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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 Friday, February 15, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.88
Index Put/Call Ratio			1.17
Exchange Traded Products Put/Call Ratio			1.17
Equity Put/Call Ratio			0.59
CBOE Volatility Index (VIX) Put/Call Ratio			0.35

Sum of All Products
	Call	Put	Total
Volume	2,468,727	2,181,714	4,650,441
Open Interest	130,300,875	121,618,422	251,919,297
Index Options
	Call	Put	Total
Volume	656,648	771,515	1,428,163
Exchange Traded Products
	Call	Put	Total
Volume	578,330	677,377	1,255,707
Equity Options
	Call	Put	Total
Volume	1,233,749	732,822	1,966,571
Equity LEAPS
	Call	Put	Total
Volume	54,615	30,926	85,541
Open Interest	23,405,647	18,067,620	41,473,267
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	283,663	448,418	732,081
Open Interest	1,645,814	2,147,954	3,793,768

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
926.52	926.53	923.41	926.01
VXTH - CBOE VIX Tail Hedge Index
			Close
			152.75
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
143.90	143.90	143.90	143.90
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
525.97	526.91	523.53	525.22
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,236.21	1,236.23	1,230.68	1,234.95
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
375.83	375.83	374.78	375.47
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
237.25	237.25	236.35	237.20
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
180.40	180.40	180.40	180.40
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,251.09	1,251.09	1,244.50	1,245.30
VIX - CBOE Volatility Index
Open	High	Low	Close
12.47	12.89	12.24	12.46
VVIX - CBOE VVIX Index
Open	High	Low	Close
71.46	76.01	70.73	72.55
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
15.86	16.08	14.76	15.33
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
11.72	12.00	11.31	11.56
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
15.13	15.71	14.53	15.32
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.18	12.39	11.57	11.91
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
13.56	13.79	13.04	13.47
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
14.34	14.59	14.23	14.26
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			84.45
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
22.41	23.06	21.91	22.59
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
16.19	16.78	15.24	15.90
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.88	8.91	8.78	8.83
VPD - CBOE VIX Premium Strategy Index
			Close
			231.49
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			229.04
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			86.31
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
57.27	59.01	56.39	57.77
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
65.76	68.53	65.06	67.03
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			10.84
EXQ - CBOE Exchange Index
Open	High	Low	Close
109.27	111.13	109.14	110.17
CYX - CBOE China Index
Open	High	Low	Close
645.95	648.42	645.10	645.14

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	318,106	110,091	428,197
Open Interest	4,590,308	1,825,380	6,415,688
	High	Low	Close	Change
Level	12.89	12.24	12.46	-0.20
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	4	0	4
	High	Low	Close	Change
Level	17.30	16.77	16.91	-0.55
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	20	0	20
Open Interest	45	10	55
	High	Low	Close	Change
Level	16.08	14.76	15.33	-0.51
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	12	7	19
Open Interest	75	74	149
	High	Low	Close	Change
Level	23.06	21.91	22.59	2.38
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	13	0	13
Open Interest	75	0	75
	High	Low	Close	Change
Level	16.78	15.24	15.90	1.18
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	160	0	160
	High	Low	Close	Change
Level	12.89	12.24	12.46	-0.20
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	1,524.23	1,514.14	1,519.79	-1.59
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	296,357	616,071	912,428
Open Interest	3,633,018	6,315,204	9,948,222
	High	Low	Close	Change
Level	1,524.24	1,514.14	1,519.79	-1.59
S&P 500 Index Weeklys
	Call	Put	Total
Volume	78,230	167,157	245,387
