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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, January 18, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.75
Index Put/Call Ratio			0.77
Exchange Traded Products Put/Call Ratio			1.17
Equity Put/Call Ratio			0.54
CBOE Volatility Index (VIX) Put/Call Ratio			0.38

Sum of All Products
	Call	Put	Total
Volume	2,628,407	1,960,682	4,589,089
Open Interest	156,097,185	142,148,747	298,245,932
Index Options
	Call	Put	Total
Volume	921,303	713,759	1,635,062
Exchange Traded Products
	Call	Put	Total
Volume	519,680	609,899	1,129,579
Equity Options
	Call	Put	Total
Volume	1,187,424	637,024	1,824,448
Equity LEAPS
	Call	Put	Total
Volume	103,117	50,276	153,393
Open Interest	19,283,555	15,224,646	34,508,201
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	297,581	294,849	592,430
Open Interest	2,276,516	1,939,813	4,216,329

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
916.39	917.87	916.06	917.87
VXTH - CBOE VIX Tail Hedge Index
			Close
			149.87
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
141.77	141.77	141.77	141.77
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
513.85	514.71	511.83	514.68
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,208.34	1,210.86	1,207.62	1,210.86
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
370.73	371.20	370.64	371.20
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
234.57	234.96	234.52	234.96
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
179.12	179.12	179.12	179.12
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,235.82	1,235.82	1,230.60	1,232.20
VIX - CBOE Volatility Index
Open	High	Low	Close
13.52	13.53	12.29	12.46
VVIX - CBOE VVIX Index
Open	High	Low	Close
77.01	78.86	73.02	73.43
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
17.17	17.18	15.85	15.85
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
12.64	12.69	11.39	11.47
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
16.30	16.45	14.43	14.67
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.69	13.72	12.02	12.14
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
15.18	15.18	14.07	14.17
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
15.99	16.04	15.22	15.29
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
23.73	23.73	21.98	21.98
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.67	14.82	13.68	13.80
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.43	9.46	9.19	9.19
VPD - CBOE VIX Premium Strategy Index
			Close
			227.45
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			225.29
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.58
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.20	63.37	61.66	62.49
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
69.92	71.47	69.65	70.87
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			13.18
EXQ - CBOE Exchange Index
Open	High	Low	Close
97.88	98.71	97.76	98.64
CYX - CBOE China Index
Open	High	Low	Close
666.14	667.32	662.12	664.98

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	586,488	220,504	806,992
Open Interest	4,143,482	1,918,175	6,061,657
	High	Low	Close	Change
Level	13.53	12.29	12.46	-1.11
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	0	30
	High	Low	Close	Change
Level	18.87	17.48	17.48	-1.14
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	20	5	25
Open Interest	93	20	113
	High	Low	Close	Change
Level	17.18	15.85	15.85	-1.15
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	32	30	62
Open Interest	71	99	170
	High	Low	Close	Change
Level	23.73	21.98	21.98	-2.01
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	10	6	16
Open Interest	35	0	35
	High	Low	Close	Change
Level	14.82	13.68	13.80	-1.10
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	400	0	400
Open Interest	12	0	12
	High	Low	Close	Change
Level	13.57	12.29	12.46	-1.11
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	1,485.98	1,475.81	1,485.98	5.04
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	307,397	464,799	772,196
Open Interest	3,338,626	5,381,106	8,719,732
	High	Low	Close	Change
Level	1,485.98	1,475.81	1,485.98	5.04
S&P 500 Index Weeklys
	Call	Put	Total
Volume	89,840	104,944	194,784
