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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, January 28, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.97
Index Put/Call Ratio			1.01
Exchange Traded Products Put/Call Ratio			1.63
Equity Put/Call Ratio			0.76
CBOE Volatility Index (VIX) Put/Call Ratio			0.46

Sum of All Products
	Call	Put	Total
Volume	1,510,960	1,459,376	2,970,336
Open Interest	107,725,300	95,521,026	203,246,326
Index Options
	Call	Put	Total
Volume	420,814	427,125	847,939
Exchange Traded Products
	Call	Put	Total
Volume	237,925	387,956	625,881
Equity Options
	Call	Put	Total
Volume	852,221	644,295	1,496,516
Equity LEAPS
	Call	Put	Total
Volume	66,980	41,928	108,908
Open Interest	20,849,210	16,081,414	36,930,624
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	282,673	263,006	545,679
Open Interest	2,697,019	2,686,568	5,383,587

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
922.10	922.65	920.55	921.80
VXTH - CBOE VIX Tail Hedge Index
			Close
			151.14
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
142.79	142.95	142.47	142.73
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
520.20	520.42	518.13	519.33
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,221.18	1,221.65	1,217.51	1,219.80
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
371.85	372.71	371.53	372.19
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
236.40	236.54	236.15	236.27
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
180.04	180.18	179.62	180.10
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,244.95	1,245.38	1,243.39	1,244.83
VIX - CBOE Volatility Index
Open	High	Low	Close
13.29	13.91	13.29	13.57
VVIX - CBOE VVIX Index
Open	High	Low	Close
78.84	81.43	77.73	78.16
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
17.54	18.21	17.53	18.19
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
11.75	12.84	11.75	12.46
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
16.60	17.49	16.60	16.87
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.73	13.27	12.68	12.87
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.67	14.90	14.35	14.39
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
14.85	15.24	14.84	15.07
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			84.81
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
22.76	23.64	22.72	22.98
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.77	14.86	14.32	14.39
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.38	8.46	8.23	8.23
VPD - CBOE VIX Premium Strategy Index
			Close
			227.57
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			225.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.76
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
60.79	62.45	60.25	60.84
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
67.35	69.19	66.01	66.69
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.91
EXQ - CBOE Exchange Index
Open	High	Low	Close
100.42	100.88	99.99	100.62
CYX - CBOE China Index
Open	High	Low	Close
660.58	665.57	657.34	658.29

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	203,560	93,110	296,670
Open Interest	5,302,566	2,113,831	7,416,397
	High	Low	Close	Change
Level	13.91	13.29	13.57	0.68
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	0	30
	High	Low	Close	Change
Level	19.86	18.99	19.62	1.26
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	20	0	20
Open Interest	128	25	153
	High	Low	Close	Change
Level	18.21	17.53	18.19	1.73
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	109	122	231
	High	Low	Close	Change
Level	23.64	22.72	22.98	0.46
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	10	0	10
Open Interest	55	6	61
	High	Low	Close	Change
Level	14.86	14.32	14.39	0.31
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	13.91	12.89	13.57	0.68
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	5	5
	High	Low	Close	Change
Level	1,503.17	1,496.33	1,500.18	-2.78
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	206,154	319,980	526,134
Open Interest	3,833,092	6,176,839	10,009,931
	High	Low	Close	Change
Level	1,503.23	1,496.33	1,500.18	-2.78
S&P 500 Index Weeklys
	Call	Put	Total
Volume	41,213	56,236	97,449
Open Interest	189,527	312,333	501,860
