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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 CBOE Websites.

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 Wednesday, February 06, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 1.28
Exchange Traded Products Put/Call Ratio 1.84
Equity Put/Call Ratio 0.60
CBOE Volatility Index (VIX) Put/Call Ratio 0.87
Sum of All Products
  Call Put Total  
Volume 1,565,824 1,524,992 3,090,816  
Open Interest 121,972,652 110,683,016 232,655,668  
Index Options
  Call Put Total  
Volume 453,444 582,237 1,035,681  
Exchange Traded Products
  Call Put Total  
Volume 224,214 413,354 637,568  
Equity Options
  Call Put Total  
Volume 888,166 529,401 1,417,567  

Equity LEAPS
  Call Put Total  
Volume 45,526 44,707 90,233  
Open Interest 22,274,122 17,141,562 39,415,684  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 241,365 247,554 488,919  
Open Interest 2,703,663 2,976,463 5,680,126  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
925.68 926.20 924.80 925.97
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.98
LOVOL - CBOE Low Volatility Index
Open High Low Close
143.25 143.49 143.03 143.46
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
522.86 523.29 520.71 522.99
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,227.38 1,229.93 1,225.67 1,229.93
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
373.60 374.38 373.23 373.85
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.18 237.18 236.86 237.18
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.61 180.95 180.57 180.89
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,248.80 1,249.39 1,248.12 1,249.22
VIX - CBOE Volatility Index
Open High Low Close
14.06 14.08 13.34 13.41
VVIX - CBOE VVIX Index
Open High Low Close
80.44 82.68 77.09 77.24
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.97 19.41 18.71 18.75
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.16 13.56 12.48 12.78
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.63 17.91 16.77 16.80
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.28 13.52 12.86 13.01
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.83 15.02 14.02 14.02
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.49 15.54 15.11 15.14
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.06 24.21 22.93 23.39
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.03 13.61 13.03 13.57
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.33 9.76 9.33 9.69
VPD - CBOE VIX Premium Strategy Index
      Close
      228.59
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      226.41
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.92
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.12 62.23 60.02 60.24
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.66 67.88 66.28 66.59
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.90
EXQ - CBOE Exchange Index
Open High Low Close
104.28 104.39 102.54 104.16
CYX - CBOE China Index
Open High Low Close
644.60 651.57 642.72 650.97



