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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.

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CBOE Market Summary for Monday, December 03, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.82
Index Put/Call Ratio 0.82
Exchange Traded Products Put/Call Ratio 1.35
Equity Put/Call Ratio 0.57
CBOE Volatility Index (VIX) Put/Call Ratio 0.35
Sum of All Products
  Call Put Total  
Volume 1,736,492 1,426,252 3,162,744  
Open Interest 148,693,511 134,329,809 283,023,320  
Index Options
  Call Put Total  
Volume 732,130 598,339 1,330,469  
Exchange Traded Products
  Call Put Total  
Volume 329,994 445,860 775,854  
Equity Options
  Call Put Total  
Volume 674,368 382,053 1,056,421  

Equity LEAPS
  Call Put Total  
Volume 28,974 14,666 43,640  
Open Interest 14,835,302 11,462,721 26,298,023  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 221,708 243,132 464,840  
Open Interest 1,398,445 1,868,568 3,267,013  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
901.12 901.67 900.38 900.77
VXTH - CBOE VIX Tail Hedge Index
      Close
      144.60
LOVOL - CBOE Low Volatility Index
Open High Low Close
138.36 138.40 137.64 137.69
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
495.88 501.41 495.88 497.80
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,170.21 1,172.70 1,168.05 1,168.48
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
360.84 361.30 360.22 360.65
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
230.84 231.12 230.62 230.71
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.05 174.65 173.89 174.26
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,212.52 1,212.52 1,208.60 1,208.78
VIX - CBOE Volatility Index
Open High Low Close
15.81 16.69 15.76 16.64
VVIX - CBOE VVIX Index
Open High Low Close
77.48 84.31 77.40 84.07
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.72 22.91 21.97 22.76
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.19 15.38 14.19 15.36
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.98 20.10 18.95 19.74
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.66 16.62 15.66 16.16
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.76 17.91 16.76 17.69
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.08 17.84 17.01 17.82
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.38 29.38 27.72 28.39
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.18 13.40 11.32 13.40
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.66 10.87 7.66 7.91
VPD - CBOE VIX Premium Strategy Index
      Close
      220.52
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      218.88
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.61
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.76 64.41 57.14 64.16
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.52 68.07 65.13 67.24
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.90
EXQ - CBOE Exchange Index
Open High Low Close
87.47 87.64 86.57 86.70
CYX - CBOE China Index
Open High Low Close
602.74 607.06 600.11 603.01



