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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 02, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 0.73
Exchange Traded Products Put/Call Ratio 1.57
Equity Put/Call Ratio 0.77
CBOE Volatility Index (VIX) Put/Call Ratio 0.27
Sum of All Products
  Call Put Total  
Volume 2,191,801 2,008,917 4,200,718  
Open Interest 147,802,937 131,409,432 279,212,369  
Index Options
  Call Put Total  
Volume 756,772 555,031 1,311,803  
Exchange Traded Products
  Call Put Total  
Volume 440,561 690,352 1,130,913  
Equity Options
  Call Put Total  
Volume 994,468 763,534 1,758,002  

Equity LEAPS
  Call Put Total  
Volume 34,476 19,247 53,723  
Open Interest 12,966,083 9,529,769 22,495,852  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 513,825 576,437 1,090,262  
Open Interest 2,105,563 2,258,230 4,363,793  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
929.60 930.49 919.62 920.27
VXTH - CBOE VIX Tail Hedge Index
      Close
      146.37
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
505.35 506.98 502.42 502.78
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,202.17 1,203.63 1,186.85 1,187.77
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
373.64 373.80 369.41 369.56
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
238.47 238.49 235.23 235.42
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.87 182.00 179.45 179.45
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,243.99 1,249.05 1,235.08 1,236.40
VIX - CBOE Volatility Index
Open High Low Close
16.06 17.60 16.05 17.59
VVIX - CBOE VVIX Index
Open High Low Close
80.67 87.84 80.10 87.84
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.29 22.84 22.04 22.61
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.36 16.42 14.95 16.34
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.26 20.88 19.21 20.83
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.50 17.94 16.17 17.87
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.03 19.95 17.90 19.95
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.38 18.55 17.37 18.55
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.14 32.42 31.13 32.42
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.56 16.20 14.04 16.20
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.41 8.51 8.37 8.45
VPD - CBOE VIX Premium Strategy Index
      Close
      214.65
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      213.38
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.08
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.23 63.92 61.62 63.85
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
47.51 53.05 46.44 53.05
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.41
EXQ - CBOE Exchange Index
Open High Low Close
89.00 89.54 88.16 88.29
CYX - CBOE China Index
Open High Low Close
604.81 605.55 597.05 601.28



