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 Friday, January 11, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.72
Index Put/Call Ratio 0.55
Exchange Traded Products Put/Call Ratio 1.68
Equity Put/Call Ratio 0.63
CBOE Volatility Index (VIX) Put/Call Ratio 0.17
Sum of All Products
  Call Put Total  
Volume 2,170,630 1,570,976 3,741,606  
Open Interest 151,418,721 135,555,272 286,973,993  
Index Options
  Call Put Total  
Volume 1,035,053 566,418 1,601,471  
Exchange Traded Products
  Call Put Total  
Volume 272,528 458,687 731,215  
Equity Options
  Call Put Total  
Volume 863,049 545,871 1,408,920  

Equity LEAPS
  Call Put Total  
Volume 53,280 34,585 87,865  
Open Interest 17,989,431 14,204,219 32,193,650  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 257,325 215,072 472,397  
Open Interest 2,979,168 3,171,897 6,151,065  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
916.20 916.92 915.99 916.46
VXTH - CBOE VIX Tail Hedge Index
      Close
      149.19
LOVOL - CBOE Low Volatility Index
Open High Low Close
141.25 141.34 141.01 141.29
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
510.77 510.94 509.42 510.55
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,204.32 1,205.45 1,203.41 1,205.11
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
370.50 370.84 370.27 370.67
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
234.54 234.54 234.26 234.41
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.79 178.87 178.37 178.73
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,235.22 1,235.31 1,235.09 1,235.22
VIX - CBOE Volatility Index
Open High Low Close
13.55 13.79 13.22 13.36
VVIX - CBOE VVIX Index
Open High Low Close
77.09 79.78 76.82 78.52
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.04 18.60 17.77 18.16
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.67 12.84 12.36 12.36
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.87 17.36 16.69 16.69
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.75 14.05 13.23 13.32
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.99 16.19 15.77 15.87
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.19 16.34 15.97 16.01
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.59 25.77 24.53 24.57
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.27 14.60 13.27 13.79
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.64 8.10 7.64 8.06
VPD - CBOE VIX Premium Strategy Index
      Close
      224.08
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      222.17
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.10
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.07 62.78 60.88 61.41
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.96 69.23 67.96 68.86
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      15.22
EXQ - CBOE Exchange Index
Open High Low Close
95.22 96.10 95.18 96.02
CYX - CBOE China Index
Open High Low Close
672.29 672.51 666.56 669.58



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 709,584 120,612 830,196  
Open Interest 5,721,288 2,754,471 8,475,759  
  High Low Close Change
Level 13.79 13.22 13.36 -0.13
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 19.70 19.28 19.32 0.30
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 198 10 208  
  High Low Close Change
Level 18.60 17.77 18.16 0.71
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 131 111 242  
  High Low Close Change
Level 25.77 24.53 24.57 -0.02
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 43 0 43  
  High Low Close Change
Level 14.60 13.27 13.79 0.52
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 112 550 662  
  High Low Close Change
Level 13.79 13.22 13.36 -0.13
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 1,472.75 1,467.61 1,472.05 -0.07
S&P 500 Index - (SPX)
  Call Put Total  
Volume 301,329 409,969 711,298  
Open Interest 3,936,700 6,402,029 10,338,729  
  High Low Close Change
Level 1,472.75 1,467.58 1,472.05 -0.07
S&P 500 Index Weeklys
  Call Put Total  
Volume 46,905 47,790 94,695  
Open Interest 228,585 305,763 534,348  
  High Low Close Change
Level 1,472.75 1,467.58 1,472.05 -0.07
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 2 36 38  
Open Interest 2,827 3,785 6,612  
  High Low Close Change
Level 147.28 146.76 147.20 -0.01
SPDR Options - (SPY)
  Call Put Total  
Volume 129,516 264,248 393,764  
Open Interest 6,798,068 11,967,138 18,765,206  
  High Low Close Change
Level 147.15 146.61 147.07 0.00
SPDR Options LEAPS
  Call Put Total  
Volume 1,616 1,221 2,837  
Open Interest 445,112 579,367 1,024,479  
  High Low Close Change
Level 147.15 146.61 147.07 0.00
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 31,699 54,548 86,247  
Open Interest 512,805 746,883 1,259,688  
  High Low Close Change
Level 147.15 146.61 147.07 0.00
S&P 100 Index - (OEX)
  Call Put Total  
Volume 4,428 4,444 8,872  
Open Interest 25,913 35,669 61,582  
  High Low Close Change
Level 668.28 665.85 667.88 0.29
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 20 41 61  
Open Interest 650 145 795  
  High Low Close Change
Level 668.28 665.85 667.88 0.29
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,426 811 2,237  
Open Interest 1,416 3,076 4,492  
  High Low Close Change
Level 668.28 665.85 667.88 0.29
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,521 3,852 5,373  
Open Interest 11,173 7,426 18,599  
  High Low Close Change
Level 668.28 665.85 667.88 0.29
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 288 102 390  
  High Low Close Change
Level 668.28 665.85 667.88 0.29
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 1,329 1,152 2,481  
Open Interest 6,014 2,476 8,490  
  High Low Close Change
Level 668.28 665.85 667.88 0.29
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 21,692 13,358 35,050  
Open Interest 2,572,360 1,606,148 4,178,508  
  High Low Close Change
Level 161.90 160.11 161.06 -0.92
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 16,777 16,838 33,615  
Open Interest 2,052,586 1,797,141 3,849,727  
  High Low Close Change
Level 67.29 67.00 67.26 0.09
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 1 47 48  
Open Interest 76,266 89,613 165,879  
  High Low Close Change
Level 67.29 67.00 67.26 0.09
