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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 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
 
CBOE Volatility Index (VIX)