Open Interest	167,560	351,769	519,329
	High	Low	Close	Change
Level	1,524.24	1,514.14	1,519.79	-1.59
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	354	1,441	1,795
Open Interest	3,308	7,100	10,408
	High	Low	Close	Change
Level	152.42	151.41	151.98	-0.16
SPDR Options - (SPY)
	Call	Put	Total
Volume	257,924	361,417	619,341
Open Interest	7,020,943	13,732,004	20,752,947
	High	Low	Close	Change
Level	152.59	151.55	152.11	-0.14
SPDR Options LEAPS
	Call	Put	Total
Volume	8,823	2,993	11,816
Open Interest	571,474	907,295	1,478,769
	High	Low	Close	Change
Level	152.59	151.55	152.11	-0.14
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	47,738	116,847	164,585
Open Interest	338,823	654,338	993,161
	High	Low	Close	Change
Level	152.59	151.55	152.11	-0.14
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	10,007	8,053	18,060
Open Interest	25,802	42,519	68,321
	High	Low	Close	Change
Level	686.29	681.37	683.97	-0.97
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	5	5
Open Interest	733	321	1,054
	High	Low	Close	Change
Level	686.29	681.37	683.97	-0.97
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,005	2,843	3,848
Open Interest	826	1,693	2,519
	High	Low	Close	Change
Level	686.29	681.37	683.97	-0.97
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	2,558	5,508	8,066
Open Interest	12,499	13,804	26,303
	High	Low	Close	Change
Level	686.29	681.37	683.97	-0.97
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	563	165	728
	High	Low	Close	Change
Level	686.29	681.37	683.97	-0.97
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	180	190	370
Open Interest	2,255	2,171	4,426
	High	Low	Close	Change
Level	686.29	681.37	683.97	-0.97
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	33,955	43,238	77,193
Open Interest	2,582,347	1,381,384	3,963,731
	High	Low	Close	Change
Level	156.58	154.56	155.75	-2.56
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	17,869	27,269	45,138
Open Interest	1,682,127	1,660,661	3,342,788
	High	Low	Close	Change
Level	68.11	67.56	67.75	-0.20
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	27	51	78
Open Interest	116,639	163,489	280,128
	High	Low	Close	Change
Level	68.11	67.56	67.75	-0.20
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	3,763	9,676	13,439
Open Interest	76,269	74,510	150,779
	High	Low	Close	Change
Level	68.11	67.56	67.75	-0.20
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,640	3,915	6,555
	High	Low	Close	Change
Level	68.88	68.39	68.66	-0.06
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,152	197	1,349
	High	Low	Close	Change
Level	68.88	68.39	68.66	-0.06
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	20	20
Open Interest	21,646	15,243	36,889
	High	Low	Close	Change
Level	277.88	275.64	276.47	-0.67
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,658	3,101
	High	Low	Close	Change
Level	277.88	275.64	276.47	-0.67
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	13,274	18,938	32,212
Open Interest	74,182	111,362	185,544
	High	Low	Close	Change
Level	2,779.07	2,756.43	2,764.67	-6.76
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	36,267	2,929	39,196
Open Interest	245,815	287,042	532,857
	High	Low	Close	Change
Level	139.71	138.75	139.46	-0.41
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	2	6	8
Open Interest	51,632	34,275	85,907
	High	Low	Close	Change
Level	139.71	138.75	139.46	-0.41
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	169	314	483
Open Interest	1,764	1,652	3,416
	High	Low	Close	Change
Level	139.71	138.75	139.46	-0.41
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	3,448	989	4,437
Open Interest	97,877	70,675	168,552
	High	Low	Close	Change
Level	140.02	139.07	139.82	0.09
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	46,927	9,726	56,653
	High	Low	Close	Change
Level	140.02	139.07	139.82	0.09
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	32	78	110
	High	Low	Close	Change
Level	56.71	56.44	56.56	0.01
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	28,106	60,460	88,566
Open Interest	1,693,191	5,528,434	7,221,625
	High	Low	Close	Change
Level	92.03	91.47	91.74	0.04
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	297	123	420
Open Interest	149,105	253,442	402,547
	High	Low	Close	Change
Level	92.03	91.47	91.74	0.04
