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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 CBOE Websites.

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.

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CBOE Market Summary for Thursday, December 13, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 0.97
Exchange Traded Products Put/Call Ratio 1.19
Equity Put/Call Ratio 0.61
CBOE Volatility Index (VIX) Put/Call Ratio 0.57
Sum of All Products
  Call Put Total  
Volume 1,785,566 1,505,678 3,291,244  
Open Interest 160,828,066 145,922,225 306,750,291  
Index Options
  Call Put Total  
Volume 631,358 609,911 1,241,269  
Exchange Traded Products
  Call Put Total  
Volume 329,376 392,043 721,419  
Equity Options
  Call Put Total  
Volume 824,832 503,724 1,328,556  

Equity LEAPS
  Call Put Total  
Volume 43,260 29,269 72,529  
Open Interest 15,812,592 12,177,582 27,990,174  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 297,842 298,935 596,777  
Open Interest 2,422,477 2,804,959 5,227,436  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
903.49 903.93 902.95 902.97
VXTH - CBOE VIX Tail Hedge Index
      Close
      145.38
LOVOL - CBOE Low Volatility Index
Open High Low Close
138.71 138.97 138.10 138.27
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
501.24 501.94 497.15 498.17
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,175.25 1,176.20 1,174.25 1,174.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
362.03 362.35 361.40 361.82
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
231.69 231.78 231.59 231.69
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.59 174.86 174.32 174.56
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,211.87 1,212.05 1,211.60 1,211.85
VIX - CBOE Volatility Index
Open High Low Close
15.87 16.67 15.71 16.56
VVIX - CBOE VVIX Index
Open High Low Close
81.99 87.42 81.30 86.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.06 21.44 20.98 21.22
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.65 15.30 14.53 15.21
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.11 20.67 19.76 20.63
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.33 16.89 16.00 16.71
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.70 19.67 18.49 19.47
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.42 18.04 17.33 17.88
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.43 29.67 28.66 29.63
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.57 13.74 13.01 13.01
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.42 7.44 7.36 7.42
VPD - CBOE VIX Premium Strategy Index
      Close
      220.09
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      218.45
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      83.14
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.74 67.14 65.12 65.92
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
70.15 72.01 69.99 71.34
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.15
EXQ - CBOE Exchange Index
Open High Low Close
85.75 86.17 85.06 85.44
CYX - CBOE China Index
Open High Low Close
612.93 613.81 607.20 609.21



