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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, March 01, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			1.17
Index Put/Call Ratio			1.23
Exchange Traded Products Put/Call Ratio			1.89
Equity Put/Call Ratio			0.74
CBOE Volatility Index (VIX) Put/Call Ratio			0.53

Sum of All Products
	Call	Put	Total
Volume	1,845,987	2,151,416	3,997,403
Open Interest	127,496,783	120,710,959	248,207,742
Index Options
	Call	Put	Total
Volume	629,174	772,651	1,401,825
Exchange Traded Products
	Call	Put	Total
Volume	412,150	780,812	1,192,962
Equity Options
	Call	Put	Total
Volume	804,663	597,953	1,402,616
Equity LEAPS
	Call	Put	Total
Volume	61,121	32,513	93,634
Open Interest	25,965,901	19,746,722	45,712,623
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	572,838	801,072	1,373,910
Open Interest	3,976,843	5,475,429	9,452,272

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
923.86	928.07	919.73	927.44
VXTH - CBOE VIX Tail Hedge Index
			Close
			152.75
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
143.28	144.13	142.56	143.99
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
525.06	526.54	520.27	525.49
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,228.79	1,237.32	1,222.72	1,236.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
373.00	375.63	371.51	375.54
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
237.81	238.50	237.00	238.38
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
178.35	180.07	177.27	179.94
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,251.39	1,253.56	1,243.60	1,252.35
VIX - CBOE Volatility Index
Open	High	Low	Close
16.10	16.82	15.14	15.36
VVIX - CBOE VVIX Index
Open	High	Low	Close
88.92	92.08	86.17	87.83
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
19.32	19.65	18.21	18.72
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.69	14.86	13.55	13.61
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
19.44	20.33	17.74	18.33
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
16.29	16.32	14.12	14.65
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.80	17.28	15.63	15.64
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.67	17.12	16.09	16.29
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			83.08
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
24.62	24.89	23.67	23.68
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
15.78	16.07	15.67	15.75
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.81	9.83	9.66	9.71
VPD - CBOE VIX Premium Strategy Index
			Close
			227.11
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			224.72
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
61.19	61.79	58.63	59.94
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
66.96	70.86	64.63	66.04
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.92
EXQ - CBOE Exchange Index
Open	High	Low	Close
110.37	110.37	109.14	110.11
CYX - CBOE China Index
Open	High	Low	Close
621.76	625.91	620.13	624.07

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	331,849	175,957	507,806
Open Interest	5,561,083	2,433,420	7,994,503
	High	Low	Close	Change
Level	16.82	15.14	15.36	-0.15
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	4	0	4
	High	Low	Close	Change
Level	19.71	18.68	19.04	0.33
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	68	10	78
	High	Low	Close	Change
Level	19.65	18.21	18.72	0.30
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	186	40	226
	High	Low	Close	Change
Level	24.89	23.67	23.68	0.07
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	118	50	168
	High	Low	Close	Change
Level	16.07	15.67	15.75	-0.04
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	5	0	5
Open Interest	160	0	160
	High	Low	Close	Change
Level	16.82	15.14	15.36	-0.15
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	1,519.99	1,501.48	1,518.20	3.52
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	280,745	559,167	839,912
Open Interest	4,458,724	7,870,731	12,329,455
	High	Low	Close	Change
Level	1,519.99	1,501.48	1,518.20	3.52
S&P 500 Index - PM Settled - (SPXPM)
	Call	Put	Total
Volume	3,006	3,537	6,543
Open Interest	20,066	34,770	54,836
	High	Low	Close	Change
Level	1,519.99	1,501.48	1,518.20	3.52
S&P 500 Index Weeklys
	Call	Put	Total
Volume	121,024	231,453	352,477
