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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 Wednesday, January 16, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.87
Index Put/Call Ratio 0.87
Exchange Traded Products Put/Call Ratio 1.40
Equity Put/Call Ratio 0.75
CBOE Volatility Index (VIX) Put/Call Ratio 0.35
Sum of All Products
  Call Put Total  
Volume 2,083,405 1,821,163 3,904,568  
Open Interest 153,600,057 139,785,935 293,385,992  
Index Options
  Call Put Total  
Volume 988,267 863,790 1,852,057  
Exchange Traded Products
  Call Put Total  
Volume 204,785 286,514 491,299  
Equity Options
  Call Put Total  
Volume 890,353 670,859 1,561,212  

Equity LEAPS
  Call Put Total  
Volume 72,461 66,519 138,980  
Open Interest 18,732,443 14,783,984 33,516,427  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 91,060 91,363 182,423  
Open Interest 1,433,447 1,331,320 2,764,767  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
917.51 917.69 916.70 917.69
VXTH - CBOE VIX Tail Hedge Index
      Close
      148.98
LOVOL - CBOE Low Volatility Index
Open High Low Close
141.25 141.25 141.25 141.25
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
511.22 511.46 509.69 511.04
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,207.04 1,208.10 1,206.25 1,208.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
370.75 370.96 370.42 370.84
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
234.56 234.69 234.40 234.64
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.78 178.93 178.46 178.72
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,235.67 1,235.76 1,235.58 1,235.69
VIX - CBOE Volatility Index
Open High Low Close
13.70 13.76 13.20 13.42
VVIX - CBOE VVIX Index
Open High Low Close
76.06 78.38 75.48 77.26
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.78 17.78 17.24 17.24
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.35 12.72 12.28 12.52
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.89 17.17 16.30 16.42
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.62 13.82 13.09 13.34
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.89 15.97 15.12 15.32
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.33 16.47 16.03 16.24
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      80.72
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
25.31 25.51 24.17 24.39
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.90 14.82 13.79 14.49
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.63 8.67 8.55 8.56
VPD - CBOE VIX Premium Strategy Index
      Close
      225.54
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      223.51
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.22
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.67 63.91 61.78 63.08
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
71.12 71.49 68.61 69.78
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.73
EXQ - CBOE Exchange Index
Open High Low Close
96.27 96.78 95.94 96.54
CYX - CBOE China Index
Open High Low Close
664.53 666.87 663.63 664.03



