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, January 10, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.78
Index Put/Call Ratio 0.70
Exchange Traded Products Put/Call Ratio 1.41
Equity Put/Call Ratio 0.66
CBOE Volatility Index (VIX) Put/Call Ratio 0.31
Sum of All Products
  Call Put Total  
Volume 2,090,163 1,635,643 3,725,806  
Open Interest 149,004,812 132,823,084 281,827,896  
Index Options
  Call Put Total  
Volume 860,236 601,878 1,462,114  
Exchange Traded Products
  Call Put Total  
Volume 292,179 412,151 704,330  
Equity Options
  Call Put Total  
Volume 937,748 621,614 1,559,362  

Equity LEAPS
  Call Put Total  
Volume 57,828 37,213 95,041  
Open Interest 17,824,308 14,071,013 31,895,321  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 291,331 248,623 539,954  
Open Interest 2,728,692 2,854,922 5,583,614  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
916.25 916.99 915.88 916.66
VXTH - CBOE VIX Tail Hedge Index
      Close
      149.27
LOVOL - CBOE Low Volatility Index
Open High Low Close
140.96 141.37 140.69 141.35
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
507.63 510.96 507.63 510.77
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,203.52 1,205.20 1,201.20 1,204.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
370.52 370.73 369.89 370.65
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
234.15 234.45 234.12 234.40
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.47 178.88 178.34 178.58
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,234.52 1,235.28 1,234.52 1,235.22
VIX - CBOE Volatility Index
Open High Low Close
13.33 13.88 13.33 13.49
VVIX - CBOE VVIX Index
Open High Low Close
76.54 79.68 76.05 77.49
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.65 17.85 17.09 17.45
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.83 13.05 12.45 12.67
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.62 17.45 16.61 16.76
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.54 14.03 13.20 13.29
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.08 16.56 15.79 16.08
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.07 16.50 16.07 16.12
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.60 24.79 24.02 24.59
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.16 14.16 13.17 13.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.73 7.73 7.37 7.64
VPD - CBOE VIX Premium Strategy Index
      Close
      223.97
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      222.06
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      84.99
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.61 63.75 60.92 61.07
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
71.01 71.01 67.93 67.96
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      15.84
EXQ - CBOE Exchange Index
Open High Low Close
94.55 95.44 94.55 95.37
CYX - CBOE China Index
Open High Low Close
660.11 676.16 660.11 675.86



