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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 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