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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 Thursday, January 03, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.84
Index Put/Call Ratio			1.01
Exchange Traded Products Put/Call Ratio			1.25
Equity Put/Call Ratio			0.53
CBOE Volatility Index (VIX) Put/Call Ratio			0.80

Sum of All Products
	Call	Put	Total
Volume	2,328,033	1,952,112	4,280,145
Open Interest	138,930,464	123,305,620	262,236,084
Index Options
	Call	Put	Total
Volume	910,062	918,920	1,828,982
Exchange Traded Products
	Call	Put	Total
Volume	394,253	491,066	885,319
Equity Options
	Call	Put	Total
Volume	1,023,718	542,126	1,565,844
Equity LEAPS
	Call	Put	Total
Volume	66,695	31,887	98,582
Open Interest	17,041,784	13,328,254	30,370,038
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	361,048	352,368	713,416
Open Interest	2,840,544	3,540,980	6,381,524

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
912.96	914.34	912.43	913.62
VXTH - CBOE VIX Tail Hedge Index
			Close
			148.23
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
140.71	140.95	140.33	140.57
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
508.22	509.37	506.57	507.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,196.39	1,198.75	1,194.27	1,196.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
369.12	369.51	368.64	369.10
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
233.58	233.76	233.27	233.55
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
177.63	178.20	177.61	177.79
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,231.51	1,232.90	1,231.34	1,232.12
VIX - CBOE Volatility Index
Open	High	Low	Close
14.77	14.92	14.24	14.56
VVIX - CBOE VVIX Index
Open	High	Low	Close
78.45	79.67	74.26	77.02
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
20.22	20.22	18.67	18.78
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.92	14.18	13.56	13.74
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.50	18.72	17.67	18.11
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
14.36	14.68	13.32	14.01
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.95	17.41	16.77	17.11
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.80	16.99	16.48	16.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			83.03
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
27.80	27.80	26.25	26.83
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.43	13.76	12.51	13.72
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.12	8.12	7.97	8.09
VPD - CBOE VIX Premium Strategy Index
			Close
			220.22
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			218.36
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			84.52
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
59.79	62.26	59.79	61.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
67.60	68.79	67.17	68.44
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			19.78
EXQ - CBOE Exchange Index
Open	High	Low	Close
92.06	93.58	91.98	93.52
CYX - CBOE China Index
Open	High	Low	Close
659.06	659.06	654.08	655.28

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	474,415	377,259	851,674
Open Interest	4,314,104	2,236,410	6,550,514
	High	Low	Close	Change
Level	14.92	14.24	14.56	-0.12
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	20.33	19.07	19.92	-0.04
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	168	10	178
	High	Low	Close	Change
Level	20.22	18.67	18.78	-0.96
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	4	0	4
Open Interest	123	50	173
	High	Low	Close	Change
Level	27.80	26.25	26.83	-0.97
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	5	0	5
Open Interest	30	0	30
	High	Low	Close	Change
Level	13.76	12.51	13.72	0.29
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	100	3	103
	High	Low	Close	Change
Level	14.92	14.24	14.56	-0.12
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	1,465.45	1,455.57	1,459.37	-3.05
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	418,010	508,287	926,297
Open Interest	3,398,175	5,612,372	9,010,547
	High	Low	Close	Change
Level	1,465.47	1,455.53	1,459.37	-3.05
S&P 500 Index Weeklys
	Call	Put	Total
Volume	112,271	89,277	201,548
Open Interest	208,154	328,814	536,968
	High	Low	Close	Change
