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 Friday, December 07, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.80
Index Put/Call Ratio 0.76
Exchange Traded Products Put/Call Ratio 1.38
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.34
Sum of All Products
  Call Put Total  
Volume 2,023,914 1,615,377 3,639,291  
Open Interest 156,106,100 141,824,281 297,930,381  
Index Options
  Call Put Total  
Volume 743,681 561,579 1,305,260  
Exchange Traded Products
  Call Put Total  
Volume 316,497 435,561 752,058  
Equity Options
  Call Put Total  
Volume 963,736 618,237 1,581,973  

Equity LEAPS
  Call Put Total  
Volume 42,677 22,647 65,324  
Open Interest 15,410,011 11,837,195 27,247,206  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 564,791 487,571 1,052,362  
Open Interest 2,918,066 3,358,289 6,276,355  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
902.07 902.91 901.75 902.90
VXTH - CBOE VIX Tail Hedge Index
      Close
      145.35
LOVOL - CBOE Low Volatility Index
Open High Low Close
138.20 138.39 137.86 138.25
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
498.18 499.59 497.10 498.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,171.77 1,173.11 1,170.96 1,173.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
361.44 361.94 360.74 361.37
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
231.15 231.56 231.14 231.55
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.52 174.83 174.22 174.36
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,210.16 1,210.93 1,210.16 1,210.91
VIX - CBOE Volatility Index
Open High Low Close
16.12 16.65 15.73 15.90
VVIX - CBOE VVIX Index
Open High Low Close
82.58 83.86 79.80 80.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.37 21.69 20.54 21.06
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.05 15.15 14.41 14.48
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.06 20.45 19.64 19.64
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.71 17.30 15.85 16.24
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.16 18.93 18.05 18.35
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.55 17.99 17.27 17.29
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.59 29.80 29.45 29.65
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.58 13.90 13.38 13.87
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.88 7.95 7.84 7.84
VPD - CBOE VIX Premium Strategy Index
      Close
      221.41
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      219.75
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.07 64.80 62.53 63.33
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.00 67.86 65.62 67.23
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.44
EXQ - CBOE Exchange Index
Open High Low Close
86.81 86.97 86.38 86.61
CYX - CBOE China Index
Open High Low Close
603.80 605.62 602.06 604.44



