A A A

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, January 22, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.94
Index Put/Call Ratio			1.10
Exchange Traded Products Put/Call Ratio			1.41
Equity Put/Call Ratio			0.68
CBOE Volatility Index (VIX) Put/Call Ratio			0.79

Sum of All Products
	Call	Put	Total
Volume	1,979,643	1,863,698	3,843,341
Open Interest	96,989,231	85,069,514	182,058,745
Index Options
	Call	Put	Total
Volume	826,367	912,165	1,738,532
Exchange Traded Products
	Call	Put	Total
Volume	223,779	316,387	540,166
Equity Options
	Call	Put	Total
Volume	929,497	635,146	1,564,643
Equity LEAPS
	Call	Put	Total
Volume	74,020	51,979	125,999
Open Interest	19,548,973	15,350,301	34,899,274
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	321,544	277,961	599,505
Open Interest	3,297,651	2,618,387	5,916,038

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
917.96	920.15	916.38	920.12
VXTH - CBOE VIX Tail Hedge Index
			Close
			150.30
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
141.72	142.15	141.44	142.15
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
514.68	516.81	513.36	516.73
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,211.02	1,215.80	1,207.93	1,215.80
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
371.30	371.58	370.28	371.51
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
235.30	235.59	234.72	235.59
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
179.08	179.77	178.83	179.77
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,232.20	1,242.06	1,232.20	1,242.06
VIX - CBOE Volatility Index
Open	High	Low	Close
13.28	13.32	12.43	12.43
VVIX - CBOE VVIX Index
Open	High	Low	Close
76.16	78.64	73.87	73.87
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
17.33	17.33	16.24	16.24
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
11.47	12.32	11.29	11.32
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
15.72	16.43	14.77	14.78
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.83	13.12	11.90	11.98
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.17	15.56	14.03	14.08
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
15.60	15.62	14.72	14.72
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			82.32
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
21.98	22.22	21.54	21.67
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.80	13.80	12.50	12.71
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.19	9.19	8.56	8.57
VPD - CBOE VIX Premium Strategy Index
			Close
			228.81
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			226.62
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.76
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.49	63.86	60.82	60.84
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
70.87	71.17	66.90	67.39
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.93
EXQ - CBOE Exchange Index
Open	High	Low	Close
98.67	99.58	98.64	99.58
CYX - CBOE China Index
Open	High	Low	Close
666.25	669.55	664.62	669.54