Level	1,465.47	1,455.53	1,459.37	-3.05
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	76	10	86
Open Interest	2,755	3,527	6,282
	High	Low	Close	Change
Level	146.55	145.55	145.94	-0.30
SPDR Options - (SPY)
	Call	Put	Total
Volume	126,845	286,453	413,298
Open Interest	6,176,201	10,842,932	17,019,133
	High	Low	Close	Change
Level	146.37	145.34	145.73	-0.42
SPDR Options LEAPS
	Call	Put	Total
Volume	1,094	1,504	2,598
Open Interest	403,788	486,653	890,441
	High	Low	Close	Change
Level	146.37	145.34	145.73	-0.42
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	41,015	77,583	118,598
Open Interest	536,125	1,269,256	1,805,381
	High	Low	Close	Change
Level	146.37	145.34	145.73	-0.42
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	3,438	4,728	8,166
Open Interest	20,232	24,079	44,311
	High	Low	Close	Change
Level	664.77	660.45	662.33	-1.54
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	5	64	69
Open Interest	418	132	550
	High	Low	Close	Change
Level	664.77	660.45	662.33	-1.54
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	778	1,688	2,466
Open Interest	1,543	3,784	5,327
	High	Low	Close	Change
Level	664.77	660.45	662.33	-1.54
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	420	502	922
Open Interest	5,227	4,971	10,198
	High	Low	Close	Change
Level	664.77	660.45	662.33	-1.54
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	37	0	37
Open Interest	164	102	266
	High	Low	Close	Change
Level	664.77	660.45	662.33	-1.54
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	279	340	619
Open Interest	781	789	1,570
	High	Low	Close	Change
Level	664.77	660.45	662.33	-1.54
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	17,853	20,359	38,212
Open Interest	2,336,186	1,379,085	3,715,271
	High	Low	Close	Change
Level	162.88	160.83	161.20	-1.95
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	12,578	17,120	29,698
Open Interest	1,960,847	1,734,476	3,695,323
	High	Low	Close	Change
Level	67.34	66.65	66.85	-0.33
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	386	58	444
Open Interest	73,122	87,318	160,440
	High	Low	Close	Change
Level	67.34	66.65	66.85	-0.33
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	3,698	8,352	12,050
Open Interest	155,764	179,283	335,047
	High	Low	Close	Change
Level	67.34	66.65	66.85	-0.33
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	6	124	130
Open Interest	2,544	1,747	4,291
	High	Low	Close	Change
Level	66.53	66.09	66.29	-0.16
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	10	10
Open Interest	1,161	177	1,338
	High	Low	Close	Change
Level	66.53	66.09	66.29	-0.16
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	36	349	385
Open Interest	23,809	18,535	42,344
	High	Low	Close	Change
Level	275.07	272.38	273.23	-1.42
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	423	2,624	3,047
	High	Low	Close	Change
Level	275.07	272.38	273.23	-1.42
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	2,799	8,563	11,362
Open Interest	78,106	109,348	187,454
	High	Low	Close	Change
Level	2,750.82	2,723.67	2,732.26	-14.21
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	3,060	2,764	5,824
Open Interest	259,914	344,416	604,330
	High	Low	Close	Change
Level	134.05	133.31	133.66	-0.14
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	21	107	128
Open Interest	42,542	24,832	67,374
	High	Low	Close	Change
Level	134.05	133.31	133.66	-0.14
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	212	764	976
Open Interest	5,429	6,288	11,717
	High	Low	Close	Change
Level	134.05	133.31	133.66	-0.14
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	3,407	5,979	9,386
Open Interest	105,251	51,638	156,889
	High	Low	Close	Change
Level	134.31	133.58	133.91	-0.22
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	36	91	127
Open Interest	42,270	5,469	47,739
	High	Low	Close	Change
Level	134.31	133.58	133.91	-0.22
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	16	56	72
	High	Low	Close	Change
Level	54.27	53.74	53.91	-0.15
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	15,264	24,247	39,511
Open Interest	1,115,255	3,274,088	4,389,343
	High	Low	Close	Change
Level	87.28	86.37	86.60	-0.26
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	17	54	71
