A A A

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, March 14, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.73
Index Put/Call Ratio			0.73
Exchange Traded Products Put/Call Ratio			0.91
Equity Put/Call Ratio			0.64
CBOE Volatility Index (VIX) Put/Call Ratio			0.40

Sum of All Products
	Call	Put	Total
Volume	2,574,603	1,887,648	4,462,251
Open Interest	140,150,244	132,435,459	272,585,703
Index Options
	Call	Put	Total
Volume	1,180,232	866,121	2,046,353
Exchange Traded Products
	Call	Put	Total
Volume	474,031	429,913	903,944
Equity Options
	Call	Put	Total
Volume	920,340	591,614	1,511,954
Equity LEAPS
	Call	Put	Total
Volume	95,516	50,980	146,496
Open Interest	27,590,463	21,007,619	48,598,082
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	166,045	173,766	339,811
Open Interest	1,411,222	1,349,403	2,760,625

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
938.06	939.39	937.91	939.38
VXTH - CBOE VIX Tail Hedge Index
			Close
			157.44
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
146.97	147.37	146.97	147.37
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
538.20	541.31	538.20	541.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,266.15	1,268.16	1,266.15	1,268.14
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
381.46	381.78	381.29	381.78
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
240.27	240.37	239.84	240.28
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
183.71	183.85	183.54	183.64
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,265.74	1,265.95	1,265.74	1,265.91
VIX - CBOE Volatility Index
Open	High	Low	Close
11.70	11.75	11.05	11.30
VVIX - CBOE VVIX Index
Open	High	Low	Close
83.50	85.35	83.14	83.50
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
15.92	16.11	15.67	16.11
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
10.54	10.63	10.00	10.22
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
14.52	14.57	13.65	13.65
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
11.54	11.81	11.05	11.25
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
12.65	12.65	12.19	12.33
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
14.42	14.46	13.98	14.10
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			84.57
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
19.09	19.21	18.21	18.36
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
12.24	12.59	12.24	12.59
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.64	8.64	8.45	8.52
VPD - CBOE VIX Premium Strategy Index
			Close
			236.01
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			233.50
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			86.32
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
54.96	55.10	53.63	53.63
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
60.26	61.08	59.34	59.68
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.29
EXQ - CBOE Exchange Index
Open	High	Low	Close
113.11	114.75	112.92	114.46
CYX - CBOE China Index
Open	High	Low	Close
620.18	622.54	619.66	621.38