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 446,142 118,271 564,413  
Open Interest 4,760,095 2,311,523 7,071,618  
  High Low Close Change
Level 17.60 16.05 17.59 0.90
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 24.71 23.34 24.65 0.77
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 0 10  
  High Low Close Change
Level 22.84 22.04 22.61 -0.19
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 0 12  
  High Low Close Change
Level 32.42 31.13 32.42 1.13
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 20 20  
Open Interest 97 20 117  
  High Low Close Change
Level 16.20 14.04 16.20 1.71
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 1 10 11  
Open Interest 5 10 15  
  High Low Close Change
Level 17.60 16.05 17.59 0.90
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 1,434.20 1,413.18 1,414.20 -13.39
S&P 500 Index - (SPX)
  Call Put Total  
Volume 297,557 415,171 712,728  
Open Interest 4,657,356 7,935,184 12,592,540  
  High Low Close Change
Level 1,434.27 1,412.91 1,414.20 -13.39
S&P 500 Index Weeklys
  Call Put Total  
Volume 98,103 122,328 220,431  
Open Interest 243,681 466,458 710,139  
  High Low Close Change
Level 1,434.27 1,412.91 1,414.20 -13.39
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 8 47 55  
Open Interest 4,944 6,696 11,640  
  High Low Close Change
Level 143.43 141.29 141.42 -1.34
SPDR Options - (SPY)
  Call Put Total  
Volume 186,314 346,402 532,716  
Open Interest 6,661,769 12,954,887 19,616,656  
  High Low Close Change
Level 143.72 141.41 141.56 -1.35
SPDR Options LEAPS
  Call Put Total  
Volume 791 749 1,540  
Open Interest 524,561 665,561 1,190,122  
  High Low Close Change
Level 143.72 141.41 141.56 -1.35
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 94,667 170,257 264,924  
Open Interest 314,229 534,141 848,370  
  High Low Close Change
Level 143.72 141.41 141.56 -1.35
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,786 7,383 13,169  
Open Interest 27,042 45,340 72,382  
  High Low Close Change
Level 656.08 646.16 646.88 -6.22
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 15 4 19  
Open Interest 1,335 625 1,960  
  High Low Close Change
Level 656.08 646.16 646.88 -6.22
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 2,398 3,892 6,290  
Open Interest 2,655 9,268 11,923  
  High Low Close Change
Level 656.08 646.16 646.88 -6.22
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 793 911 1,704  
Open Interest 7,253 12,327 19,580  
  High Low Close Change
Level 656.08 646.16 646.88 -6.22
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 10 10  
Open Interest 501 591 1,092  
  High Low Close Change
Level 656.08 646.16 646.88 -6.22
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 238 192 430  
Open Interest 214 5,453 5,667  
  High Low Close Change
Level 656.08 646.16 646.88 -6.22
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 39,139 51,058 90,197  
Open Interest 2,590,860 1,326,461 3,917,321  
  High Low Close Change
Level 164.47 162.30 162.60 -3.48
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 44,106 41,533 85,639  
Open Interest 1,922,379 2,028,453 3,950,832  
  High Low Close Change
Level 66.21 65.11 65.17 -0.77
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 298 406 704  
Open Interest 63,152 76,459 139,611  
  High Low Close Change
Level 66.21 65.11 65.17 -0.77
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 25,076 19,830 44,906  
Open Interest 68,002 83,521 151,523  
  High Low Close Change
Level 66.21 65.11 65.17 -0.77
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 5 3 8  
Open Interest 2,768 2,340 5,108  
  High Low Close Change
Level 65.90 64.81 64.86 -0.60
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,544 481 2,025  
  High Low Close Change
Level 65.90 64.81 64.86 -0.60
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 554 554  
Open Interest 56,783 73,793 130,576  
  High Low Close Change
Level 269.98 265.59 265.63 -3.12
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,084 8,618 11,702  
  High Low Close Change
Level 269.98 265.59 265.63 -3.12
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,171 6,820 8,991  
Open Interest 128,052 176,126 304,178  
  High Low Close Change
Level 2,701.91 2,654.97 2,656.28 -31.24
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 5,118 5,225 10,343  
Open Interest 359,742 466,082 825,824  
  High Low Close Change
Level 132.61 130.47 130.67 -1.31
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 2 106 108  
Open Interest 31,450 15,470 46,920  
  High Low Close Change
Level 132.61 130.47 130.67 -1.31
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 443 1,391 1,834  
Open Interest 7,284 8,618 15,902  
  High Low Close Change
Level 132.61 130.47 130.67 -1.31
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,878 1,873 3,751  
Open Interest 139,574 84,071 223,645  
  High Low Close Change
Level 132.89 130.77 130.93 -1.40
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 133 0 133  
Open Interest 50,802 12,713 63,515  
  High Low Close Change
Level 132.89 130.77 130.93 -1.40
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 98 258  
  High Low Close Change
Level 51.59 50.72 50.72 -0.72
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 25,823 109,630 135,453  
Open Interest 1,685,903 3,436,289 5,122,192  
  High Low Close Change
Level 82.95 81.17 81.19 -1.29
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 4 68 72  
Open Interest 85,949 175,351 261,300  
  High Low Close Change
Level 82.95 81.17 81.19 -1.29
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 8,675 21,474 30,149  
Open Interest 34,045 104,261 138,306  
  High Low Close Change
Level 82.95 81.17 81.19 -1.29
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 2,416 2,873 5,289  
Open Interest 255,657 389,473 645,130  
  High Low Close Change
Level 830.55 814.34 814.37 -13.48
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 516 1,355 1,871  
Open Interest 92,934 176,661 269,595  
  High Low Close Change
Level 127.75 127.33 127.41 -1.11
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 29 72 101  
Open Interest 1,415 5,031 6,446  
  High Low Close Change
Level 127.75 127.33 127.41 -1.11
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 0 16 16  
Open Interest 38,556 12,580 51,136  
  High Low Close Change
Level 28.95 28.78 28.85 -0.13
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 801 1,195 1,996  
  High Low Close Change
Level 18.21 17.93 18.00 -0.25
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 70 70 140  
Open Interest 23,161 6,129 29,290  
  High Low Close Change
Level 27.60 27.12 27.14 -0.47
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 38 46 84  
  High Low Close Change
Level 27.30 26.80 26.83 -0.60
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 1 1  
Open Interest 4,608 1,224 5,832  
  High Low Close Change
Level 24.94 24.44 24.53 -0.45
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 596 177 773  
  High Low Close Change
Level 58.45 57.45 57.55 -1.44
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 206 214 420  
  High Low Close Change
Level 54.79 53.13 53.22 -2.32
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 427 392 819  
  High Low Close Change
Level 58.33 57.56 57.66 -1.25
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,140 1,552 2,692  
  High Low Close Change
Level 32.40 31.79 31.88 -0.57
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,117 3,803 6,920  
Open Interest 454,039 500,918 954,957  
  High Low Close Change
Level 21.46 20.81 20.85 -0.79
United States Oil Fund - (USO)
  Call Put Total  
Volume 6,249 6,495 12,744  
Open Interest 731,230 606,419 1,337,649  
  High Low Close Change
Level 31.96 31.23 31.35 -0.71
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,195 1,659 2,854  
Open Interest 799,914 1,139,471 1,939,385  
  High Low Close Change
Level 54.17 53.61 53.68 -0.55
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 1,527 190 1,717  
Open Interest 14,783 36,217 51,000  
  High Low Close Change
Level 134.03 130.75 130.89 -3.16
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 72 44 116  
  High Low Close Change
Level 84.52 83.66 83.94 -0.57
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 2 2 4  
Open Interest 8,604 3,342 11,946  
  High Low Close Change
Level 58.50 57.57 57.61 -0.65
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 159 159  
Open Interest 3,445 28,820 32,265  
  High Low Close Change
Level 107.64 107.25 107.62 0.09
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 2 10 12  
Open Interest 5,129 5,404 10,533  
  High Low Close Change
Level 74.14 72.75 72.75 -1.02
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,722 6,432 11,154  
  High Low Close Change
Level 94.27 92.04 92.07 -1.69
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,893 771 3,664  
  High Low Close Change
Level 112.08 110.38 110.41 -1.16
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 0 0  
Open Interest 166 616 782  
  High Low Close Change
Level 45.04 44.46 44.46 -0.24
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 918 2,391 3,309  
Open Interest 94,429 188,869 283,298  
  High Low Close Change
Level 47.25 46.54 46.57 -0.04
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 15,398 14,778 30,176  
Open Interest 967,090 1,282,125 2,249,215  
  High Low Close Change
Level 35.09 33.44 34.93 0.96
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 6 0 6  
Open Interest 1,259 25,677 26,936  
  High Low Close Change
Level 31.03 29.78 30.83 0.76
 
CBOE Volatility Index (VIX)