Quotes & Data

A  A  A     

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 Tuesday, November 13, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.83
Index Put/Call Ratio 0.65
Exchange Traded Products Put/Call Ratio 1.66
Equity Put/Call Ratio 0.72
CBOE Volatility Index (VIX) Put/Call Ratio 0.25
Sum of All Products
  Call Put Total  
Volume 2,234,148 1,858,309 4,092,457  
Open Interest 157,987,821 141,080,124 299,067,945  
Index Options
  Call Put Total  
Volume 996,377 645,405 1,641,782  
Exchange Traded Products
  Call Put Total  
Volume 344,461 572,007 916,468  
Equity Options
  Call Put Total  
Volume 893,310 640,897 1,534,207  

Equity LEAPS
  Call Put Total  
Volume 27,167 28,179 55,346  
Open Interest 13,662,537 10,249,430 23,911,967  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 18,915 37,638 56,553  
Open Interest 92,277 181,253 273,530  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
897.36 907.54 896.22 898.28
VXTH - CBOE VIX Tail Hedge Index
      Close
      141.87
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
494.50 495.72 493.28 494.37
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,155.58 1,168.81 1,154.21 1,156.82
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
358.03 361.92 357.53 358.52
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
230.15 232.56 229.91 230.02
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.90 176.28 174.68 174.74
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,211.09 1,219.13 1,203.32 1,206.96
VIX - CBOE Volatility Index
Open High Low Close
17.36 17.38 16.12 16.65
VVIX - CBOE VVIX Index
Open High Low Close
92.17 92.50 87.13 87.84
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.53 24.53 23.22 23.43
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.62 16.17 14.73 15.47
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.28 21.38 19.95 20.34
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.00 18.00 17.01 17.56
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.25 19.39 18.06 19.05
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
19.60 19.62 18.49 18.97
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.94
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.64 31.82 30.68 31.27
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.56 16.01 14.35 14.54
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.31 8.35 8.09 8.13
VPD - CBOE VIX Premium Strategy Index
      Close
      216.50
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      215.22
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.19
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.76 66.43 63.10 65.76
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
53.52 54.17 49.06 51.61
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.75
EXQ - CBOE Exchange Index
Open High Low Close
85.62 86.64 85.18 85.19
CYX - CBOE China Index
Open High Low Close
606.15 606.15 596.91 597.98