	High	Low	Close	Change
Level	1,503.23	1,496.33	1,500.18	-2.78
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	96	290	386
Open Interest	2,177	4,307	6,484
	High	Low	Close	Change
Level	150.32	149.63	150.02	-0.28
SPDR Options - (SPY)
	Call	Put	Total
Volume	81,409	184,703	266,112
Open Interest	5,633,065	10,211,216	15,844,281
	High	Low	Close	Change
Level	150.33	149.51	150.07	-0.18
SPDR Options LEAPS
	Call	Put	Total
Volume	1,379	549	1,928
Open Interest	525,499	803,877	1,329,376
	High	Low	Close	Change
Level	150.33	149.51	150.07	-0.18
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	38,071	40,949	79,020
Open Interest	563,877	819,680	1,383,557
	High	Low	Close	Change
Level	150.33	149.51	150.07	-0.18
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	1,680	1,806	3,486
Open Interest	19,534	25,762	45,296
	High	Low	Close	Change
Level	677.73	674.57	676.19	-0.96
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	5	0	5
Open Interest	723	240	963
	High	Low	Close	Change
Level	677.73	674.57	676.19	-0.96
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	248	891	1,139
Open Interest	1,608	3,951	5,559
	High	Low	Close	Change
Level	677.73	674.57	676.19	-0.96
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	754	999	1,753
Open Interest	4,145	6,354	10,499
	High	Low	Close	Change
Level	677.73	674.57	676.19	-0.96
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	49	0	49
Open Interest	354	122	476
	High	Low	Close	Change
Level	677.73	674.57	676.19	-0.96
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	565	825	1,390
Open Interest	705	3,411	4,116
	High	Low	Close	Change
Level	677.73	674.57	676.19	-0.96
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	13,493	11,409	24,902
Open Interest	2,179,781	1,210,331	3,390,112
	High	Low	Close	Change
Level	160.73	160.02	160.28	-0.36
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	24,655	21,821	46,476
Open Interest	1,574,980	1,286,108	2,861,088
	High	Low	Close	Change
Level	67.38	66.93	67.15	0.15
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	338	1,439	1,777
Open Interest	105,156	118,217	223,373
	High	Low	Close	Change
Level	67.38	66.93	67.15	0.15
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	12,576	13,967	26,543
Open Interest	197,698	99,275	296,973
	High	Low	Close	Change
Level	67.38	66.93	67.15	0.15
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,658	2,653	5,311
	High	Low	Close	Change
Level	67.88	67.57	67.77	-0.12
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	67.88	67.57	67.77	-0.12
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	70	70
Open Interest	22,376	51,683	74,059
	High	Low	Close	Change
Level	275.24	273.54	274.24	0.57
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,654	3,097
	High	Low	Close	Change
Level	275.24	273.54	274.24	0.57
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	2,560	5,027	7,587
Open Interest	79,376	114,805	194,181
	High	Low	Close	Change
Level	2,752.54	2,735.21	2,742.43	5.70
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	6,927	1,159	8,086
Open Interest	212,436	202,410	414,846
	High	Low	Close	Change
Level	138.88	138.30	138.65	0.03
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	55	33	88
Open Interest	51,478	30,451	81,929
	High	Low	Close	Change
Level	138.88	138.30	138.65	0.03
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	191	73	264
Open Interest	1,512	3,421	4,933
	High	Low	Close	Change
Level	138.88	138.30	138.65	0.03
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,529	1,166	2,695
Open Interest	104,182	63,704	167,886
	High	Low	Close	Change
Level	139.16	138.63	138.82	-0.14
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	1	11	12
Open Interest	46,321	6,553	52,874
	High	Low	Close	Change
Level	139.16	138.63	138.82	-0.14
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	40	40
Open Interest	34	37	71
	High	Low	Close	Change
Level	55.49	54.88	55.32	0.49
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	35,314	32,173	67,487
Open Interest	1,426,630	4,048,870	5,475,500
	High	Low	Close	Change
Level	90.23	89.38	89.98	0.04
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	7	1,529	1,536
Open Interest	119,731	220,496	340,227
	High	Low	Close	Change
