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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 Tuesday, March 19, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.97
Index Put/Call Ratio			0.81
Exchange Traded Products Put/Call Ratio			1.87
Equity Put/Call Ratio			0.72
CBOE Volatility Index (VIX) Put/Call Ratio			0.45

Sum of All Products
	Call	Put	Total
Volume	2,579,607	2,497,969	5,077,576
Open Interest	114,394,763	103,839,644	218,234,407
Index Options
	Call	Put	Total
Volume	1,260,084	1,025,769	2,285,853
Exchange Traded Products
	Call	Put	Total
Volume	452,304	845,063	1,297,367
Equity Options
	Call	Put	Total
Volume	867,219	627,137	1,494,356
Equity LEAPS
	Call	Put	Total
Volume	90,583	50,581	141,164
Open Interest	28,242,742	21,437,479	49,680,221
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	381,920	503,445	885,365
Open Interest	2,847,596	2,937,832	5,785,428

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
939.11	939.77	931.30	935.70
VXTH - CBOE VIX Tail Hedge Index
			Close
			155.94
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
146.91	147.06	145.47	146.30
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
539.53	540.60	536.67	538.64
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,267.56	1,268.55	1,254.39	1,262.08
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
381.53	382.03	378.23	380.39
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
239.90	240.22	238.65	239.49
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
183.01	183.26	181.33	182.25
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,261.26	1,263.82	1,253.73	1,259.37
VIX - CBOE Volatility Index
Open	High	Low	Close
13.03	15.40	12.92	14.39
VVIX - CBOE VVIX Index
Open	High	Low	Close
90.69	98.24	90.17	94.39
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.14	20.08	18.00	19.10
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
11.78	13.39	11.32	12.59
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
15.87	18.73	15.72	17.29
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.27	14.63	12.01	13.43
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
13.47	15.36	13.20	14.45
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
15.14	16.72	15.09	15.71
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			84.22
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
19.87	21.29	19.72	21.14
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.25	14.72	13.17	14.52
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.64	10.30	9.56	10.16
VPD - CBOE VIX Premium Strategy Index
			Close
			230.81
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			228.38
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.94
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
57.67	61.24	56.86	57.16
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
62.07	64.71	61.56	62.25
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			6.77
EXQ - CBOE Exchange Index
Open	High	Low	Close
113.37	113.63	111.26	112.28
CYX - CBOE China Index
Open	High	Low	Close
615.90	619.95	613.99	616.31

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	959,880	432,741	1,392,621
Open Interest	7,455,437	2,729,979	10,185,416
	High	Low	Close	Change
Level	15.40	12.92	14.39	1.03
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	4	0	4
	High	Low	Close	Change
Level	20.96	19.02	20.35	1.06
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	18	0	18
Open Interest	603	20	623
	High	Low	Close	Change
Level	20.08	18.00	19.10	0.57
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	40	15	55
Open Interest	208	53	261
	High	Low	Close	Change
Level	21.29	19.72	21.14	1.69
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	30	0	30
Open Interest	124	60	184
	High	Low	Close	Change
Level	14.72	13.17	14.52	1.22
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	341	45	386
	High	Low	Close	Change
Level	15.40	12.92	14.39	1.03
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	1,557.25	1,538.58	1,548.34	-3.76
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	282,647	556,288	838,935
Open Interest	3,534,732	6,017,222	9,551,954
	High	Low	Close	Change
Level	1,557.25	1,538.57	1,548.34	-3.76
S&P 500 Index - PM Settled - (SPXPM)
	Call	Put	Total
Volume	2,244	3,302	5,546
Open Interest	21,939	28,175	50,114
	High	Low	Close	Change
Level	1,557.25	1,538.57	1,548.34	-3.76
S&P 500 Index Weeklys
	Call	Put	Total
