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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 Friday, November 16, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.03
Index Put/Call Ratio 1.02
Exchange Traded Products Put/Call Ratio 1.37
Equity Put/Call Ratio 0.81
CBOE Volatility Index (VIX) Put/Call Ratio 0.41
Sum of All Products
  Call Put Total  
Volume 2,852,762 2,940,709 5,793,471  
Open Interest 162,440,316 143,444,951 305,885,267  
Index Options
  Call Put Total  
Volume 925,671 946,911 1,872,582  
Exchange Traded Products
  Call Put Total  
Volume 766,614 1,050,485 1,817,099  
Equity Options
  Call Put Total  
Volume 1,160,477 943,313 2,103,790  

Equity LEAPS
  Call Put Total  
Volume 37,044 27,409 64,453  
Open Interest 13,921,159 10,606,342 24,527,501  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 310,516 372,636 683,152  
Open Interest 560,931 756,617 1,317,548  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
887.65 888.80 885.03 888.10
VXTH - CBOE VIX Tail Hedge Index
      Close
      140.30
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
491.87 492.15 490.61 491.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,143.16 1,145.39 1,138.83 1,144.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
354.30 354.91 352.96 354.13
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
227.13 227.41 226.39 227.25
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
171.14 171.14 171.14 171.14
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,188.83 1,192.52 1,176.71 1,191.03
VIX - CBOE Volatility Index
Open High Low Close
17.65 18.50 16.41 16.41
VVIX - CBOE VVIX Index
Open High Low Close
93.83 97.04 90.01 90.27
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.69 24.76 22.80 23.63
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.96 17.28 15.48 15.53
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.68 22.25 19.80 19.94
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
19.57 19.94 17.66 17.66
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.23 19.64 16.65 18.13
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
19.54 20.25 18.93 18.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.25
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
30.54 31.76 30.54 31.10
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.26 14.26 12.97 13.28
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.45 7.61 7.40 7.42
VPD - CBOE VIX Premium Strategy Index
      Close
      216.94
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      215.65
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.33
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
66.53 67.05 63.40 63.48
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
55.30 55.45 47.04 47.10
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.82
EXQ - CBOE Exchange Index
Open High Low Close
84.22 84.53 83.70 84.45
CYX - CBOE China Index
Open High Low Close
578.88 580.89 571.01 574.67



