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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.

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CBOE Market Summary for Wednesday, January 23, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 0.88
Exchange Traded Products Put/Call Ratio 1.43
Equity Put/Call Ratio 0.69
CBOE Volatility Index (VIX) Put/Call Ratio 0.51
Sum of All Products
  Call Put Total  
Volume 1,922,458 1,714,709 3,637,167  
Open Interest 100,836,047 88,246,743 189,082,790  
Index Options
  Call Put Total  
Volume 786,043 691,534 1,477,577  
Exchange Traded Products
  Call Put Total  
Volume 319,857 456,811 776,668  
Equity Options
  Call Put Total  
Volume 816,558 566,364 1,382,922  

Equity LEAPS
  Call Put Total  
Volume 52,529 41,832 94,361  
Open Interest 20,022,969 15,557,027 35,579,996  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 319,413 290,171 609,584  
Open Interest 3,864,944 3,187,936 7,052,880  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
921.03 921.23 919.45 920.71
VXTH - CBOE VIX Tail Hedge Index
      Close
      150.42
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.32 142.32 141.93 142.25
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
516.73 518.09 516.03 517.59
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,217.17 1,218.20 1,214.18 1,217.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
372.77 372.99 372.34 372.54
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
235.92 236.11 235.78 235.97
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.82 179.86 179.47 179.53
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,242.06 1,243.42 1,241.85 1,243.12
VIX - CBOE Volatility Index
Open High Low Close
12.67 12.67 12.30 12.46
VVIX - CBOE VVIX Index
Open High Low Close
74.19 74.21 70.74 71.86
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.70 16.73 15.69 15.69
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.32 11.64 11.23 11.31
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.02 15.47 14.97 15.34
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.00 12.15 11.65 11.81
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.01 14.38 13.99 14.28
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.90 14.90 14.39 14.50
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.35
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.37 22.93 20.92 22.75
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.54 12.63 12.30 12.46
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.34 8.51 8.33 8.41
VPD - CBOE VIX Premium Strategy Index
      Close
      229.60
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      227.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.82
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.54 62.38 60.21 60.44
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
68.11 68.80 63.86 65.07
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.61
EXQ - CBOE Exchange Index
Open High Low Close
99.48 99.66 98.82 99.38
CYX - CBOE China Index
Open High Low Close
669.22 670.45 668.06 669.68