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	3,629	14,858	18,487
Open Interest	52,723	171,908	224,631
	High	Low	Close	Change
Level	92.03	91.47	91.74	0.04
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	11,999	10,347	22,346
Open Interest	240,144	322,080	562,224
	High	Low	Close	Change
Level	927.34	921.74	923.15	-0.61
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	422	2,133	2,555
Open Interest	60,742	118,052	178,794
	High	Low	Close	Change
Level	132.68	132.36	132.55	0.04
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	10	0	10
Open Interest	2,629	6,678	9,307
	High	Low	Close	Change
Level	132.68	132.36	132.55	0.04
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	1,803	91	1,894
Open Interest	73,343	20,326	93,669
	High	Low	Close	Change
Level	26.58	26.47	26.49	-0.05
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,165	1,378	2,543
	High	Low	Close	Change
Level	19.74	19.63	19.71	-0.01
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	20	20
Open Interest	21,374	6,097	27,471
	High	Low	Close	Change
Level	28.35	28.17	28.34	-0.12
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	111	111	222
	High	Low	Close	Change
Level	29.80	29.49	29.74	-0.11
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	52	52
Open Interest	1,584	936	2,520
	High	Low	Close	Change
Level	27.11	26.92	27.10	-0.38
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	623	170	793
	High	Low	Close	Change
Level	55.30	54.63	54.95	-0.92
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	235	144	379
	High	Low	Close	Change
Level	51.56	51.00	51.00	-1.15
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	1	0	1
Open Interest	514	97	611
	High	Low	Close	Change
Level	55.27	54.59	54.98	-1.04
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,638	795	2,433
	High	Low	Close	Change
Level	34.24	33.98	34.22	-0.11
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,162	3,064	5,226
Open Interest	204,149	143,246	347,395
	High	Low	Close	Change
Level	17.95	17.68	17.78	-0.05
United States Oil Fund - (USO)
	Call	Put	Total
Volume	8,794	7,507	16,301
Open Interest	562,909	591,448	1,154,357
	High	Low	Close	Change
Level	35.20	34.48	34.72	-0.55
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	3,324	4,835	8,159
Open Interest	728,520	1,234,472	1,962,992
	High	Low	Close	Change
Level	58.70	58.26	58.43	-0.17
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	0	0
Open Interest	3	1	4
	High	Low	Close	Change
Level	91.48	91.24	91.38	0.18
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	28	125	153
Open Interest	8,112	24,173	32,285
	High	Low	Close	Change
Level	146.04	145.16	145.76	-0.29
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	58	33	91
	High	Low	Close	Change
Level	90.88	90.46	90.69	0.14
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	204	0	204
Open Interest	22,433	9,570	32,003
	High	Low	Close	Change
Level	60.97	60.68	60.86	0.23
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	2	2
Open Interest	2,358	33,327	35,685
	High	Low	Close	Change
Level	106.10	105.85	106.04	-0.10
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	8	0	8
Open Interest	4,584	7,505	12,089
	High	Low	Close	Change
Level	82.27	81.85	82.07	0.04
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	7	8	15
Open Interest	3,134	4,756	7,890
	High	Low	Close	Change
Level	104.38	103.71	103.93	-0.02
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	7	0	7
Open Interest	61	8	69
	High	Low	Close	Change
Level	67.88	67.46	67.68	-0.01
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	120	0	120
Open Interest	4,925	922	5,847
	High	Low	Close	Change
Level	123.72	122.98	123.34	-0.14
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	479	528	1,007
Open Interest	634	2,304	2,938
	High	Low	Close	Change
Level	46.53	45.86	46.17	-0.29
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	520	1,159	1,679
Open Interest	75,462	170,636	246,098
	High	Low	Close	Change
Level	51.17	50.67	50.94	0.06
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	32,015	44,924	76,939
Open Interest	892,251	1,501,440	2,393,691
	High	Low	Close	Change
Level	22.47	21.84	21.96	-0.20
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	2	0	2
Open Interest	1,597	13,962	15,559
	High	Low	Close	Change
Level	22.26	21.92	22.04	0.05