3rd-party Advertisement

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	630,418	252,163	882,581
Open Interest	6,707,955	2,711,741	9,419,696
	High	Low	Close	Change
Level	11.75	11.05	11.30	-0.53
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	4	0	4
	High	Low	Close	Change
Level	18.64	18.04	18.37	0.01
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	25	25
Open Interest	68	10	78
	High	Low	Close	Change
Level	16.11	15.67	16.11	-0.49
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	4	0	4
Open Interest	199	47	246
	High	Low	Close	Change
Level	19.21	18.21	18.36	-0.73
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	124	60	184
	High	Low	Close	Change
Level	12.59	12.24	12.59	0.35
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	331	0	331
	High	Low	Close	Change
Level	11.83	11.05	11.30	-0.53
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	10	10
Open Interest	0	0	0
	High	Low	Close	Change
Level	1,563.30	1,554.52	1,563.23	8.71
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	499,958	545,989	1,045,947
Open Interest	5,036,453	8,641,752	13,678,205
	High	Low	Close	Change
Level	1,563.32	1,554.52	1,563.23	8.71
S&P 500 Index - PM Settled - (SPXPM)
	Call	Put	Total
Volume	9,677	6,338	16,015
Open Interest	37,012	57,111	94,123
	High	Low	Close	Change
Level	1,563.32	1,554.52	1,563.23	8.71
S&P 500 Index Weeklys
	Call	Put	Total
Volume	41,407	65,958	107,365
Open Interest	149,136	250,541	399,677
	High	Low	Close	Change
Level	1,563.32	1,554.52	1,563.23	8.71
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	37	130	167
Open Interest	4,927	12,792	17,719
	High	Low	Close	Change
Level	156.33	155.45	156.32	0.87
SPDR Options - (SPY)
	Call	Put	Total
Volume	208,094	198,061	406,155
Open Interest	7,841,244	15,420,798	23,262,042
	High	Low	Close	Change
Level	156.80	155.91	156.73	0.89
SPDR Options LEAPS
	Call	Put	Total
Volume	2,252	2,630	4,882
Open Interest	677,582	1,079,636	1,757,218
	High	Low	Close	Change
Level	156.80	155.91	156.73	0.89
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	20,854	29,890	50,744
Open Interest	217,307	327,519	544,826
	High	Low	Close	Change
Level	156.80	155.91	156.73	0.89
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	4,781	6,679	11,460
Open Interest	23,769	31,915	55,684
	High	Low	Close	Change
Level	702.74	698.62	702.72	4.10
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	0	0
Open Interest	640	467	1,107
	High	Low	Close	Change
Level	702.74	698.62	702.72	4.10
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	429	612	1,041
Open Interest	1,228	1,838	3,066
	High	Low	Close	Change
Level	702.74	698.62	702.72	4.10
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	1,136	1,117	2,253
Open Interest	10,850	13,479	24,329
	High	Low	Close	Change
Level	702.74	698.62	702.72	4.10
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	583	165	748
	High	Low	Close	Change
Level	702.74	698.62	702.72	4.10
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	8	7	15
Open Interest	165	185	350
	High	Low	Close	Change
Level	702.74	698.62	702.72	4.10
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	13,315	8,642	21,957
Open Interest	2,668,490	1,447,849	4,116,339
	High	Low	Close	Change
Level	154.17	153.01	153.69	0.02
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	10,891	15,440	26,331
Open Interest	1,669,973	1,972,077	3,642,050
	High	Low	Close	Change
Level	69.01	68.71	68.87	0.24
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	978	591	1,569
Open Interest	183,886	256,065	439,951
	High	Low	Close	Change
Level	69.01	68.71	68.87	0.24
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	3,237	2,376	5,613
Open Interest	46,836	49,532	96,368
	High	Low	Close	Change
Level	69.01	68.71	68.87	0.24
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	7	0	7
Open Interest	2,840	3,909	6,749
	High	Low	Close	Change
Level	70.65	70.40	70.63	0.41
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,152	247	1,399
	High	Low	Close	Change
Level	70.65	70.40	70.63	0.41
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	2,004	0	2,004
Open Interest	38,920	51,172	90,092
	High	Low	Close	Change
Level	281.23	279.87	280.73	0.86
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	447	2,740	3,187
	High	Low	Close	Change
Level	281.23	279.87	280.73	0.86
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	12,547	30,813	43,360
Open Interest	128,666	207,894	336,560
	High	Low	Close	Change
Level	2,812.29	2,801.36	2,807.30	8.62
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	5,567	9,724	15,291
Open Interest	313,723	342,445	656,168
	High	Low	Close	Change
Level	145.35	144.76	145.32	0.87
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	274	149	423
Open Interest	55,505	43,224	98,729
	High	Low	Close	Change
Level	145.35	144.76	145.32	0.87
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	42	100	142
Open Interest	0	0	0
	High	Low	Close	Change
Level	145.35	144.76	145.32	0.87
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	3,084	5,344	8,428
