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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, February 01, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.90
Index Put/Call Ratio			1.14
Exchange Traded Products Put/Call Ratio			1.19
Equity Put/Call Ratio			0.57
CBOE Volatility Index (VIX) Put/Call Ratio			0.42

Sum of All Products
	Call	Put	Total
Volume	2,238,910	2,004,592	4,243,502
Open Interest	117,802,600	106,585,744	224,388,344
Index Options
	Call	Put	Total
Volume	667,026	760,484	1,427,510
Exchange Traded Products
	Call	Put	Total
Volume	551,655	657,649	1,209,304
Equity Options
	Call	Put	Total
Volume	1,020,229	586,459	1,606,688
Equity LEAPS
	Call	Put	Total
Volume	70,547	44,198	114,745
Open Interest	21,731,868	16,775,246	38,507,114
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	582,513	543,776	1,126,289
Open Interest	4,300,037	4,690,993	8,991,030

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
922.85	925.53	922.85	925.44
VXTH - CBOE VIX Tail Hedge Index
			Close
			152.04
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
142.89	143.57	142.88	143.46
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
518.86	523.90	518.86	523.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,223.72	1,228.65	1,223.72	1,228.20
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
373.25	374.27	372.70	374.19
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
235.91	237.09	235.91	237.09
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
180.44	180.85	180.16	180.85
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,244.84	1,248.79	1,244.84	1,248.45
VIX - CBOE Volatility Index
Open	High	Low	Close
13.37	13.38	12.72	12.90
VVIX - CBOE VVIX Index
Open	High	Low	Close
73.64	74.05	71.97	73.29
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.90	18.92	18.14	18.14
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.28	13.28	11.86	12.07
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
16.89	16.95	15.91	16.44
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.00	13.31	12.23	12.44
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.25	14.42	13.57	13.89
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
15.02	15.02	14.60	14.79
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
22.90	22.96	22.11	22.40
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.55	13.85	13.28	13.32
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.19	8.52	8.05	8.51
VPD - CBOE VIX Premium Strategy Index
			Close
			228.25
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			226.07
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.66	62.12	58.12	60.42
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
66.68	68.54	65.55	66.84
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.61
EXQ - CBOE Exchange Index
Open	High	Low	Close
102.51	104.07	102.51	103.51
CYX - CBOE China Index
Open	High	Low	Close
662.44	663.83	659.36	663.48

