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.

CBOE Market Statistics Summary Data

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 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



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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