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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 Wednesday, November 21, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.86
Index Put/Call Ratio			1.00
Exchange Traded Products Put/Call Ratio			1.14
Equity Put/Call Ratio			0.61
CBOE Volatility Index (VIX) Put/Call Ratio			0.54

Sum of All Products
	Call	Put	Total
Volume	1,695,193	1,464,383	3,159,576
Open Interest	138,603,259	125,068,073	263,671,332
Index Options
	Call	Put	Total
Volume	696,031	697,130	1,393,161
Exchange Traded Products
	Call	Put	Total
Volume	299,233	340,931	640,164
Equity Options
	Call	Put	Total
Volume	699,929	426,322	1,126,251
Equity LEAPS
	Call	Put	Total
Volume	29,896	18,633	48,529
Open Interest	14,228,347	10,842,271	25,070,618
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	338,874	366,299	705,173
Open Interest	2,165,233	2,649,215	4,814,448

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
896.76	897.43	896.29	896.84
VXTH - CBOE VIX Tail Hedge Index
			Close
			143.33
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
494.10	494.98	493.83	494.92
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,160.14	1,161.33	1,159.27	1,160.76
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
358.40	359.02	357.96	358.55
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
229.49	229.82	229.42	229.65
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
173.09	173.33	172.84	173.32
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,203.65	1,204.74	1,203.65	1,204.15
VIX - CBOE Volatility Index
Open	High	Low	Close
14.96	15.43	14.77	15.31
VVIX - CBOE VVIX Index
Open	High	Low	Close
86.26	87.49	83.66	85.85
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.22	21.46	20.61	20.88
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.02	14.15	13.69	14.10
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.01	18.02	17.54	17.85
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.07	15.65	14.98	15.48
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.18	16.75	15.91	16.21
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.24	17.58	17.10	17.58
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
29.83	30.10	28.71	29.49
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.52	13.52	12.87	13.22
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.19	7.29	7.18	7.22
VPD - CBOE VIX Premium Strategy Index
			Close
			220.41
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			218.87
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.53
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.54	63.78	60.35	63.02
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
64.65	65.59	63.49	65.52
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			13.28
EXQ - CBOE Exchange Index
Open	High	Low	Close
85.12	85.19	84.79	85.15
CYX - CBOE China Index
Open	High	Low	Close
581.39	585.80	581.08	585.75