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	345,170	145,687	490,857
Open Interest	5,933,072	2,255,999	8,189,071
	High	Low	Close	Change
Level	13.38	12.72	12.90	-1.38
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	0	30
	High	Low	Close	Change
Level	19.28	18.73	18.86	-0.85
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	148	25	173
	High	Low	Close	Change
Level	18.92	18.14	18.14	-1.10
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	119	122	241
	High	Low	Close	Change
Level	22.96	22.11	22.40	-0.14
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	63	6	69
	High	Low	Close	Change
Level	13.85	13.28	13.32	-0.44
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	422	0	422
	High	Low	Close	Change
Level	14.28	12.72	12.90	-1.38
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	5	5
	High	Low	Close	Change
Level	1,514.39	1,502.21	1,513.17	15.06
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	304,750	591,164	895,914
Open Interest	4,053,466	6,768,278	10,821,744
	High	Low	Close	Change
Level	1,514.41	1,498.11	1,513.17	15.06
S&P 500 Index Weeklys
	Call	Put	Total
Volume	131,446	185,620	317,066
Open Interest	270,651	540,379	811,030
	High	Low	Close	Change
Level	1,514.41	1,498.11	1,513.17	15.06
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	56	61	117
Open Interest	3,140	4,907	8,047
	High	Low	Close	Change
Level	151.44	149.81	151.32	1.51
SPDR Options - (SPY)
	Call	Put	Total
Volume	238,766	368,430	607,196
Open Interest	6,267,607	11,335,317	17,602,924
	High	Low	Close	Change
Level	151.42	150.39	151.24	1.58
SPDR Options LEAPS
	Call	Put	Total
Volume	476	500	976
Open Interest	537,914	826,019	1,363,933
	High	Low	Close	Change
Level	151.42	150.39	151.24	1.58
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	125,888	97,982	223,870
Open Interest	792,195	1,269,431	2,061,626
	High	Low	Close	Change
Level	151.42	150.39	151.24	1.58
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	3,976	7,337	11,313
Open Interest	22,364	33,370	55,734
	High	Low	Close	Change
Level	682.25	674.89	681.74	6.85
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	200	10	210
Open Interest	734	250	984
	High	Low	Close	Change
Level	682.25	674.89	681.74	6.85
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,469	4,608	6,077
Open Interest	2,510	8,665	11,175
	High	Low	Close	Change
Level	682.25	674.89	681.74	6.85
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	2,470	2,745	5,215
Open Interest	10,948	11,237	22,185
	High	Low	Close	Change
Level	682.25	674.89	681.74	6.85
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	50	0	50
Open Interest	463	165	628
	High	Low	Close	Change
Level	682.25	674.89	681.74	6.85
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	2,293	2,433	4,726
Open Interest	7,004	8,056	15,060
	High	Low	Close	Change
Level	682.25	674.89	681.74	6.85
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	15,565	11,173	26,738
Open Interest	2,309,337	1,340,922	3,650,259
	High	Low	Close	Change
Level	162.77	160.87	161.47	0.25
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	20,882	55,008	75,890
Open Interest	1,607,361	1,483,217	3,090,578
	High	Low	Close	Change
Level	67.78	67.07	67.66	0.77
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	200	6,056	6,256
Open Interest	113,088	142,674	255,762
	High	Low	Close	Change
Level	67.78	67.07	67.66	0.77
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	13,586	18,979	32,565
Open Interest	223,530	173,348	396,878
	High	Low	Close	Change
Level	67.78	67.07	67.66	0.77
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,557	2,642	5,199
	High	Low	Close	Change
Level	68.37	67.88	68.29	0.71
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,142	187	1,329
	High	Low	Close	Change
Level	68.37	67.88	68.29	0.71
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	20	20
Open Interest	22,401	52,950	75,351
	High	Low	Close	Change
Level	276.86	273.15	276.40	3.25
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,654	3,097
	High	Low	Close	Change
Level	276.86	273.15	276.40	3.25
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	878	4,652	5,530
Open Interest	83,821	130,495	214,316
	High	Low	Close	Change
Level	2,768.63	2,740.65	2,763.96	32.43
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	3,735	4,585	8,320
Open Interest	254,298	224,486	478,784
	High	Low	Close	Change
Level	139.89	139.04	139.76	1.33
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	213	53	266
Open Interest	51,976	32,012	83,988
	High	Low	Close	Change
Level	139.89	139.04	139.76	1.33
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	468	1,212	1,680
Open Interest	5,958	6,744	12,702
	High	Low	Close	Change
Level	139.89	139.04	139.76	1.33
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,452	1,619	3,071
Open Interest	105,800	66,755	172,555
	High	Low	Close	Change
Level	140.20	138.61	140.10	1.49
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	0	36	36
Open Interest	46,326	6,601	52,927
	High	Low	Close	Change
Level	140.20	138.61	140.10	1.49
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	34	77	111
	High	Low	Close	Change
Level	56.17	55.65	56.03	0.65
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	24,406	44,657	69,063
Open Interest	1,574,598	4,539,012	6,113,610
	High	Low	Close	Change
Level	90.70	89.85	90.37	0.80
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	473	655	1,128
Open Interest	125,961	225,018	350,979
	High	Low	Close	Change
Level	90.70	89.85	90.37	0.80
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	11,333	23,050	34,383
Open Interest	123,908	358,240	482,148
	High	Low	Close	Change
Level	90.70	89.85	90.37	0.80
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	6,121	7,199	13,320
Open Interest	277,821	376,811	654,632
	High	Low	Close	Change
Level	912.76	905.39	911.20	9.11
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	931	1,193	2,124
Open Interest	53,719	105,312	159,031
	High	Low	Close	Change
Level	136.03	134.77	135.50	0.79
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,482	6,410	8,892
	High	Low	Close	Change
Level	136.03	134.77	135.50	0.79
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	79	21	100
Open Interest	75,758	19,013	94,771
	High	Low	Close	Change
Level	28.00	27.75	27.75	-0.16
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	20	20
Open Interest	1,101	1,303	2,404
	High	Low	Close	Change
Level	19.74	19.48	19.69	0.25
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	157	0	157
Open Interest	19,927	5,791	25,718
	High	Low	Close	Change
Level	28.73	28.53	28.59	0.11
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	19	81	100
	High	Low	Close	Change
Level	29.62	29.32	29.53	0.17
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,405	825	2,230
	High	Low	Close	Change
Level	27.64	27.25	27.51	0.06
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	516	167	683
	High	Low	Close	Change
Level	57.84	57.17	57.41	0.25
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	225	141	366
	High	Low	Close	Change
Level	55.16	54.28	54.94	0.84
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	512	97	609
	High	Low	Close	Change
Level	57.54	56.86	57.07	0.09
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,588	493	2,081
	High	Low	Close	Change
Level	34.57	34.22	34.35	0.07
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	1,875	1,336	3,211
Open Interest	175,329	132,899	308,228
	High	Low	Close	Change
Level	19.06	18.45	18.54	-0.22
United States Oil Fund - (USO)
	Call	Put	Total
Volume	3,319	7,088	10,407
Open Interest	464,091	515,102	979,193
	High	Low	Close	Change
Level	35.52	34.94	35.35	0.06
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	6,459	9,044	15,503
Open Interest	510,026	950,456	1,460,482
	High	Low	Close	Change
Level	59.59	59.21	59.45	0.43
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	1	1
	High	Low	Close	Change
Level	91.20	90.59	91.05	0.34
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	23	516	539
Open Interest	6,859	21,516	28,375
	High	Low	Close	Change
Level	148.42	146.39	147.77	2.19
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	50	16	66
	High	Low	Close	Change
Level	90.69	89.96	90.53	0.85
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	4	0	4
Open Interest	14,202	7,857	22,059
	High	Low	Close	Change
Level	60.64	60.31	60.57	0.47
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	1	19	20
Open Interest	1,967	33,003	34,970
	High	Low	Close	Change
Level	106.43	105.56	105.58	-0.50
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,418	7,017	11,435
	High	Low	Close	Change
Level	81.04	80.31	80.79	0.76
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,785	4,321	7,106
	High	Low	Close	Change
Level	102.97	101.97	102.57	0.95
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	61	8	69
	High	Low	Close	Change
Level	67.47	66.87	67.33	0.67
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	5	0	5
Open Interest	4,566	797	5,363
	High	Low	Close	Change
Level	122.16	121.24	121.99	1.16
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	64	180	244
Open Interest	345	2,012	2,357
	High	Low	Close	Change
Level	46.93	46.34	46.41	0.18
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	605	114	719
Open Interest	65,188	136,158	201,346
	High	Low	Close	Change
Level	50.61	50.32	50.41	0.29
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	27,335	18,468	45,803
Open Interest	710,705	1,349,081	2,059,786
	High	Low	Close	Change
Level	23.42	22.81	23.11	-1.31
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,532	29,232	30,764
	High	Low	Close	Change
Level	22.78	22.55	22.74	-0.11