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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 Wednesday, October 10, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.00
Index Put/Call Ratio			1.02
Exchange Traded Products Put/Call Ratio			1.58
Equity Put/Call Ratio			0.71
CBOE Volatility Index (VIX) Put/Call Ratio			0.49

Sum of All Products
	Call	Put	Total
Volume	1,797,374	1,800,747	3,598,121
Open Interest	152,426,535	134,591,689	287,018,224
Index Options
	Call	Put	Total
Volume	669,347	684,061	1,353,408
Exchange Traded Products
	Call	Put	Total
Volume	365,571	578,377	943,948
Equity Options
	Call	Put	Total
Volume	762,456	538,309	1,300,765
Equity LEAPS
	Call	Put	Total
Volume	23,042	15,024	38,066
Open Interest	11,488,218	8,106,990	19,595,208
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	214,633	281,233	495,866
Open Interest	1,406,693	1,604,646	3,011,339

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
928.01	929.00	922.25	923.47
VXTH - CBOE VIX Tail Hedge Index
			Close
			149.10
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
510.65	511.16	508.88	509.11
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,205.46	1,207.01	1,197.11	1,198.72
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
377.77	379.06	375.64	376.21
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
239.55	239.73	237.57	237.83
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
180.86	181.17	180.07	180.58
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,233.12	1,233.64	1,226.08	1,227.29
VIX - CBOE Volatility Index
Open	High	Low	Close
16.52	16.79	16.13	16.29
VVIX - CBOE VVIX Index
Open	High	Low	Close
93.84	95.36	92.41	94.36
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
23.36	23.43	22.81	23.41
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.66	15.06	14.55	14.84
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
20.55	20.72	19.68	19.68
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.67	16.04	15.21	15.51
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
19.02	19.09	18.48	18.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
18.17	18.48	17.93	18.13
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			86.65
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
34.23	35.19	33.86	35.09
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
15.91	16.13	15.48	15.53
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.13	9.15	9.07	9.10
VPD - CBOE VIX Premium Strategy Index
			Close
			215.31
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			214.25
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			80.89
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
66.13	66.48	63.75	65.16
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
51.52	51.52	47.59	49.58
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			10.11
EXQ - CBOE Exchange Index
Open	High	Low	Close
87.45	87.57	86.50	87.10
CYX - CBOE China Index
Open	High	Low	Close
579.34	581.91	578.46	579.79