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	491,583	264,119	755,702
Open Interest	3,865,151	1,888,322	5,753,473
	High	Low	Close	Change
Level	15.43	14.77	15.31	0.23
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	23.69	22.53	22.67	-0.43
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	10	0	10
Open Interest	0	0	0
	High	Low	Close	Change
Level	21.46	20.61	20.88	-0.43
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	30.10	28.71	29.49	-0.34
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	15	0	15
Open Interest	9	51	60
	High	Low	Close	Change
Level	13.52	12.87	13.22	-0.30
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	27	0	27
	High	Low	Close	Change
Level	15.43	14.77	15.31	0.23
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	1,391.25	1,386.39	1,391.03	3.22
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	192,212	416,851	609,063
Open Interest	4,774,040	7,673,152	12,447,192
	High	Low	Close	Change
Level	1,391.25	1,386.39	1,391.03	3.22
S&P 500 Index Weeklys
	Call	Put	Total
Volume	50,758	118,058	168,816
Open Interest	259,403	461,434	720,837
	High	Low	Close	Change
Level	1,391.25	1,386.39	1,391.03	3.22
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	45	80	125
Open Interest	3,495	6,714	10,209
	High	Low	Close	Change
Level	139.13	138.64	139.10	0.32
SPDR Options - (SPY)
	Call	Put	Total
Volume	135,683	152,026	287,709
Open Interest	6,807,395	12,322,276	19,129,671
	High	Low	Close	Change
Level	139.57	139.03	139.45	0.17
SPDR Options LEAPS
	Call	Put	Total
Volume	656	2,280	2,936
Open Interest	594,295	784,944	1,379,239
	High	Low	Close	Change
Level	139.57	139.03	139.45	0.17
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	53,823	75,934	129,757
Open Interest	425,959	702,958	1,128,917
	High	Low	Close	Change
Level	139.57	139.03	139.45	0.17
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	3,071	3,173	6,244
Open Interest	25,867	31,590	57,457
	High	Low	Close	Change
Level	634.68	632.08	634.42	1.73
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	5	4	9
Open Interest	1,382	640	2,022
	High	Low	Close	Change
Level	634.68	632.08	634.42	1.73
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,966	1,634	3,600
Open Interest	1,774	4,790	6,564
	High	Low	Close	Change
Level	634.68	632.08	634.42	1.73
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	805	950	1,755
Open Interest	8,343	10,757	19,100
	High	Low	Close	Change
Level	634.68	632.08	634.42	1.73
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	533	647	1,180
	High	Low	Close	Change
Level	634.68	632.08	634.42	1.73
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	767	914	1,681
Open Interest	1,921	5,440	7,361
	High	Low	Close	Change
Level	634.68	632.08	634.42	1.73
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	10,327	10,939	21,266
Open Interest	2,348,672	1,224,683	3,573,355
	High	Low	Close	Change
Level	167.82	166.97	167.57	0.17
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	20,777	14,418	35,195
Open Interest	2,005,196	2,076,205	4,081,401
	High	Low	Close	Change
Level	64.02	63.60	63.93	0.13
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	0	46	46
Open Interest	75,188	88,051	163,239
	High	Low	Close	Change
Level	64.02	63.60	63.93	0.13
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	5,280	3,915	9,195
Open Interest	66,979	134,551	201,530
	High	Low	Close	Change
Level	64.02	63.60	63.93	0.13
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,652	1,848	4,500
	High	Low	Close	Change
Level	63.81	63.55	63.79	0.17
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	63.81	63.55	63.79	0.17
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	105	2	107
Open Interest	57,452	98,354	155,806
	High	Low	Close	Change
Level	260.44	258.80	260.05	0.58
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	3,132	9,067	12,199
	High	Low	Close	Change
Level	260.44	258.80	260.05	0.58
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	2,636	2,211	4,847
Open Interest	120,325	159,707	280,032
	High	Low	Close	Change
Level	2,604.51	2,587.86	2,600.48	5.82
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,618	7,125	8,743
Open Interest	311,513	379,577	691,090
	High	Low	Close	Change
Level	128.22	127.54	128.15	0.44
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	70	51	121
Open Interest	33,516	17,767	51,283
	High	Low	Close	Change
Level	128.22	127.54	128.15	0.44
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	698	315	1,013
Open Interest	6,314	6,642	12,956
	High	Low	Close	Change
Level	128.22	127.54	128.15	0.44
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,033	1,131	2,164
Open Interest	126,835	75,236	202,071
	High	Low	Close	Change
Level	128.46	127.87	128.37	0.48
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	75	0	75
Open Interest	53,477	13,533	67,010
	High	Low	Close	Change
Level	128.46	127.87	128.37	0.48
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	5	0	5
Open Interest	146	87	233
	High	Low	Close	Change
Level	49.20	48.81	49.15	0.31
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	16,126	38,280	54,406
Open Interest	1,602,265	3,247,235	4,849,500
	High	Low	Close	Change
Level	79.73	79.13	79.68	0.39
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	105	682	787
Open Interest	89,837	202,221	292,058
	High	Low	Close	Change
Level	79.73	79.13	79.68	0.39
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	2,133	8,465	10,598
Open Interest	59,488	125,343	184,831
	High	Low	Close	Change
Level	79.73	79.13	79.68	0.39
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	2,524	8,613	11,137
Open Interest	244,070	391,931	636,001
	High	Low	Close	Change
Level	798.38	793.42	798.38	4.57
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	539	499	1,038
Open Interest	92,028	168,048	260,076
	High	Low	Close	Change
Level	127.41	127.22	127.32	0.02
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,491	5,234	6,725
	High	Low	Close	Change
Level	127.41	127.22	127.32	0.02
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	29	4	33
Open Interest	36,785	11,147	47,932
	High	Low	Close	Change
Level	28.80	28.67	28.68	-0.02
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	696	1,239	1,935
	High	Low	Close	Change
Level	18.14	18.02	18.12	-0.16
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	6	0	6
Open Interest	23,130	6,058	29,188
	High	Low	Close	Change
Level	27.96	27.74	27.96	0.12
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	32	87	119
	High	Low	Close	Change
Level	28.28	27.93	28.16	0.49
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,586	2,480	7,066
	High	Low	Close	Change
Level	25.12	24.78	25.06	0.12
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	787	252	1,039
	High	Low	Close	Change
Level	59.92	59.56	59.86	0.16
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	237	238	475
	High	Low	Close	Change
Level	57.51	56.85	57.51	0.32
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	633	426	1,059
	High	Low	Close	Change
Level	59.42	59.21	59.40	0.13
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	10	0	10
Open Interest	2,536	1,533	4,069
	High	Low	Close	Change
Level	32.78	32.51	32.77	0.14
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	4,272	2,864	7,136
Open Interest	431,265	474,313	905,578
	High	Low	Close	Change
Level	22.98	22.40	22.96	0.46
United States Oil Fund - (USO)
	Call	Put	Total
Volume	8,989	7,690	16,679
Open Interest	651,500	558,830	1,210,330
	High	Low	Close	Change
Level	32.17	31.68	32.12	0.17
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	557	2,706	3,263
Open Interest	784,490	1,180,118	1,964,608
	High	Low	Close	Change
Level	53.45	53.27	53.39	0.09
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	0	18	18
Open Interest	15,507	26,187	41,694
	High	Low	Close	Change
Level	136.98	135.64	136.53	0.32
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	12	0	12
Open Interest	100	48	148
	High	Low	Close	Change
Level	83.06	82.70	82.90	0.17
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	0	0
Open Interest	10,232	5,966	16,198
	High	Low	Close	Change
Level	56.41	56.16	56.37	0.03
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	1	1
Open Interest	3,116	35,836	38,952
	High	Low	Close	Change
Level	108.28	108.16	108.20	-0.16
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	53	0	53
Open Interest	5,167	5,234	10,401
	High	Low	Close	Change
Level	70.94	70.42	70.91	0.36
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	8	0	8
Open Interest	2,324	1,760	4,084
	High	Low	Close	Change
Level	91.02	90.38	90.97	0.50
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	5	0	5
Open Interest	2,048	605	2,653
	High	Low	Close	Change
Level	109.42	108.94	109.40	0.30
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	1,658	5	1,663
Open Interest	3,575	1,284	4,859
	High	Low	Close	Change
Level	44.27	44.02	44.25	0.15
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	175	1,748	1,923
Open Interest	112,638	176,359	288,997
	High	Low	Close	Change
Level	46.62	46.31	46.54	0.16
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	22,369	17,071	39,440
Open Interest	803,420	1,257,773	2,061,193
	High	Low	Close	Change
Level	31.65	30.50	31.34	0.19
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	22	22
Open Interest	1,194	25,523	26,717
	High	Low	Close	Change
Level	29.67	29.26	29.64	0.22