Open Interest	202,549	233,221	435,770
	High	Low	Close	Change
Level	1,485.98	1,475.81	1,485.98	5.04
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	287	62	349
Open Interest	1,243	3,714	4,957
	High	Low	Close	Change
Level	148.60	147.58	148.60	0.51
SPDR Options - (SPY)
	Call	Put	Total
Volume	261,056	292,064	553,120
Open Interest	7,251,618	13,300,191	20,551,809
	High	Low	Close	Change
Level	148.49	147.43	148.33	0.36
SPDR Options LEAPS
	Call	Put	Total
Volume	482	949	1,431
Open Interest	490,503	710,630	1,201,133
	High	Low	Close	Change
Level	148.49	147.43	148.33	0.36
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	70,125	85,642	155,767
Open Interest	653,546	519,845	1,173,391
	High	Low	Close	Change
Level	148.49	147.43	148.33	0.36
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	6,462	6,974	13,436
Open Interest	23,050	43,150	66,200
	High	Low	Close	Change
Level	671.37	666.67	671.37	2.04
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	0	0
Open Interest	645	164	809
	High	Low	Close	Change
Level	671.37	666.67	671.37	2.04
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	965	1,268	2,233
Open Interest	862	2,013	2,875
	High	Low	Close	Change
Level	671.37	666.67	671.37	2.04
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	2,711	2,591	5,302
Open Interest	10,285	13,471	23,756
	High	Low	Close	Change
Level	671.37	666.67	671.37	2.04
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	288	102	390
	High	Low	Close	Change
Level	671.37	666.67	671.37	2.04
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	495	583	1,078
Open Interest	1,431	72	1,503
	High	Low	Close	Change
Level	671.37	666.67	671.37	2.04
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	20,657	15,363	36,020
Open Interest	2,702,242	1,686,309	4,388,551
	High	Low	Close	Change
Level	163.97	163.02	163.08	-0.26
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	38,698	35,171	73,869
Open Interest	2,125,152	1,905,853	4,031,005
	High	Low	Close	Change
Level	67.14	66.77	67.07	-0.15
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	178	139	317
Open Interest	78,449	91,445	169,894
	High	Low	Close	Change
Level	67.14	66.77	67.07	-0.15
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	9,948	4,502	14,450
Open Interest	122,488	96,542	219,030
	High	Low	Close	Change
Level	67.14	66.77	67.07	-0.15
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,682	2,508	5,190
	High	Low	Close	Change
Level	67.24	66.77	67.18	0.19
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,142	187	1,329
	High	Low	Close	Change
Level	67.24	66.77	67.18	0.19
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	0	0
Open Interest	21,526	14,794	36,320
	High	Low	Close	Change
Level	274.71	272.82	274.32	-0.39
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,654	3,097
	High	Low	Close	Change
Level	274.71	272.82	274.32	-0.39
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	9,043	8,230	17,273
Open Interest	68,440	92,462	160,902
	High	Low	Close	Change
Level	2,743.54	2,728.07	2,743.24	-3.91
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	5,052	1,657	6,709
Open Interest	230,660	379,191	609,851
	High	Low	Close	Change
Level	136.16	135.42	136.06	0.26
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	59	11	70
Open Interest	48,373	28,447	76,820
	High	Low	Close	Change
Level	136.16	135.42	136.06	0.26
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	83	202	285
Open Interest	2,007	718	2,725
	High	Low	Close	Change
Level	136.16	135.42	136.06	0.26
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	6,683	2,961	9,644
Open Interest	95,766	58,851	154,617
	High	Low	Close	Change
Level	136.50	135.72	136.50	0.54
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	2,001	78	2,079
Open Interest	44,168	6,034	50,202
	High	Low	Close	Change
Level	136.50	135.72	136.50	0.54
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	16	47	63
	High	Low	Close	Change
Level	54.75	54.41	54.57	0.04
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	28,022	57,877	85,899
Open Interest	1,482,285	4,434,366	5,916,651
	High	Low	Close	Change
Level	88.62	88.11	88.57	0.26
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	1,435	1,567	3,002