3rd-party Advertisement

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	479,681	377,522	857,203
Open Interest	4,495,416	1,986,191	6,481,607
	High	Low	Close	Change
Level	13.32	12.43	12.43	-0.03
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	0	30
	High	Low	Close	Change
Level	19.04	17.44	17.73	0.25
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	15	0	15
Open Interest	113	25	138
	High	Low	Close	Change
Level	17.33	16.24	16.24	0.39
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	34	14	48
Open Interest	101	112	213
	High	Low	Close	Change
Level	22.22	21.54	21.67	-0.31
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	20	0	20
Open Interest	45	6	51
	High	Low	Close	Change
Level	13.80	12.50	12.71	-1.09
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	412	0	412
	High	Low	Close	Change
Level	13.32	12.43	12.43	-0.03
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	1,492.56	1,481.18	1,492.56	6.58
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	332,332	509,126	841,458
Open Interest	3,515,832	5,631,144	9,146,976
	High	Low	Close	Change
Level	1,492.56	1,481.16	1,492.56	6.58
S&P 500 Index Weeklys
	Call	Put	Total
Volume	93,671	88,814	182,485
Open Interest	248,623	310,654	559,277
	High	Low	Close	Change
Level	1,492.56	1,481.16	1,492.56	6.58
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	55	155	210
Open Interest	1,522	3,770	5,292
	High	Low	Close	Change
Level	149.26	148.12	149.26	0.66
SPDR Options - (SPY)
	Call	Put	Total
Volume	74,170	147,340	221,510
Open Interest	5,511,153	8,905,242	14,416,395
	High	Low	Close	Change
Level	149.13	147.98	149.13	0.77
SPDR Options LEAPS
	Call	Put	Total
Volume	3,723	4,523	8,246
Open Interest	492,717	719,044	1,211,761
	High	Low	Close	Change
Level	149.13	147.98	149.13	0.77
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	29,258	47,234	76,492
Open Interest	946,754	688,746	1,635,500
	High	Low	Close	Change
Level	149.13	147.98	149.13	0.77
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	2,782	5,593	8,375
Open Interest	16,050	18,533	34,583
	High	Low	Close	Change
Level	673.58	668.71	673.58	2.21
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	10	96	106
Open Interest	645	164	809
	High	Low	Close	Change
Level	673.58	668.71	673.58	2.21
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,329	1,264	2,593
Open Interest	1,681	2,895	4,576
	High	Low	Close	Change
Level	673.58	668.71	673.58	2.21
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	1,119	1,090	2,209
Open Interest	4,756	3,221	7,977
	High	Low	Close	Change
Level	673.58	668.71	673.58	2.21
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	20	20
Open Interest	288	102	390
	High	Low	Close	Change
Level	673.58	668.71	673.58	2.21
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	917	954	1,871
Open Interest	1,822	600	2,422
	High	Low	Close	Change
Level	673.58	668.71	673.58	2.21
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	18,638	5,416	24,054
Open Interest	2,047,296	1,126,372	3,173,668
	High	Low	Close	Change
Level	164.22	163.37	163.69	0.58
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	13,065	20,173	33,238
Open Interest	1,502,537	1,113,653	2,616,190
	High	Low	Close	Change
Level	67.23	66.73	67.18	0.11
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	216	33	249
Open Interest	79,282	92,868	172,150
	High	Low	Close	Change
Level	67.23	66.73	67.18	0.11
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	5,090	8,022	13,112
Open Interest	233,393	118,664	352,057
	High	Low	Close	Change
Level	67.23	66.73	67.18	0.11
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	99	99
Open Interest	2,511	2,319	4,830
	High	Low	Close	Change
Level	67.46	66.97	67.45	0.25
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	67.46	66.97	67.45	0.25
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	0	0
Open Interest	22,275	15,041	37,316
	High	Low	Close	Change
Level	274.69	272.71	274.62	0.30
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,654	3,097
	High	Low	Close	Change
Level	274.69	272.71	274.62	0.30
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	3,966	7,293	11,259
Open Interest	72,227	95,767	167,994
	High	Low	Close	Change
Level	2,747.52	2,726.86	2,746.19	2.95
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,587	2,289	3,876
Open Interest	192,403	172,624	365,027
	High	Low	Close	Change
Level	136.77	135.92	136.74	0.66
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	80	193	273
Open Interest	48,705	28,612	77,317
	High	Low	Close	Change
Level	136.77	135.92	136.74	0.66
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	654	530	1,184
Open Interest	2,633	2,156	4,789
	High	Low	Close	Change
Level	136.77	135.92	136.74	0.66
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,235	3,949	5,184
Open Interest	101,290	60,288	161,578
	High	Low	Close	Change
Level	137.12	136.23	137.12	0.62
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	67	496	563
Open Interest	46,167	6,092	52,259
	High	Low	Close	Change
Level	137.12	136.23	137.12	0.62
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	16	37	53
	High	Low	Close	Change
Level	55.11	54.55	55.10	0.50
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	15,578	52,158	67,736
Open Interest	1,231,108	3,439,552	4,670,660
	High	Low	Close	Change
Level	89.26	88.38	89.21	0.63
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	296	766	1,062
Open Interest	111,685	208,467	320,152
	High	Low	Close	Change
Level	89.26	88.38	89.21	0.63
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	5,581	10,107	15,688
Open Interest	76,314	164,414	240,728
	High	Low	Close	Change
Level	89.26	88.38	89.21	0.63
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	4,642	6,937	11,579
Open Interest	230,808	289,727	520,535
	High	Low	Close	Change
Level	899.24	891.08	899.24	6.44
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	156	272	428
Open Interest	48,258	91,353	139,611
	High	Low	Close	Change
Level	132.21	131.77	132.15	-0.04
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	3	3
Open Interest	2,424	6,378	8,802
	High	Low	Close	Change
Level	132.21	131.77	132.15	-0.04
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	27	70	97
Open Interest	29,843	9,460	39,303
	High	Low	Close	Change
Level	27.89	27.60	27.65	-0.22
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	6	0	6
Open Interest	765	1,095	1,860
	High	Low	Close	Change
Level	19.11	18.90	19.09	0.18
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	25	20	45
Open Interest	17,063	3,201	20,264
	High	Low	Close	Change
Level	28.14	27.98	28.08	0.08
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	17	71	88
	High	Low	Close	Change
Level	28.81	28.63	28.74	0.11
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	1	64	65
Open Interest	1,190	635	1,825
	High	Low	Close	Change
Level	27.15	26.88	27.08	0.17
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	462	120	582
	High	Low	Close	Change
Level	58.36	58.00	58.18	0.40
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	214	146	360
	High	Low	Close	Change
Level	55.61	54.94	55.35	0.82
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	509	97	606
	High	Low	Close	Change
Level	58.08	57.83	57.92	0.21
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	20	0	20
Open Interest	1,394	229	1,623
	High	Low	Close	Change
Level	33.64	33.41	33.57	0.13
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	1,402	1,397	2,799
Open Interest	131,660	88,811	220,471
	High	Low	Close	Change
Level	20.20	19.69	19.98	-0.14
United States Oil Fund - (USO)
	Call	Put	Total
Volume	9,268	8,447	17,715
Open Interest	339,349	376,576	715,925
	High	Low	Close	Change
Level	35.09	34.75	35.01	0.24
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	5,796	2,393	8,189
Open Interest	429,419	831,678	1,261,097
	High	Low	Close	Change
Level	58.18	57.83	58.17	0.03
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	24	47	71
Open Interest	5,566	21,131	26,697
	High	Low	Close	Change
Level	145.65	143.86	145.48	0.70
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	41	12	53
	High	Low	Close	Change
Level	88.64	87.90	88.54	0.47
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	14	14
Open Interest	12,480	6,362	18,842
	High	Low	Close	Change
Level	59.76	59.15	59.75	0.49
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,643	31,218	32,861
	High	Low	Close	Change
Level	107.22	106.85	107.17	0.09
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	29	0	29
Open Interest	3,844	5,828	9,672
	High	Low	Close	Change
Level	79.70	78.94	79.65	0.65
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,377	3,862	6,239
	High	Low	Close	Change
Level	101.38	100.41	101.35	0.55
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	2	0	2
Open Interest	30	8	38
	High	Low	Close	Change
Level	66.09	65.57	66.08	0.32
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	10	10
Open Interest	3,995	630	4,625
	High	Low	Close	Change
Level	119.67	118.67	119.67	0.83
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	10	0	10
Open Interest	359	979	1,338
	High	Low	Close	Change
Level	45.81	45.50	45.81	0.22
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	79	237	316
Open Interest	56,445	109,845	166,290
	High	Low	Close	Change
Level	49.98	49.69	49.95	0.13
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	21,768	15,465	37,233
Open Interest	465,900	1,128,115	1,594,015
	High	Low	Close	Change
Level	24.46	23.17	23.29	-0.68
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	80	80
Open Interest	1,180	29,017	30,197
	High	Low	Close	Change
Level	23.91	23.20	23.26	-0.81