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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, November 16, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.03
Index Put/Call Ratio			1.02
Exchange Traded Products Put/Call Ratio			1.37
Equity Put/Call Ratio			0.81
CBOE Volatility Index (VIX) Put/Call Ratio			0.41

Sum of All Products
	Call	Put	Total
Volume	2,852,762	2,940,709	5,793,471
Open Interest	162,440,316	143,444,951	305,885,267
Index Options
	Call	Put	Total
Volume	925,671	946,911	1,872,582
Exchange Traded Products
	Call	Put	Total
Volume	766,614	1,050,485	1,817,099
Equity Options
	Call	Put	Total
Volume	1,160,477	943,313	2,103,790
Equity LEAPS
	Call	Put	Total
Volume	37,044	27,409	64,453
Open Interest	13,921,159	10,606,342	24,527,501
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	310,516	372,636	683,152
Open Interest	560,931	756,617	1,317,548

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
887.65	888.80	885.03	888.10
VXTH - CBOE VIX Tail Hedge Index
			Close
			140.30
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
491.87	492.15	490.61	491.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,143.16	1,145.39	1,138.83	1,144.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
354.30	354.91	352.96	354.13
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
227.13	227.41	226.39	227.25
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
171.14	171.14	171.14	171.14
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,188.83	1,192.52	1,176.71	1,191.03
VIX - CBOE Volatility Index
Open	High	Low	Close
17.65	18.50	16.41	16.41
VVIX - CBOE VVIX Index
Open	High	Low	Close
93.83	97.04	90.01	90.27
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
24.69	24.76	22.80	23.63
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
16.96	17.28	15.48	15.53
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
21.68	22.25	19.80	19.94
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
19.57	19.94	17.66	17.66
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
19.23	19.64	16.65	18.13
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
19.54	20.25	18.93	18.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			84.25
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
30.54	31.76	30.54	31.10
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.26	14.26	12.97	13.28
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.45	7.61	7.40	7.42
VPD - CBOE VIX Premium Strategy Index
			Close
			216.94
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			215.65
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.33
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
66.53	67.05	63.40	63.48
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
55.30	55.45	47.04	47.10
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.82
EXQ - CBOE Exchange Index
Open	High	Low	Close
84.22	84.53	83.70	84.45
CYX - CBOE China Index
Open	High	Low	Close
578.88	580.89	571.01	574.67