3rd-party Advertisement



CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 598,965 150,776 749,741  
Open Interest 5,238,507 2,506,585 7,745,092  
  High Low Close Change
Level 17.38 16.12 16.65 -0.03
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 26.31 25.22 26.19 1.64
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 0 10  
  High Low Close Change
Level 24.53 23.22 23.43 0.06
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 0 12  
  High Low Close Change
Level 31.82 30.68 31.27 1.27
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 5 5  
Open Interest 102 18 120  
  High Low Close Change
Level 16.01 14.35 14.54 -1.12
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 7 30 37  
  High Low Close Change
Level 17.38 16.12 16.65 -0.03
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 1,388.79 1,371.39 1,374.53 -5.50
S&P 500 Index - (SPX)
  Call Put Total  
Volume 340,352 435,452 775,804  
Open Interest 5,032,905 8,331,806 13,364,711  
  High Low Close Change
Level 1,388.81 1,371.39 1,374.53 -5.50
S&P 500 Index Weeklys
  Call Put Total  
Volume 18,915 37,638 56,553  
Open Interest 92,277 181,253 273,530  
  High Low Close Change
Level 1,388.81 1,371.39 1,374.53 -5.50
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 9 9 18  
Open Interest 4,676 6,765 11,441  
  High Low Close Change
Level 138.88 137.14 137.45 -0.55
SPDR Options - (SPY)
  Call Put Total  
Volume 165,654 359,944 525,598  
Open Interest 7,712,188 13,966,370 21,678,558  
  High Low Close Change
Level 139.25 137.36 137.79 -0.44
SPDR Options LEAPS
  Call Put Total  
Volume 2,341 4,046 6,387  
Open Interest 551,047 704,834 1,255,881  
  High Low Close Change
Level 139.25 137.36 137.79 -0.44
S&P 100 Index - (OEX)
  Call Put Total  
Volume 7,633 9,551 17,184  
Open Interest 34,154 41,694 75,848  
  High Low Close Change
Level 633.91 625.92 627.02 -3.18
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 1,366 633 1,999  
  High Low Close Change
Level 633.91 625.92 627.02 -3.18
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,901 6,516 8,417  
Open Interest 10,640 11,891 22,531  
  High Low Close Change
Level 633.91 625.92 627.02 -3.18
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 10 0 10  
Open Interest 502 647 1,149  
  High Low Close Change
Level 633.91 625.92 627.02 -3.18
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 9,768 7,012 16,780  
Open Interest 2,800,897 1,443,961 4,244,858  
  High Low Close Change
Level 167.94 166.63 167.10 -0.33
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 48,602 64,334 112,936  
Open Interest 2,132,543 2,165,965 4,298,508  
  High Low Close Change
Level 63.58 62.78 62.98 -0.42
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 16 93 109  
Open Interest 66,030 80,505 146,535  
  High Low Close Change
Level 63.58 62.78 62.98 -0.42
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 25 25  
Open Interest 3,050 2,920 5,970  
  High Low Close Change
Level 63.69 62.87 63.01 -0.26
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,544 483 2,027  
  High Low Close Change
Level 63.69 62.87 63.01 -0.26
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 150 12 162  
Open Interest 60,000 100,042 160,042  
  High Low Close Change
Level 258.65 255.47 256.19 -2.09
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,137 8,800 11,937  
  High Low Close Change
Level 258.65 255.47 256.19 -2.09
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 37,657 27,888 65,545  
Open Interest 154,419 204,280 358,699  
  High Low Close Change
Level 2,586.59 2,554.52 2,561.86 -20.91
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 14,192 3,531 17,723  
Open Interest 393,087 489,535 882,622  
  High Low Close Change
Level 128.92 127.33 127.53 -0.51
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 3 1 4  
Open Interest 33,028 17,343 50,371  
  High Low Close Change
Level 128.92 127.33 127.53 -0.51
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,730 1,344 3,074  
Open Interest 146,228 86,882 233,110  
  High Low Close Change
Level 128.98 127.49 127.56 -0.59
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 617 122 739  
Open Interest 52,376 13,296 65,672  
  High Low Close Change
Level 128.98 127.49 127.56 -0.59
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 98 258  
  High Low Close Change
Level 49.28 48.76 48.84 -0.40
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 12,625 35,361 47,986  
Open Interest 1,931,819 3,749,363 5,681,182  
  High Low Close Change
Level 79.56 78.58 78.70 -0.42
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 189 921 1,110  
Open Interest 90,415 188,496 278,911  
  High Low Close Change
Level 79.56 78.58 78.70 -0.42
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 7,980 12,358 20,338  
Open Interest 320,401 437,398 757,799  
  High Low Close Change
Level 795.97 788.77 789.01 -4.75
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 143 365 508  
Open Interest 98,679 189,666 288,345  
  High Low Close Change
Level 126.35 125.92 126.13 -0.10
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,367 5,173 6,540  
  High Low Close Change
Level 126.35 125.92 126.13 -0.10
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 139 59 198  
Open Interest 43,420 12,752 56,172  
  High Low Close Change
Level 28.51 28.27 28.37 -0.10
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 971 1,194 2,165  
  High Low Close Change
Level 18.32 18.02 18.24 0.06
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 41 41  
Open Interest 23,181 6,280 29,461  
  High Low Close Change
Level 27.53 27.31 27.42 -0.05
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 38 87 125  
  High Low Close Change
Level 27.41 27.26 27.38 -0.06
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 10 10  
Open Interest 4,614 2,418 7,032  
  High Low Close Change
Level 24.89 24.59 24.65 -0.13
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 11 0 11  
Open Interest 827 273 1,100  
  High Low Close Change
Level 59.65 59.19 59.39 -0.09
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 222 217 439  
  High Low Close Change
Level 56.46 55.55 55.94 0.03
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 1 0 1  
Open Interest 451 407 858  
  High Low Close Change
Level 59.54 59.07 59.27 -0.11
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,602 1,573 4,175  
  High Low Close Change
Level 32.11 31.60 32.04 -0.13
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,618 2,411 5,029  
Open Interest 458,202 499,329 957,531  
  High Low Close Change
Level 22.05 21.65 22.02 1.00
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,229 3,961 8,190  
Open Interest 785,908 667,769 1,453,677  
  High Low Close Change
Level 31.69 31.27 31.41 -0.18
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,185 1,324 2,509  
Open Interest 852,595 1,237,719 2,090,314  
  High Low Close Change
Level 52.90 52.21 52.50 -0.29
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 156 71 227  
Open Interest 22,813 36,925 59,738  
  High Low Close Change
Level 133.09 131.28 132.29 0.12
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 3 6 9  
Open Interest 76 50 126  
  High Low Close Change
Level 82.81 81.93 81.95 -0.37
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 1 1  
Open Interest 8,856 3,711 12,567  
  High Low Close Change
Level 56.33 55.55 55.83 -0.07
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,054 35,396 39,450  
  High Low Close Change
Level 109.00 108.81 108.98 0.13
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 66 0 66  
Open Interest 5,566 6,044 11,610  
  High Low Close Change
Level 70.87 70.04 70.09 -0.48
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 15 10 25  
Open Interest 4,927 6,395 11,322  
  High Low Close Change
Level 90.66 89.59 89.86 -0.36
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 6 0 6  
Open Interest 3,265 927 4,192  
  High Low Close Change
Level 108.94 107.55 108.14 -0.20
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 11 28 39  
Open Interest 217 935 1,152  
  High Low Close Change
Level 44.03 43.00 43.75 0.15
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 578 549 1,127  
Open Interest 108,820 211,524 320,344  
  High Low Close Change
Level 45.99 45.29 45.59 0.13
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 16,316 19,764 36,080  
Open Interest 978,831 1,380,228 2,359,059  
  High Low Close Change
Level 35.82 33.93 34.85 0.09
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,416 25,746 27,162  
  High Low Close Change
Level 31.68 30.59 31.26 0.11
 
CBOE Volatility Index (VIX)