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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, 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
 
CBOE Volatility Index (VIX)