Open Interest	361,494	856,005	1,217,499
	High	Low	Close	Change
Level	1,519.99	1,501.48	1,518.20	3.52
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	96	350	446
Open Interest	4,320	11,055	15,375
	High	Low	Close	Change
Level	152.00	150.15	151.82	0.35
SPDR Options - (SPY)
	Call	Put	Total
Volume	191,515	392,459	583,974
Open Interest	7,363,495	14,280,275	21,643,770
	High	Low	Close	Change
Level	152.34	150.41	152.10	0.58
SPDR Options LEAPS
	Call	Put	Total
Volume	133	852	985
Open Interest	639,336	992,174	1,631,510
	High	Low	Close	Change
Level	152.34	150.41	152.10	0.58
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	124,256	249,776	374,032
Open Interest	850,196	1,871,633	2,721,829
	High	Low	Close	Change
Level	152.34	150.41	152.10	0.58
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	4,705	9,386	14,091
Open Interest	20,772	29,659	50,431
	High	Low	Close	Change
Level	684.77	676.85	683.65	1.12
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	10	0	10
Open Interest	625	427	1,052
	High	Low	Close	Change
Level	684.77	676.85	683.65	1.12
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	3,011	6,298	9,309
Open Interest	3,090	9,787	12,877
	High	Low	Close	Change
Level	684.77	676.85	683.65	1.12
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	509	1,448	1,957
Open Interest	10,440	9,502	19,942
	High	Low	Close	Change
Level	684.77	676.85	683.65	1.12
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	583	165	748
	High	Low	Close	Change
Level	684.77	676.85	683.65	1.12
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	440	1,432	1,872
Open Interest	4,075	3,977	8,052
	High	Low	Close	Change
Level	684.77	676.85	683.65	1.12
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	15,013	11,496	26,509
Open Interest	2,558,893	1,433,835	3,992,728
	High	Low	Close	Change
Level	153.61	152.14	152.46	-0.52
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	50,804	69,605	120,409
Open Interest	1,490,139	1,680,944	3,171,083
	High	Low	Close	Change
Level	67.50	66.54	67.38	0.28
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	193	98	291
Open Interest	153,833	226,714	380,547
	High	Low	Close	Change
Level	67.50	66.54	67.38	0.28
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	23,041	30,246	53,287
Open Interest	134,373	166,611	300,984
	High	Low	Close	Change
Level	67.50	66.54	67.38	0.28
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,583	3,786	6,369
	High	Low	Close	Change
Level	68.80	67.99	68.69	0.25
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,162	217	1,379
	High	Low	Close	Change
Level	68.80	67.99	68.69	0.25
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	93	13,603	13,696
Open Interest	65,079	16,196	81,275
	High	Low	Close	Change
Level	275.11	271.40	274.78	0.92
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,679	3,122
	High	Low	Close	Change
Level	275.11	271.40	274.78	0.92
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	2,117	2,445	4,562
Open Interest	107,576	156,905	264,481
	High	Low	Close	Change
Level	2,751.22	2,713.49	2,747.75	9.17
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	3,571	6,471	10,042
Open Interest	291,580	290,220	581,800
	High	Low	Close	Change
Level	140.90	139.17	140.72	0.46
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	63	19	82
Open Interest	53,623	37,695	91,318
	High	Low	Close	Change
Level	140.90	139.17	140.72	0.46
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	2,161	1,767	3,928
Open Interest	13,102	15,959	29,061
	High	Low	Close	Change
Level	140.90	139.17	140.72	0.46
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	995	2,681	3,676
Open Interest	104,255	76,427	180,682
	High	Low	Close	Change
Level	141.07	139.38	140.90	0.36
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	3	0	3
Open Interest	47,028	10,032	57,060
	High	Low	Close	Change
Level	141.07	139.38	140.90	0.36
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	39	78	117
	High	Low	Close	Change
Level	56.22	55.09	56.19	0.44
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	24,931	97,211	122,142
Open Interest	1,707,490	5,426,267	7,133,757
	High	Low	Close	Change
Level	91.06	89.21	90.89	0.43
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	10	7	17
Open Interest	156,299	295,387	451,686
	High	Low	Close	Change
Level	91.06	89.21	90.89	0.43
