A A A

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, December 06, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.92
Index Put/Call Ratio			1.33
Exchange Traded Products Put/Call Ratio			1.12
Equity Put/Call Ratio			0.67
CBOE Volatility Index (VIX) Put/Call Ratio			0.69

Sum of All Products
	Call	Put	Total
Volume	1,544,080	1,421,986	2,966,066
Open Interest	153,449,291	139,800,985	293,250,276
Index Options
	Call	Put	Total
Volume	387,000	515,720	902,720
Exchange Traded Products
	Call	Put	Total
Volume	281,810	316,441	598,251
Equity Options
	Call	Put	Total
Volume	875,270	589,825	1,465,095
Equity LEAPS
	Call	Put	Total
Volume	43,543	33,864	77,407
Open Interest	15,158,464	11,707,537	26,866,001
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	349,977	344,712	694,689
Open Interest	2,564,115	2,974,386	5,538,501

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
901.27	902.31	901.16	902.24
VXTH - CBOE VIX Tail Hedge Index
			Close
			145.11
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
137.64	138.07	137.57	138.07
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
497.24	498.21	496.28	498.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,169.33	1,171.55	1,169.06	1,171.54
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
360.76	361.77	360.36	361.23
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
231.20	231.34	231.00	231.32
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
174.20	174.56	173.89	174.35
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,209.78	1,210.34	1,209.51	1,210.16
VIX - CBOE Volatility Index
Open	High	Low	Close
16.59	16.85	16.31	16.58
VVIX - CBOE VVIX Index
Open	High	Low	Close
83.27	84.76	82.48	84.15
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.96	22.35	21.77	21.80
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
15.05	15.41	14.95	15.05
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
20.22	20.68	20.08	20.22
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
17.23	17.71	16.85	17.06
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
18.64	19.17	18.35	18.49
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.89	18.11	17.64	17.84
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			81.87
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
29.13	30.26	29.13	29.89
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.00	14.21	13.24	14.07
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.84	7.96	7.81	7.83
VPD - CBOE VIX Premium Strategy Index
			Close
			220.53
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			218.88
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.84
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.83	64.56	63.00	63.83
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
67.79	68.53	66.34	67.63
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.55
EXQ - CBOE Exchange Index
Open	High	Low	Close
85.93	86.80	85.73	86.70
CYX - CBOE China Index
Open	High	Low	Close
602.39	605.04	600.75	604.46

