volatility Index (VIX) Put/Call Ratio			0.26

Sum of All Products
	Call	Put	Total
Volume	2,161,239	1,975,881	4,137,120
Open Interest	127,465,983	119,090,057	246,556,040
Index Options
	Call	Put	Total
Volume	898,321	717,979	1,616,300
Exchange Traded Products
	Call	Put	Total
Volume	253,884	599,924	853,808
Equity Options
	Call	Put	Total
Volume	1,009,034	657,978	1,667,012
Equity LEAPS
	Call	Put	Total
Volume	61,784	66,726	128,510
Open Interest	23,229,769	17,933,354	41,163,123
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	100,081	137,148	237,229
Open Interest	1,192,871	1,534,012	2,726,883

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
927.18	927.66	926.95	927.49
VXTH - CBOE VIX Tail Hedge Index
			Close
			152.78
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
144.01	144.01	144.01	144.01
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
525.45	527.14	524.13	525.53
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,235.70	1,236.78	1,235.13	1,236.35
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
375.62	376.21	375.61	376.09
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
237.25	237.47	237.16	237.41
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
181.44	181.51	181.10	181.34
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,250.79	1251.00	1,250.79	1,250.90
VIX - CBOE Volatility Index
Open	High	Low	Close
12.88	13.19	12.67	12.98
VVIX - CBOE VVIX Index
Open	High	Low	Close
74.21	75.69	72.55	73.25
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
16.15	16.35	15.82	15.84
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
12.02	12.57	11.92	12.19
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
15.97	16.14	15.64	15.87
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.14	12.92	12.13	12.59
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.12	14.41	13.78	14.41
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
14.46	14.72	14.43	14.63
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
19.91	21.39	19.90	21.00
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.06	14.71	13.87	14.70
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.58	8.63	8.53	8.59
VPD - CBOE VIX Premium Strategy Index
			Close
			230.91
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			228.53
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			86.17
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
58.77	59.30	57.26	58.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
65.60	66.88	65.32	65.59
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.14
EXQ - CBOE Exchange Index
Open	High	Low	Close
107.05	108.36	106.86	108.36
CYX - CBOE China Index
Open	High	Low	Close
640.10	643.68	639.93	642.75