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	384,853	188,005	572,858
Open Interest	5,660,507	2,639,911	8,300,418
	High	Low	Close	Change
Level	16.79	16.13	16.29	-0.08
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	25.72	25.22	25.36	-0.03
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	23.43	22.81	23.41	0.21
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	35.19	33.86	35.09	0.59
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	105	0	105
	High	Low	Close	Change
Level	16.13	15.48	15.53	-0.19
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	40	0	40
	High	Low	Close	Change
Level	16.79	16.13	16.29	-0.08
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	2	2
Open Interest	0	202	202
	High	Low	Close	Change
Level	1,442.52	1,430.67	1,432.56	-8.92
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	244,662	426,158	670,820
Open Interest	4,385,136	7,643,393	12,028,529
	High	Low	Close	Change
Level	1,442.52	1,430.64	1,432.56	-8.92
S&P 500 Index Weeklys
	Call	Put	Total
Volume	28,507	68,055	96,562
Open Interest	137,222	282,569	419,791
	High	Low	Close	Change
Level	1,442.52	1,430.64	1,432.56	-8.92
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	15	15	30
Open Interest	5,569	9,425	14,994
	High	Low	Close	Change
Level	144.25	143.06	143.26	-0.89
SPDR Options - (SPY)
	Call	Put	Total
Volume	134,676	311,729	446,405
Open Interest	6,163,823	12,978,232	19,142,055
	High	Low	Close	Change
Level	144.32	143.09	143.28	-0.97
SPDR Options LEAPS
	Call	Put	Total
Volume	192	518	710
Open Interest	486,208	584,696	1,070,904
	High	Low	Close	Change
Level	144.32	143.09	143.28	-0.97
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	32,671	82,813	115,484
Open Interest	116,938	305,387	422,325
	High	Low	Close	Change
Level	144.32	143.09	143.28	-0.97
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	5,499	6,833	12,332
Open Interest	36,857	57,333	94,190
	High	Low	Close	Change
Level	664.02	658.32	659.24	-4.14
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	3	3
Open Interest	1,320	562	1,882
	High	Low	Close	Change
Level	664.02	658.32	659.24	-4.14
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	2,971	2,439	5,410
Open Interest	2,592	10,035	12,627
	High	Low	Close	Change
Level	664.02	658.32	659.24	-4.14
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	1,322	1,571	2,893
Open Interest	10,827	14,995	25,822
	High	Low	Close	Change
Level	664.02	658.32	659.24	-4.14
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	501	591	1,092
	High	Low	Close	Change
Level	664.02	658.32	659.24	-4.14
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	1,159	1,218	2,377
Open Interest	1,387	4,504	5,891
	High	Low	Close	Change
Level	664.02	658.32	659.24	-4.14
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	13,924	8,858	22,782
Open Interest	2,800,041	1,264,151	4,064,192
	High	Low	Close	Change
Level	171.34	170.30	170.84	-0.15
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	55,860	46,999	102,859
Open Interest	1,783,352	2,098,415	3,881,767
	High	Low	Close	Change
Level	67.43	66.80	66.92	-0.34
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	807	79	886
Open Interest	53,455	62,514	115,969
	High	Low	Close	Change
Level	67.43	66.80	66.92	-0.34
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	18,934	16,120	35,054
Open Interest	51,881	78,419	130,300
	High	Low	Close	Change
Level	67.43	66.80	66.92	-0.34
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	70	147	217
Open Interest	2,532	2,534	5,066
	High	Low	Close	Change
Level	66.54	65.98	66.09	-0.39
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	50	130	180
Open Interest	1,484	350	1,834
	High	Low	Close	Change
Level	66.54	65.98	66.09	-0.39
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	150	28	178
Open Interest	56,926	73,034	129,960
	High	Low	Close	Change
Level	274.93	272.47	272.85	-1.34
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,985	7,692	10,677
	High	Low	Close	Change
Level	274.93	272.47	272.85	-1.34
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	26,626	54,337	80,963
Open Interest	110,157	200,552	310,709
	High	Low	Close	Change
Level	2,749.42	2,724.38	2,728.54	-13.38
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	3,774	3,996	7,770
Open Interest	378,415	481,724	860,139
	High	Low	Close	Change
Level	134.45	133.07	133.28	-1.30
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	50	44	94
Open Interest	30,795	14,579	45,374
	High	Low	Close	Change
Level	134.45	133.07	133.28	-1.30
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	699	315	1,014
Open Interest	3,007	3,630	6,637
	High	Low	Close	Change
Level	134.45	133.07	133.28	-1.30
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	876	2,662	3,538
Open Interest	131,379	82,198	213,577
	High	Low	Close	Change
Level	134.78	133.28	133.45	-1.29
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	0	95	95
Open Interest	49,196	11,433	60,629
	High	Low	Close	Change
Level	134.78	133.28	133.45	-1.29
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	160	96	256
	High	Low	Close	Change
Level	52.31	51.93	52.13	-0.06
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	18,097	68,446	86,543
Open Interest	1,699,850	3,718,812	5,418,662
	High	Low	Close	Change
Level	82.83	82.18	82.47	-0.11
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	36	28	64
Open Interest	66,780	152,091	218,871
	High	Low	Close	Change
Level	82.83	82.18	82.47	-0.11
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	1,947	4,789	6,736
Open Interest	27,483	65,414	92,897
	High	Low	Close	Change
Level	82.83	82.18	82.47	-0.11
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	3,403	4,450	7,853
Open Interest	318,144	435,612	753,756
	High	Low	Close	Change
Level	829.63	824.38	826.75	-1.17
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	330	667	997
Open Interest	109,240	222,617	331,857
	High	Low	Close	Change
Level	128.28	127.88	128.16	0.30
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,426	4,704	6,130
	High	Low	Close	Change
Level	128.28	127.88	128.16	0.30
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	86	99	185
Open Interest	47,016	18,126	65,142
	High	Low	Close	Change
Level	29.17	29.01	29.04	-0.13
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,042	1,320	2,362
	High	Low	Close	Change
Level	19.12	18.98	19.00	-0.27
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	0	0
Open Interest	20,524	9,194	29,718
	High	Low	Close	Change
Level	28.82	28.56	28.62	-0.05
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	232	158	390
	High	Low	Close	Change
Level	29.13	28.78	29.04	0.01
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	50	0	50
Open Interest	7,314	2,573	9,887
	High	Low	Close	Change
Level	26.60	26.00	26.10	-0.17
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	574	166	740
	High	Low	Close	Change
Level	61.30	60.96	61.14	0.00
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	20	0	20
Open Interest	442	269	711
	High	Low	Close	Change
Level	58.96	58.54	58.79	0.26
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	855	905	1,760
	High	Low	Close	Change
Level	60.79	60.55	60.66	-0.06
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,511	5,118	8,629
	High	Low	Close	Change
Level	34.25	33.78	33.87	-0.10
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	3,071	1,526	4,597
Open Interest	547,445	674,829	1,222,274
	High	Low	Close	Change
Level	22.59	22.08	22.32	-0.04
United States Oil Fund - (USO)
	Call	Put	Total
Volume	12,261	11,272	23,533
Open Interest	928,755	679,882	1,608,637
	High	Low	Close	Change
Level	34.70	33.73	33.84	-0.34
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	1,733	1,684	3,417
Open Interest	739,888	1,121,299	1,861,187
	High	Low	Close	Change
Level	53.14	52.72	52.89	-0.15
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	42	303	345
Open Interest	13,201	24,728	37,929
	High	Low	Close	Change
Level	143.10	141.16	141.94	-1.14
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	10	0	10
Open Interest	73	954	1,027
	High	Low	Close	Change
Level	85.44	84.55	84.71	-0.59
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	0	0
Open Interest	8,220	4,655	12,875
	High	Low	Close	Change
Level	58.24	57.83	57.90	-0.31
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	1	1
Open Interest	3,383	25,658	29,041
	High	Low	Close	Change
Level	108.07	107.53	108.02	0.26
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	1	11	12
Open Interest	3,744	2,836	6,580
	High	Low	Close	Change
Level	73.75	73.21	73.43	-0.17
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	52	19	71
Open Interest	4,047	5,738	9,785
	High	Low	Close	Change
Level	94.47	93.73	94.05	-0.17
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	1	1
Open Interest	3,532	829	4,361
	High	Low	Close	Change
Level	111.08	109.98	110.24	-0.70
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	16	0	16
Open Interest	138	668	806
	High	Low	Close	Change
Level	45.40	44.89	44.93	-0.17
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	320	120	440
Open Interest	92,363	184,977	277,340
	High	Low	Close	Change
Level	46.91	46.39	46.47	-0.31
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	10,609	22,707	33,316
Open Interest	1,288,029	1,216,833	2,504,862
	High	Low	Close	Change
Level	36.38	35.33	35.55	-0.40
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	36	1,000	1,036
Open Interest	1,474	23,980	25,454
	High	Low	Close	Change
Level	32.91	32.37	32.80	0.11