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CBOE Daily Market Statistics

CBOE Market Statistics Summary Data is compiled for the convenience of site visitors. *Your use of CBOE's Market Statistics Summary Data is subject to the Terms and Conditions of the CBOE Website. The volume data reflected below is based upon reported volume, not cleared volume. Historical files can be accessed from the calendar below.

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CBOE Market Summary for Wednesday, February 22, 2012
Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 1.20
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.48
Sum of All Products
  Call Put Total  
Volume 2,131,033 1,905,960 4,036,993  
Open Interest 113,553,194 106,749,581 220,302,775  
Index, ETF and HOLDRs Options
  Call Put Total  
Volume 979,352 1,173,797 2,153,149  
Equity Options
  Call Put Total  
Volume 1,151,681 732,163 1,883,844  
Equity LEAPS
  Call Put Total  
Volume 64,571 43,990 108,561  
Open Interest 27,010,637 18,127,705 45,138,342  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 231,010 223,556 454,566  
Open Interest 1,252,216 1,424,116 2,676,332  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
882.04 883.04 880.57 881.65
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.60
CLL - CBOE S&P 500 95-110 Collar Index
      Close
      496.70
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,114.51 1,115.73 1,111.31 1,112.95
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
365.81 366.31 364.88 365.47
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
227.84 228.19 227.43 227.82
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
168.23 168.75 167.88 167.93
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,163.67 1,164.67 1,162.24 1,163.15
VIX - CBOE Volatility Index
Open High Low Close
18.85 18.94 17.74 18.19
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
28.09 28.25 26.72 26.86
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.76 17.12 16.47 16.62
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
26.25 26.27 25.11 25.48
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.65 17.07 16.00 16.34
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.92 20.44 19.50 19.72
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
22.51 22.65 21.92 22.09
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.68 34.68 33.04 33.67
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.94 20.71 18.99 19.84
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
11.82 11.82 11.53 11.73
VPD - CBOE VIX Premium Strategy Index
      Close
      170.21
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      171.86
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      76.20
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2010
Open High Low Close
82.08 84.22 81.91 82.60
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
71.96 74.40 71.96 72.74
EXQ - CBOE Exchange Index
Open High Low Close
91.58 92.25 91.21 92.02
CYX - CBOE China Index
Open High Low Close
637.61 642.50 637.38 638.73



