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.

CBOE Market Statistics Summary Data

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 Friday, January 25, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.88
Index Put/Call Ratio 0.95
Exchange Traded Products Put/Call Ratio 1.36
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.46
Sum of All Products
  Call Put Total  
Volume 2,004,687 1,756,044 3,760,731  
Open Interest 107,456,754 95,247,562 202,704,316  
Index Options
  Call Put Total  
Volume 618,073 585,089 1,203,162  
Exchange Traded Products
  Call Put Total  
Volume 390,741 533,044 923,785  
Equity Options
  Call Put Total  
Volume 995,873 637,911 1,633,784  

Equity LEAPS
  Call Put Total  
Volume 72,092 37,763 109,855  
Open Interest 20,601,088 15,954,361 36,555,449  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 573,083 593,035 1,166,118  
Open Interest 4,815,684 4,585,892 9,401,576  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
921.03 922.58 920.71 922.20
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.30
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.48 142.87 142.42 142.84
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
517.76 520.43 517.76 520.20
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,218.95 1,221.66 1,217.53 1,221.18
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
371.15 372.27 370.89 371.68
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
236.10 236.43 236.10 236.43
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.97 180.12 179.54 180.01
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,243.46 1,245.21 1,243.46 1,244.95
VIX - CBOE Volatility Index
Open High Low Close
12.63 12.99 12.50 12.89
VVIX - CBOE VVIX Index
Open High Low Close
76.23 79.12 75.78 76.92
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.58 16.96 16.20 16.46
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.45 11.94 11.44 11.75
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.54 16.49 15.52 16.05
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.15 12.85 12.11 12.45
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.26 14.34 13.78 14.06
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.58 14.79 14.43 14.66
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.92 22.73 21.80 22.52
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.49 14.54 13.49 14.08
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.45 8.48 8.28 8.28
VPD - CBOE VIX Premium Strategy Index
      Close
      228.70
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      226.51
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.83
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.61 62.62 61.06 61.41
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.71 69.07 66.41 68.48
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.16
EXQ - CBOE Exchange Index
Open High Low Close
100.08 100.42 99.56 100.41
CYX - CBOE China Index
Open High Low Close
663.24 663.24 656.89 659.71