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 372,214 125,248 497,462  
Open Interest 5,263,389 2,567,504 7,830,893  
  High Low Close Change
Level 16.65 15.73 15.90 -0.68
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 23.10 21.79 21.83 -1.12
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 30 60  
  High Low Close Change
Level 21.69 20.54 21.06 -0.74
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 21 20 41  
Open Interest 23 40 63  
  High Low Close Change
Level 29.80 29.45 29.65 -0.24
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 1 33  
  High Low Close Change
Level 13.90 13.38 13.87 -0.20
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 16.65 15.73 15.90 -0.68
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 1,420.30 1,410.91 1,418.07 4.13
S&P 500 Index - (SPX)
  Call Put Total  
Volume 354,641 413,497 768,138  
Open Interest 5,257,588 8,691,944 13,949,532  
  High Low Close Change
Level 1,420.34 1,410.90 1,418.07 4.13
S&P 500 Index Weeklys
  Call Put Total  
Volume 106,595 125,229 231,824  
Open Interest 192,086 456,089 648,175  
  High Low Close Change
Level 1,420.34 1,410.90 1,418.07 4.13
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 9 165 174  
Open Interest 3,739 6,967 10,706  
  High Low Close Change
Level 142.03 141.09 141.81 0.42
SPDR Options - (SPY)
  Call Put Total  
Volume 171,615 181,251 352,866  
Open Interest 7,938,779 14,741,530 22,680,309  
  High Low Close Change
Level 142.69 141.67 142.42 0.49
SPDR Options LEAPS
  Call Put Total  
Volume 704 475 1,179  
Open Interest 647,663 832,412 1,480,075  
  High Low Close Change
Level 142.69 141.67 142.42 0.49
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 114,738 79,280 194,018  
Open Interest 550,184 1,090,962 1,641,146  
  High Low Close Change
Level 142.69 141.67 142.42 0.49
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,159 5,468 10,627  
Open Interest 32,964 47,117 80,081  
  High Low Close Change
Level 647.35 642.70 645.82 1.43
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 4 4  
Open Interest 1,568 640 2,208  
  High Low Close Change
Level 647.35 642.70 645.82 1.43
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 3,190 3,776 6,966  
Open Interest 3,510 9,295 12,805  
  High Low Close Change
Level 647.35 642.70 645.82 1.43
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 3,897 4,249 8,146  
Open Interest 16,162 16,425 32,587  
  High Low Close Change
Level 647.35 642.70 645.82 1.43
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 535 648 1,183  
  High Low Close Change
Level 647.35 642.70 645.82 1.43
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 3,649 4,002 7,651  
Open Interest 9,033 10,176 19,209  
  High Low Close Change
Level 647.35 642.70 645.82 1.43
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 15,620 12,587 28,207  
Open Interest 2,765,224 1,492,963 4,258,187  
  High Low Close Change
Level 165.22 164.60 165.16 0.63
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 26,195 40,780 66,975  
Open Interest 2,406,799 2,331,287 4,738,086  
  High Low Close Change
Level 65.71 64.71 64.93 -0.36
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 22 97 119  
Open Interest 82,647 106,799 189,446  
  High Low Close Change
Level 65.71 64.71 64.93 -0.36
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 17,075 23,606 40,681  
Open Interest 120,748 126,906 247,654  
  High Low Close Change
Level 65.71 64.71 64.93 -0.36
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,816 1,926 4,742  
  High Low Close Change
Level 65.17 64.68 64.99 0.17
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,566 487 2,053  
  High Low Close Change
Level 65.17 64.68 64.99 0.17
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 8 0 8  
Open Interest 58,322 98,690 157,012  
  High Low Close Change
Level 267.14 263.15 264.05 -1.58
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,243 9,176 12,419  
  High Low Close Change
Level 267.14 263.15 264.05 -1.58
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,512 6,843 9,355  
Open Interest 129,172 173,357 302,529  
  High Low Close Change
Level 2,671.57 2,631.47 2,640.54 -15.76
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,629 1,993 5,622  
Open Interest 372,101 465,070 837,171  
  High Low Close Change
Level 131.61 130.82 131.56 0.82
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 35,754 20,079 55,833  
  High Low Close Change
Level 131.61 130.82 131.56 0.82
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 634 885 1,519  
Open Interest 6,745 9,682 16,427  
  High Low Close Change
Level 131.61 130.82 131.56 0.82
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,973 2,220 4,193  
Open Interest 135,134 79,717 214,851  
  High Low Close Change
Level 131.57 130.73 131.55 0.81
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 25 25  
Open Interest 54,560 14,059 68,619  
  High Low Close Change
Level 131.57 130.73 131.55 0.81
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 156 91 247  
  High Low Close Change
Level 51.07 50.51 50.63 -0.15
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 6,566 89,195 95,761  
Open Interest 1,843,483 4,087,031 5,930,514  
  High Low Close Change
Level 82.55 81.83 82.18 0.08
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 14 161 175  
Open Interest 99,832 225,541 325,373  
  High Low Close Change
Level 82.55 81.83 82.18 0.08
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 3,897 11,262 15,159  
Open Interest 93,214 162,962 256,176  
  High Low Close Change
Level 82.55 81.83 82.18 0.08
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 1,135 3,869 5,004  
Open Interest 306,655 461,066 767,721  
  High Low Close Change
Level 825.32 819.83 822.27 0.48
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 188 738 926  
Open Interest 94,907 187,345 282,252  
  High Low Close Change
Level 128.58 128.04 128.36 -0.41
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,546 5,542 7,088  
  High Low Close Change
Level 128.58 128.04 128.36 -0.41
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 0 0 0  
Open Interest 56,068 14,486 70,554  
  High Low Close Change
Level 28.84 28.72 28.82 -0.06
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 931 1,430 2,361  
  High Low Close Change
Level 19.19 19.08 19.15 0.04
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 18,556 6,288 24,844  
  High Low Close Change
Level 27.70 27.52 27.61 -0.03
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 99 131  
  High Low Close Change
Level 27.27 27.06 27.11 -0.08
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 20 0 20  
Open Interest 4,744 2,538 7,282  
  High Low Close Change
Level 24.82 24.61 24.69 -0.08
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 854 263 1,117  
  High Low Close Change
Level 59.02 58.86 58.99 0.17
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 267 278 545  
  High Low Close Change
Level 57.29 56.79 56.81 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 58.53 58.32 58.50 0.19
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,624 1,533 4,157  
  High Low Close Change
Level 32.37 32.14 32.18 -0.11
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,869 1,180 3,049  
Open Interest 469,667 499,314 968,981  
  High Low Close Change
Level 21.00 20.21 20.28 -0.49
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,833 3,138 7,971  
Open Interest 682,385 621,990 1,304,375  
  High Low Close Change
Level 31.75 31.45 31.54 -0.14
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 255 799 1,054  
Open Interest 818,211 1,286,893 2,105,104  
  High Low Close Change
Level 55.51 53.40 55.50 0.02
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 4 9 13  
Open Interest 16,140 28,058 44,198  
  High Low Close Change
Level 138.83 136.44 136.91 -0.82
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 131 46 177  
  High Low Close Change
Level 84.65 84.00 84.65 0.19
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 82 0 82  
Open Interest 11,011 8,253 19,264  
  High Low Close Change
Level 57.84 57.48 57.75 0.12
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,075 39,095 42,170  
  High Low Close Change
Level 108.86 108.63 108.65 -0.32
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 5 19 24  
Open Interest 6,763 7,145 13,908  
  High Low Close Change
Level 73.93 73.30 73.59 0.07
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 27 27  
Open Interest 3,141 4,919 8,060  
  High Low Close Change
Level 93.63 92.81 93.18 0.10
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,377 693 3,070  
  High Low Close Change
Level 112.12 111.47 111.97 0.36
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 187 50 237  
Open Interest 3,040 3,296 6,336  
  High Low Close Change
Level 45.54 45.09 45.22 -0.07
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 159 618 777  
Open Interest 123,576 191,298 314,874  
  High Low Close Change
Level 47.55 47.17 47.42 0.19
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 8,891 28,400 37,291  
Open Interest 943,567 1,513,264 2,456,831  
  High Low Close Change
Level 30.75 29.40 29.44 -1.13
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 10 10  
Open Interest 1,434 30,683 32,117  
  High Low Close Change
Level 28.51 27.78 27.80 -0.46
  VIX Snapshot

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