3rd-party Advertisement

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	157,796	108,379	266,175
Open Interest	5,170,427	2,539,008	7,709,435
	High	Low	Close	Change
Level	16.85	16.31	16.58	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	23.90	22.69	22.95	-0.80
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	30	60
	High	Low	Close	Change
Level	22.35	21.77	21.80	-0.20
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	2	0	2
Open Interest	21	40	61
	High	Low	Close	Change
Level	30.26	29.13	29.89	0.76
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	32	1	33
	High	Low	Close	Change
Level	14.21	13.24	14.07	0.07
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	202	80	282
	High	Low	Close	Change
Level	16.85	16.31	16.58	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	1,413.94	1,405.95	1,413.94	4.66
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	209,897	379,862	589,759
Open Interest	5,175,269	8,541,807	13,717,076
	High	Low	Close	Change
Level	1,413.95	1,405.93	1,413.94	4.66
S&P 500 Index Weeklys
	Call	Put	Total
Volume	40,230	79,438	119,668
Open Interest	182,744	422,921	605,665
	High	Low	Close	Change
Level	1,413.95	1,405.93	1,413.94	4.66
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	3	11	14
Open Interest	3,736	6,962	10,698
	High	Low	Close	Change
Level	141.40	140.59	141.39	0.46
SPDR Options - (SPY)
	Call	Put	Total
Volume	129,347	163,431	292,778
Open Interest	7,729,080	14,498,829	22,227,909
	High	Low	Close	Change
Level	142.04	141.16	141.98	0.41
SPDR Options LEAPS
	Call	Put	Total
Volume	1,220	862	2,082
Open Interest	642,575	827,419	1,469,994
	High	Low	Close	Change
Level	142.04	141.16	141.98	0.41
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	34,347	45,223	79,570
Open Interest	500,965	1,016,759	1,517,724
	High	Low	Close	Change
Level	142.04	141.16	141.98	0.41
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	2,459	5,131	7,590
Open Interest	32,083	45,153	77,236
	High	Low	Close	Change
Level	644.47	640.30	644.39	2.30
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	0	0
Open Interest	1,568	640	2,208
	High	Low	Close	Change
Level	644.47	640.30	644.39	2.30
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,087	2,424	3,511
Open Interest	3,256	8,057	11,313
	High	Low	Close	Change
Level	644.47	640.30	644.39	2.30
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	613	4,358	4,971
Open Interest	16,037	12,661	28,698
	High	Low	Close	Change
Level	644.47	640.30	644.39	2.30
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	535	648	1,183
	High	Low	Close	Change
Level	644.47	640.30	644.39	2.30
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	604	4,322	4,926
Open Interest	8,915	6,423	15,338
	High	Low	Close	Change
Level	644.47	640.30	644.39	2.30
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	11,941	9,311	21,252
Open Interest	2,716,462	1,467,873	4,184,335
	High	Low	Close	Change
Level	165.00	163.53	164.50	0.38
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	18,216	20,100	38,316
Open Interest	2,365,664	2,314,969	4,680,633
	High	Low	Close	Change
Level	65.48	64.53	65.32	0.37
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	37	19	56
Open Interest	82,351	105,935	188,286
	High	Low	Close	Change
Level	65.48	64.53	65.32	0.37
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	9,787	7,505	17,292
Open Interest	102,488	109,116	211,604
	High	Low	Close	Change
Level	65.48	64.53	65.32	0.37
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	82	0	82
Open Interest	2,744	1,926	4,670
	High	Low	Close	Change
Level	64.88	64.46	64.83	0.23
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,565	487	2,052
	High	Low	Close	Change
Level	64.88	64.46	64.83	0.23
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	0	0
Open Interest	58,255	98,684	156,939
	High	Low	Close	Change
Level	266.30	262.39	265.63	1.84
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	3,179	9,176	12,355
	High	Low	Close	Change
Level	266.30	262.39	265.63	1.84
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	2,306	1,927	4,233
Open Interest	130,235	174,664	304,899
	High	Low	Close	Change
Level	2,663.01	2,623.62	2,656.30	18.41
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	2,315	922	3,237
Open Interest	372,295	463,093	835,388
	High	Low	Close	Change
Level	130.80	130.09	130.74	0.50
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	0	13	13
Open Interest	35,605	20,112	55,717
	High	Low	Close	Change
Level	130.80	130.09	130.74	0.50
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	420	76	496
Open Interest	6,044	8,829	14,873
	High	Low	Close	Change
Level	130.80	130.09	130.74	0.50
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	2,064	1,183	3,247
Open Interest	135,024	80,581	215,605
	High	Low	Close	Change
Level	130.77	130.08	130.74	0.40
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	225	230	455
Open Interest	54,335	14,120	68,455
	High	Low	Close	Change
Level	130.77	130.08	130.74	0.40
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	156	91	247
	High	Low	Close	Change
Level	50.90	50.55	50.75	0.03
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	12,027	25,332	37,359
Open Interest	1,811,284	4,009,097	5,820,381
	High	Low	Close	Change
Level	82.31	81.61	82.12	0.10
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	10	51	61
Open Interest	97,086	224,909	321,995
	High	Low	Close	Change
Level	82.31	81.61	82.12	0.10
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	5,669	7,845	13,514
Open Interest	82,579	154,817	237,396
	High	Low	Close	Change
Level	82.31	81.61	82.12	0.10
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	11,360	14,369	25,729
Open Interest	307,497	466,829	774,326
	High	Low	Close	Change
Level	822.90	817.74	821.79	1.19
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	112	551	663
Open Interest	94,409	186,128	280,537
	High	Low	Close	Change
Level	129.42	128.58	128.77	-1.04
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,536	5,537	7,073
	High	Low	Close	Change
Level	129.42	128.58	128.77	-1.04
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	5	6	11
Open Interest	56,061	14,484	70,545
	High	Low	Close	Change
Level	28.89	28.71	28.87	0.04
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	920	1,430	2,350
	High	Low	Close	Change
Level	19.33	19.06	19.12	-0.11
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	0	0
Open Interest	18,534	6,266	24,800
	High	Low	Close	Change
Level	27.76	27.57	27.64	-0.25
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	32	99	131
	High	Low	Close	Change
Level	27.39	27.09	27.19	-0.41
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,744	2,536	7,280
	High	Low	Close	Change
Level	24.94	24.62	24.77	-0.44
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	20	0	20
Open Interest	804	263	1,067
	High	Low	Close	Change
Level	59.01	58.48	58.80	0.16
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	267	278	545
	High	Low	Close	Change
Level	57.34	56.33	57.16	0.20
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	737	512	1,249
	High	Low	Close	Change
Level	58.48	57.97	58.29	0.16
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	32.51	32.21	32.35	-0.38
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	3,649	2,215	5,864
Open Interest	465,758	492,182	957,940
	High	Low	Close	Change
Level	21.38	20.61	20.79	-0.23
United States Oil Fund - (USO)
	Call	Put	Total
Volume	6,029	7,489	13,518
Open Interest	670,530	601,591	1,272,121
	High	Low	Close	Change
Level	31.83	31.41	31.66	-0.55
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	549	339	888
Open Interest	826,474	1,282,645	2,109,119
	High	Low	Close	Change
Level	55.51	55.18	55.47	0.08
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	212	75	287
Open Interest	15,994	27,994	43,988
	High	Low	Close	Change
Level	138.95	137.52	137.73	-0.62
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	131	46	177
	High	Low	Close	Change
Level	84.49	84.21	84.39	-0.03
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	3	10	13
Open Interest	11,014	8,187	19,201
	High	Low	Close	Change
Level	57.72	57.48	57.65	0.07
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	4	0	4
Open Interest	3,063	37,059	40,122
	High	Low	Close	Change
Level	109.15	108.95	108.96	0.06
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	6,719	7,110	13,829
	High	Low	Close	Change
Level	73.64	73.15	73.54	0.16
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	27	57	84
Open Interest	2,879	4,707	7,586
	High	Low	Close	Change
Level	93.39	92.48	93.10	0.16
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,361	663	3,024
	High	Low	Close	Change
Level	111.67	110.94	111.61	0.43
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	90	294	384
Open Interest	2,995	3,330	6,325
	High	Low	Close	Change
Level	45.50	44.72	45.29	0.28
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	18	1,088	1,106
Open Interest	122,933	189,821	312,754
	High	Low	Close	Change
Level	47.31	46.88	47.24	0.30
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	9,354	12,838	22,192
Open Interest	923,688	1,502,974	2,426,662
	High	Low	Close	Change
Level	30.80	30.07	30.54	0.35
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,424	30,683	32,107
	High	Low	Close	Change
Level	28.51	28.20	28.30	0.00