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 495,233 254,512 749,745  
Open Interest 4,686,226 2,085,444 6,771,670  
  High Low Close Change
Level 12.67 12.30 12.46 0.03
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 0 30  
  High Low Close Change
Level 17.84 17.19 17.72 -0.01
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 128 25 153  
  High Low Close Change
Level 16.73 15.69 15.69 -0.55
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 109 126 235  
  High Low Close Change
Level 22.93 20.92 22.75 1.08
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 55 6 61  
  High Low Close Change
Level 12.63 12.30 12.46 -0.25
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 412 0 412  
  High Low Close Change
Level 12.67 12.30 12.46 0.03
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 1,496.13 1,489.92 1,494.81 2.25
S&P 500 Index - (SPX)
  Call Put Total  
Volume 276,399 412,315 688,714  
Open Interest 3,626,745 5,817,221 9,443,966  
  High Low Close Change
Level 1,496.13 1,489.90 1,494.81 2.25
S&P 500 Index Weeklys
  Call Put Total  
Volume 68,252 64,992 133,244  
Open Interest 286,022 367,328 653,350  
  High Low Close Change
Level 1,496.13 1,489.90 1,494.81 2.25
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 518 742 1,260  
Open Interest 1,576 3,918 5,494  
  High Low Close Change
Level 149.61 148.99 149.48 0.22
SPDR Options - (SPY)
  Call Put Total  
Volume 125,126 261,723 386,849  
Open Interest 5,580,803 9,239,958 14,820,761  
  High Low Close Change
Level 149.50 148.86 149.34 0.27
SPDR Options LEAPS
  Call Put Total  
Volume 802 4,122 4,924  
Open Interest 502,390 733,646 1,236,036  
  High Low Close Change
Level 149.50 148.86 149.34 0.27
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 60,255 73,847 134,102  
Open Interest 932,240 765,420 1,697,660  
  High Low Close Change
Level 149.50 148.86 149.34 0.27
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,464 2,945 6,409  
Open Interest 17,410 21,058 38,468  
  High Low Close Change
Level 676.44 673.54 675.77 2.19
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 655 194 849  
  High Low Close Change
Level 676.44 673.54 675.77 2.19
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,303 949 2,252  
Open Interest 2,052 3,429 5,481  
  High Low Close Change
Level 676.44 673.54 675.77 2.19
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,107 5,122 6,229  
Open Interest 5,473 4,089 9,562  
  High Low Close Change
Level 676.44 673.54 675.77 2.19
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 288 122 410  
  High Low Close Change
Level 676.44 673.54 675.77 2.19
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 1,054 5,016 6,070  
Open Interest 2,349 1,335 3,684  
  High Low Close Change
Level 676.44 673.54 675.77 2.19
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 10,100 12,748 22,848  
Open Interest 2,119,033 1,151,947 3,270,980  
  High Low Close Change
Level 163.95 163.00 163.22 -0.46
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 14,380 21,503 35,883  
Open Interest 1,569,173 1,203,788 2,772,961  
  High Low Close Change
Level 67.79 67.46 67.59 0.41
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 44 115 159  
Open Interest 79,920 93,635 173,555  
  High Low Close Change
Level 67.79 67.46 67.59 0.41
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 8,214 4,877 13,091  
Open Interest 283,973 145,322 429,295  
  High Low Close Change
Level 67.79 67.46 67.59 0.41
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,517 2,418 4,935  
  High Low Close Change
Level 67.75 67.45 67.67 0.20
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,142 187 1,329  
  High Low Close Change
Level 67.75 67.45 67.67 0.20
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 97 97  
Open Interest 22,326 15,130 37,456  
  High Low Close Change
Level 276.90 274.62 276.22 1.60
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,654 3,097  
  High Low Close Change
Level 276.90 274.62 276.22 1.60
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,721 7,948 12,669  
Open Interest 74,495 101,758 176,253  
  High Low Close Change
Level 2,769.31 2,756.59 2,762.17 15.98
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,014 2,756 4,770  
Open Interest 198,259 180,895 379,154  
  High Low Close Change
Level 137.63 137.14 137.45 0.71
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 423 17 440  
Open Interest 49,602 29,118 78,720  
  High Low Close Change
Level 137.63 137.14 137.45 0.71
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 114 755 869  
Open Interest 3,592 5,054 8,646  
  High Low Close Change
Level 137.63 137.14 137.45 0.71
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 2,471 1,976 4,447  
Open Interest 101,641 59,909 161,550  
  High Low Close Change
Level 137.94 137.10 137.79 0.67
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 8 61 69  
Open Interest 46,234 6,444 52,678  
  High Low Close Change
Level 137.94 137.10 137.79 0.67
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 3 0 3  
Open Interest 16 37 53  
  High Low Close Change
Level 55.30 54.92 55.03 -0.07
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 11,374 36,007 47,381  
Open Interest 1,301,994 3,630,139 4,932,133  
  High Low Close Change
Level 89.28 88.91 88.98 -0.21
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 1 53 54  
Open Interest 115,290 214,187 329,477  
  High Low Close Change
Level 89.28 88.91 88.98 -0.21
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 3,674 5,565 9,239  
Open Interest 94,889 205,195 300,084  
  High Low Close Change
Level 89.28 88.91 88.98 -0.21
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 1,644 5,391 7,035  
Open Interest 245,723 315,140 560,863  
  High Low Close Change
Level 899.53 896.22 896.70 -2.54
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 161 374 535  
Open Interest 48,768 92,658 141,426  
  High Low Close Change
Level 132.41 131.62 132.17 0.01
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 2 2  
Open Interest 2,431 6,374 8,805  
  High Low Close Change
Level 132.41 131.62 132.17 0.01
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 4,254 138 4,392  
Open Interest 30,401 9,872 40,273  
  High Low Close Change
Level 27.73 27.58 27.71 0.06
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 886 1,105 1,991  
  High Low Close Change
Level 19.27 19.07 19.14 0.04
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 53 0 53  
Open Interest 17,519 3,388 20,907  
  High Low Close Change
Level 28.14 28.02 28.09 0.03
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 17 71 88  
  High Low Close Change
Level 28.77 28.67 28.75 0.04
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 5 2 7  
Open Interest 1,224 729 1,953  
  High Low Close Change
Level 27.08 26.74 26.85 -0.24
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 62 62  
Open Interest 462 120 582  
  High Low Close Change
Level 58.35 58.02 58.08 -0.20
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 3 0 3  
Open Interest 217 146 363  
  High Low Close Change
Level 55.84 55.46 55.49 -0.12
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 509 97 606  
  High Low Close Change
Level 57.99 57.70 57.74 -0.18
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 12 0 12  
Open Interest 1,531 299 1,830  
  High Low Close Change
Level 33.60 33.39 33.51 -0.06
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 907 271 1,178  
Open Interest 136,453 94,203 230,656  
  High Low Close Change
Level 20.15 19.80 20.01 0.03
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,784 7,458 10,242  
Open Interest 380,381 400,370 780,751  
  High Low Close Change
Level 35.01 34.38 34.61 -0.40
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,951 1,681 3,632  
Open Interest 437,711 839,565 1,277,276  
  High Low Close Change
Level 58.16 57.88 58.12 -0.06
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 23 0 23  
Open Interest 5,753 21,093 26,846  
  High Low Close Change
Level 145.88 144.34 144.51 -0.97
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 6 0 6  
Open Interest 41 12 53  
  High Low Close Change
Level 88.70 88.22 88.43 -0.23
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 4 4  
Open Interest 12,570 6,508 19,078  
  High Low Close Change
Level 59.71 59.37 59.49 -0.25
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,753 31,236 32,989  
  High Low Close Change
Level 107.35 107.15 107.21 0.05
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,906 5,869 9,775  
  High Low Close Change
Level 79.69 79.40 79.46 -0.20
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,430 4,024 6,454  
  High Low Close Change
Level 101.48 101.00 101.08 -0.25
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 8 40  
  High Low Close Change
Level 66.12 65.87 66.01 -0.03
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 264 0 264  
Open Interest 4,011 670 4,681  
  High Low Close Change
Level 119.75 119.27 119.57 -0.04
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 349 979 1,328  
  High Low Close Change
Level 45.88 45.61 45.88 0.05
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 6 121 127  
Open Interest 59,325 111,171 170,496  
  High Low Close Change
Level 50.04 49.72 49.99 0.04
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 46,715 57,560 104,275  
Open Interest 512,384 1,144,990 1,657,374  
  High Low Close Change
Level 23.37 22.54 22.67 -0.63
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 20 20  
Open Interest 1,170 29,323 30,493  
  High Low Close Change
Level 23.09 22.34 22.51 -0.75
 
CBOE Volatility Index (VIX)