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 637,523 221,285 858,808  
Open Interest 3,638,241 1,854,656 5,492,897  
  High Low Close Change
Level 13.76 13.20 13.42 -0.13
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 0 30  
  High Low Close Change
Level 19.14 18.74 18.96 0.53
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 10 0 10  
Open Interest 83 20 103  
  High Low Close Change
Level 17.78 17.24 17.24 -0.01
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 10 0 10  
Open Interest 59 92 151  
  High Low Close Change
Level 25.51 24.17 24.39 -1.31
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 10 0 10  
Open Interest 25 0 25  
  High Low Close Change
Level 14.82 13.79 14.49 0.73
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 0 12  
  High Low Close Change
Level 13.76 13.20 13.42 -0.13
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 1,473.95 1,467.66 1,472.63 0.29
S&P 500 Index - (SPX)
  Call Put Total  
Volume 330,892 612,065 942,957  
Open Interest 4,068,081 6,738,700 10,806,781  
  High Low Close Change
Level 1,473.96 1,467.60 1,472.63 0.29
S&P 500 Index Weeklys
  Call Put Total  
Volume 32,315 51,607 83,922  
Open Interest 123,941 148,427 272,368  
  High Low Close Change
Level 1,473.96 1,467.60 1,472.63 0.29
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 95 112 207  
Open Interest 2,864 4,114 6,978  
  High Low Close Change
Level 147.40 146.76 147.26 0.03
SPDR Options - (SPY)
  Call Put Total  
Volume 49,960 141,184 191,144  
Open Interest 6,842,346 12,618,400 19,460,746  
  High Low Close Change
Level 147.28 146.61 147.05 -0.02
SPDR Options LEAPS
  Call Put Total  
Volume 2,272 5,629 7,901  
Open Interest 459,187 591,589 1,050,776  
  High Low Close Change
Level 147.28 146.61 147.05 -0.02
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 4,611 7,919 12,530  
Open Interest 339,127 398,257 737,384  
  High Low Close Change
Level 147.28 146.61 147.05 -0.02
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,514 8,410 9,924  
Open Interest 24,866 38,368 63,234  
  High Low Close Change
Level 667.59 664.48 666.92 0.88
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 0 0  
Open Interest 650 160 810  
  High Low Close Change
Level 667.59 664.48 666.92 0.88
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 79 1,219 1,298  
Open Interest 528 500 1,028  
  High Low Close Change
Level 667.59 664.48 666.92 0.88
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 679 601 1,280  
Open Interest 13,667 12,191 25,858  
  High Low Close Change
Level 667.59 664.48 666.92 0.88
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 288 102 390  
  High Low Close Change
Level 667.59 664.48 666.92 0.88
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 53 11 64  
Open Interest 3,810 35 3,845  
  High Low Close Change
Level 667.59 664.48 666.92 0.88
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 9,999 9,103 19,102  
Open Interest 2,619,978 1,635,751 4,255,729  
  High Low Close Change
Level 163.03 162.15 162.65 0.11
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 26,607 12,397 39,004  
Open Interest 2,149,620 1,820,852 3,970,472  
  High Low Close Change
Level 67.13 66.60 66.90 0.27
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 3 30 33  
Open Interest 81,188 91,036 172,224  
  High Low Close Change
Level 67.13 66.60 66.90 0.27
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 9,978 2,259 12,237  
Open Interest 92,500 64,777 157,277  
  High Low Close Change
Level 67.13 66.60 66.90 0.27
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 4 0 4  
Open Interest 2,699 2,522 5,221  
  High Low Close Change
Level 66.87 66.54 66.75 0.05
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,161 187 1,348  
  High Low Close Change
Level 66.87 66.54 66.75 0.05
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 156 5 161  
Open Interest 53,388 48,170 101,558  
  High Low Close Change
Level 274.22 272.17 273.47 1.17
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 441 2,654 3,095  
  High Low Close Change
Level 274.22 272.17 273.47 1.17
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 4,605 4,775 9,380  
Open Interest 94,513 143,033 237,546  
  High Low Close Change
Level 2,742.33 2,721.62 2,734.73 11.75
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 633 1,173 1,806  
Open Interest 277,839 371,837 649,676  
  High Low Close Change
Level 135.05 134.54 134.89 -0.19
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 8 8 16  
Open Interest 48,239 28,247 76,486  
  High Low Close Change
Level 135.05 134.54 134.89 -0.19
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 3,104 2,758 5,862  
Open Interest 108,447 71,080 179,527  
  High Low Close Change
Level 135.35 134.69 135.11 -0.24
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 170 182 352  
Open Interest 42,648 5,801 48,449  
  High Low Close Change
Level 135.35 134.69 135.11 -0.24
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 16 47 63  
  High Low Close Change
Level 54.33 54.12 54.13 -0.30
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 5,828 43,542 49,370  
Open Interest 1,371,552 4,244,059 5,615,611  
  High Low Close Change
Level 87.75 87.30 87.51 -0.26
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 123 146 269  
Open Interest 89,007 203,140 292,147  
  High Low Close Change
Level 87.75 87.30 87.51 -0.26
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 370 3,660 4,030  
Open Interest 35,801 85,903 121,704  
  High Low Close Change
Level 87.75 87.30 87.51 -0.26
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 9,649 13,552 23,201  
Open Interest 296,912 416,659 713,571  
  High Low Close Change
Level 883.70 881.02 882.31 -2.29
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 78 390 468  
Open Interest 89,054 165,313 254,367  
  High Low Close Change
Level 132.10 131.68 131.82 -0.31
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,336 6,360 8,696  
  High Low Close Change
Level 132.10 131.68 131.82 -0.31
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 137 5 142  
Open Interest 66,960 17,293 84,253  
  High Low Close Change
Level 27.95 27.83 27.89 0.02
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,314 1,430 2,744  
  High Low Close Change
Level 18.74 18.58 18.72 -0.03
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 10 10  
Open Interest 32,948 7,640 40,588  
  High Low Close Change
Level 27.72 27.58 27.68 0.03
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 41 108 149  
  High Low Close Change
Level 28.20 28.00 28.12 0.02
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,921 1,876 6,797  
  High Low Close Change
Level 26.53 26.27 26.44 0.17
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 818 215 1,033  
  High Low Close Change
Level 57.73 57.38 57.65 0.09
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 4 0 4  
Open Interest 396 306 702  
  High Low Close Change
Level 54.20 53.65 54.12 0.18
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 808 442 1,250  
  High Low Close Change
Level 57.62 57.38 57.55 0.05
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 1,000 0 1,000  
Open Interest 1,157 1,638 2,795  
  High Low Close Change
Level 33.08 32.89 33.07 0.10
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,677 474 2,151  
Open Interest 504,859 475,186 980,045  
  High Low Close Change
Level 19.44 18.94 19.32 -0.03
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,174 6,416 10,590  
Open Interest 638,998 600,269 1,239,267  
  High Low Close Change
Level 34.33 33.96 34.27 0.29
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,296 2,209 3,505  
Open Interest 595,089 1,133,512 1,728,601  
  High Low Close Change
Level 57.81 57.52 57.74 -0.28
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 29 226 255  
Open Interest 11,008 31,791 42,799  
  High Low Close Change
Level 146.23 144.41 144.42 -1.65
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 66 42 108  
  High Low Close Change
Level 87.49 87.25 87.32 -0.15
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 15,237 8,496 23,733  
  High Low Close Change
Level 58.66 58.47 58.50 -0.25
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,443 42,205 44,648  
  High Low Close Change
Level 107.34 107.15 107.27 0.14
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,560 7,024 11,584  
  High Low Close Change
Level 78.26 77.86 78.08 -0.15
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,749 4,351 8,100  
  High Low Close Change
Level 99.83 99.31 99.53 -0.29
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 83 11 94  
  High Low Close Change
Level 65.22 64.93 65.12 -0.10
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,342 722 5,064  
  High Low Close Change
Level 117.56 117.10 117.39 -0.18
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 56 91 147  
Open Interest 1,182 3,890 5,072  
  High Low Close Change
Level 45.18 44.94 45.09 -0.08
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 220 142 362  
Open Interest 75,877 223,044 298,921  
  High Low Close Change
Level 49.32 49.10 49.24 -0.11
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 10,378 13,481 23,859  
Open Interest 970,613 1,583,562 2,554,175  
  High Low Close Change
Level 25.97 25.22 25.49 -0.55
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 20 20  
Open Interest 1,601 30,843 32,444  
  High Low Close Change
Level 25.13 24.76 24.90 -0.13
 
CBOE Volatility Index (VIX)