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 265,335 123,295 388,630  
Open Interest 5,189,598 2,104,875 7,294,473  
  High Low Close Change
Level 12.99 12.50 12.89 0.20
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 0 30  
  High Low Close Change
Level 18.73 18.07 18.36 -0.03
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 128 25 153  
  High Low Close Change
Level 16.96 16.20 16.46 0.25
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 109 122 231  
  High Low Close Change
Level 22.73 21.80 22.52 0.04
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 55 6 61  
  High Low Close Change
Level 14.54 13.49 14.08 1.05
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 422 0 422  
  High Low Close Change
Level 12.99 12.50 12.89 0.20
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 5 5  
Open Interest 0 0 0  
  High Low Close Change
Level 1,503.24 1,495.97 1,502.96 8.14
S&P 500 Index - (SPX)
  Call Put Total  
Volume 337,388 436,076 773,464  
Open Interest 3,894,490 6,215,708 10,110,198  
  High Low Close Change
Level 1,503.26 1,494.82 1,502.96 8.14
S&P 500 Index Weeklys
  Call Put Total  
Volume 122,456 161,297 283,753  
Open Interest 325,513 474,872 800,385  
  High Low Close Change
Level 1,503.26 1,494.82 1,502.96 8.14
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 106 7 113  
Open Interest 2,075 4,303 6,378  
  High Low Close Change
Level 150.33 149.48 150.30 0.82
SPDR Options - (SPY)
  Call Put Total  
Volume 165,832 220,922 386,754  
Open Interest 5,918,320 10,190,158 16,108,478  
  High Low Close Change
Level 150.25 149.37 150.25 0.83
SPDR Options LEAPS
  Call Put Total  
Volume 4,000 9,223 13,223  
Open Interest 518,446 780,460 1,298,906  
  High Low Close Change
Level 150.25 149.37 150.25 0.83
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 100,790 126,766 227,556  
Open Interest 937,344 1,114,019 2,051,363  
  High Low Close Change
Level 150.25 149.37 150.25 0.83
S&P 100 Index - (OEX)
  Call Put Total  
Volume 4,544 7,026 11,570  
Open Interest 19,836 25,620 45,456  
  High Low Close Change
Level 677.76 673.97 677.15 3.18
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 5 45 50  
Open Interest 718 220 938  
  High Low Close Change
Level 677.76 673.97 677.15 3.18
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,502 4,759 6,261  
Open Interest 2,787 4,926 7,713  
  High Low Close Change
Level 677.76 673.97 677.15 3.18
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 692 3,347 4,039  
Open Interest 5,827 11,423 17,250  
  High Low Close Change
Level 677.76 673.97 677.15 3.18
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 354 122 476  
  High Low Close Change
Level 677.76 673.97 677.15 3.18
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 556 3,252 3,808  
Open Interest 2,474 8,513 10,987  
  High Low Close Change
Level 677.76 673.97 677.15 3.18
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 14,062 14,035 28,097  
Open Interest 2,173,008 1,217,434 3,390,442  
  High Low Close Change
Level 161.04 160.31 160.64 -0.77
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 17,744 25,345 43,089  
Open Interest 1,709,072 1,363,262 3,072,334  
  High Low Close Change
Level 67.19 66.74 67.00 0.34
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 912 292 1,204  
Open Interest 101,460 115,885 217,345  
  High Low Close Change
Level 67.19 66.74 67.00 0.34
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 12,730 18,011 30,741  
Open Interest 340,603 200,045 540,648  
  High Low Close Change
Level 67.19 66.74 67.00 0.34
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 3 68 71  
Open Interest 2,533 2,445 4,978  
  High Low Close Change
Level 67.86 67.54 67.82 0.32
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 67.86 67.54 67.82 0.32
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 322 322  
Open Interest 22,367 50,331 72,698  
  High Low Close Change
Level 274.50 272.35 273.67 1.32
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,654 3,097  
  High Low Close Change
Level 274.50 272.35 273.67 1.32
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,960 3,523 6,483  
Open Interest 77,161 110,024 187,185  
  High Low Close Change
Level 2,745.09 2,726.73 2,736.73 13.20
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,521 1,717 3,238  
Open Interest 212,987 206,288 419,275  
  High Low Close Change
Level 138.63 138.04 138.63 0.60
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 128 60 188  
Open Interest 51,253 30,068 81,321  
  High Low Close Change
Level 138.63 138.04 138.63 0.60
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 673 393 1,066  
Open Interest 5,252 11,911 17,163  
  High Low Close Change
Level 138.63 138.04 138.63 0.60
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,822 2,372 4,194  
Open Interest 103,975 62,394 166,369  
  High Low Close Change
Level 138.96 138.25 138.96 0.71
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 100 7 107  
Open Interest 46,309 6,548 52,857  
  High Low Close Change
Level 138.96 138.25 138.96 0.71
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 37 71  
  High Low Close Change
Level 55.23 54.84 54.94 -0.09
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 12,045 85,402 97,447  
Open Interest 1,412,656 3,980,544 5,393,200  
  High Low Close Change
Level 89.94 89.29 89.90 0.65
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 1,130 49 1,179  
Open Interest 117,156 218,727 335,883  
  High Low Close Change
Level 89.94 89.29 89.90 0.65
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 3,462 27,469 30,931  
Open Interest 116,836 290,985 407,821  
  High Low Close Change
Level 89.94 89.29 89.90 0.65
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 4,680 8,024 12,704  
Open Interest 249,708 322,176 571,884  
  High Low Close Change
Level 905.24 900.10 905.24 5.05
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 246 465 711  
Open Interest 51,557 94,277 145,834  
  High Low Close Change
Level 133.73 133.48 133.55 0.84
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 4 4 8  
Open Interest 2,451 6,378 8,829  
  High Low Close Change
Level 133.73 133.48 133.55 0.84
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 49 62 111  
Open Interest 61,018 12,941 73,959  
  High Low Close Change
Level 27.60 27.48 27.56 -0.04
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 24 24  
Open Interest 972 1,132 2,104  
  High Low Close Change
Level 19.10 18.92 18.97 -0.15
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 25 25  
Open Interest 18,646 4,049 22,695  
  High Low Close Change
Level 28.09 27.94 28.01 -0.06
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 17 91 108  
  High Low Close Change
Level 28.93 28.72 28.80 -0.02
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,336 812 2,148  
  High Low Close Change
Level 27.14 26.90 26.99 -0.01
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 515 162 677  
  High Low Close Change
Level 57.09 56.84 56.93 -0.39
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 223 136 359  
  High Low Close Change
Level 54.09 53.54 53.83 -0.74
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 509 97 606  
  High Low Close Change
Level 56.90 56.71 56.80 -0.30
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,557 392 1,949  
  High Low Close Change
Level 33.64 33.42 33.56 -0.04
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,212 1,307 3,519  
Open Interest 146,155 104,044 250,199  
  High Low Close Change
Level 19.66 19.33 19.51 -0.01
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,711 4,073 8,784  
Open Interest 406,001 445,181 851,182  
  High Low Close Change
Level 34.92 34.54 34.76 0.02
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 926 871 1,797  
Open Interest 453,729 856,052 1,309,781  
  High Low Close Change
Level 59.03 58.70 59.03 0.63
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 30 0 30  
Open Interest 5,964 21,277 27,241  
  High Low Close Change
Level 146.12 144.36 146.01 1.32
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 3 0 3  
Open Interest 46 12 58  
  High Low Close Change
Level 89.81 89.02 89.78 0.75
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 215 15 230  
Open Interest 12,900 6,703 19,603  
  High Low Close Change
Level 59.91 59.57 59.91 0.22
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 31 31  
Open Interest 1,836 31,276 33,112  
  High Low Close Change
Level 106.63 106.26 106.33 -0.71
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,022 5,894 9,916  
  High Low Close Change
Level 79.99 79.53 79.87 0.30
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,542 4,203 6,745  
  High Low Close Change
Level 102.54 101.77 102.49 0.79
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 49 8 57  
  High Low Close Change
Level 67.09 66.61 67.08 0.66
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 1 1 2  
Open Interest 4,532 713 5,245  
  High Low Close Change
Level 121.17 120.37 121.16 0.99
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 40 40  
Open Interest 355 2,000 2,355  
  High Low Close Change
Level 46.62 46.28 46.55 -0.92
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 804 1,451 2,255  
Open Interest 64,275 117,417 181,692  
  High Low Close Change
Level 50.92 50.45 50.88 0.53
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 17,138 31,923 49,061  
Open Interest 634,722 1,299,893 1,934,615  
  High Low Close Change
Level 23.40 22.58 22.95 0.15
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 25 5,000 5,025  
Open Interest 1,298 29,561 30,859  
  High Low Close Change
Level 22.73 22.38 22.46 -0.10
  VIX Snapshot

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