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 2,753 4,620 7,373  
Open Interest 137,091 135,599 272,690  
  High Low Close Change
Level 67.29 67.00 67.26 0.09
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 7 99 106  
Open Interest 2,701 2,302 5,003  
  High Low Close Change
Level 66.92 66.68 66.88 0.02
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 66.92 66.68 66.88 0.02
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 176 41 217  
Open Interest 52,544 48,279 100,823  
  High Low Close Change
Level 274.92 273.80 274.83 0.41
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 441 2,653 3,094  
  High Low Close Change
Level 274.92 273.80 274.83 0.41
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,950 12,370 17,320  
Open Interest 86,502 132,193 218,695  
  High Low Close Change
Level 2,749.36 2738.00 2,748.26 4.08
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,277 1,798 3,075  
Open Interest 275,397 367,073 642,470  
  High Low Close Change
Level 134.80 134.21 134.72 0.26
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 59 100 159  
Open Interest 45,850 27,903 73,753  
  High Low Close Change
Level 134.80 134.21 134.72 0.26
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 346 330 676  
Open Interest 3,130 4,517 7,647  
  High Low Close Change
Level 134.80 134.21 134.72 0.26
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 643 438 1,081  
Open Interest 108,273 70,069 178,342  
  High Low Close Change
Level 134.97 134.40 134.88 0.17
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 1 1  
Open Interest 42,528 5,720 48,248  
  High Low Close Change
Level 134.97 134.40 134.88 0.17
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 4 4  
Open Interest 16 39 55  
  High Low Close Change
Level 54.45 54.21 54.37 -0.04
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 11,705 27,201 38,906  
Open Interest 1,317,732 3,925,073 5,242,805  
  High Low Close Change
Level 87.54 87.00 87.34 -0.13
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 83 13 96  
Open Interest 84,159 199,720 283,879  
  High Low Close Change
Level 87.54 87.00 87.34 -0.13
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 2,495 2,237 4,732  
Open Interest 78,116 160,812 238,928  
  High Low Close Change
Level 87.54 87.00 87.34 -0.13
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 11,805 13,709 25,514  
Open Interest 279,050 368,862 647,912  
  High Low Close Change
Level 882.62 877.44 880.77 -0.47
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 829 1,856 2,685  
Open Interest 87,686 150,512 238,198  
  High Low Close Change
Level 132.62 132.19 132.35 0.86
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 7 0 7  
Open Interest 2,324 6,326 8,650  
  High Low Close Change
Level 132.62 132.19 132.35 0.86
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 1,215 30 1,245  
Open Interest 63,445 16,456 79,901  
  High Low Close Change
Level 27.86 27.56 27.76 0.06
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,248 1,413 2,661  
  High Low Close Change
Level 19.15 18.99 19.05 -0.21
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 21 0 21  
Open Interest 31,559 6,154 37,713  
  High Low Close Change
Level 27.62 27.41 27.59 -0.12
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 108 149  
  High Low Close Change
Level 28.06 27.90 28.05 -0.15
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 5 15 20  
Open Interest 4,858 1,792 6,650  
  High Low Close Change
Level 26.38 26.10 26.34 -0.08
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 792 214 1,006  
  High Low Close Change
Level 57.15 56.47 56.80 -0.43
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 389 296 685  
  High Low Close Change
Level 52.52 51.89 52.31 -0.74
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 797 431 1,228  
  High Low Close Change
Level 57.26 56.65 56.97 -0.36
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,185 1,604 2,789  
  High Low Close Change
Level 32.90 32.60 32.88 -0.11
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,068 596 2,664  
Open Interest 522,001 476,129 998,130  
  High Low Close Change
Level 18.80 18.31 18.72 0.77
United States Oil Fund - (USO)
  Call Put Total  
Volume 9,281 10,120 19,401  
Open Interest 609,668 574,990 1,184,658  
  High Low Close Change
Level 34.11 33.70 34.06 -0.11
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 4,398 5,407 9,805  
Open Interest 575,153 1,098,914 1,674,067  
  High Low Close Change
Level 58.11 57.84 58.04 0.12
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 10,860 31,450 42,310  
  High Low Close Change
Level 146.90 144.80 145.48 -1.16
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 1 1  
Open Interest 65 41 106  
  High Low Close Change
Level 87.66 87.23 87.41 -0.13
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 33 33  
Open Interest 14,074 8,226 22,300  
  High Low Close Change
Level 58.67 58.38 58.55 -0.04
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,262 42,016 44,278  
  High Low Close Change
Level 106.91 106.37 106.91 0.34
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 2 2  
Open Interest 4,513 6,854 11,367  
  High Low Close Change
Level 78.16 77.66 77.99 -0.13
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,737 4,227 7,964  
  High Low Close Change
Level 99.47 98.89 99.24 -0.04
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 81 11 92  
  High Low Close Change
Level 64.99 64.63 64.88 -0.06
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,229 712 4,941  
  High Low Close Change
Level 117.02 116.46 116.83 -0.09
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 3 7 10  
Open Interest 1,204 3,842 5,046  
  High Low Close Change
Level 44.59 44.32 44.56 0.16
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 903 2,731 3,634  
Open Interest 65,183 197,734 262,917  
  High Low Close Change
Level 48.95 48.70 48.87 0.04
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 20,541 32,207 52,748  
Open Interest 943,004 1,542,069 2,485,073  
  High Low Close Change
Level 26.93 26.45 26.47 -0.11
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 5 1,362 1,367  
Open Interest 1,585 30,523 32,108  
  High Low Close Change
Level 25.81 25.31 25.48 -0.17