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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.

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CBOE Market Summary for Tuesday, January 08, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.95
Index Put/Call Ratio 0.88
Exchange Traded Products Put/Call Ratio 1.75
Equity Put/Call Ratio 0.78
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 1,686,739 1,608,435 3,295,174  
Open Interest 144,414,293 127,938,224 272,352,517  
Index Options
  Call Put Total  
Volume 769,695 674,135 1,443,830  
Exchange Traded Products
  Call Put Total  
Volume 223,996 391,220 615,216  
Equity Options
  Call Put Total  
Volume 693,048 543,080 1,236,128  

Equity LEAPS
  Call Put Total  
Volume 47,954 29,949 77,903  
Open Interest 17,479,260 13,763,064 31,242,324  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 174,649 170,814 345,463  
Open Interest 2,177,964 2,305,464 4,483,428  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
915.90 915.93 914.11 915.51
VXTH - CBOE VIX Tail Hedge Index
      Close
      147.85
LOVOL - CBOE Low Volatility Index
Open High Low Close
140.72 140.72 140.09 140.49
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
507.98 507.98 504.96 506.33
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,200.10 1,200.25 1,195.33 1,199.09
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
369.83 369.99 368.71 369.72
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
233.98 233.98 233.52 233.84
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.28 178.49 178.12 178.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,234.21 1,234.21 1,232.79 1,233.98
VIX - CBOE Volatility Index
Open High Low Close
13.88 14.29 13.62 13.62
VVIX - CBOE VVIX Index
Open High Low Close
76.56 79.31 76.56 78.37
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.98 19.22 18.23 18.23
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.09 13.58 12.83 12.83
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.62 18.46 17.28 17.28
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.59 14.29 13.17 13.21
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.55 17.19 16.43 16.43
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.50 16.84 16.38 16.45
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.41
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
25.04 25.04 24.28 24.30
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.51 14.51 13.70 14.08
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.68 7.68 7.50 7.51
VPD - CBOE VIX Premium Strategy Index
      Close
      222.98
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      221.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      84.85
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.01 64.03 61.40 62.87
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
69.75 71.57 69.21 70.60
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      16.88
EXQ - CBOE Exchange Index
Open High Low Close
94.67 94.67 93.97 94.32
CYX - CBOE China Index
Open High Low Close
655.27 656.12 647.51 648.83



