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