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 Monday, November 26, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.63
Index Put/Call Ratio 0.47
Exchange Traded Products Put/Call Ratio 1.16
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.21
Sum of All Products
  Call Put Total  
Volume 2,109,433 1,323,772 3,433,205  
Open Interest 140,207,319 126,437,462 266,644,781  
Index Options
  Call Put Total  
Volume 1,060,422 494,542 1,554,964  
Exchange Traded Products
  Call Put Total  
Volume 310,873 359,722 670,595  
Equity Options
  Call Put Total  
Volume 738,138 469,508 1,207,646  

Equity LEAPS
  Call Put Total  
Volume 29,745 29,791 59,536  
Open Interest 14,406,367 10,960,018 25,366,385  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 291,129 315,534 606,663  
Open Interest 1,348,977 1,959,070 3,308,047  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
903.28 903.28 898.14 899.64
VXTH - CBOE VIX Tail Hedge Index
      Close
      144.34
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
494.92 494.92 494.92 494.92
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,172.30 1,172.30 1,163.44 1,166.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
360.92 361.29 359.42 360.15
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
231.61 231.61 230.18 230.52
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.03 174.14 173.38 173.82
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,204.15 1,204.15 1,204.15 1,204.15
VIX - CBOE Volatility Index
Open High Low Close
15.63 15.84 15.47 15.50
VVIX - CBOE VVIX Index
Open High Low Close
84.45 84.55 81.90 82.45
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.81 22.02 21.37 21.44
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.10 14.52 14.10 14.19
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.94 19.50 18.82 18.84
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.62 15.72 15.01 15.23
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.21 17.24 16.21 16.81
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.61 17.75 17.15 17.31
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.62
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.49 29.91 29.34 29.38
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.22 13.86 13.11 13.18
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.22 7.73 7.22 7.66
VPD - CBOE VIX Premium Strategy Index
      Close
      222.29
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      220.62
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.53
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.02 63.63 61.77 62.47
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.52 66.29 64.46 65.25
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.35
EXQ - CBOE Exchange Index
Open High Low Close
85.61 85.99 85.59 85.84
CYX - CBOE China Index
Open High Low Close
588.17 600.46 588.17 599.75



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 776,573 164,201 940,774  
Open Interest 4,189,896 2,058,315 6,248,211  
  High Low Close Change
Level 15.84 15.47 15.50 0.36
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 22.72 22.10 22.24 0.73
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 15 25  
  High Low Close Change
Level 22.02 21.37 21.44 1.19
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 20 20  
Open Interest 0 10 10  
  High Low Close Change
Level 29.91 29.34 29.38 -0.11
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 30 30  
Open Interest 24 51 75  
  High Low Close Change
Level 13.86 13.11 13.18 -2.30
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 27 0 27  
  High Low Close Change
Level 15.84 15.31 15.50 0.36
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 1,409.15 1,397.74 1,406.29 -2.86
S&P 500 Index - (SPX)
  Call Put Total  
Volume 257,022 303,458 560,480  
Open Interest 4,795,774 7,732,898 12,528,672  
  High Low Close Change
Level 1,409.15 1,397.68 1,406.29 -2.86
S&P 500 Index Weeklys
  Call Put Total  
Volume 40,624 58,066 98,690  
Open Interest 190,696 367,424 558,120  
  High Low Close Change
Level 1,409.15 1,397.68 1,406.29 -2.86
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 0 5 5  
Open Interest 3,540 6,794 10,334  
  High Low Close Change
Level 140.92 139.77 140.63 -0.29
SPDR Options - (SPY)
  Call Put Total  
Volume 139,758 196,671 336,429  
Open Interest 6,721,042 12,476,976 19,198,018  
  High Low Close Change
Level 141.36 140.19 141.05 -0.16
SPDR Options LEAPS
  Call Put Total  
Volume 2,065 1,349 3,414  
Open Interest 597,525 788,605 1,386,130  
  High Low Close Change
Level 141.36 140.19 141.05 -0.16
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 60,839 101,328 162,167  
Open Interest 348,206 631,711 979,917  
  High Low Close Change
Level 141.36 140.19 141.05 -0.16
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,496 4,230 9,726  
Open Interest 26,187 28,554 54,741  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,387 641 2,028  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,216 1,418 2,634  
Open Interest 1,096 1,098 2,194  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 5,960 6,051 12,011  
Open Interest 6,940 5,830 12,770  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 533 647 1,180  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 5,840 5,895 11,735  
Open Interest 203 231 434  
  High Low Close Change
Level 643.05 637.69 642.33 -0.72
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 8,859 6,859 15,718  
Open Interest 2,364,218 1,240,940 3,605,158  
  High Low Close Change
Level 169.73 169.25 169.43 -0.20
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 30,493 33,554 64,047  
Open Interest 2,097,950 2,093,147 4,191,097  
  High Low Close Change
Level 65.22 64.54 65.18 0.32
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 464 1,601 2,065  
Open Interest 78,731 88,545 167,276  
  High Low Close Change
Level 65.22 64.54 65.18 0.32
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 5,765 9,340 15,105  
Open Interest 49,412 125,238 174,650  
  High Low Close Change
Level 65.22 64.54 65.18 0.32