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 538,688 202,399 741,087  
Open Interest 5,042,173 2,604,699 7,646,872  
  High Low Close Change
Level 14.29 13.62 13.62 -0.17
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 20.39 19.63 19.64 -0.09
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 198 10 208  
  High Low Close Change
Level 19.22 18.23 18.23 -0.30
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 10 25 35  
Open Interest 119 91 210  
  High Low Close Change
Level 25.04 24.28 24.30 -0.74
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 35 0 35  
  High Low Close Change
Level 14.51 13.70 14.08 -0.43
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 102 550 652  
  High Low Close Change
Level 14.29 13.62 13.62 -0.17
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 1461.00 1,451.64 1,457.15 -4.74
S&P 500 Index - (SPX)
  Call Put Total  
Volume 213,792 443,647 657,439  
Open Interest 3,627,629 5,874,628 9,502,257  
  High Low Close Change
Level 1,461.89 1,451.64 1,457.15 -4.74
S&P 500 Index Weeklys
  Call Put Total  
Volume 25,030 42,597 67,627  
Open Interest 166,811 220,411 387,222  
  High Low Close Change
Level 1,461.89 1,451.64 1,457.15 -4.74
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 74 142 216  
Open Interest 2,877 3,673 6,550  
  High Low Close Change
Level 146.19 145.16 145.72 -0.47
SPDR Options - (SPY)
  Call Put Total  
Volume 98,153 195,309 293,462  
Open Interest 6,474,562 11,043,962 17,518,524  
  High Low Close Change
Level 145.91 144.98 145.55 -0.39
SPDR Options LEAPS
  Call Put Total  
Volume 3,200 669 3,869  
Open Interest 426,553 559,319 985,872  
  High Low Close Change
Level 145.91 144.98 145.55 -0.39
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 17,836 21,869 39,705  
Open Interest 430,143 604,542 1,034,685  
  High Low Close Change
Level 145.91 144.98 145.55 -0.39
S&P 100 Index - (OEX)
  Call Put Total  
Volume 2,966 3,539 6,505  
Open Interest 21,198 25,049 46,247  
  High Low Close Change
Level 663.09 658.73 661.14 -1.95
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 205 5 210  
Open Interest 435 150 585  
  High Low Close Change
Level 663.09 658.73 661.14 -1.95
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 241 602 843  
Open Interest 1,279 1,422 2,701  
  High Low Close Change
Level 663.09 658.73 661.14 -1.95
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 738 936 1,674  
Open Interest 13,123 9,143 22,266  
  High Low Close Change
Level 663.09 658.73 661.14 -1.95
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 71 0 71  
Open Interest 217 102 319  
  High Low Close Change
Level 663.09 658.73 661.14 -1.95
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 607 811 1,418  
Open Interest 8,280 4,676 12,956  
  High Low Close Change
Level 663.09 658.73 661.14 -1.95
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 13,074 4,217 17,291  
Open Interest 2,456,505 1,500,620 3,957,125  
  High Low Close Change
Level 160.99 160.01 160.56 1.13
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 24,652 19,867 44,519  
Open Interest 1,990,675 1,693,210 3,683,885  
  High Low Close Change
Level 66.82 66.17 66.52 -0.12
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 90 54 144  
Open Interest 74,770 89,107 163,877  
  High Low Close Change
Level 66.82 66.17 66.52 -0.12
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 7,650 5,321 12,971  
Open Interest 113,257 93,768 207,025  
  High Low Close Change
Level 66.82 66.17 66.52 -0.12
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 99 99  
Open Interest 2,648 1,976 4,624  
  High Low Close Change
Level 66.36 65.95 66.16 -0.19
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,161 187 1,348  
  High Low Close Change
Level 66.36 65.95 66.16 -0.19
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 150 0 150  
Open Interest 23,867 47,549 71,416  
  High Low Close Change
Level 272.99 270.38 271.87 -0.55
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 423 2,632 3,055  
  High Low Close Change
Level 272.99 270.38 271.87 -0.55
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 9,424 9,754 19,178  
Open Interest 82,350 122,282 204,632  
  High Low Close Change
Level 2,730.16 2,703.75 2,718.72 -5.50
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,301 2,845 4,146  
Open Interest 261,982 352,222 614,204  
  High Low Close Change
Level 133.50 132.74 133.06 -0.39
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 31 9 40  
Open Interest 44,179 25,996 70,175  
  High Low Close Change
Level 133.50 132.74 133.06 -0.39
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 548 694 1,242  
Open Interest 2,211 3,291 5,502  
  High Low Close Change
Level 133.50 132.74 133.06 -0.39
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,297 1,688 2,985  
Open Interest 106,793 68,250 175,043  
  High Low Close Change
Level 133.77 132.93 133.29 -0.55
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 75 13 88  
Open Interest 42,408 5,655 48,063  
  High Low Close Change
Level 133.77 132.93 133.29 -0.55
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 16 39 55  
  High Low Close Change
Level 54.04 53.69 54.00 0.02
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 6,410 49,029 55,439  
Open Interest 1,151,517 3,378,605 4,530,122  
  High Low Close Change
Level 87.01 86.39 86.85 0.00
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 134 340 474  
Open Interest 81,117 196,592 277,709  
  High Low Close Change
Level 87.01 86.39 86.85 0.00
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 2,083 2,642 4,725  
Open Interest 63,117 109,788 172,905  
  High Low Close Change
Level 87.01 86.39 86.85 0.00
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 2,053 8,564 10,617  
Open Interest 257,793 365,167 622,960  
  High Low Close Change
Level 876.32 871.01 874.70 -1.10
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 31 580 611  
Open Interest 72,834 139,315 212,149  
  High Low Close Change
Level 129.97 129.61 129.85 -0.31
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,279 6,026 8,305  
  High Low Close Change
Level 129.97 129.61 129.85 -0.31
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 14 0 14  
Open Interest 61,855 14,848 76,703  
  High Low Close Change
Level 27.83 27.63 27.66 -0.19
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,240 1,423 2,663  
  High Low Close Change
Level 19.07 18.87 19.04 0.03
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 16 0 16  
Open Interest 30,177 6,023 36,200  
  High Low Close Change
Level 27.66 27.53 27.65 0.07
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 108 149  
  High Low Close Change
Level 28.21 28.06 28.19 0.17
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 10 6 16  
Open Interest 4,841 1,776 6,617  
  High Low Close Change
Level 26.36 26.15 26.31 0.07
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 743 214 957  
  High Low Close Change
Level 56.79 56.40 56.60 0.34
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 6 0 6  
Open Interest 376 293 669  
  High Low Close Change
Level 52.44 52.15 52.28 0.49
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 797 441 1,238  
  High Low Close Change
Level 56.94 56.60 56.80 0.39
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,174 1,603 2,777  
  High Low Close Change
Level 32.95 32.76 32.92 0.08
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,198 584 1,782  
Open Interest 500,527 452,670 953,197  
  High Low Close Change
Level 18.41 18.03 18.17 -0.23
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,148 2,752 6,900  
Open Interest 577,637 549,609 1,127,246  
  High Low Close Change
Level 34.03 33.73 33.96 0.04
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 710 1,752 2,462  
Open Interest 551,197 1,044,940 1,596,137  
  High Low Close Change
Level 57.08 56.69 56.90 -0.33
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 34 0 34  
Open Interest 9,517 28,838 38,355  
  High Low Close Change
Level 144.46 142.79 144.36 0.82
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 2 0 2  
Open Interest 58 41 99  
  High Low Close Change
Level 86.25 85.91 85.96 -0.09
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 205 178 383  
Open Interest 12,939 7,432 20,371  
  High Low Close Change
Level 58.43 58.09 58.21 -0.23
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,179 41,996 44,175  
  High Low Close Change
Level 106.84 106.69 106.82 0.26
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 1 1 2  
Open Interest 4,544 7,065 11,609  
  High Low Close Change
Level 77.84 77.34 77.70 -0.08
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,764 4,255 8,019  
  High Low Close Change
Level 98.69 97.92 98.49 -0.02
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 75 11 86  
  High Low Close Change
Level 64.55 64.05 64.43 -0.15
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 5 0 5  
Open Interest 4,230 702 4,932  
  High Low Close Change
Level 116.26 115.44 115.85 -0.43
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 62 62  
Open Interest 1,180 3,687 4,867  
  High Low Close Change
Level 44.43 44.01 44.21 -0.24
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 227 448 675  
Open Interest 61,984 194,151 256,135  
  High Low Close Change
Level 48.57 48.14 48.47 -0.16
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 17,753 51,332 69,085  
Open Interest 846,180 1,455,538 2,301,718  
  High Low Close Change
Level 27.82 27.09 27.18 -0.33
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 30 2 32  
Open Interest 1,374 30,729 32,103  
  High Low Close Change
Level 26.55 26.16 26.33 0.23
 
CBOE Volatility Index (VIX)