Open Interest	109,664	205,330	314,994
	High	Low	Close	Change
Level	88.62	88.11	88.57	0.26
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	4,305	8,473	12,778
Open Interest	55,983	119,738	175,721
	High	Low	Close	Change
Level	88.62	88.11	88.57	0.26
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	1,770	7,597	9,367
Open Interest	223,071	279,650	502,721
	High	Low	Close	Change
Level	892.80	888.26	892.80	2.44
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	412	199	611
Open Interest	90,790	167,760	258,550
	High	Low	Close	Change
Level	132.34	131.80	132.19	-0.52
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,410	6,424	8,834
	High	Low	Close	Change
Level	132.34	131.80	132.19	-0.52
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	2,040	146	2,186
Open Interest	67,429	17,162	84,591
	High	Low	Close	Change
Level	27.87	27.76	27.87	0.04
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	850	850
Open Interest	1,380	1,492	2,872
	High	Low	Close	Change
Level	19.03	18.88	18.93	0.15
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	145	65	210
Open Interest	33,073	7,303	40,376
	High	Low	Close	Change
Level	28.02	27.78	28.00	0.18
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	41	108	149
	High	Low	Close	Change
Level	28.64	28.32	28.60	0.20
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	13	0	13
Open Interest	5,044	1,868	6,912
	High	Low	Close	Change
Level	26.92	26.68	26.89	0.10
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	818	215	1,033
	High	Low	Close	Change
Level	58.26	57.87	57.88	-0.09
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	411	306	717
	High	Low	Close	Change
Level	55.18	54.63	54.82	0.26
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	808	442	1,250
	High	Low	Close	Change
Level	58.00	57.68	57.70	-0.09
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,176	1,648	3,824
	High	Low	Close	Change
Level	33.44	33.19	33.44	0.16
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	3,527	1,371	4,898
Open Interest	510,282	478,428	988,710
	High	Low	Close	Change
Level	20.12	19.63	20.10	0.48
United States Oil Fund - (USO)
	Call	Put	Total
Volume	4,448	5,441	9,889
Open Interest	668,477	648,038	1,316,515
	High	Low	Close	Change
Level	34.81	34.54	34.78	0.10
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	2,997	8,174	11,171
Open Interest	606,968	1,151,133	1,758,101
	High	Low	Close	Change
Level	58.22	57.89	58.16	-0.06
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	26	237	263
Open Interest	10,937	34,764	45,701
	High	Low	Close	Change
Level	145.29	143.75	144.78	0.26
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	1	0	1
Open Interest	46	42	88
	High	Low	Close	Change
Level	88.30	87.79	88.30	0.05
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	4	11	15
Open Interest	15,175	7,931	23,106
	High	Low	Close	Change
Level	59.27	58.90	59.25	0.23
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	18	9	27
Open Interest	2,483	42,321	44,804
	High	Low	Close	Change
Level	107.13	106.93	107.07	0.30
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,463	7,062	11,525
	High	Low	Close	Change
Level	79.04	78.63	79.02	0.23
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	30	35	65
Open Interest	3,668	4,361	8,029
	High	Low	Close	Change
Level	100.83	100.21	100.79	0.34
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	83	11	94
	High	Low	Close	Change
Level	65.77	65.39	65.73	0.14
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	34	34	68
Open Interest	4,266	701	4,967
	High	Low	Close	Change
Level	118.85	118.13	118.71	0.37
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	29	51	80
Open Interest	1,120	3,868	4,988
	High	Low	Close	Change
Level	45.59	45.32	45.52	0.17
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	743	328	1,071
Open Interest	76,705	230,270	306,975
	High	Low	Close	Change
Level	49.88	49.54	49.84	0.06
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	19,717	63,665	83,382
Open Interest	1,053,165	1,665,625	2,718,790
	High	Low	Close	Change
Level	25.53	23.88	23.99	-1.65
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	89	89
Open Interest	1,635	29,892	31,527
	High	Low	Close	Change
Level	24.56	23.96	24.02	-0.75