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, November 15, 2012


Symbol Listing:
 
CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 312,072 146,736 458,808  
Open Interest 5,632,512 2,581,232 8,213,744  
  High Low Close Change
Level 18.64 17.62 17.99 0.07
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 33.33 25.42 26.81 0.16
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 0 10  
  High Low Close Change
Level 24.82 22.22 24.31 0.51
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 0 12  
  High Low Close Change
Level 31.50 29.99 30.54 -0.96
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 10 10  
Open Interest 110 23 133  
  High Low Close Change
Level 14.94 13.10 14.26 -0.68
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 2,000 2,000  
Open Interest 7 30 37  
  High Low Close Change
Level 18.64 17.62 17.99 0.07
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 1,360.56 1,348.05 1,353.33 -2.16
S&P 500 Index - (SPX)
  Call Put Total  
Volume 513,844 956,608 1,470,452  
Open Interest 5,350,791 8,583,250 13,934,041  
  High Low Close Change
Level 1,360.62 1,348.05 1,353.33 -2.16
S&P 500 Index Weeklys
  Call Put Total  
Volume 51,917 76,050 127,967  
Open Interest 121,284 248,524 369,808  
  High Low Close Change
Level 1,360.62 1,348.05 1,353.33 -2.16
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 30 6 36  
Open Interest 4,671 6,848 11,519  
  High Low Close Change
Level 136.06 134.81 135.33 -0.22