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	12,722	30,176	42,898
Open Interest	139,265	318,307	457,572
	High	Low	Close	Change
Level	91.06	89.21	90.89	0.43
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	3,167	4,077	7,244
Open Interest	307,806	435,013	742,819
	High	Low	Close	Change
Level	915.72	899.31	914.73	3.62
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	117	519	636
Open Interest	59,921	130,038	189,959
	High	Low	Close	Change
Level	129.38	128.61	129.18	-0.32
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,873	7,129	10,002
	High	Low	Close	Change
Level	129.38	128.61	129.18	-0.32
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	10	4	14
Open Interest	67,554	18,611	86,165
	High	Low	Close	Change
Level	26.31	26.20	26.27	-0.13
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,083	1,501	2,584
	High	Low	Close	Change
Level	18.21	18.13	18.18	-0.32
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	176	176
Open Interest	19,929	6,567	26,496
	High	Low	Close	Change
Level	26.97	26.82	26.94	-0.19
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	94	101	195
	High	Low	Close	Change
Level	28.02	27.84	27.98	-0.19
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	100	100
Open Interest	1,837	1,293	3,130
	High	Low	Close	Change
Level	25.51	25.25	25.49	-0.22
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	10	0	10
Open Interest	639	232	871
	High	Low	Close	Change
Level	53.83	53.36	53.46	-0.20
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	232	141	373
	High	Low	Close	Change
Level	49.13	48.67	48.72	0.00
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	517	127	644
	High	Low	Close	Change
Level	54.11	53.65	53.78	-0.19
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,779	915	2,694
	High	Low	Close	Change
Level	32.43	32.21	32.43	-0.22
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,534	1,232	3,766
Open Interest	200,560	122,096	322,656
	High	Low	Close	Change
Level	19.39	18.95	19.06	-0.11
United States Oil Fund - (USO)
	Call	Put	Total
Volume	3,092	2,925	6,017
Open Interest	560,752	580,536	1,141,288
	High	Low	Close	Change
Level	32.78	32.41	32.73	-0.32
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	549	15,610	16,159
Open Interest	742,216	1,208,233	1,950,449
	High	Low	Close	Change
Level	58.20	57.58	58.11	-0.08
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	0	0
Open Interest	25	1	26
	High	Low	Close	Change
Level	93.13	92.21	93.11	0.22
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	49	16	65
Open Interest	6,981	13,680	20,661
	High	Low	Close	Change
Level	149.60	146.45	149.57	1.78
iShares DJ US Energy Index Fund - (IYE)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,371	1,035	2,406
	High	Low	Close	Change
Level	44.33	43.85	44.28	-0.05
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	2	2
Open Interest	60	33	93
	High	Low	Close	Change
Level	91.58	90.44	91.49	0.58
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	4	0	4
Open Interest	19,065	8,123	27,188
	High	Low	Close	Change
Level	61.11	60.59	61.01	-0.06
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,119	33,920	36,039
	High	Low	Close	Change
Level	107.33	107.11	107.28	0.14
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,277	4,508	7,785
	High	Low	Close	Change
Level	81.25	79.73	81.12	0.29
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	1	1
Open Interest	2,059	2,759	4,818
	High	Low	Close	Change
Level	103.50	101.37	103.24	0.64
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	141	39	180
	High	Low	Close	Change
Level	67.53	66.61	67.48	0.21
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	1	1
Open Interest	3,072	561	3,633
	High	Low	Close	Change
Level	122.78	121.16	122.57	0.13
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,252	1,422	2,674
	High	Low	Close	Change
Level	46.85	46.27	46.85	0.29
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	34	840	874
Open Interest	64,171	175,399	239,570
	High	Low	Close	Change
Level	51.05	50.34	51.01	0.37
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	51,230	66,569	117,799
Open Interest	805,490	1,454,155	2,259,645
	High	Low	Close	Change
Level	25.62	23.91	24.34	0.38
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	21	140	161
Open Interest	1,592	14,075	15,667
	High	Low	Close	Change
Level	22.72	22.05	22.51	0.09