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 482,447 148,807 631,254  
Open Interest 5,552,320 2,720,435 8,272,755  
  High Low Close Change
Level 13.88 13.33 13.49 -0.32
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 19.34 18.80 19.02 -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 17.85 17.09 17.45 -0.37
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 2 0 2  
Open Interest 129 111 240  
  High Low Close Change
Level 24.79 24.02 24.59 -0.01
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 8 0 8  
Open Interest 35 0 35  
  High Low Close Change
Level 14.16 13.17 13.27 -0.89
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 10 0 10  
Open Interest 112 550 662  
  High Low Close Change
Level 13.88 13.33 13.49 -0.32
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 1,472.27 1,461.02 1,472.12 11.10
S&P 500 Index - (SPX)
  Call Put Total  
Volume 357,414 426,809 784,223  
Open Interest 3,829,725 6,218,493 10,048,218  
  High Low Close Change
Level 1,472.30 1,461.02 1,472.12 11.10
S&P 500 Index Weeklys
  Call Put Total  
Volume 76,984 57,733 134,717  
Open Interest 207,509 278,773 486,282  
  High Low Close Change
Level 1,472.30 1,461.02 1,472.12 11.10
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 2 19 21  
Open Interest 2,827 3,781 6,608  
  High Low Close Change
Level 147.23 146.10 147.21 1.11
SPDR Options - (SPY)
  Call Put Total  
Volume 94,625 220,054 314,679  
Open Interest 6,658,473 11,535,308 18,193,781  
  High Low Close Change
Level 147.09 145.97 147.08 1.08
SPDR Options LEAPS
  Call Put Total  
Volume 823 1,931 2,754  
Open Interest 439,731 570,408 1,010,139  
  High Low Close Change
Level 147.09 145.97 147.08 1.08
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 29,096 46,186 75,282  
Open Interest 484,602 637,667 1,122,269  
  High Low Close Change
Level 147.09 145.97 147.08 1.08
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,633 11,008 16,641  
Open Interest 22,655 27,692 50,347  
  High Low Close Change
Level 667.80 662.24 667.59 5.35
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 10 15 25  
Open Interest 640 146 786  
  High Low Close Change
Level 667.80 662.24 667.59 5.35
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 515 1,447 1,962  
Open Interest 1,501 2,191 3,692  
  High Low Close Change
Level 667.80 662.24 667.59 5.35
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 4,483 4,677 9,160  
Open Interest 13,619 9,814 23,433  
  High Low Close Change
Level 667.80 662.24 667.59 5.35
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 288 102 390  
  High Low Close Change
Level 667.80 662.24 667.59 5.35
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 4,283 4,289 8,572  
Open Interest 8,633 5,094 13,727  
  High Low Close Change
Level 667.80 662.24 667.59 5.35
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 13,511 10,379 23,890  
Open Interest 2,533,982 1,578,431 4,112,413  
  High Low Close Change
Level 162.56 161.61 161.98 1.49
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 43,651 33,497 77,148  
Open Interest 2,012,059 1,734,029 3,746,088  
  High Low Close Change
Level 67.27 66.55 67.17 0.40
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 187 498 685  
Open Interest 76,061 89,576 165,637  
  High Low Close Change
Level 67.27 66.55 67.17 0.40
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 10,905 7,308 18,213  
Open Interest 119,340 115,205 234,545  
  High Low Close Change
Level 67.27 66.55 67.17 0.40
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 119 119  
Open Interest 2,694 2,183 4,877  
  High Low Close Change
Level 66.86 66.34 66.84 0.53
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 66.86 66.34 66.84 0.53
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 538 0 538  
Open Interest 24,275 48,269 72,544  
  High Low Close Change
Level 274.91 271.98 274.42 1.65
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 441 2,653 3,094  
  High Low Close Change
Level 274.91 271.98 274.42 1.65
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 1,420 4,296 5,716  
Open Interest 86,810 129,081 215,891  
  High Low Close Change
Level 2,749.19 2,719.68 2,744.18 16.53
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 926 3,165 4,091  
Open Interest 269,823 361,269 631,092  
  High Low Close Change
Level 134.58 133.62 134.54 0.83
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 38 39 77  
Open Interest 45,663 27,754 73,417  
  High Low Close Change
Level 134.58 133.62 134.54 0.83
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 41 395 436  
Open Interest 2,895 3,904 6,799  
  High Low Close Change
Level 134.58 133.62 134.54 0.83
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,365 983 2,348  
Open Interest 108,641 70,175 178,816  
  High Low Close Change
Level 134.78 133.83 134.71 0.80
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 50 51 101  
Open Interest 42,528 5,669 48,197  
  High Low Close Change
Level 134.78 133.83 134.71 0.80
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 16 39 55  
  High Low Close Change
Level 54.55 54.11 54.39 0.12
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 17,337 34,494 51,831  
Open Interest 1,235,212 3,639,135 4,874,347  
  High Low Close Change
Level 87.69 86.95 87.47 0.20
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 70 87 157  
Open Interest 82,477 198,131 280,608  
  High Low Close Change
Level 87.69 86.95 87.47 0.20
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,373 6,388 7,761  
Open Interest 66,769 149,643 216,412  
  High Low Close Change
Level 87.69 86.95 87.47 0.20
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 3,786 5,279 9,065  
Open Interest 281,845 381,384 663,229  
  High Low Close Change
Level 883.19 876.58 881.24 1.73
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 501 1,948 2,449  
Open Interest 88,615 148,122 236,737  
  High Low Close Change
Level 131.64 130.83 131.50 1.86
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 20 0 20  
Open Interest 2,278 6,027 8,305  
  High Low Close Change
Level 131.64 130.83 131.50 1.86
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 138 343 481  
Open Interest 62,675 14,774 77,449  
  High Low Close Change
Level 27.76 27.66 27.71 0.04
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,246 1,412 2,658  
  High Low Close Change
Level 19.28 19.11 19.26 0.29
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 262 55 317  
Open Interest 30,512 6,022 36,534  
  High Low Close Change
Level 27.82 27.71 27.71 0.10
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 108 149  
  High Low Close Change
Level 28.38 28.17 28.20 0.10
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,874 1,821 6,695  
  High Low Close Change
Level 26.57 26.38 26.42 0.15
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 792 214 1,006  
  High Low Close Change
Level 57.39 57.00 57.20 0.60
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 389 293 682  
  High Low Close Change
Level 53.16 52.76 53.05 0.90
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 797 431 1,228  
  High Low Close Change
Level 57.50 57.17 57.33 0.53
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,185 1,603 2,788  
  High Low Close Change
Level 33.23 32.95 32.99 0.14
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,062 843 1,905  
Open Interest 519,701 473,047 992,748  
  High Low Close Change
Level 18.06 17.63 17.95 0.38
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,711 2,110 4,821  
Open Interest 604,915 567,790 1,172,705  
  High Low Close Change
Level 34.32 34.06 34.17 0.29
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,150 12,215 14,365  
Open Interest 559,731 1,080,454 1,640,185  
  High Low Close Change
Level 58.01 57.59 57.93 0.73
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 653 2,231 2,884  
Open Interest 9,990 29,243 39,233  
  High Low Close Change
Level 147.37 144.82 146.64 0.33
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 6 0 6  
Open Interest 61 41 102  
  High Low Close Change
Level 87.64 86.86 87.57 0.61
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 20 20  
Open Interest 14,050 8,135 22,185  
  High Low Close Change
Level 58.75 58.39 58.61 0.27
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,224 42,011 44,235  
  High Low Close Change
Level 106.77 106.53 106.57 -0.31
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 16 0 16  
Open Interest 4,373 6,818 11,191  
  High Low Close Change
Level 78.25 77.75 78.14 0.22
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,708 4,217 7,925  
  High Low Close Change
Level 99.70 98.69 99.30 0.10
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 6 0 6  
Open Interest 75 11 86  
  High Low Close Change
Level 65.10 64.52 64.90 0.17
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,226 702 4,928  
  High Low Close Change
Level 117.20 116.21 116.91 0.52
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 28 54 82  
Open Interest 1,179 3,836 5,015  
  High Low Close Change
Level 44.46 44.08 44.40 0.12
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 304 114 418  
Open Interest 64,431 197,808 262,239  
  High Low Close Change
Level 48.88 48.52 48.83 0.24
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 37,729 28,685 66,414  
Open Interest 925,870 1,529,427 2,455,297  
  High Low Close Change
Level 27.12 26.50 26.57 -0.67
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 37 200 237  
Open Interest 1,455 30,714 32,169  
  High Low Close Change
Level 25.85 25.55 25.65 -0.43
  VIX Snapshot

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