Volume	57,006	149,898	206,904
Open Interest	220,327	418,424	638,751
	High	Low	Close	Change
Level	1,557.25	1,538.57	1,548.34	-3.76
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	203	882	1,085
Open Interest	3,996	11,100	15,096
	High	Low	Close	Change
Level	155.73	153.86	154.83	-0.38
SPDR Options - (SPY)
	Call	Put	Total
Volume	183,275	434,409	617,684
Open Interest	5,351,091	11,545,147	16,896,238
	High	Low	Close	Change
Level	155.51	153.59	154.61	-0.36
SPDR Options LEAPS
	Call	Put	Total
Volume	5,538	6,495	12,033
Open Interest	1,099,941	1,736,621	2,836,562
	High	Low	Close	Change
Level	155.51	153.59	154.61	-0.36
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	56,119	130,790	186,909
Open Interest	363,614	627,954	991,568
	High	Low	Close	Change
Level	155.51	153.59	154.61	-0.36
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	3,539	8,591	12,130
Open Interest	17,223	17,853	35,076
	High	Low	Close	Change
Level	700.80	692.52	696.91	-1.09
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	23	23
Open Interest	640	526	1,166
	High	Low	Close	Change
Level	700.80	692.52	696.91	-1.09
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,625	5,198	6,823
Open Interest	2,289	3,212	5,501
	High	Low	Close	Change
Level	700.80	692.52	696.91	-1.09
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	742	3,830	4,572
Open Interest	5,712	4,000	9,712
	High	Low	Close	Change
Level	700.80	692.52	696.91	-1.09
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	583	236	819
	High	Low	Close	Change
Level	700.80	692.52	696.91	-1.09
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	534	3,699	4,233
Open Interest	762	812	1,574
	High	Low	Close	Change
Level	700.80	692.52	696.91	-1.09
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	47,222	8,702	55,924
Open Interest	1,894,444	1,064,773	2,959,217
	High	Low	Close	Change
Level	156.34	155.10	156.08	0.70
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	24,600	30,836	55,436
Open Interest	1,148,238	1,421,179	2,569,417
	High	Low	Close	Change
Level	68.70	67.62	68.24	-0.12
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	2,383	2,109	4,492
Open Interest	182,527	261,628	444,155
	High	Low	Close	Change
Level	68.70	67.62	68.24	-0.12
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	11,792	11,521	23,313
Open Interest	85,207	102,741	187,948
	High	Low	Close	Change
Level	68.70	67.62	68.24	-0.12
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	139	139
Open Interest	2,412	3,545	5,957
	High	Low	Close	Change
Level	70.46	69.61	70.07	-0.10
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,641	1,766	3,407
	High	Low	Close	Change
Level	70.46	69.61	70.07	-0.10
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	10	0	10
Open Interest	21,511	14,098	35,609
	High	Low	Close	Change
Level	280.68	276.32	278.73	-0.50
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	10	0	10
Open Interest	454	2,747	3,201
	High	Low	Close	Change
Level	280.68	276.32	278.73	-0.50
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	1,236	4,600	5,836
Open Interest	74,394	104,673	179,067
	High	Low	Close	Change
Level	2807.00	2,763.12	2,787.27	-5.03
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	3,027	7,602	10,629
Open Interest	207,932	247,317	455,249
	High	Low	Close	Change
Level	144.83	143.48	144.30	0.12
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	159	175	334
Open Interest	56,494	45,528	102,022
	High	Low	Close	Change
Level	144.83	143.48	144.30	0.12
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	483	2,647	3,130
Open Interest	3,541	6,714	10,255
	High	Low	Close	Change
Level	144.83	143.48	144.30	0.12
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,870	1,369	3,239
Open Interest	96,350	67,204	163,554
	High	Low	Close	Change
Level	145.14	143.82	144.56	0.04
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	2	27	29
Open Interest	47,121	10,259	57,380
	High	Low	Close	Change
Level	145.14	143.82	144.56	0.04
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	2	0	2
Open Interest	58	63	121
	High	Low	Close	Change
Level	58.70	57.95	58.24	-0.12
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	47,839	161,477	209,316
Open Interest	1,154,054	3,831,516	4,985,570
	High	Low	Close	Change
Level	94.71	93.01	93.83	-0.42
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	981	65	1,046
Open Interest	167,194	333,676	500,870
	High	Low	Close	Change
