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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, October 12, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.05
Index Put/Call Ratio			1.27
Exchange Traded Products Put/Call Ratio			1.46
Equity Put/Call Ratio			0.74
CBOE Volatility Index (VIX) Put/Call Ratio			0.53

Sum of All Products
	Call	Put	Total
Volume	1,750,282	1,832,340	3,582,622
Open Interest	156,394,047	138,377,993	294,772,040
Index Options
	Call	Put	Total
Volume	579,804	737,219	1,317,023
Exchange Traded Products
	Call	Put	Total
Volume	321,406	468,074	789,480
Equity Options
	Call	Put	Total
Volume	849,072	627,047	1,476,119
Equity LEAPS
	Call	Put	Total
Volume	22,225	15,332	37,557
Open Interest	11,703,521	8,322,160	20,025,681
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	231,887	301,156	533,043
Open Interest	1,793,055	1,970,241	3,763,296

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
924.40	927.75	919.77	921.72
VXTH - CBOE VIX Tail Hedge Index
			Close
			148.51
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
507.82	507.82	507.82	507.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,199.41	1,203.96	1,193.23	1,195.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
375.36	377.05	374.31	375.10
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
237.85	238.89	237.06	237.62
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
181.26	181.59	179.67	179.91
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,229.39	1,232.44	1,223.04	1,224.80
VIX - CBOE Volatility Index
Open	High	Low	Close
15.41	16.18	14.96	16.14
VVIX - CBOE VVIX Index
Open	High	Low	Close
88.59	92.00	87.27	91.87
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.42	22.78	21.58	22.29
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.35	14.71	13.69	14.71
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
19.16	19.78	18.89	19.78
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.07	15.97	14.58	15.74
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
18.10	18.23	17.53	17.84
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.45	17.77	17.02	17.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			85.66
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
34.30	34.37	33.69	33.69
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
15.33	15.76	15.07	15.72
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.85	8.90	8.84	8.84
VPD - CBOE VIX Premium Strategy Index
			Close
			215.53
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			214.46
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.79
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.35	63.86	61.43	63.23
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
46.76	49.46	43.75	49.26
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			9.49
EXQ - CBOE Exchange Index
Open	High	Low	Close
86.86	87.12	86.03	86.32
CYX - CBOE China Index
Open	High	Low	Close
584.03	587.83	581.78	582.55

