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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 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