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 327,572 186,670 514,242  
Open Interest 5,703,483 2,779,622 8,483,105  
  High Low Close Change
Level 16.67 15.71 16.56 0.61
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 23.01 21.81 22.93 0.57
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 5 0 5  
Open Interest 40 35 75  
  High Low Close Change
Level 21.44 20.98 21.22 0.08
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 10 0 10  
Open Interest 64 60 124  
  High Low Close Change
Level 29.67 28.66 29.63 0.50
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 42 1 43  
  High Low Close Change
Level 13.74 13.01 13.01 -0.33
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 210 100 310  
  High Low Close Change
Level 16.67 15.71 16.56 0.61
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 1,431.36 1,416.01 1,419.45 -9.03
S&P 500 Index - (SPX)
  Call Put Total  
Volume 286,514 397,410 683,924  
Open Interest 5,482,680 8,829,170 14,311,850  
  High Low Close Change
Level 1,431.36 1416.00 1,419.45 -9.03
S&P 500 Index Weeklys
  Call Put Total  
Volume 55,754 60,664 116,418  
Open Interest 192,277 337,886 530,163  
  High Low Close Change
Level 1,431.36 1416.00 1,419.45 -9.03
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 150 25 175  
Open Interest 3,762 7,124 10,886  
  High Low Close Change
Level 143.14 141.60 141.95 -0.90
SPDR Options - (SPY)
  Call Put Total  
Volume 166,247 233,257 399,504  
Open Interest 8,304,991 15,053,753 23,358,744  
  High Low Close Change
Level 143.83 142.28 142.63 -0.88
SPDR Options LEAPS
  Call Put Total  
Volume 4,713 5,638 10,351  
Open Interest 671,308 853,432 1,524,740  
  High Low Close Change
Level 143.83 142.28 142.63 -0.88
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 47,062 65,940 113,002  
Open Interest 428,995 898,543 1,327,538  
  High Low Close Change
Level 143.83 142.28 142.63 -0.88
S&P 100 Index - (OEX)
  Call Put Total  
Volume 4,680 7,483 12,163  
Open Interest 32,371 47,330 79,701  
  High Low Close Change
Level 651.62 644.66 646.27 -4.24
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 50 10 60  
Open Interest 1,560 849 2,409  
  High Low Close Change
Level 651.62 644.66 646.27 -4.24
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,315 1,833 3,148  
Open Interest 2,126 6,881 9,007  
  High Low Close Change
Level 651.62 644.66 646.27 -4.24
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 349 4,490 4,839  
Open Interest 10,389 9,500 19,889  
  High Low Close Change
Level 651.62 644.66 646.27 -4.24
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 555 648 1,203  
  High Low Close Change
Level 651.62 644.66 646.27 -4.24
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 164 4,201 4,365  
Open Interest 2,207 2,185 4,392  
  High Low Close Change
Level 651.62 644.66 646.27 -4.24
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 16,888 12,784 29,672  
Open Interest 2,836,985 1,600,801 4,437,786  
  High Low Close Change
Level 164.90 163.78 164.37 -1.40
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 25,479 26,879 52,358  
Open Interest 2,627,731 2,495,704 5,123,435  
  High Low Close Change
Level 66.16 65.03 65.31 -0.50
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 10 15 25  
Open Interest 85,303 109,235 194,538  
  High Low Close Change
Level 66.16 65.03 65.31 -0.50
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 12,210 13,244 25,454  
Open Interest 117,308 134,310 251,618  
  High Low Close Change
Level 66.16 65.03 65.31 -0.50
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 15 15  
Open Interest 2,888 1,952 4,840  
  High Low Close Change
Level 65.61 64.91 65.08 -0.40
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,566 487 2,053  
  High Low Close Change
Level 65.61 64.91 65.08 -0.40
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 3,553 41 3,594  
Open Interest 58,499 98,662 157,161  
  High Low Close Change
Level 268.82 264.32 265.40 -2.06
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,468 9,186 12,654  
  High Low Close Change
Level 268.82 264.32 265.40 -2.06
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 1,614 4,203 5,817  
Open Interest 134,740 179,450 314,190  
  High Low Close Change
Level 2,688.44 2,643.14 2,654.01 -20.56
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 1,425 4,942 6,367  
Open Interest 370,236 476,343 846,579  
  High Low Close Change
Level 132.72 131.55 131.82 -0.67
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 19 5 24  
Open Interest 36,996 20,826 57,822  
  High Low Close Change
Level 132.72 131.55 131.82 -0.67
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 36 2,121 2,157  
Open Interest 5,197 7,823 13,020  
  High Low Close Change
Level 132.72 131.55 131.82 -0.67
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 3,644 2,047 5,691  
Open Interest 139,018 86,787 225,805  
  High Low Close Change
Level 132.64 131.47 131.71 -0.74
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 90 250 340  
Open Interest 54,606 15,245 69,851  
  High Low Close Change
Level 132.64 131.47 131.71 -0.74
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 157 94 251  
  High Low Close Change
Level 51.34 50.75 50.96 -0.18
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 14,392 24,393 38,785  
Open Interest 1,917,440 4,274,027 6,191,467  
  High Low Close Change
Level 83.21 82.11 82.41 -0.54
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 14 409 423  
Open Interest 105,589 232,244 337,833  
  High Low Close Change
Level 83.21 82.11 82.41 -0.54
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 8,093 8,417 16,510  
Open Interest 119,268 130,542 249,810  
  High Low Close Change
Level 83.21 82.11 82.41 -0.54
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 3,057 7,542 10,599  
Open Interest 326,605 502,620 829,225  
  High Low Close Change
Level 831.28 822.17 824.20 -5.19
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 136 756 892  
Open Interest 94,457 185,278 279,735  
  High Low Close Change
Level 130.05 129.66 129.83 0.12
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 110 110  
Open Interest 1,666 5,761 7,427  
  High Low Close Change
Level 130.05 129.66 129.83 0.12
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 25 13 38  
Open Interest 56,190 14,607 70,797  
  High Low Close Change
Level 28.41 28.30 28.31 -0.18
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 900 1,456 2,356  
  High Low Close Change
Level 19.48 19.33 19.42 -0.16
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 35 35  
Open Interest 19,071 6,304 25,375  
  High Low Close Change
Level 27.49 27.30 27.38 -0.25
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 99 131  
  High Low Close Change
Level 27.21 26.91 26.98 -0.32
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,896 2,506 7,402  
  High Low Close Change
Level 24.84 24.52 24.62 -0.21
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 854 263 1,117  
  High Low Close Change
Level 58.74 58.40 58.61 -0.94
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 272 278 550  
  High Low Close Change
Level 56.29 55.59 56.16 -1.18
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 739 512 1,251  
  High Low Close Change
Level 58.39 58.02 58.23 -0.56
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,616 1,537 4,153  
  High Low Close Change
Level 32.27 31.93 32.02 -0.31
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,391 2,099 5,490  
Open Interest 493,287 506,303 999,590  
  High Low Close Change
Level 19.33 18.79 19.03 -0.33
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,329 4,006 6,335  
Open Interest 698,069 641,235 1,339,304  
  High Low Close Change
Level 31.86 31.44 31.58 -0.20
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,143 1,580 2,723  
Open Interest 823,673 1,309,756 2,133,429  
  High Low Close Change
Level 56.10 55.75 55.88 -0.17
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 145 22 167  
Open Interest 17,258 29,606 46,864  
  High Low Close Change
Level 140.77 138.49 138.93 -1.75
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 114 46 160  
  High Low Close Change
Level 85.78 84.83 85.07 -0.68
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 2 0 2  
Open Interest 11,559 8,408 19,967  
  High Low Close Change
Level 57.93 57.47 57.61 -0.28
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 2 803 805  
Open Interest 3,127 39,305 42,432  
  High Low Close Change
Level 108.10 107.80 107.88 -0.21
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 62 5 67  
Open Interest 7,234 7,358 14,592  
  High Low Close Change
Level 74.43 73.55 73.81 -0.45
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 14 120 134  
Open Interest 4,686 5,540 10,226  
  High Low Close Change
Level 94.46 93.14 93.48 -0.60
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 122 2 124  
  High Low Close Change
Level 62.88 62.14 62.29 -0.38
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 8 0 8  
Open Interest 2,596 741 3,337  
  High Low Close Change
Level 113.21 111.96 112.27 -0.66
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 13 571 584  
Open Interest 3,503 5,568 9,071  
  High Low Close Change
Level 45.20 44.62 44.87 0.11
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 11 33 44  
Open Interest 128,672 214,954 343,626  
  High Low Close Change
Level 47.60 46.94 47.05 -0.31
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 10,106 6,614 16,720  
Open Interest 950,316 1,521,544 2,471,860  
  High Low Close Change
Level 30.60 29.34 30.13 0.58
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 20 50 70  
Open Interest 1,498 30,696 32,194  
  High Low Close Change
Level 28.27 27.45 28.07 0.36
 
CBOE Volatility Index (VIX)