Level	94.71	93.01	93.83	-0.42
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	12,104	26,293	38,397
Open Interest	142,093	165,847	307,940
	High	Low	Close	Change
Level	94.71	93.01	93.83	-0.42
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	7,327	13,915	21,242
Open Interest	232,195	315,954	548,149
	High	Low	Close	Change
Level	950.79	936.73	942.85	-4.35
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	759	1,109	1,868
Open Interest	35,812	70,030	105,842
	High	Low	Close	Change
Level	128.51	127.36	127.81	-0.44
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	32	32
Open Interest	3,272	7,739	11,011
	High	Low	Close	Change
Level	128.51	127.36	127.81	-0.44
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	53	12	65
Open Interest	46,001	18,348	64,349
	High	Low	Close	Change
Level	26.03	25.88	25.95	-0.02
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,119	1,471	2,590
	High	Low	Close	Change
Level	17.79	17.58	17.60	-0.01
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	0	0
Open Interest	21,312	8,949	30,261
	High	Low	Close	Change
Level	27.29	27.01	27.05	-0.20
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	92	101	193
	High	Low	Close	Change
Level	28.62	28.25	28.26	-0.37
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	6	0	6
Open Interest	1,900	1,530	3,430
	High	Low	Close	Change
Level	26.21	25.71	25.73	-0.45
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	20	20
Open Interest	524	216	740
	High	Low	Close	Change
Level	54.75	54.37	54.56	0.23
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	233	141	374
	High	Low	Close	Change
Level	49.76	49.29	49.43	-0.02
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	542	112	654
	High	Low	Close	Change
Level	55.10	54.72	54.97	0.26
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,594	1,076	3,670
	High	Low	Close	Change
Level	32.61	32.21	32.24	-0.38
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,639	1,621	4,260
Open Interest	188,535	122,202	310,737
	High	Low	Close	Change
Level	21.79	21.40	21.73	0.46
United States Oil Fund - (USO)
	Call	Put	Total
Volume	1,343	3,779	5,122
Open Interest	448,066	481,356	929,422
	High	Low	Close	Change
Level	33.73	33.05	33.08	-0.58
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	1,838	2,805	4,643
Open Interest	609,326	1,223,690	1,833,016
	High	Low	Close	Change
Level	59.44	58.63	59.02	-0.18
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	0	0
Open Interest	139	32	171
	High	Low	Close	Change
Level	95.41	94.64	95.09	0.21
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	1	46	47
Open Interest	5,548	9,644	15,192
	High	Low	Close	Change
Level	156.08	153.72	154.58	-0.33
iShares DJ US Energy Index Fund - (IYE)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,404	1,036	2,440
	High	Low	Close	Change
Level	45.15	44.27	44.62	-0.45
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	46	36	82
	High	Low	Close	Change
Level	93.90	93.08	93.60	0.04
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	45	55	100
Open Interest	19,084	4,665	23,749
	High	Low	Close	Change
Level	62.79	62.26	62.63	0.05
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	30	37	67
Open Interest	1,883	34,630	36,513
	High	Low	Close	Change
Level	107.11	106.74	106.97	0.33
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	21	21
Open Interest	3,179	4,312	7,491
	High	Low	Close	Change
Level	84.34	83.01	83.66	-0.32
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	26	143	169
Open Interest	2,457	2,786	5,243
	High	Low	Close	Change
Level	107.81	105.76	106.75	-0.57
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	98	38	136
	High	Low	Close	Change
Level	69.28	68.26	68.73	-0.22
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	18	1	19
Open Interest	3,407	778	4,185
	High	Low	Close	Change
Level	126.60	124.85	125.72	-0.51
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	0	0
Open Interest	760	457	1,217
	High	Low	Close	Change
Level	47.99	46.86	47.71	-0.09
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	221	885	1,106
Open Interest	57,774	97,772	155,546
	High	Low	Close	Change
Level	52.38	51.47	51.84	-0.37
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	28,219	63,796	92,015
Open Interest	552,315	1,395,030	1,947,345
	High	Low	Close	Change
Level	22.74	21.02	21.58	0.05
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,082	12,782	13,864
	High	Low	Close	Change
Level	22.41	21.70	21.72	-0.19