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 244,647 212,747 457,394  
Open Interest 6,101,851 2,347,762 8,449,613  
  High Low Close Change
Level 14.08 13.34 13.41 -0.31
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 0 30  
  High Low Close Change
Level 20.26 19.52 19.52 -0.13
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 148 25 173  
  High Low Close Change
Level 19.41 18.71 18.75 0.35
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 20 0 20  
Open Interest 119 148 267  
  High Low Close Change
Level 24.21 22.93 23.39 0.33
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 63 6 69  
  High Low Close Change
Level 13.61 13.03 13.57 0.54
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 5 0 5  
Open Interest 422 0 422  
  High Low Close Change
Level 14.08 13.34 13.41 -0.31
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 1,512.53 1,504.71 1,512.12 0.83
S&P 500 Index - (SPX)
  Call Put Total  
Volume 188,308 349,989 538,297  
Open Interest 4,071,387 6,935,127 11,006,514  
  High Low Close Change
Level 1,512.53 1,504.71 1,512.12 0.83
S&P 500 Index Weeklys
  Call Put Total  
Volume 32,984 64,839 97,823  
Open Interest 203,256 336,996 540,252  
  High Low Close Change
Level 1,512.53 1,504.71 1,512.12 0.83
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 341 849 1,190  
Open Interest 3,624 5,939 9,563  
  High Low Close Change
Level 151.25 150.47 151.21 0.08
SPDR Options - (SPY)
  Call Put Total  
Volume 69,196 180,287 249,483  
Open Interest 6,557,190 11,645,148 18,202,338  
  High Low Close Change
Level 151.26 150.41 151.16 0.10
SPDR Options LEAPS
  Call Put Total  
Volume 763 288 1,051  
Open Interest 543,758 846,837 1,390,595  
  High Low Close Change
Level 151.26 150.41 151.16 0.10
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 19,369 59,315 78,684  
Open Interest 553,566 858,615 1,412,181  
  High Low Close Change
Level 151.26 150.41 151.16 0.10
S&P 100 Index - (OEX)
  Call Put Total  
Volume 2,395 2,899 5,294  
Open Interest 24,379 31,211 55,590  
  High Low Close Change
Level 681.60 678.10 681.03 -0.13
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 15 15  
Open Interest 738 271 1,009  
  High Low Close Change
Level 681.60 678.10 681.03 -0.13
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 509 879 1,388  
Open Interest 1,612 3,851 5,463  
  High Low Close Change
Level 681.60 678.10 681.03 -0.13
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 483 417 900  
Open Interest 7,889 7,303 15,192  
  High Low Close Change
Level 681.60 678.10 681.03 -0.13
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 563 165 728  
  High Low Close Change
Level 681.60 678.10 681.03 -0.13
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 446 393 839  
Open Interest 2,749 2,794 5,543  
  High Low Close Change
Level 681.60 678.10 681.03 -0.13
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 14,869 15,787 30,656  
Open Interest 2,323,975 1,320,503 3,644,478  
  High Low Close Change
Level 162.63 161.99 162.39 0.43
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 18,558 32,081 50,639  
Open Interest 1,533,311 1,525,945 3,059,256  
  High Low Close Change
Level 67.55 67.04 67.24 -0.24
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 20 29 49  
Open Interest 111,920 157,001 268,921  
  High Low Close Change
Level 67.55 67.04 67.24 -0.24
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 8,572 5,639 14,211  
Open Interest 95,370 109,817 205,187  
  High Low Close Change
Level 67.55 67.04 67.24 -0.24
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 4 0 4  
Open Interest 2,602 2,657 5,259  
  High Low Close Change
Level 68.32 67.96 68.24 0.03
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,152 197 1,349  
  High Low Close Change
Level 68.32 67.96 68.24 0.03
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 9 1 10  
Open Interest 22,510 53,682 76,192  
  High Low Close Change
Level 275.82 273.85 274.63 -0.87
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,657 3,100  
  High Low Close Change
Level 275.82 273.85 274.63 -0.87
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 6,425 7,204 13,629  
Open Interest 93,690 142,045 235,735  
  High Low Close Change
Level 2,758.25 2,738.47 2,746.35 -8.64
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 869 4,272 5,141  
Open Interest 268,429 236,878 505,307  
  High Low Close Change
Level 139.70 138.88 139.62 0.19
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 15 0 15  
Open Interest 51,547 32,658 84,205  
  High Low Close Change
Level 139.70 138.88 139.62 0.19
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 178 25 203  
Open Interest 3,672 4,703 8,375  
  High Low Close Change
Level 139.70 138.88 139.62 0.19
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 757 1,200 1,957  
Open Interest 107,241 69,139 176,380  
  High Low Close Change
Level 139.92 139.13 139.87 0.08
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 20 1 21  
Open Interest 46,482 6,608 53,090  
  High Low Close Change
Level 139.92 139.13 139.87 0.08
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 1 1  
Open Interest 34 77 111  
  High Low Close Change
Level 55.95 55.37 55.94 0.10
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 12,625 23,034 35,659  
Open Interest 1,606,399 4,524,952 6,131,351  
  High Low Close Change
Level 90.52 89.57 90.48 0.38
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 47 1,085 1,132  
Open Interest 131,921 231,663 363,584  
  High Low Close Change
Level 90.52 89.57 90.48 0.38
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,457 5,070 6,527  
Open Interest 83,893 225,559 309,452  
  High Low Close Change
Level 90.52 89.57 90.48 0.38
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 7,867 6,456 14,323  
Open Interest 353,818 418,959 772,777  
  High Low Close Change
Level 911.45 903.76 911.29 3.07
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 220 8,094 8,314  
Open Interest 57,119 110,659 167,778  
  High Low Close Change
Level 134.35 133.99 134.14 -0.53
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,505 6,572 9,077  
  High Low Close Change
Level 134.35 133.99 134.14 -0.53
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 337 122 459  
Open Interest 74,753 19,530 94,283  
  High Low Close Change
Level 27.47 27.32 27.34 -0.34
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,154 1,352 2,506  
  High Low Close Change
Level 19.56 19.40 19.55 -0.09
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 8 0 8  
Open Interest 20,665 6,029 26,694  
  High Low Close Change
Level 28.58 28.39 28.55 -0.04
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 109 81 190  
  High Low Close Change
Level 29.68 29.37 29.67 0.07
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,403 877 2,280  
  High Low Close Change
Level 27.35 26.91 27.29 0.04
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 7 0 7  
Open Interest 602 167 769  
  High Low Close Change
Level 57.69 57.50 57.65 0.13
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 225 141 366  
  High Low Close Change
Level 54.71 54.59 54.71 -0.12
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 512 97 609  
  High Low Close Change
Level 57.47 57.29 57.43 0.17
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 3 0 3  
Open Interest 1,606 523 2,129  
  High Low Close Change
Level 34.37 34.07 34.36 -0.02
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,796 542 2,338  
Open Interest 177,801 132,241 310,042  
  High Low Close Change
Level 19.45 19.20 19.35 0.18
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,140 2,862 6,002  
Open Interest 482,069 524,104 1,006,173  
  High Low Close Change
Level 35.10 34.51 35.05 0.01
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 455 6,510 6,965  
Open Interest 525,071 984,139 1,509,210  
  High Low Close Change
Level 58.67 58.24 58.65 -0.01
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 2 1 3  
  High Low Close Change
Level 91.05 90.19 91.05 0.35
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 0 115 115  
Open Interest 7,237 21,947 29,184  
  High Low Close Change
Level 147.78 145.97 146.63 -0.63
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 50 17 67  
  High Low Close Change
Level 90.63 90.20 90.48 -0.08
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 77 16 93  
Open Interest 14,348 8,918 23,266  
  High Low Close Change
Level 60.43 59.94 60.41 0.24
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 10 10  
Open Interest 2,135 33,188 35,323  
  High Low Close Change
Level 106.20 105.95 106.18 0.32
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,627 7,294 11,921  
  High Low Close Change
Level 80.78 79.96 80.76 0.34
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,039 4,428 7,467  
  High Low Close Change
Level 102.85 101.75 102.78 0.35
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 61 8 69  
  High Low Close Change
Level 67.39 66.92 67.35 0.19
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,689 798 5,487  
  High Low Close Change
Level 122.27 121.36 122.26 0.47
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 6 6  
Open Interest 425 2,172 2,597  
  High Low Close Change
Level 46.41 46.08 46.33 -0.10
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 278 559 837  
Open Interest 69,467 146,685 216,152  
  High Low Close Change
Level 50.59 50.20 50.45 0.11
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 33,902 16,762 50,664  
Open Interest 715,951 1,402,633 2,118,584  
  High Low Close Change
Level 24.23 23.50 23.54 -0.15
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,580 39,040 40,620  
  High Low Close Change
Level 23.20 22.77 22.83 -0.11
 
CBOE Volatility Index (VIX)