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.

CBOE Market Statistics Summary Data

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 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



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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