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 475,641 165,586 641,227  
Open Interest 4,856,210 2,463,454 7,319,664  
  High Low Close Change
Level 16.69 15.76 16.64 0.77
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 24.15 22.38 24.15 0.86
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 5 5  
Open Interest 30 25 55  
  High Low Close Change
Level 22.91 21.97 22.76 0.27
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 5 0 5  
Open Interest 15 40 55  
  High Low Close Change
Level 29.38 27.72 28.39 0.77
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 1 33  
  High Low Close Change
Level 13.40 11.32 13.40 0.16
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 80 80  
Open Interest 227 0 227  
  High Low Close Change
Level 16.69 15.50 16.64 0.77
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 1,423.71 1,408.49 1,409.46 -6.72
S&P 500 Index - (SPX)
  Call Put Total  
Volume 236,086 408,202 644,288  
Open Interest 4,940,081 8,040,997 12,981,078  
  High Low Close Change
Level 1,423.73 1,408.46 1,409.46 -6.72
S&P 500 Index Weeklys
  Call Put Total  
Volume 36,752 72,276 109,028  
Open Interest 123,319 300,415 423,734  
  High Low Close Change
Level 1,423.73 1,408.46 1,409.46 -6.72
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 257 87 344  
Open Interest 3,689 6,869 10,558  
  High Low Close Change
Level 142.37 140.85 140.95 -0.67
SPDR Options - (SPY)
  Call Put Total  
Volume 202,993 270,788 473,781  
Open Interest 7,138,548 13,493,388 20,631,936  
  High Low Close Change
Level 142.92 141.34 141.45 -0.59
SPDR Options LEAPS
  Call Put Total  
Volume 11,047 1,775 12,822  
Open Interest 625,661 807,139 1,432,800  
  High Low Close Change
Level 142.92 141.34 141.45 -0.59
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 27,345 56,400 83,745  
Open Interest 329,604 713,442 1,043,046  
  High Low Close Change
Level 142.92 141.34 141.45 -0.59
S&P 100 Index - (OEX)
  Call Put Total  
Volume 2,827 4,967 7,794  
Open Interest 28,979 38,791 67,770  
  High Low Close Change
Level 649.97 642.91 643.37 -3.02
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 5 20 25  
Open Interest 1,562 630 2,192  
  High Low Close Change
Level 649.97 642.91 643.37 -3.02
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 855 2,801 3,656  
Open Interest 1,099 3,770 4,869  
  High Low Close Change
Level 649.97 642.91 643.37 -3.02
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 7,227 6,876 14,103  
Open Interest 10,046 6,686 16,732  
  High Low Close Change
Level 649.97 642.91 643.37 -3.02
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 533 648 1,181  
  High Low Close Change
Level 649.97 642.91 643.37 -3.02
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 6,775 6,700 13,475  
Open Interest 2,871 409 3,280  
  High Low Close Change
Level 649.97 642.91 643.37 -3.02
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 8,817 3,176 11,993  
Open Interest 2,578,266 1,372,404 3,950,670  
  High Low Close Change
Level 166.92 166.04 166.13 0.08
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 13,287 18,434 31,721  
Open Interest 2,277,001 2,204,328 4,481,329  
  High Low Close Change
Level 66.37 65.64 65.67 -0.08
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 30 9 39  
Open Interest 81,891 104,254 186,145  
  High Low Close Change
Level 66.37 65.64 65.67 -0.08
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 4,791 7,214 12,005  
Open Interest 72,229 89,521 161,750  
  High Low Close Change
Level 66.37 65.64 65.67 -0.08
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 16 16  
Open Interest 2,753 1,886 4,639  
  High Low Close Change
Level 65.40 64.67 64.72 -0.23
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,564 487 2,051  
  High Low Close Change
Level 65.40 64.67 64.72 -0.23
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 100 100  
Open Interest 58,129 98,553 156,682  
  High Low Close Change
Level 269.90 266.99 267.18 -0.61
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,157 9,114 12,271  
  High Low Close Change
Level 269.90 266.99 267.18 -0.61
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,918 4,165 9,083  
Open Interest 129,022 166,993 296,015  
  High Low Close Change
Level 2,699.04 2,669.83 2,671.84 -6.04
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 904 1,508 2,412  
Open Interest 359,548 445,230 804,778  
  High Low Close Change
Level 130.80 129.49 129.55 -0.52
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 2 3 5  
Open Interest 34,994 19,975 54,969  
  High Low Close Change
Level 130.80 129.49 129.55 -0.52
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 46 739 785  
Open Interest 1,883 2,470 4,353  
  High Low Close Change
Level 130.80 129.49 129.55 -0.52
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,877 1,004 2,881  
Open Interest 133,055 77,972 211,027  
  High Low Close Change
Level 130.87 129.59 129.66 -0.60
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 63 59 122  
Open Interest 53,919 14,065 67,984  
  High Low Close Change
Level 130.87 129.59 129.66 -0.60
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 156 90 246  
  High Low Close Change
Level 51.44 50.83 50.99 -0.16
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 4,163 46,703 50,866  
Open Interest 1,768,892 3,728,701 5,497,593  
  High Low Close Change
Level 82.76 81.75 81.99 -0.10
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 151 356 507  
Open Interest 95,790 222,413 318,203  
  High Low Close Change
Level 82.76 81.75 81.99 -0.10
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,451 2,722 4,173  
Open Interest 52,523 111,430 163,953  
  High Low Close Change
Level 82.76 81.75 81.99 -0.10
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 3,189 7,252 10,441  
Open Interest 291,029 435,490 726,519  
  High Low Close Change
Level 826.58 818.93 820.80 -1.12
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 515 556 1,071  
Open Interest 94,802 179,014 273,816  
  High Low Close Change
Level 129.80 129.43 129.58 0.48
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 14 14  
Open Interest 1,511 5,496 7,007  
  High Low Close Change
Level 129.80 129.43 129.58 0.48
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 15 151 166  
Open Interest 48,798 11,108 59,906  
  High Low Close Change
Level 29.11 28.88 28.94 0.07
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 859 1,397 2,256  
  High Low Close Change
Level 19.35 19.21 19.32 0.09
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 2 11 13  
Open Interest 18,337 6,145 24,482  
  High Low Close Change
Level 28.38 28.13 28.18 0.07
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 87 119  
  High Low Close Change
Level 28.37 28.06 28.06 0.07
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,725 2,531 7,256  
  High Low Close Change
Level 25.74 25.38 25.42 0.06
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 2 0 2  
Open Interest 807 252 1,059  
  High Low Close Change
Level 59.81 59.53 59.53 0.05
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 10 10  
Open Interest 267 248 515  
  High Low Close Change
Level 58.27 57.95 57.97 0.34
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 724 481 1,205  
  High Low Close Change
Level 59.14 58.86 58.90 0.05
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,620 1,533 4,153  
  High Low Close Change
Level 33.48 32.89 33.14 0.18
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,650 1,130 3,780  
Open Interest 452,943 485,977 938,920  
  High Low Close Change
Level 20.72 20.33 20.49 0.10
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,873 4,562 8,435  
Open Interest 663,698 590,115 1,253,813  
  High Low Close Change
Level 33.11 32.53 32.60 0.04
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 14,823 4,499 19,322  
Open Interest 813,799 1,250,845 2,064,644  
  High Low Close Change
Level 55.37 55.06 55.14 0.05
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 30 244 274  
Open Interest 15,972 27,885 43,857  
  High Low Close Change
Level 140.23 138.08 138.44 -0.31
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 132 46 178  
  High Low Close Change
Level 84.67 83.86 84.01 -0.22
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 2 0 2  
Open Interest 10,829 7,947 18,776  
  High Low Close Change
Level 57.90 57.35 57.40 -0.24
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,018 35,917 38,935  
  High Low Close Change
Level 108.64 108.37 108.63 -0.18
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 21 78 99  
Open Interest 6,074 6,035 12,109  
  High Low Close Change
Level 73.88 72.97 73.27 0.05
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 78 78  
Open Interest 2,496 4,028 6,524  
  High Low Close Change
Level 94.29 93.00 93.25 -0.30
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 1 0 1  
Open Interest 2,279 653 2,932  
  High Low Close Change
Level 112.46 110.87 110.91 -0.46
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 248 1,492 1,740  
Open Interest 2,921 1,526 4,447  
  High Low Close Change
Level 45.61 44.91 45.14 -0.29
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,008 3,740 4,748  
Open Interest 121,096 184,635 305,731  
  High Low Close Change
Level 47.83 47.24 47.28 -0.27
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 8,861 15,860 24,721  
Open Interest 875,907 1,447,705 2,323,612  
  High Low Close Change
Level 30.30 28.81 30.24 0.56
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 1 0 1  
Open Interest 1,348 30,583 31,931  
  High Low Close Change
Level 28.87 28.01 28.85 0.33
 
CBOE Volatility Index (VIX)