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	594,100	153,456	747,556
Open Interest	3,952,410	1,643,682	5,596,092
	High	Low	Close	Change
Level	13.19	12.67	12.98	0.34
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	4	0	4
	High	Low	Close	Change
Level	18.14	17.29	17.46	-0.25
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	45	10	55
	High	Low	Close	Change
Level	16.35	15.82	15.84	-0.78
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	65	73	138
	High	Low	Close	Change
Level	21.39	19.90	21.00	0.30
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	55	0	55
	High	Low	Close	Change
Level	14.71	13.87	14.70	0.64
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	162	0	162
Open Interest	10	0	10
	High	Low	Close	Change
Level	13.19	12.64	12.98	0.34
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	1,524.69	1,515.93	1,520.33	0.90
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	280,999	523,178	804,177
Open Interest	4,223,518	7,472,060	11,695,578
	High	Low	Close	Change
Level	1,524.69	1,515.93	1,520.33	0.90
S&P 500 Index Weeklys
	Call	Put	Total
Volume	31,251	55,726	86,977
Open Interest	110,030	222,509	332,539
	High	Low	Close	Change
Level	1,524.69	1,515.93	1,520.33	0.90
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	69	241	310
Open Interest	4,900	8,325	13,225
	High	Low	Close	Change
Level	152.47	151.59	152.03	0.09
SPDR Options - (SPY)
	Call	Put	Total
Volume	92,740	392,856	485,596
Open Interest	6,896,337	13,011,658	19,907,995
	High	Low	Close	Change
Level	152.61	151.72	152.15	0.15
SPDR Options LEAPS
	Call	Put	Total
Volume	1,571	558	2,129
Open Interest	566,163	910,849	1,477,012
	High	Low	Close	Change
Level	152.61	151.72	152.15	0.15
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	15,979	38,994	54,973
Open Interest	296,515	482,403	778,918
	High	Low	Close	Change
Level	152.61	151.72	152.15	0.15
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	3,147	7,298	10,445
Open Interest	24,930	36,953	61,883
	High	Low	Close	Change
Level	686.03	681.87	684.02	0.42
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	1	10	11
Open Interest	744	311	1,055
	High	Low	Close	Change
Level	686.03	681.87	684.02	0.42
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	449	300	749
Open Interest	410	593	1,003
	High	Low	Close	Change
Level	686.03	681.87	684.02	0.42
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	1,478	1,678	3,156
Open Interest	9,001	10,598	19,599
	High	Low	Close	Change
Level	686.03	681.87	684.02	0.42
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	563	165	728
	High	Low	Close	Change
Level	686.03	681.87	684.02	0.42
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	21	0	21
Open Interest	169	119	288
	High	Low	Close	Change
Level	686.03	681.87	684.02	0.42
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	37,700	17,478	55,178
Open Interest	2,445,140	1,361,691	3,806,831
	High	Low	Close	Change
Level	159.64	158.77	159.05	-0.84
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	13,070	20,748	33,818
Open Interest	1,689,503	1,617,637	3,307,140
	High	Low	Close	Change
Level	68.23	67.76	67.97	0.24
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	63	23	86
Open Interest	116,502	161,774	278,276
	High	Low	Close	Change
Level	68.23	67.76	67.97	0.24
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	3,022	4,453	7,475
Open Interest	71,095	63,023	134,118
	High	Low	Close	Change
Level	68.23	67.76	67.97	0.24
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,621	3,860	6,481
	High	Low	Close	Change
Level	68.84	68.43	68.62	0.05
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,152	197	1,349
	High	Low	Close	Change
Level	68.84	68.43	68.62	0.05
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	10	0	10
Open Interest	25,222	85,011	110,233
	High	Low	Close	Change
Level	278.31	276.26	277.38	1.12
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,658	3,101
	High	Low	Close	Change
Level	278.31	276.26	277.38	1.12
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	2,759	15,813	18,572
Open Interest	108,588	181,021	289,609
	High	Low	Close	Change
Level	2,783.19	2,765.04	2,773.77	11.15
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,992	2,851	4,843
Open Interest	278,834	276,402	555,236
	High	Low	Close	Change
Level	140.36	139.50	139.87	-0.18
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	26	23	49
Open Interest	52,411	34,238	86,649
	High	Low	Close	Change
Level	140.36	139.50	139.87	-0.18
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	2,383	2,925	5,308
Open Interest	108,498	73,487	181,985
	High	Low	Close	Change
Level	140.29	139.46	139.83	-0.36
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	0	374	374
Open Interest	46,927	6,754	53,681
	High	Low	Close	Change
Level	140.29	139.46	139.83	-0.36
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	34	78	112
	High	Low	Close	Change
Level	56.46	56.16	56.43	0.23
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	8,466	36,081	44,547
Open Interest	1,670,040	5,265,147	6,935,187
	High	Low	Close	Change
Level	91.55	90.98	91.45	0.38
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	141	218	359
Open Interest	146,578	249,396	395,974
	High	Low	Close	Change
Level	91.55	90.98	91.45	0.38
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	2,268	6,103	8,371
Open Interest	45,192	148,017	193,209
	High	Low	Close	Change
Level	91.55	90.98	91.45	0.38
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	11,492	13,363	24,855
Open Interest	392,844	467,005	859,849
	High	Low	Close	Change
Level	921.29	916.79	920.58	3.06
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	396	377	773
Open Interest	59,020	117,923	176,943
	High	Low	Close	Change
Level	133.75	133.21	133.37	-0.06
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	30	56	86
Open Interest	2,467	6,561	9,028
	High	Low	Close	Change
Level	133.75	133.21	133.37	-0.06
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	614	7	621
Open Interest	69,602	20,178	89,780
	High	Low	Close	Change
Level	26.75	26.65	26.70	-0.02
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,135	1,351	2,486
	High	Low	Close	Change
Level	19.80	19.64	19.70	0.08
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	5	10	15
Open Interest	21,282	6,075	27,357
	High	Low	Close	Change
Level	28.57	28.46	28.52	0.01
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	111	91	202
	High	Low	Close	Change
Level	30.00	29.87	29.88	0.03
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,528	940	2,468
	High	Low	Close	Change
Level	27.67	27.33	27.45	-0.08
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	3	0	3
Open Interest	620	169	789
	High	Low	Close	Change
Level	56.54	56.21	56.26	-0.39
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	10	0	10
Open Interest	225	141	366
	High	Low	Close	Change
Level	53.16	52.88	52.90	-0.45
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	514	97	611
	High	Low	Close	Change
Level	56.35	56.10	56.16	-0.31
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,627	761	2,388
	High	Low	Close	Change
Level	34.43	34.24	34.34	-0.02
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	943	798	1,741
Open Interest	189,313	139,918	329,231
	High	Low	Close	Change
Level	18.68	18.32	18.51	0.25
United States Oil Fund - (USO)
	Call	Put	Total
Volume	782	4,631	5,413
Open Interest	552,230	568,924	1,121,154
	High	Low	Close	Change
Level	35.49	34.99	35.18	-0.09
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	1,101	1,903	3,004
Open Interest	710,345	1,209,612	1,919,957
	High	Low	Close	Change
Level	59.17	58.84	58.90	0.14
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	0	0
Open Interest	3	1	4
	High	Low	Close	Change
Level	92.21	91.69	91.88	-0.05
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	21	41	62
Open Interest	7,639	24,228	31,867
	High	Low	Close	Change
Level	146.50	145.40	146.39	0.92
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	6	6
Open Interest	58	27	85
	High	Low	Close	Change
Level	90.49	90.10	90.15	0.06
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	109	11	120
Open Interest	15,011	9,446	24,457
	High	Low	Close	Change
Level	60.92	60.67	60.87	0.02
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	2	0	2
Open Interest	2,342	33,428	35,770
	High	Low	Close	Change
Level	105.87	105.64	105.71	-0.37
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	3	0	3
Open Interest	4,626	7,482	12,108
	High	Low	Close	Change
Level	81.91	81.44	81.80	0.32
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,131	4,755	7,886
	High	Low	Close	Change
Level	103.74	103.07	103.61	0.40
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	61	8	69
	High	Low	Close	Change
Level	67.81	67.46	67.66	0.13
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	1	0	1
Open Interest	4,808	852	5,660
	High	Low	Close	Change
Level	123.51	122.85	123.21	0.30
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	4	10	14
Open Interest	634	2,298	2,932
	High	Low	Close	Change
Level	46.88	46.48	46.63	0.12
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	3	146	149
Open Interest	74,800	170,136	244,936
	High	Low	Close	Change
Level	51.19	50.70	50.86	0.14
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	21,686	26,145	47,831
Open Interest	807,657	1,456,449	2,264,106
	High	Low	Close	Change
Level	22.88	22.09	22.49	0.11
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	167	167
Open Interest	1,595	28,287	29,882
	High	Low	Close	Change
Level	22.28	21.81	22.01	-0.08