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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.

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CBOE Market Summary for Thursday, November 15, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.24
Index Put/Call Ratio 1.36
Exchange Traded Products Put/Call Ratio 1.71
Equity Put/Call Ratio 0.83
CBOE Volatility Index (VIX) Put/Call Ratio 0.47
Sum of All Products
  Call Put Total  
Volume 2,368,074 2,937,927 5,306,001  
Open Interest 161,018,586 143,504,326 304,522,912  
Index Options
  Call Put Total  
Volume 885,568 1,202,151 2,087,719  
Exchange Traded Products
  Call Put Total  
Volume 573,278 978,453 1,551,731  
Equity Options
  Call Put Total  
Volume 909,228 757,323 1,666,551  

Equity LEAPS
  Call Put Total  
Volume 38,634 20,629 59,263  
Open Interest 13,800,837 10,456,717 24,257,554  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 152,616 189,844 342,460  
Open Interest 121,284 248,524 369,808  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
886.21 889.80 881.38 884.80
VXTH - CBOE VIX Tail Hedge Index
      Close
      139.87
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
492.21 492.44 491.28 491.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,141.34 1,145.96 1,135.07 1,139.47
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
354.93 355.81 352.00 353.33
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
226.71 227.59 225.54 226.36
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
171.04 171.69 169.47 170.45
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,190.50 1,195.11 1,184.09 1,188.83
VIX - CBOE Volatility Index
Open High Low Close
17.74 18.64 17.62 17.99
VVIX - CBOE VVIX Index
Open High Low Close
94.71 97.66 92.43 94.54
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.90 24.82 22.22 24.31
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.58 17.57 16.28 16.96
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.56 22.44 20.41 21.71
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
19.02 20.24 18.82 19.28
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.50 19.50 18.82 19.23
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
19.71 20.35 19.55 19.79
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.50 31.50 29.99 30.54
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.94 14.94 13.10 14.26
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.59 7.59 7.42 7.45
VPD - CBOE VIX Premium Strategy Index
      Close
      214.11
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      212.85
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.96
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
67.19 68.07 65.57 66.53
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
56.01 58.92 47.37 55.30
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.93
EXQ - CBOE Exchange Index
Open High Low Close
83.88 84.55 83.67 84.21
CYX - CBOE China Index
Open High Low Close
585.55 587.69 578.77 581.51