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	291,906	155,160	447,066
Open Interest	5,900,037	2,734,037	8,634,074
	High	Low	Close	Change
Level	16.18	14.96	16.14	0.55
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	25.06	24.21	24.82	0.41
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	22.78	21.58	22.29	0.02
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	2	0	2
Open Interest	0	0	0
	High	Low	Close	Change
Level	34.37	33.69	33.69	-0.83
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	105	0	105
	High	Low	Close	Change
Level	15.76	15.07	15.72	0.41
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	16.18	14.96	16.14	0.55
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	1,438.40	1,425.58	1,428.59	-4.25
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	252,669	517,186	769,855
Open Interest	4,543,705	7,969,860	12,513,565
	High	Low	Close	Change
Level	1,438.43	1,425.53	1,428.59	-4.25
S&P 500 Index Weeklys
	Call	Put	Total
Volume	40,981	69,039	110,020
Open Interest	150,144	329,787	479,931
	High	Low	Close	Change
Level	1,438.43	1,425.53	1,428.59	-4.25
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	2	62	64
Open Interest	5,588	9,457	15,045
	High	Low	Close	Change
Level	143.84	142.55	142.86	-0.42
SPDR Options - (SPY)
	Call	Put	Total
Volume	132,712	266,953	399,665
Open Interest	6,458,779	13,517,911	19,976,690
	High	Low	Close	Change
Level	143.95	142.58	142.89	-0.52
SPDR Options LEAPS
	Call	Put	Total
Volume	2,678	449	3,127
Open Interest	493,997	592,880	1,086,877
	High	Low	Close	Change
Level	143.95	142.58	142.89	-0.52
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	35,633	62,832	98,465
Open Interest	180,962	396,721	577,683
	High	Low	Close	Change
Level	143.95	142.58	142.89	-0.52
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	5,878	6,521	12,399
Open Interest	40,349	57,650	97,999
	High	Low	Close	Change
Level	661.10	655.63	656.89	-1.39
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	0	0
Open Interest	1,320	586	1,906
	High	Low	Close	Change
Level	661.10	655.63	656.89	-1.39
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,604	1,940	3,544
Open Interest	3,733	9,150	12,883
	High	Low	Close	Change
Level	661.10	655.63	656.89	-1.39
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	895	1,298	2,193
Open Interest	10,131	14,605	24,736
	High	Low	Close	Change
Level	661.10	655.63	656.89	-1.39
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	501	591	1,092
	High	Low	Close	Change
Level	661.10	655.63	656.89	-1.39
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	263	341	604
Open Interest	662	3,744	4,406
	High	Low	Close	Change
Level	661.10	655.63	656.89	-1.39
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	14,667	18,210	32,877
Open Interest	2,824,943	1,298,357	4,123,300
	High	Low	Close	Change
Level	171.41	169.81	170.06	-1.27
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	26,989	34,700	61,689
Open Interest	1,899,514	2,151,677	4,051,191
	High	Low	Close	Change
Level	67.06	66.55	66.68	-0.03
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	248	1,322	1,570
Open Interest	56,398	63,241	119,639
	High	Low	Close	Change
Level	67.06	66.55	66.68	-0.03
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	5,951	5,982	11,933
Open Interest	67,583	76,632	144,215
	High	Low	Close	Change
Level	67.06	66.55	66.68	-0.03
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	42	0	42
Open Interest	2,649	2,682	5,331
	High	Low	Close	Change
Level	66.28	65.73	65.79	-0.23
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,536	449	1,985
	High	Low	Close	Change
Level	66.28	65.73	65.79	-0.23
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	59	0	59
Open Interest	57,660	73,171	130,831
	High	Low	Close	Change
Level	273.44	271.45	272.01	0.09
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	3,057	7,713	10,770
	High	Low	Close	Change
Level	273.44	271.45	272.01	0.09
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	25,102	42,056	67,158
Open Interest	119,785	206,481	326,266
	High	Low	Close	Change
Level	2,734.40	2,714.17	2,720.14	0.93
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,403	2,426	3,829
Open Interest	397,135	493,153	890,288
	High	Low	Close	Change
Level	133.83	132.75	133.13	0.00
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	5	0	5
Open Interest	30,823	15,147	45,970
	High	Low	Close	Change
Level	133.83	132.75	133.13	0.00
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	207	166	373
Open Interest	5,781	4,806	10,587
	High	Low	Close	Change
Level	133.83	132.75	133.13	0.00
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	668	896	1,564
Open Interest	131,094	82,648	213,742
	High	Low	Close	Change
Level	134.01	132.97	133.29	0.03
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	39	2	41
Open Interest	49,197	11,528	60,725
	High	Low	Close	Change
Level	134.01	132.97	133.29	0.03
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	165	96	261
	High	Low	Close	Change
Level	52.39	51.89	51.95	-0.40
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	23,363	38,117	61,480
Open Interest	1,728,790	3,734,517	5,463,307
	High	Low	Close	Change
Level	83.02	81.91	82.10	-0.69
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	68	1,004	1,072
Open Interest	72,119	158,874	230,993
	High	Low	Close	Change
Level	83.02	81.91	82.10	-0.69
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	2,105	3,869	5,974
Open Interest	33,033	62,472	95,505
	High	Low	Close	Change
Level	83.02	81.91	82.10	-0.69
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	2,623	13,840	16,463
Open Interest	322,087	444,175	766,262
	High	Low	Close	Change
Level	830.95	821.99	823.09	-6.69
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	793	332	1,125
Open Interest	110,109	229,625	339,734
	High	Low	Close	Change
Level	128.99	128.53	128.69	0.28
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	20	20
Open Interest	1,425	4,705	6,130
	High	Low	Close	Change
Level	128.99	128.53	128.69	0.28
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	477	207	684
Open Interest	47,035	17,836	64,871
	High	Low	Close	Change
Level	29.06	28.85	28.91	-0.27
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,073	1,320	2,393
	High	Low	Close	Change
Level	18.90	18.71	18.73	-0.35
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	15	15
Open Interest	20,706	9,363	30,069
	High	Low	Close	Change
Level	28.76	28.47	28.55	-0.40
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	212	158	370
	High	Low	Close	Change
Level	29.32	28.71	28.89	-0.25
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	7,565	2,573	10,138
	High	Low	Close	Change
Level	26.42	26.09	26.21	-0.21
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	619	166	785
	High	Low	Close	Change
Level	61.18	60.68	60.69	-0.56
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	482	289	771
	High	Low	Close	Change
Level	58.52	57.90	57.91	-0.79
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	837	902	1,739
	High	Low	Close	Change
Level	60.82	60.31	60.39	-0.44
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,485	5,117	8,602
	High	Low	Close	Change
Level	34.11	33.74	33.88	-0.38
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,512	3,422	5,934
Open Interest	553,072	695,489	1,248,561
	High	Low	Close	Change
Level	23.25	22.93	23.16	-0.19
United States Oil Fund - (USO)
	Call	Put	Total
Volume	7,016	4,822	11,838
Open Interest	956,389	709,568	1,665,957
	High	Low	Close	Change
Level	34.34	33.79	34.01	-0.29
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	1,163	2,578	3,741
Open Interest	744,895	1,110,361	1,855,256
	High	Low	Close	Change
Level	53.57	53.09	53.17	-0.06
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	28	21	49
Open Interest	13,333	25,365	38,698
	High	Low	Close	Change
Level	143.28	141.44	141.64	-0.93
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	7	0	7
Open Interest	66	954	1,020
	High	Low	Close	Change
Level	85.35	84.72	84.80	-0.13
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	0	0
Open Interest	8,359	4,702	13,061
	High	Low	Close	Change
Level	58.07	57.51	57.63	-0.29
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,472	25,753	29,225
	High	Low	Close	Change
Level	108.38	108.11	108.15	0.01
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	10	25	35
Open Interest	3,909	3,119	7,028
	High	Low	Close	Change
Level	73.87	72.89	73.00	-0.77
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	36	0	36
Open Interest	4,232	5,829	10,061
	High	Low	Close	Change
Level	94.74	93.52	93.71	-0.59
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,533	831	4,364
	High	Low	Close	Change
Level	110.95	109.89	110.17	-0.56
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	0	0
Open Interest	154	668	822
	High	Low	Close	Change
Level	45.04	44.51	44.67	-0.03
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	66	276	342
Open Interest	94,374	156,169	250,543
	High	Low	Close	Change
Level	46.52	46.14	46.25	-0.01
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	9,490	9,885	19,375
Open Interest	1,330,919	1,295,720	2,626,639
	High	Low	Close	Change
Level	35.64	34.19	35.38	0.40
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	4	0	4
Open Interest	1,502	25,110	26,612
	High	Low	Close	Change
Level	32.20	31.57	31.76	-0.40