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 1 10 11  
Open Interest 2,671 1,869 4,540  
  High Low Close Change
Level 64.59 64.12 64.57 -0.06
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,544 487 2,031  
  High Low Close Change
Level 64.59 64.12 64.57 -0.06
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 155 23 178  
Open Interest 57,601 98,362 155,963  
  High Low Close Change
Level 265.21 260.05 265.17 1.21
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 25 0 25  
Open Interest 3,132 9,081 12,213  
  High Low Close Change
Level 265.21 260.05 265.17 1.21
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 6,735 9,235 15,970  
Open Interest 123,174 160,620 283,794  
  High Low Close Change
Level 2,652.07 2,626.06 2,651.67 12.08
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,226 1,247 2,473  
Open Interest 311,726 413,296 725,022  
  High Low Close Change
Level 129.52 128.79 129.52 -0.37
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 4 8 12  
Open Interest 34,393 17,963 52,356  
  High Low Close Change
Level 129.52 128.79 129.52 -0.37
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 342 453 795  
Open Interest 3,158 1,906 5,064  
  High Low Close Change
Level 129.52 128.79 129.52 -0.37
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 2,417 2,080 4,497  
Open Interest 127,749 74,467 202,216  
  High Low Close Change
Level 130.08 129.00 129.67 -0.43
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 194 128 322  
Open Interest 53,473 13,543 67,016  
  High Low Close Change
Level 130.08 129.00 129.67 -0.43
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 3 5  
Open Interest 161 87 248  
  High Low Close Change
Level 50.05 49.56 49.99 0.31
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 28,328 16,743 45,071  
Open Interest 1,631,520 3,349,327 4,980,847  
  High Low Close Change
Level 80.79 80.07 80.73 0.29
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 44 16 60  
Open Interest 93,117 213,287 306,404  
  High Low Close Change
Level 80.79 80.07 80.73 0.29
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 11,933 5,299 17,232  
Open Interest 44,210 143,062 187,272  
  High Low Close Change
Level 80.79 80.07 80.73 0.29
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 1,780 5,209 6,989  
Open Interest 254,289 401,388 655,677  
  High Low Close Change
Level 809.04 802.50 809.02 1.84
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 207 606 813  
Open Interest 93,898 173,854 267,752  
  High Low Close Change
Level 128.82 128.64 128.76 -0.15
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 1 1  
Open Interest 1,491 5,351 6,842  
  High Low Close Change
Level 128.82 128.64 128.76 -0.15
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 0 21 21  
Open Interest 39,835 11,142 50,977  
  High Low Close Change
Level 28.76 28.68 28.71 -0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 745 1,291 2,036  
  High Low Close Change
Level 18.60 18.49 18.58 0.15
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 20 1 21  
Open Interest 18,173 6,107 24,280  
  High Low Close Change
Level 28.04 27.94 28.02 -0.04
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 87 119  
  High Low Close Change
Level 28.15 28.03 28.09 -0.29
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,585 2,480 7,065  
  High Low Close Change
Level 25.16 25.03 25.11 -0.15
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 786 252 1,038  
  High Low Close Change
Level 60.76 60.60 60.66 -0.08
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 247 248 495  
  High Low Close Change
Level 59.15 58.70 58.91 0.10
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 709 447 1,156  
  High Low Close Change
Level 60.16 60.04 60.10 -0.08
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,582 1,533 4,115  
  High Low Close Change
Level 32.84 32.67 32.73 -0.16
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,247 2,895 5,142  
Open Interest 430,347 472,619 902,966  
  High Low Close Change
Level 22.25 21.91 22.17 -0.81
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,259 4,828 8,087  
Open Interest 647,019 570,358 1,217,377  
  High Low Close Change
Level 32.24 32.00 32.18 -0.13
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,709 1,512 3,221  
Open Interest 804,631 1,201,110 2,005,741  
  High Low Close Change
Level 54.42 54.11 54.41 -0.12
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 49 5 54  
Open Interest 15,465 26,500 41,965  
  High Low Close Change
Level 138.14 136.25 137.53 -0.57
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 2 0 2  
Open Interest 110 46 156  
  High Low Close Change
Level 83.38 83.00 83.35 -0.18
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 50 50  
Open Interest 10,246 6,002 16,248  
  High Low Close Change
Level 56.98 56.63 56.93 0.10
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 16 0 16  
Open Interest 3,116 35,838 38,954  
  High Low Close Change
Level 108.52 108.29 108.32 0.18
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 39 49 88  
Open Interest 5,481 5,335 10,816  
  High Low Close Change
Level 71.90 71.36 71.90 0.28
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 49 49  
Open Interest 2,383 2,057 4,440  
  High Low Close Change
Level 92.18 91.33 92.18 0.29
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 2 0 2  
Open Interest 2,075 645 2,720  
  High Low Close Change
Level 110.61 109.87 110.45 -0.28
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 2,442 15 2,457  
Open Interest 4,550 1,280 5,830  
  High Low Close Change
Level 44.77 44.34 44.57 -0.21
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 63 517 580  
Open Interest 112,798 176,793 289,591  
  High Low Close Change
Level 47.04 46.71 46.95 -0.19
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 11,373 49,762 61,135  
Open Interest 808,211 1,244,711 2,052,922  
  High Low Close Change
Level 30.72 29.70 29.76 -0.26
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 2 65 67  
Open Interest 1,253 25,434 26,687  
  High Low Close Change
Level 29.11 28.56 28.63 -0.01