Open Interest	113,374	90,059	203,433
	High	Low	Close	Change
Level	145.39	144.55	145.39	0.84
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	3	104	107
Open Interest	47,053	10,191	57,244
	High	Low	Close	Change
Level	145.39	144.55	145.39	0.84
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	2	0	2
Open Interest	82	78	160
	High	Low	Close	Change
Level	58.81	58.33	58.63	0.53
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	48,671	37,785	86,456
Open Interest	1,769,668	5,477,185	7,246,853
	High	Low	Close	Change
Level	94.81	93.87	94.78	0.94
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	1,633	223	1,856
Open Interest	164,002	319,274	483,276
	High	Low	Close	Change
Level	94.81	93.87	94.78	0.94
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	8,810	8,815	17,625
Open Interest	50,194	69,017	119,211
	High	Low	Close	Change
Level	94.81	93.87	94.78	0.94
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	16,586	17,486	34,072
Open Interest	382,632	507,861	890,493
	High	Low	Close	Change
Level	953.07	945.43	953.07	9.17
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	242	934	1,176
Open Interest	66,790	132,963	199,753
	High	Low	Close	Change
Level	129.26	128.29	128.99	0.46
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	9	0	9
Open Interest	3,084	7,451	10,535
	High	Low	Close	Change
Level	129.26	128.29	128.99	0.46
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	888	643	1,531
Open Interest	68,580	18,816	87,396
	High	Low	Close	Change
Level	26.37	26.23	26.35	0.09
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,246	1,493	2,739
	High	Low	Close	Change
Level	18.19	18.11	18.13	0.03
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	10	10
Open Interest	22,941	10,831	33,772
	High	Low	Close	Change
Level	27.34	27.17	27.34	0.20
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	94	101	195
	High	Low	Close	Change
Level	28.55	28.40	28.54	0.23
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,013	1,583	3,596
	High	Low	Close	Change
Level	25.99	25.82	25.96	0.18
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	659	256	915
	High	Low	Close	Change
Level	54.08	53.67	53.92	-0.03
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	235	141	376
	High	Low	Close	Change
Level	49.38	49.05	49.35	-0.09
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	522	127	649
	High	Low	Close	Change
Level	54.33	53.93	54.19	-0.05
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,626	1,026	3,652
	High	Low	Close	Change
Level	32.63	32.42	32.59	0.27
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	7,824	4,560	12,384
Open Interest	204,001	133,362	337,363
	High	Low	Close	Change
Level	21.07	20.53	21.04	0.78
United States Oil Fund - (USO)
	Call	Put	Total
Volume	906	3,058	3,964
Open Interest	589,043	598,321	1,187,364
	High	Low	Close	Change
Level	33.48	33.23	33.43	0.23
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	2,762	3,086	5,848
Open Interest	818,096	1,402,187	2,220,283
	High	Low	Close	Change
Level	59.81	59.40	59.76	0.58
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	0	0
Open Interest	135	33	168
	High	Low	Close	Change
Level	94.95	94.53	94.88	0.12
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	11	375	386
Open Interest	7,467	21,905	29,372
	High	Low	Close	Change
Level	157.00	156.13	156.97	0.86
iShares DJ US Energy Index Fund - (IYE)
	Call	Put	Total
Volume	5	0	5
Open Interest	1,384	1,035	2,419
	High	Low	Close	Change
Level	45.57	44.98	45.53	0.67
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	59	45	104
	High	Low	Close	Change
Level	94.38	94.05	94.36	0.17
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	69	0	69
Open Interest	19,853	8,875	28,728
	High	Low	Close	Change
Level	62.78	62.48	62.75	0.27
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,269	35,867	38,136
	High	Low	Close	Change
Level	106.01	105.66	105.93	0.03
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	6	0	6
Open Interest	3,322	4,651	7,973
	High	Low	Close	Change
Level	84.34	83.55	84.32	0.94
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	11	0	11
Open Interest	2,312	3,326	5,638
	High	Low	Close	Change
Level	108.06	107.24	108.05	0.90
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	207	39	246
	High	Low	Close	Change
Level	69.69	69.46	69.68	0.34
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,215	594	3,809
	High	Low	Close	Change
Level	127.23	126.58	127.20	0.77
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	6	0	6
Open Interest	1,345	1,463	2,808
	High	Low	Close	Change
Level	48.45	48.19	48.25	-0.14
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	500	1,974	2,474
Open Interest	67,134	207,754	274,888
	High	Low	Close	Change
Level	53.01	52.75	52.96	0.06
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	38,525	65,773	104,298
Open Interest	897,905	1,694,033	2,591,938
	High	Low	Close	Change
Level	20.90	20.45	20.53	-0.38
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	2	2
Open Interest	1,699	15,320	17,019
	High	Low	Close	Change
Level	21.71	21.47	21.55	-0.02