Level	90.23	89.38	89.98	0.04
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	1,605	2,048	3,653
Open Interest	92,806	255,587	348,393
	High	Low	Close	Change
Level	90.23	89.38	89.98	0.04
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	2,747	4,677	7,424
Open Interest	257,601	337,019	594,620
	High	Low	Close	Change
Level	907.91	900.88	906.71	1.47
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	498	1,347	1,845
Open Interest	51,062	98,170	149,232
	High	Low	Close	Change
Level	133.65	133.31	133.51	-0.04
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	10	0	10
Open Interest	2,454	6,383	8,837
	High	Low	Close	Change
Level	133.65	133.31	133.51	-0.04
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	2,998	376	3,374
Open Interest	61,410	13,530	74,940
	High	Low	Close	Change
Level	27.83	27.60	27.79	0.21
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,000	1,221	2,221
	High	Low	Close	Change
Level	19.04	18.93	19.00	0.02
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	1,500	1,500
Open Interest	18,900	4,208	23,108
	High	Low	Close	Change
Level	28.06	27.88	28.00	-0.01
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	17	91	108
	High	Low	Close	Change
Level	28.83	28.57	28.74	-0.06
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,355	812	2,167
	High	Low	Close	Change
Level	27.16	26.87	27.11	0.12
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	1	0	1
Open Interest	515	162	677
	High	Low	Close	Change
Level	56.87	56.61	56.69	-0.25
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	223	136	359
	High	Low	Close	Change
Level	53.25	52.86	53.10	-0.60
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	509	97	606
	High	Low	Close	Change
Level	56.79	56.59	56.65	-0.16
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	3	5	8
Open Interest	1,557	422	1,979
	High	Low	Close	Change
Level	33.73	33.41	33.72	0.14
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,262	1,239	3,501
Open Interest	145,606	105,479	251,085
	High	Low	Close	Change
Level	18.80	18.55	18.56	-0.97
United States Oil Fund - (USO)
	Call	Put	Total
Volume	3,454	2,783	6,237
Open Interest	389,993	447,194	837,187
	High	Low	Close	Change
Level	34.99	34.57	34.93	0.16
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	930	6,832	7,762
Open Interest	455,590	868,396	1,323,986
	High	Low	Close	Change
Level	58.85	58.54	58.73	-0.29
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	1	1
Open Interest	0	0	0
	High	Low	Close	Change
Level	89.81	89.21	89.65	-0.02
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	10	5	15
Open Interest	6,066	21,287	27,353
	High	Low	Close	Change
Level	146.79	145.33	145.49	-0.52
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	1	1
Open Interest	47	12	59
	High	Low	Close	Change
Level	90.10	89.36	89.36	-0.40
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	4	1	5
Open Interest	13,714	6,889	20,603
	High	Low	Close	Change
Level	59.95	59.64	59.91	0.02
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	32	11	43
Open Interest	1,828	32,310	34,138
	High	Low	Close	Change
Level	106.14	105.89	106.11	-0.22
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,061	6,440	10,501
	High	Low	Close	Change
Level	80.35	79.52	80.21	0.29
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,567	4,208	6,775
	High	Low	Close	Change
Level	102.76	101.93	102.39	-0.12
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	11	0	11
Open Interest	49	8	57
	High	Low	Close	Change
Level	67.19	66.72	66.84	-0.24
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,536	726	5,262
	High	Low	Close	Change
Level	121.62	120.45	120.80	-0.31
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	11	2	13
Open Interest	355	2,030	2,385
	High	Low	Close	Change
Level	46.60	46.29	46.41	-0.29
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	335	1,275	1,610
Open Interest	65,960	123,246	189,206
	High	Low	Close	Change
Level	50.98	50.59	50.67	-0.24
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	13,582	32,017	45,599
Open Interest	609,908	1,256,418	1,866,326
	High	Low	Close	Change
Level	23.86	22.89	23.60	0.62
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,333	34,138	35,471
	High	Low	Close	Change
Level	22.83	22.40	22.51	0.08