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 346,162 166,642 512,804  
Open Interest 2,776,424 1,873,504 4,649,928  
  High Low Close Change
Level 18.94 17.74 18.19 0.00
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 80 40 120  
  High Low Close Change
Level 28.25 26.72 26.86 -1.51
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 20.71 18.99 19.84 -0.10
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 247 90 337  
  High Low Close Change
Level 18.94 17.74 18.19 0.00
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 1,400 1,400  
  High Low Close Change
Level 1,362.64 1,355.53 1,357.66 -4.55
S&P 500 Index - (SPX)
  Call Put Total  
Volume 226,385 476,652 703,037  
Open Interest 4,266,699 7,627,023 11,893,722  
  High Low Close Change
Level 1,362.70 1,355.53 1,357.66 -4.55
S&P 500 Index Weeklys
  Call Put Total  
Volume 17,692 27,697 45,389  
Open Interest 65,661 128,194 193,855  
  High Low Close Change
Level 1,362.70 1,355.53 1,357.66 -4.55
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 41 40 81  
Open Interest 10,108 16,307 26,415  
  High Low Close Change
Level 136.27 135.55 135.77 -0.45
SPDR Options - (SPY)
  Call Put Total  
Volume 94,105 220,748 314,853  
Open Interest 4,905,425 11,883,849 16,789,274  
  High Low Close Change
Level 136.55 135.79 136.03 -0.44
SPDR Options LEAPS
  Call Put Total  
Volume 156 208 364  
Open Interest 454,179 647,585 1,101,764  
  High Low Close Change
Level 136.55 135.79 136.03 -0.44
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 29,734 42,720 72,454  
Open Interest 232,611 386,164 618,775  
  High Low Close Change
Level 136.55 135.79 136.03 -0.44
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,866 8,186 12,052  
Open Interest 33,516 44,874 78,390  
  High Low Close Change
Level 616.70 613.67 614.53 -2.22
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 20 5 25  
Open Interest 937 372 1,309  
  High Low Close Change
Level 616.70 613.67 614.53 -2.22
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,399 4,570 5,969  
Open Interest 4,225 10,802 15,027  
  High Low Close Change
Level 616.70 613.67 614.53 -2.22
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 686 918 1,604  
Open Interest 13,887 13,710 27,597  
  High Low Close Change
Level 616.70 613.67 614.53 -2.22
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 443 420 863  
  High Low Close Change
Level 616.70 613.67 614.53 -2.22
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 430 236 666  
Open Interest 741 615 1,356  
  High Low Close Change
Level 616.70 613.67 614.53 -2.22
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 23,967 22,179 46,146  
Open Interest 2,840,518 1,243,767 4,084,285  
  High Low Close Change
Level 173.17 170.19 172.94 1.92
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 27,725 30,045 57,770  
Open Interest 1,424,818 2,247,997 3,672,815  
  High Low Close Change
Level 63.68 63.23 63.33 -0.29
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 20 2 22  
Open Interest 162,455 161,103 323,558  
  High Low Close Change
Level 63.68 63.23 63.33 -0.29
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,752 5,624 9,376  
Open Interest 92,945 99,230 192,175  
  High Low Close Change
Level 63.68 63.23 63.33 -0.29
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 53 123 176  
Open Interest 3,742 3,761 7,503  
  High Low Close Change
Level 61.86 61.58 61.66 -0.23
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 589 377 966  
  High Low Close Change
Level 61.86 61.58 61.66 -0.23
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 21 116 137  
Open Interest 61,094 96,552 157,646  
  High Low Close Change
Level 259.29 257.53 257.98 -1.04
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,148 7,118 9,266  
  High Low Close Change
Level 259.29 257.53 257.98 -1.04
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,027 10,731 12,758  
Open Interest 122,222 196,361 318,583  
  High Low Close Change
Level 2,593.05 2,575.31 2,579.78 -10.46
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,688 2,945 5,633  
Open Interest 266,964 408,867 675,831  
  High Low Close Change
Level 129.50 128.85 129.14 -0.21
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 28 3 31  
Open Interest 36,866 45,296 82,162  
  High Low Close Change
Level 129.50 128.85 129.14 -0.21
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,488 4,490 5,978  
Open Interest 132,997 125,043 258,040  
  High Low Close Change
Level 129.78 129.15 129.39 -0.27
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 95 157 252  
Open Interest 19,620 9,261 28,881  
  High Low Close Change
Level 129.78 129.15 129.39 -0.27
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 17 19  
Open Interest 299 339 638  
  High Low Close Change
Level 50.64 50.10 50.15 -0.48
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 44,149 84,284 128,433  
Open Interest 1,332,064 3,284,857 4,616,921  
  High Low Close Change
Level 82.36 81.50 81.58 -0.64
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 22 235 257  
Open Interest 139,044 166,753 305,797  
  High Low Close Change
Level 82.36 81.50 81.58 -0.64
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 4,243 17,112 21,355  
Open Interest 50,626 143,576 194,202  
  High Low Close Change
Level 82.36 81.50 81.58 -0.64
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 4,182 8,712 12,894  
Open Interest 268,784 408,153 676,937  
  High Low Close Change
Level 823.62 816.50 816.50 -6.72
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 298 638 936  
Open Interest 83,804 278,104 361,908  
  High Low Close Change
Level 132.08 131.55 131.85 0.03
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 84 84  
Open Interest 7,984 14,937 22,921  
  High Low Close Change
Level 132.08 131.55 131.85 0.03
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 142 27 169  
Open Interest 61,614 39,228 100,842  
  High Low Close Change
Level 29.27 29.06 29.27 0.11
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 92 0 92  
Open Interest 1,424 1,708 3,132  
  High Low Close Change
Level 20.96 20.64 20.74 0.05
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 334 147 481  
Open Interest 12,189 7,536 19,725  
  High Low Close Change
Level 29.44 29.12 29.41 0.27
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 866 260 1,126  
  High Low Close Change
Level 30.90 30.62 30.83 0.22
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 41 0 41  
Open Interest 3,073 2,696 5,769  
  High Low Close Change
Level 31.04 30.76 30.90 0.05
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 34 0 34  
Open Interest 234 159 393  
  High Low Close Change
Level 62.40 61.39 62.31 0.59
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 364 211 575  
  High Low Close Change
Level 60.01 59.31 59.99 0.04
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 5 0 5  
Open Interest 603 337 940  
  High Low Close Change
Level 61.90 60.89 61.85 0.65
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 75 120 195  
Open Interest 2,460 991 3,451  
  High Low Close Change
Level 35.80 35.40 35.66 0.18
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,765 428 2,193  
Open Interest 49,935 15,306 65,241  
  High Low Close Change
Level 22.25 20.83 22.16 16.66
United States Oil Fund - (USO)
  Call Put Total  
Volume 14,535 14,783 29,318  
Open Interest 604,404 440,050 1,044,454  
  High Low Close Change
Level 40.83 40.43 40.59 0.00
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,886 2,040 3,926  
Open Interest 593,231 1,077,328 1,670,559  
  High Low Close Change
Level 54.59 54.25 54.36 -0.19
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 526 214 740  
Open Interest 20,718 42,131 62,849  
  High Low Close Change
Level 117.19 115.64 116.70 -0.05
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 2 2  
Open Interest 82 71 153  
  High Low Close Change
Level 75.07 74.63 74.85 0.02
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 57 20 77  
Open Interest 95,348 18,484 113,832  
  High Low Close Change
Level 55.66 55.27 55.41 -0.07
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 10 332 342  
Open Interest 4,845 20,390 25,235  
  High Low Close Change
Level 105.00 104.66 104.91 0.41
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 4 23 27  
Open Interest 4,127 8,126 12,253  
  High Low Close Change
Level 72.71 71.80 71.83 -0.79
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 3 22 25  
Open Interest 6,913 15,124 22,037  
  High Low Close Change
Level 94.68 93.81 94.05 -0.44
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,968 1,629 4,597  
  High Low Close Change
Level 109.13 108.26 108.45 -0.35
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 9 9  
Open Interest 98 356 454  
  High Low Close Change
Level 39.80 39.36 39.50 -0.20
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 43 383 426  
Open Interest 61,424 119,638 181,062  
  High Low Close Change
Level 42.88 42.55 42.70 -0.11
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 20,951 39,146 60,097  
Open Interest 386,580 587,576 974,156  
  High Low Close Change
Level 26.81 25.76 25.81 -0.75
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 31 31  
Open Interest 688 5,644 6,332  
  High Low Close Change
Level 56.68 55.19 55.45 -0.93
 



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