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 447,903 185,732 633,635  
Open Interest 5,726,974 2,581,315 8,308,289  
  High Low Close Change
Level 18.50 16.41 16.41 -1.58
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 27.25 24.53 25.03 -1.78
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 0 10  
  High Low Close Change
Level 24.76 22.80 23.63 -0.68
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 0 12  
  High Low Close Change
Level 31.76 30.54 31.10 0.56
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 1 16 17  
Open Interest 110 33 143  
  High Low Close Change
Level 14.26 12.97 13.28 -0.98
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 7 2,030 2,037  
  High Low Close Change
Level 18.50 16.41 16.41 -1.58
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 1,362.03 1,343.36 1,359.88 6.55
S&P 500 Index - (SPX)
  Call Put Total  
Volume 438,352 718,021 1,156,373  
Open Interest 4,421,432 7,186,567 11,607,999  
  High Low Close Change
Level 1,362.03 1,343.35 1,359.88 6.55
S&P 500 Index Weeklys
  Call Put Total  
Volume 83,817 162,876 246,693  
Open Interest 156,654 290,457 447,111  
  High Low Close Change
Level 1,362.03 1,343.35 1,359.88 6.55
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 398 246 644  
Open Interest 3,109 6,553 9,662  
  High Low Close Change
Level 136.20 134.33 135.99 0.66
SPDR Options - (SPY)
  Call Put Total  
Volume 388,519 673,452 1,061,971  
Open Interest 8,830,124 14,527,398 23,357,522  
  High Low Close Change
Level 136.64 134.70 136.37 0.65
SPDR Options LEAPS
  Call Put Total  
Volume 2,999 4,081 7,080  
Open Interest 576,725 753,891 1,330,616  
  High Low Close Change
Level 136.64 134.70 136.37 0.65
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 52,933 77,920 130,853  
Open Interest 141,240 253,810 395,050  
  High Low Close Change
Level 136.64 134.70 136.37 0.65
S&P 100 Index - (OEX)
  Call Put Total  
Volume 9,264 14,433 23,697  
Open Interest 44,798 42,280 87,078  
  High Low Close Change
Level 620.16 611.25 619.03 2.40
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 0 3 3  
Open Interest 1,377 641 2,018  
  High Low Close Change
Level 620.16 611.25 619.03 2.40
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 751 2,026 2,777  
Open Interest 425 1,177 1,602  
  High Low Close Change
Level 620.16 611.25 619.03 2.40
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 2,648 2,416 5,064  
Open Interest 11,648 17,442 29,090  
  High Low Close Change
Level 620.16 611.25 619.03 2.40
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 1 0 1  
Open Interest 532 647 1,179  
  High Low Close Change
Level 620.16 611.25 619.03 2.40
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 193 160 353  
Open Interest 44 14 58  
  High Low Close Change
Level 620.16 611.25 619.03 2.40
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 20,578 20,607 41,185  
Open Interest 2,863,580 1,507,412 4,370,992  
  High Low Close Change
Level 166.36 165.47 165.88 -0.20
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 85,367 93,128 178,495  
Open Interest 2,388,604 2,253,660 4,642,264  
  High Low Close Change
Level 62.48 61.31 62.30 0.22
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 418 700 1,118  
Open Interest 67,239 81,822 149,061  
  High Low Close Change
Level 62.48 61.31 62.30 0.22
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 6,440 12,011 18,451  
Open Interest 16,145 18,706 34,851  
  High Low Close Change
Level 62.48 61.31 62.30 0.22
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 2 2 4  
Open Interest 3,085 3,048 6,133  
  High Low Close Change
Level 62.35 61.45 62.21 0.25
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 61.45 62.21 0.25
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 3,008 268 3,276  
Open Interest 53,688 97,842 151,530  
  High Low Close Change
Level 254.13 249.47 253.42 0.98
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,107 9,035 12,142  
  High Low Close Change
Level 254.13 249.47 253.42 0.98
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 9,508 16,253 25,761  
Open Interest 107,015 140,123 247,138  
  High Low Close Change
Level 2,541.34 2,494.38 2,534.16 9.80
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 4,957 5,418 10,375  
Open Interest 409,613 488,007 897,620  
  High Low Close Change
Level 125.77 124.42 125.60 0.05
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 104 114 218  
Open Interest 33,206 17,438 50,644  
  High Low Close Change
Level 125.77 124.42 125.60 0.05
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 878 1,023 1,901  
Open Interest 1,386 1,319 2,705  
  High Low Close Change
Level 125.77 124.42 125.60 0.05
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 6,639 2,009 8,648  
Open Interest 121,096 73,339 194,435  
  High Low Close Change
Level 126.04 124.72 125.88 0.46
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 390 53 443  
Open Interest 53,044 13,467 66,511  
  High Low Close Change
Level 126.04 124.72 125.88 0.46
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 2 0 2  
Open Interest 160 100 260  
  High Low Close Change
Level 47.78 46.91 47.62 0.19
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 63,842 84,825 148,667  
Open Interest 2,115,270 3,810,857 5,926,127  
  High Low Close Change
Level 77.68 76.13 77.48 0.57
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 55 228 283  
Open Interest 91,592 196,778 288,370  
  High Low Close Change
Level 77.68 76.13 77.48 0.57
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 15,379 8,956 24,335  
Open Interest 15,407 22,293 37,700  
  High Low Close Change
Level 77.68 76.13 77.48 0.57
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 5,435 6,008 11,443  
Open Interest 213,677 361,217 574,894  
  High Low Close Change
Level 777.08 763.55 776.28 6.80
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 670 829 1,499  
Open Interest 101,766 188,838 290,604  
  High Low Close Change
Level 126.56 126.04 126.49 -0.31
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,463 5,116 6,579  
  High Low Close Change
Level 126.56 126.04 126.49 -0.31
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 486 0 486  
Open Interest 43,841 12,837 56,678  
  High Low Close Change
Level 28.34 28.15 28.28 -0.09
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,071 1,244 2,315  
  High Low Close Change
Level 18.14 18.00 18.10 -0.13
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 8 86 94  
Open Interest 23,290 6,298 29,588  
  High Low Close Change
Level 27.53 27.30 27.51 0.12
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 38 87 125  
  High Low Close Change
Level 27.74 27.51 27.72 0.31
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,682 2,606 7,288  
  High Low Close Change
Level 24.91 24.63 24.85 0.23
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 826 261 1,087  
  High Low Close Change
Level 59.12 58.80 58.93 -0.20
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 222 217 439  
  High Low Close Change
Level 56.00 55.26 55.59 -0.54
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 453 418 871  
  High Low Close Change
Level 58.94 58.65 58.78 -0.11
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,577 1,562 4,139  
  High Low Close Change
Level 32.32 32.00 32.31 0.26
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,523 1,730 3,253  
Open Interest 473,033 503,997 977,030  
  High Low Close Change
Level 22.36 21.90 22.28 0.56
United States Oil Fund - (USO)
  Call Put Total  
Volume 13,399 9,677 23,076  
Open Interest 825,754 687,580 1,513,334  
  High Low Close Change
Level 32.05 31.63 31.93 0.43
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 7,047 7,860 14,907  
Open Interest 868,657 1,272,032 2,140,689  
  High Low Close Change
Level 52.20 51.63 52.09 -0.01
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 182 472 654  
Open Interest 22,866 35,165 58,031  
  High Low Close Change
Level 132.13 128.41 131.62 3.12
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 2 0 2  
Open Interest 114 56 170  
  High Low Close Change
Level 81.58 80.65 81.42 0.65
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 257 314 571  
Open Interest 9,260 4,491 13,751  
  High Low Close Change
Level 55.54 54.69 55.45 0.53
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 5 44 49  
Open Interest 4,055 35,420 39,475  
  High Low Close Change
Level 109.20 108.91 109.03 0.07
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 103 78 181  
Open Interest 6,209 6,199 12,408  
  High Low Close Change
Level 69.14 67.84 69.02 0.61
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 5 38 43  
Open Interest 5,012 5,863 10,875  
  High Low Close Change
Level 88.57 86.82 88.30 0.59
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,261 962 4,223  
  High Low Close Change
Level 107.12 105.68 107.01 0.76
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 16 258 274  
Open Interest 226 969 1,195  
  High Low Close Change
Level 43.25 42.82 43.20 0.24
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 1,759 431 2,190  
Open Interest 112,460 215,580 328,040  
  High Low Close Change
Level 45.25 44.66 45.18 0.26
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 20,059 31,399 51,458  
Open Interest 1,015,060 1,448,376 2,463,436  
  High Low Close Change
Level 37.22 34.64 34.68 -1.58
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 5 5  
Open Interest 1,408 25,737 27,145  
  High Low Close Change
Level 32.24 31.01 31.05 -0.68
 
CBOE Volatility Index (VIX)