Open Interest	78,750	192,982	271,732
	High	Low	Close	Change
Level	87.28	86.37	86.60	-0.26
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	6,399	4,679	11,078
Open Interest	82,897	203,419	286,316
	High	Low	Close	Change
Level	87.28	86.37	86.60	-0.26
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	6,442	13,116	19,558
Open Interest	246,216	339,891	586,107
	High	Low	Close	Change
Level	878.43	870.76	872.60	-0.82
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	131	1,440	1,571
Open Interest	74,124	140,774	214,898
	High	Low	Close	Change
Level	130.21	129.52	129.58	-1.30
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	10	10
Open Interest	2,257	5,944	8,201
	High	Low	Close	Change
Level	130.21	129.52	129.58	-1.30
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	0	203	203
Open Interest	61,176	14,185	75,361
	High	Low	Close	Change
Level	27.95	27.80	27.86	-0.09
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,094	1,423	2,517
	High	Low	Close	Change
Level	19.78	19.32	19.32	-0.49
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	0	0
Open Interest	18,549	5,860	24,409
	High	Low	Close	Change
Level	27.79	27.63	27.65	-0.25
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	31	98	129
	High	Low	Close	Change
Level	28.11	27.95	28.02	-0.15
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	22	22
Open Interest	4,800	1,713	6,513
	High	Low	Close	Change
Level	26.30	26.12	26.14	-0.08
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	741	214	955
	High	Low	Close	Change
Level	57.52	56.62	56.77	-0.84
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	366	293	659
	High	Low	Close	Change
Level	53.36	51.70	51.81	-1.44
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	754	441	1,195
	High	Low	Close	Change
Level	57.62	56.94	57.05	-0.68
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	5	5
Open Interest	1,164	1,597	2,761
	High	Low	Close	Change
Level	32.92	32.72	32.73	-0.13
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,560	798	3,358
Open Interest	487,348	452,811	940,159
	High	Low	Close	Change
Level	18.22	17.83	17.94	-0.30
United States Oil Fund - (USO)
	Call	Put	Total
Volume	4,070	9,859	13,929
Open Interest	572,105	538,317	1,110,422
	High	Low	Close	Change
Level	33.95	33.70	33.74	-0.07
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	2,210	3,338	5,548
Open Interest	517,815	1,009,938	1,527,753
	High	Low	Close	Change
Level	57.54	57.09	57.18	-0.59
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	101	202	303
Open Interest	9,246	15,970	25,216
	High	Low	Close	Change
Level	142.72	140.97	141.77	0.15
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	7	7
Open Interest	63	41	104
	High	Low	Close	Change
Level	85.35	84.85	85.16	0.11
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	222	0	222
Open Interest	10,074	7,318	17,392
	High	Low	Close	Change
Level	58.75	58.39	58.54	-0.02
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	2	2
Open Interest	2,040	41,849	43,889
	High	Low	Close	Change
Level	107.05	106.44	106.45	-0.54
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	5	10	15
Open Interest	4,509	6,123	10,632
	High	Low	Close	Change
Level	78.21	77.46	77.66	-0.19
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	10	0	10
Open Interest	3,676	4,146	7,822
	High	Low	Close	Change
Level	98.72	97.67	97.99	-0.04
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	75	3	78
	High	Low	Close	Change
Level	64.71	64.20	64.36	-0.01
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	4	0	4
Open Interest	3,817	689	4,506
	High	Low	Close	Change
Level	116.47	115.51	115.86	-0.11
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	10	95	105
Open Interest	1,226	3,633	4,859
	High	Low	Close	Change
Level	44.61	44.28	44.37	0.08
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	0	1,718	1,718
Open Interest	61,293	179,967	241,260
	High	Low	Close	Change
Level	48.84	48.43	48.56	0.09
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	27,805	36,712	64,517
Open Interest	854,405	1,552,915	2,407,320
	High	Low	Close	Change
Level	28.56	27.53	28.13	0.06
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	9	4,142	4,151
Open Interest	1,155	30,537	31,692
	High	Low	Close	Change
Level	26.48	25.71	26.29	0.04