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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.

Select date to get historical data (mm/dd/yyyy)

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