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	447,903	185,732	633,635
Open Interest	5,726,974	2,581,315	8,308,289
	High	Low	Close	Change
Level	18.50	16.41	16.41	-1.58
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	27.25	24.53	25.03	-1.78
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	10	0	10
	High	Low	Close	Change
Level	24.76	22.80	23.63	-0.68
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	12	0	12
	High	Low	Close	Change
Level	31.76	30.54	31.10	0.56
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	1	16	17
Open Interest	110	33	143
	High	Low	Close	Change
Level	14.26	12.97	13.28	-0.98
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	7	2,030	2,037
	High	Low	Close	Change
Level	18.50	16.41	16.41	-1.58
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	1,362.03	1,343.36	1,359.88	6.55
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	438,352	718,021	1,156,373
Open Interest	4,421,432	7,186,567	11,607,999
	High	Low	Close	Change
Level	1,362.03	1,343.35	1,359.88	6.55
S&P 500 Index Weeklys
	Call	Put	Total
Volume	83,817	162,876	246,693
Open Interest	156,654	290,457	447,111
	High	Low	Close	Change
Level	1,362.03	1,343.35	1,359.88	6.55
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	398	246	644
Open Interest	3,109	6,553	9,662
	High	Low	Close	Change
Level	136.20	134.33	135.99	0.66
SPDR Options - (SPY)
	Call	Put	Total
Volume	388,519	673,452	1,061,971
Open Interest	8,830,124	14,527,398	23,357,522
	High	Low	Close	Change
Level	136.64	134.70	136.37	0.65
SPDR Options LEAPS
	Call	Put	Total
Volume	2,999	4,081	7,080
Open Interest	576,725	753,891	1,330,616
	High	Low	Close	Change
Level	136.64	134.70	136.37	0.65
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	52,933	77,920	130,853
Open Interest	141,240	253,810	395,050
	High	Low	Close	Change
Level	136.64	134.70	136.37	0.65
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	9,264	14,433	23,697
Open Interest	44,798	42,280	87,078
	High	Low	Close	Change
Level	620.16	611.25	619.03	2.40
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	3	3
Open Interest	1,377	641	2,018
	High	Low	Close	Change
Level	620.16	611.25	619.03	2.40
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	751	2,026	2,777
Open Interest	425	1,177	1,602
	High	Low	Close	Change
Level	620.16	611.25	619.03	2.40
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	2,648	2,416	5,064
Open Interest	11,648	17,442	29,090
	High	Low	Close	Change
Level	620.16	611.25	619.03	2.40
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	1	0	1
Open Interest	532	647	1,179
	High	Low	Close	Change
Level	620.16	611.25	619.03	2.40
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	193	160	353
Open Interest	44	14	58
	High	Low	Close	Change
Level	620.16	611.25	619.03	2.40
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	20,578	20,607	41,185
Open Interest	2,863,580	1,507,412	4,370,992
	High	Low	Close	Change
Level	166.36	165.47	165.88	-0.20
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	85,367	93,128	178,495
Open Interest	2,388,604	2,253,660	4,642,264
	High	Low	Close	Change
Level	62.48	61.31	62.30	0.22
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	418	700	1,118
Open Interest	67,239	81,822	149,061
	High	Low	Close	Change
Level	62.48	61.31	62.30	0.22
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	6,440	12,011	18,451
Open Interest	16,145	18,706	34,851
	High	Low	Close	Change
Level	62.48	61.31	62.30	0.22
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	2	2	4
Open Interest	3,085	3,048	6,133
	High	Low	Close	Change
Level	62.35	61.45	62.21	0.25
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,544	483	2,027
	High	Low	Close	Change
Level	62.35	61.45	62.21	0.25
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	3,008	268	3,276
Open Interest	53,688	97,842	151,530
	High	Low	Close	Change
Level	254.13	249.47	253.42	0.98
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	3,107	9,035	12,142
	High	Low	Close	Change
Level	254.13	249.47	253.42	0.98
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	9,508	16,253	25,761
Open Interest	107,015	140,123	247,138
	High	Low	Close	Change
Level	2,541.34	2,494.38	2,534.16	9.80
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	4,957	5,418	10,375
Open Interest	409,613	488,007	897,620
	High	Low	Close	Change
Level	125.77	124.42	125.60	0.05
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	104	114	218
Open Interest	33,206	17,438	50,644
	High	Low	Close	Change
Level	125.77	124.42	125.60	0.05
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	878	1,023	1,901
Open Interest	1,386	1,319	2,705
	High	Low	Close	Change
Level	125.77	124.42	125.60	0.05
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	6,639	2,009	8,648
Open Interest	121,096	73,339	194,435
	High	Low	Close	Change
Level	126.04	124.72	125.88	0.46
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	390	53	443
Open Interest	53,044	13,467	66,511
	High	Low	Close	Change
Level	126.04	124.72	125.88	0.46
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	2	0	2
Open Interest	160	100	260
	High	Low	Close	Change
Level	47.78	46.91	47.62	0.19
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	63,842	84,825	148,667
Open Interest	2,115,270	3,810,857	5,926,127
	High	Low	Close	Change
Level	77.68	76.13	77.48	0.57
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	55	228	283
Open Interest	91,592	196,778	288,370
	High	Low	Close	Change
Level	77.68	76.13	77.48	0.57
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	15,379	8,956	24,335
Open Interest	15,407	22,293	37,700
	High	Low	Close	Change
Level	77.68	76.13	77.48	0.57
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	5,435	6,008	11,443
Open Interest	213,677	361,217	574,894
	High	Low	Close	Change
Level	777.08	763.55	776.28	6.80
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	670	829	1,499
Open Interest	101,766	188,838	290,604
	High	Low	Close	Change
Level	126.56	126.04	126.49	-0.31
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,463	5,116	6,579
	High	Low	Close	Change
Level	126.56	126.04	126.49	-0.31
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	486	0	486
Open Interest	43,841	12,837	56,678
	High	Low	Close	Change
Level	28.34	28.15	28.28	-0.09
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,071	1,244	2,315
	High	Low	Close	Change
Level	18.14	18.00	18.10	-0.13
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	8	86	94
Open Interest	23,290	6,298	29,588
	High	Low	Close	Change
Level	27.53	27.30	27.51	0.12
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	38	87	125
	High	Low	Close	Change
Level	27.74	27.51	27.72	0.31
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,682	2,606	7,288
	High	Low	Close	Change
Level	24.91	24.63	24.85	0.23
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	826	261	1,087
	High	Low	Close	Change
Level	59.12	58.80	58.93	-0.20
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	222	217	439
	High	Low	Close	Change
Level	56.00	55.26	55.59	-0.54
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	453	418	871
	High	Low	Close	Change
Level	58.94	58.65	58.78	-0.11
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,577	1,562	4,139
	High	Low	Close	Change
Level	32.32	32.00	32.31	0.26
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	1,523	1,730	3,253
Open Interest	473,033	503,997	977,030
	High	Low	Close	Change
Level	22.36	21.90	22.28	0.56
United States Oil Fund - (USO)
	Call	Put	Total
Volume	13,399	9,677	23,076
Open Interest	825,754	687,580	1,513,334
	High	Low	Close	Change
Level	32.05	31.63	31.93	0.43
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	7,047	7,860	14,907
Open Interest	868,657	1,272,032	2,140,689
	High	Low	Close	Change
Level	52.20	51.63	52.09	-0.01
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	182	472	654
Open Interest	22,866	35,165	58,031
	High	Low	Close	Change
Level	132.13	128.41	131.62	3.12
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	2	0	2
Open Interest	114	56	170
	High	Low	Close	Change
Level	81.58	80.65	81.42	0.65
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	257	314	571
Open Interest	9,260	4,491	13,751
	High	Low	Close	Change
Level	55.54	54.69	55.45	0.53
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	5	44	49
Open Interest	4,055	35,420	39,475
	High	Low	Close	Change
Level	109.20	108.91	109.03	0.07
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	103	78	181
Open Interest	6,209	6,199	12,408
	High	Low	Close	Change
Level	69.14	67.84	69.02	0.61
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	5	38	43
Open Interest	5,012	5,863	10,875
	High	Low	Close	Change
Level	88.57	86.82	88.30	0.59
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,261	962	4,223
	High	Low	Close	Change
Level	107.12	105.68	107.01	0.76
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	16	258	274
Open Interest	226	969	1,195
	High	Low	Close	Change
Level	43.25	42.82	43.20	0.24
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	1,759	431	2,190
Open Interest	112,460	215,580	328,040
	High	Low	Close	Change
Level	45.25	44.66	45.18	0.26
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	20,059	31,399	51,458
Open Interest	1,015,060	1,448,376	2,463,436
	High	Low	Close	Change
Level	37.22	34.64	34.68	-1.58
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	5	5
Open Interest	1,408	25,737	27,145
	High	Low	Close	Change
Level	32.24	31.01	31.05	-0.68