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 312,072 146,736 458,808  
Open Interest 5,632,512 2,581,232 8,213,744  
  High Low Close Change
Level 18.64 17.62 17.99 0.07
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 33.33 25.42 26.81 0.16
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 0 10  
  High Low Close Change
Level 24.82 22.22 24.31 0.51
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 0 12  
  High Low Close Change
Level 31.50 29.99 30.54 -0.96
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 10 10  
Open Interest 110 23 133  
  High Low Close Change
Level 14.94 13.10 14.26 -0.68
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 2,000 2,000  
Open Interest 7 30 37  
  High Low Close Change
Level 18.64 17.62 17.99 0.07
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 1,360.56 1,348.05 1,353.33 -2.16
S&P 500 Index - (SPX)
  Call Put Total  
Volume 513,844 956,608 1,470,452  
Open Interest 5,350,791 8,583,250 13,934,041  
  High Low Close Change
Level 1,360.62 1,348.05 1,353.33 -2.16
S&P 500 Index Weeklys
  Call Put Total  
Volume 51,917 76,050 127,967  
Open Interest 121,284 248,524 369,808  
  High Low Close Change
Level 1,360.62 1,348.05 1,353.33 -2.16
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 30 6 36  
Open Interest 4,671 6,848 11,519  
  High Low Close Change
Level 136.06 134.81 135.33 -0.22
SPDR Options - (SPY)
  Call Put Total  
Volume 310,261 572,191 882,452  
Open Interest 8,313,624 14,208,911 22,522,535  
  High Low Close Change
Level 136.49 135.18 135.70 -0.28
SPDR Options LEAPS
  Call Put Total  
Volume 1,032 1,772 2,804  
Open Interest 575,887 748,981 1,324,868  
  High Low Close Change
Level 136.49 135.18 135.70 -0.28
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 38,220 59,440 97,660  
Open Interest 0 0 0  
  High Low Close Change
Level 136.49 135.18 135.70 -0.28
S&P 100 Index - (OEX)
  Call Put Total  
Volume 12,651 12,695 25,346  
Open Interest 39,758 43,906 83,664  
  High Low Close Change
Level 620.10 614.21 616.63 -1.51
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 2 24 26  
Open Interest 1,379 633 2,012  
  High Low Close Change
Level 620.10 614.21 616.63 -1.51
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 448 1,281 1,729  
Open Interest 0 0 0  
  High Low Close Change
Level 620.10 614.21 616.63 -1.51
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 712 6,568 7,280  
Open Interest 11,517 15,574 27,091  
  High Low Close Change
Level 620.10 614.21 616.63 -1.51
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 532 647 1,179  
  High Low Close Change
Level 620.10 614.21 616.63 -1.51
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 49 14 63  
Open Interest 0 0 0  
  High Low Close Change
Level 620.10 614.21 616.63 -1.51
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 20,922 12,248 33,170  
Open Interest 2,828,545 1,478,929 4,307,474  
  High Low Close Change
Level 167.06 165.18 166.09 -1.06
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 42,968 46,410 89,378  
Open Interest 2,299,952 2,221,662 4,521,614  
  High Low Close Change
Level 62.49 61.80 62.03 -0.22
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 533 67 600  
Open Interest 66,419 82,132 148,551  
  High Low Close Change
Level 62.49 61.80 62.03 -0.22
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 4,689 4,774 9,463  
Open Interest 0 0 0  
  High Low Close Change
Level 62.49 61.80 62.03 -0.22
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 7 87 94  
Open Interest 3,074 2,948 6,022  
  High Low Close Change
Level 62.35 61.76 61.98 -0.19
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 62.35 61.76 61.98 -0.19
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 698 301 999  
Open Interest 58,966 107,440 166,406  
  High Low Close Change
Level 254.21 251.50 252.44 -0.75
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 200 0 200  
Open Interest 3,177 9,035 12,212  
  High Low Close Change
Level 254.21 251.50 252.44 -0.75
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 20,336 36,494 56,830  
Open Interest 177,792 217,005 394,797  
  High Low Close Change
Level 2,542.17 2,514.86 2,524.36 -7.51
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 5,469 8,724 14,193  
Open Interest 397,413 483,644 881,057  
  High Low Close Change
Level 126.05 125.01 125.54 -0.30
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 64 1 65  
Open Interest 33,028 17,387 50,415  
  High Low Close Change
Level 126.05 125.01 125.54 -0.30
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 559 624 1,183  
Open Interest 0 0 0  
  High Low Close Change
Level 126.05 125.01 125.54 -0.30
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 4,708 8,241 12,949  
Open Interest 148,778 88,221 236,999  
  High Low Close Change
Level 126.00 124.97 125.42 -0.29
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 141 139 280  
Open Interest 52,923 13,418 66,341  
  High Low Close Change
Level 126.00 124.97 125.42 -0.29
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 100 260  
  High Low Close Change
Level 47.89 47.21 47.30 -0.40
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 33,708 123,398 157,106  
Open Interest 2,046,931 3,773,703 5,820,634  
  High Low Close Change
Level 77.49 76.29 76.84 -0.42
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 106 95 201  
Open Interest 93,205 194,443 287,648  
  High Low Close Change
Level 77.49 76.29 76.84 -0.42
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 3,435 3,269 6,704  
Open Interest 0 0 0  
  High Low Close Change
Level 77.49 76.29 76.84 -0.42
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 20,517 31,706 52,223  
Open Interest 345,997 475,213 821,210  
  High Low Close Change
Level 775.08 765.03 769.48 -3.72
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 232 2,980 3,212  
Open Interest 102,452 188,458 290,910  
  High Low Close Change
Level 127.11 126.72 126.80 0.35
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,439 5,116 6,555  
  High Low Close Change
Level 127.11 126.72 126.80 0.35
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 65 90 155  
Open Interest 43,759 12,765 56,524  
  High Low Close Change
Level 28.48 28.37 28.37 -0.03
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,071 1,229 2,300  
  High Low Close Change
Level 18.29 18.21 18.24 0.08
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 15 15  
Open Interest 23,292 6,310 29,602  
  High Low Close Change
Level 27.67 27.33 27.39 -0.11
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 38 87 125  
  High Low Close Change
Level 27.83 27.32 27.45 -0.20
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 2 38 40  
Open Interest 4,573 2,436 7,009  
  High Low Close Change
Level 25.02 24.42 24.60 -0.21
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 788 261 1,049  
  High Low Close Change
Level 59.44 58.84 59.15 -0.30
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 222 217 439  
  High Low Close Change
Level 56.37 55.56 55.94 -0.14
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 451 418 869  
  High Low Close Change
Level 59.21 58.62 58.89 -0.37
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,575 1,562 4,137  
  High Low Close Change
Level 32.43 31.92 32.03 -0.16
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,534 2,116 5,650  
Open Interest 469,197 500,273 969,470  
  High Low Close Change
Level 22.52 21.71 21.72 -0.35
United States Oil Fund - (USO)
  Call Put Total  
Volume 7,924 8,111 16,035  
Open Interest 813,267 695,572 1,508,839  
  High Low Close Change
Level 31.99 31.20 31.50 -0.28
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 6,123 11,900 18,023  
Open Interest 845,083 1,252,318 2,097,401  
  High Low Close Change
Level 52.36 51.92 52.12 0.14
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 36 56 92  
Open Interest 22,829 36,449 59,278  
  High Low Close Change
Level 129.74 127.37 128.56 -1.28
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 114 56 170  
  High Low Close Change
Level 80.88 80.32 80.75 0.02
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 7 15 22  
Open Interest 9,077 4,376 13,453  
  High Low Close Change
Level 55.34 54.67 54.93 -0.17
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 5 5  
Open Interest 4,019 35,422 39,441  
  High Low Close Change
Level 109.07 108.77 108.96 -0.05
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 10 10  
Open Interest 5,858 6,135 11,993  
  High Low Close Change
Level 68.96 68.00 68.41 -0.39
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 2 146 148  
Open Interest 4,986 5,979 10,965  
  High Low Close Change
Level 88.43 86.95 87.68 -0.54
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,241 957 4,198  
  High Low Close Change
Level 106.78 105.60 106.25 -0.12
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 18 87 105  
Open Interest 224 929 1,153  
  High Low Close Change
Level 43.21 42.74 42.96 -0.26
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 839 1,561 2,400  
Open Interest 110,767 213,545 324,312  
  High Low Close Change
Level 45.16 44.68 44.88 -0.01
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 21,461 36,410 57,871  
Open Interest 998,102 1,401,734 2,399,836  
  High Low Close Change
Level 37.49 35.31 36.32 0.31
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 6 0 6  
Open Interest 1,383 25,738 27,121  
  High Low Close Change
Level 32.11 31.26 31.73 0.02
 
CBOE Volatility Index (VIX)