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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 Thursday, October 11, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.89
Index Put/Call Ratio			1.14
Exchange Traded Products Put/Call Ratio			1.31
Equity Put/Call Ratio			0.65
CBOE Volatility Index (VIX) Put/Call Ratio			0.42

Sum of All Products
	Call	Put	Total
Volume	1,786,288	1,597,612	3,383,900
Open Interest	154,231,699	136,548,623	290,780,322
Index Options
	Call	Put	Total
Volume	494,936	564,963	1,059,899
Exchange Traded Products
	Call	Put	Total
Volume	294,048	383,750	677,798
Equity Options
	Call	Put	Total
Volume	997,304	648,899	1,646,203
Equity LEAPS
	Call	Put	Total
Volume	25,369	17,970	43,339
Open Interest	11,608,183	8,238,807	19,846,990
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	235,748	233,744	469,492
Open Interest	1,641,167	1,811,244	3,452,411

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
928.24	930.46	924.19	924.19
VXTH - CBOE VIX Tail Hedge Index
			Close
			148.95
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
511.47	511.58	508.73	508.73
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,205.73	1,208.44	1,199.24	1,199.24
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
379.14	379.25	374.85	374.95
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
238.89	239.29	237.55	237.55
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
181.75	182.51	181.08	181.29
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,234.11	1,235.91	1,229.18	1,229.43
VIX - CBOE Volatility Index
Open	High	Low	Close
15.33	15.80	15.31	15.59
VVIX - CBOE VVIX Index
Open	High	Low	Close
91.09	92.78	90.11	90.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.67	22.99	22.24	22.27
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.84	14.84	14.04	14.35
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.94	19.40	18.69	19.11
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.08	15.27	14.73	15.04
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
18.00	18.33	17.65	18.33
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.38	17.70	17.26	17.57
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			85.81
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
34.94	35.07	34.43	34.52
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
15.56	15.67	15.29	15.31
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.99	9.01	8.90	8.90
VPD - CBOE VIX Premium Strategy Index
			Close
			216.50
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			215.43
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.78
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.46	65.16	61.72	63.10
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
45.87	48.27	44.71	47.42
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			9.75
EXQ - CBOE Exchange Index
Open	High	Low	Close
87.53	87.69	86.91	86.92
CYX - CBOE China Index
Open	High	Low	Close
583.26	587.14	582.69	584.57

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	255,185	108,230	363,415
Open Interest	5,818,452	2,704,633	8,523,085
	High	Low	Close	Change
Level	15.80	15.31	15.59	-0.70
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	25.11	24.36	24.41	-0.95
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	22.99	22.24	22.27	-1.14
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	35.07	34.43	34.52	-0.57
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	105	0	105
	High	Low	Close	Change
Level	15.67	15.29	15.31	-0.22
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	16.29	15.31	15.59	-0.70
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	200	200
	High	Low	Close	Change
Level	1,443.89	1,432.84	1,432.84	0.28
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	214,731	395,525	610,256
Open Interest	4,461,886	7,809,133	12,271,019
	High	Low	Close	Change
Level	1,443.90	1,432.82	1,432.84	0.28
S&P 500 Index Weeklys
	Call	Put	Total
Volume	25,797	64,265	90,062
Open Interest	149,741	313,170	462,911
	High	Low	Close	Change
Level	1,443.90	1,432.82	1,432.84	0.28
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	6	46	52
Open Interest	5,584	9,429	15,013
	High	Low	Close	Change
Level	144.39	143.28	143.28	0.02
SPDR Options - (SPY)
	Call	Put	Total
Volume	103,060	203,017	306,077
Open Interest	6,296,273	13,202,277	19,498,550
	High	Low	Close	Change
Level	144.49	143.33	143.36	0.08
SPDR Options LEAPS
	Call	Put	Total
Volume	3,242	1,318	4,560
Open Interest	488,667	584,870	1,073,537
	High	Low	Close	Change
Level	144.49	143.33	143.36	0.08
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	23,329	33,388	56,717
Open Interest	165,890	370,446	536,336
	High	Low	Close	Change
Level	144.49	143.33	143.36	0.08
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	5,679	7,129	12,808
Open Interest	38,697	57,472	96,169
	High	Low	Close	Change
Level	663.70	658.28	658.28	-0.96
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	35	35
Open Interest	1,320	564	1,884
	High	Low	Close	Change
Level	663.70	658.28	658.28	-0.96
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,856	1,626	3,482
Open Interest	3,424	10,270	13,694
	High	Low	Close	Change
Level	663.70	658.28	658.28	-0.96
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	233	535	768
Open Interest	10,136	14,501	24,637
	High	Low	Close	Change
Level	663.70	658.28	658.28	-0.96
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	501	591	1,092
	High	Low	Close	Change
Level	663.70	658.28	658.28	-0.96
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	109	252	361
Open Interest	669	3,770	4,439
	High	Low	Close	Change
Level	663.70	658.28	658.28	-0.96
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	7,471	8,573	16,044
Open Interest	2,819,360	1,281,625	4,100,985
	High	Low	Close	Change
Level	171.95	171.13	171.32	0.48
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	25,424	47,395	72,819
Open Interest	1,864,353	2,125,789	3,990,142
	High	Low	Close	Change
Level	67.47	66.67	66.71	-0.21
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	10	255	265
Open Interest	56,310	62,692	119,002
	High	Low	Close	Change
Level	67.47	66.67	66.71	-0.21
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	4,599	2,638	7,237
Open Interest	61,740	76,559	138,299
	High	Low	Close	Change
Level	67.47	66.67	66.71	-0.21
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	21	48	69
Open Interest	2,622	2,655	5,277
	High	Low	Close	Change
Level	66.57	66.00	66.02	-0.08
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,536	454	1,990
	High	Low	Close	Change
Level	66.57	66.00	66.02	-0.08
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	172	16	188
Open Interest	57,412	73,157	130,569
	High	Low	Close	Change
Level	275.06	271.86	271.92	-0.93
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,985	7,692	10,677
	High	Low	Close	Change
Level	275.06	271.86	271.92	-0.93
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	14,431	43,728	58,159
Open Interest	116,136	203,310	319,446
	High	Low	Close	Change
Level	2,750.81	2,718.49	2,719.21	-9.33
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	3,165	4,341	7,506
Open Interest	388,920	486,125	875,045
	High	Low	Close	Change
Level	134.10	133.08	133.13	-0.16
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	30,823	14,814	45,637
	High	Low	Close	Change
Level	134.10	133.08	133.13	-0.16
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	327	120	447
Open Interest	5,442	5,267	10,709
	High	Low	Close	Change
Level	134.10	133.08	133.13	-0.16
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	863	3,479	4,342
Open Interest	131,620	82,334	213,954
	High	Low	Close	Change
Level	134.28	133.26	133.26	-0.19
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	1	1	2
Open Interest	49,196	11,527	60,723
	High	Low	Close	Change
Level	134.28	133.26	133.26	-0.19
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	5	0	5
Open Interest	160	96	256
	High	Low	Close	Change
Level	52.69	52.27	52.34	0.19
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	6,794	17,951	24,745
Open Interest	1,715,988	3,742,292	5,458,280
	High	Low	Close	Change
Level	83.44	82.60	82.77	0.29
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	21	209	230
Open Interest	67,197	153,254	220,451
	High	Low	Close	Change
Level	83.44	82.60	82.77	0.29
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	1,964	1,014	2,978
Open Interest	32,237	65,024	97,261
	High	Low	Close	Change
Level	83.44	82.60	82.77	0.29
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	1,911	6,275	8,186
Open Interest	323,497	449,988	773,485
	High	Low	Close	Change
Level	835.72	828.78	829.78	3.03
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	282	646	928
Open Interest	109,246	226,919	336,165
	High	Low	Close	Change
Level	128.66	128.40	128.42	0.27
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,426	4,706	6,132
	High	Low	Close	Change
Level	128.66	128.40	128.42	0.27
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	4	92	96
Open Interest	46,993	17,818	64,811
	High	Low	Close	Change
Level	29.34	29.10	29.18	0.14
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,051	1,320	2,371
	High	Low	Close	Change
Level	19.19	19.02	19.06	0.09
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	13	13
Open Interest	20,641	9,289	29,930
	High	Low	Close	Change
Level	29.00	28.76	28.95	0.33
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	222	158	380
	High	Low	Close	Change
Level	29.21	28.93	29.05	0.30
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	7,575	2,573	10,148
	High	Low	Close	Change
Level	26.45	26.21	26.42	0.32
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	574	166	740
	High	Low	Close	Change
Level	61.50	61.23	61.28	0.12
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	2	2
Open Interest	462	289	751
	High	Low	Close	Change
Level	59.20	58.69	58.76	-0.06
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	14	0	14
Open Interest	835	902	1,737
	High	Low	Close	Change
Level	61.03	60.77	60.85	0.19
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,509	5,117	8,626
	High	Low	Close	Change
Level	34.39	34.09	34.26	0.41
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	5,089	5,744	10,833
Open Interest	550,698	679,178	1,229,876
	High	Low	Close	Change
Level	23.37	22.50	23.35	1.03
United States Oil Fund - (USO)
	Call	Put	Total
Volume	7,691	5,699	13,390
Open Interest	948,826	700,146	1,648,972
	High	Low	Close	Change
Level	34.44	33.94	34.28	0.45
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	540	514	1,054
Open Interest	738,387	1,106,572	1,844,959
	High	Low	Close	Change
Level	53.65	53.15	53.23	0.34
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	16	2	18
Open Interest	13,245	25,244	38,489
	High	Low	Close	Change
Level	143.84	142.28	142.64	0.69
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	66	954	1,020
	High	Low	Close	Change
Level	85.48	84.92	84.93	0.11
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	0	0
Open Interest	8,323	4,657	12,980
	High	Low	Close	Change
Level	58.18	57.87	57.87	-0.03
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	44	44
Open Interest	3,442	25,679	29,121
	High	Low	Close	Change
Level	108.14	107.63	108.14	0.10
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,771	3,014	6,785
	High	Low	Close	Change
Level	74.28	73.66	73.76	0.34
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	2	8	10
Open Interest	4,206	5,777	9,983
	High	Low	Close	Change
Level	95.18	94.12	94.32	0.25
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	1	1
Open Interest	3,532	830	4,362
	High	Low	Close	Change
Level	111.48	110.65	110.81	0.49
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	0	0
Open Interest	154	668	822
	High	Low	Close	Change
Level	46.38	44.25	44.71	-0.23
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	51	2,208	2,259
Open Interest	94,335	185,554	279,889
	High	Low	Close	Change
Level	46.81	46.14	46.26	-0.21
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	11,782	4,515	16,297
Open Interest	1,317,254	1,284,262	2,601,516
	High	Low	Close	Change
Level	35.33	34.58	35.02	-0.54
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,478	24,990	26,468
	High	Low	Close	Change
Level	32.32	31.83	32.12	-0.68