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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, January 23, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.89
Index Put/Call Ratio			0.88
Exchange Traded Products Put/Call Ratio			1.43
Equity Put/Call Ratio			0.69
CBOE Volatility Index (VIX) Put/Call Ratio			0.51

Sum of All Products
	Call	Put	Total
Volume	1,922,458	1,714,709	3,637,167
Open Interest	100,836,047	88,246,743	189,082,790
Index Options
	Call	Put	Total
Volume	786,043	691,534	1,477,577
Exchange Traded Products
	Call	Put	Total
Volume	319,857	456,811	776,668
Equity Options
	Call	Put	Total
Volume	816,558	566,364	1,382,922
Equity LEAPS
	Call	Put	Total
Volume	52,529	41,832	94,361
Open Interest	20,022,969	15,557,027	35,579,996
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	319,413	290,171	609,584
Open Interest	3,864,944	3,187,936	7,052,880

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
921.03	921.23	919.45	920.71
VXTH - CBOE VIX Tail Hedge Index
			Close
			150.42
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
142.32	142.32	141.93	142.25
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
516.73	518.09	516.03	517.59
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,217.17	1,218.20	1,214.18	1,217.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
372.77	372.99	372.34	372.54
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
235.92	236.11	235.78	235.97
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
179.82	179.86	179.47	179.53
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,242.06	1,243.42	1,241.85	1,243.12
VIX - CBOE Volatility Index
Open	High	Low	Close
12.67	12.67	12.30	12.46
VVIX - CBOE VVIX Index
Open	High	Low	Close
74.19	74.21	70.74	71.86
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
16.70	16.73	15.69	15.69
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
11.32	11.64	11.23	11.31
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
15.02	15.47	14.97	15.34
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.00	12.15	11.65	11.81
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.01	14.38	13.99	14.28
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
14.90	14.90	14.39	14.50
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			82.35
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
21.37	22.93	20.92	22.75
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
12.54	12.63	12.30	12.46
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.34	8.51	8.33	8.41
VPD - CBOE VIX Premium Strategy Index
			Close
			229.60
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			227.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.82
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.54	62.38	60.21	60.44
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
68.11	68.80	63.86	65.07
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.61
EXQ - CBOE Exchange Index
Open	High	Low	Close
99.48	99.66	98.82	99.38
CYX - CBOE China Index
Open	High	Low	Close
669.22	670.45	668.06	669.68

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	495,233	254,512	749,745
Open Interest	4,686,226	2,085,444	6,771,670
	High	Low	Close	Change
Level	12.67	12.30	12.46	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	17.84	17.19	17.72	-0.01
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	128	25	153
	High	Low	Close	Change
Level	16.73	15.69	15.69	-0.55
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	109	126	235
	High	Low	Close	Change
Level	22.93	20.92	22.75	1.08
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	55	6	61
	High	Low	Close	Change
Level	12.63	12.30	12.46	-0.25
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	12.67	12.30	12.46	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	1,496.13	1,489.92	1,494.81	2.25
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	276,399	412,315	688,714
Open Interest	3,626,745	5,817,221	9,443,966
	High	Low	Close	Change
Level	1,496.13	1,489.90	1,494.81	2.25
S&P 500 Index Weeklys
	Call	Put	Total
Volume	68,252	64,992	133,244
Open Interest	286,022	367,328	653,350
	High	Low	Close	Change
Level	1,496.13	1,489.90	1,494.81	2.25
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	518	742	1,260
Open Interest	1,576	3,918	5,494
	High	Low	Close	Change
Level	149.61	148.99	149.48	0.22
SPDR Options - (SPY)
	Call	Put	Total
Volume	125,126	261,723	386,849
Open Interest	5,580,803	9,239,958	14,820,761
	High	Low	Close	Change
Level	149.50	148.86	149.34	0.27
SPDR Options LEAPS
	Call	Put	Total
Volume	802	4,122	4,924
Open Interest	502,390	733,646	1,236,036
	High	Low	Close	Change
Level	149.50	148.86	149.34	0.27
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	60,255	73,847	134,102
Open Interest	932,240	765,420	1,697,660
	High	Low	Close	Change
Level	149.50	148.86	149.34	0.27
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	3,464	2,945	6,409
Open Interest	17,410	21,058	38,468
	High	Low	Close	Change
Level	676.44	673.54	675.77	2.19
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	0	0
Open Interest	655	194	849
	High	Low	Close	Change
Level	676.44	673.54	675.77	2.19
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,303	949	2,252
Open Interest	2,052	3,429	5,481
	High	Low	Close	Change
Level	676.44	673.54	675.77	2.19
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	1,107	5,122	6,229
Open Interest	5,473	4,089	9,562
	High	Low	Close	Change
Level	676.44	673.54	675.77	2.19
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	288	122	410
	High	Low	Close	Change
Level	676.44	673.54	675.77	2.19
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	1,054	5,016	6,070
Open Interest	2,349	1,335	3,684
	High	Low	Close	Change
Level	676.44	673.54	675.77	2.19
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	10,100	12,748	22,848
Open Interest	2,119,033	1,151,947	3,270,980
	High	Low	Close	Change
Level	163.95	163.00	163.22	-0.46
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	14,380	21,503	35,883
Open Interest	1,569,173	1,203,788	2,772,961
	High	Low	Close	Change
Level	67.79	67.46	67.59	0.41
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	44	115	159
Open Interest	79,920	93,635	173,555
	High	Low	Close	Change
Level	67.79	67.46	67.59	0.41
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	8,214	4,877	13,091
Open Interest	283,973	145,322	429,295
	High	Low	Close	Change
Level	67.79	67.46	67.59	0.41
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,517	2,418	4,935
	High	Low	Close	Change
Level	67.75	67.45	67.67	0.20
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	67.75	67.45	67.67	0.20
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	97	97
Open Interest	22,326	15,130	37,456
	High	Low	Close	Change
Level	276.90	274.62	276.22	1.60
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,654	3,097
	High	Low	Close	Change
Level	276.90	274.62	276.22	1.60
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	4,721	7,948	12,669
Open Interest	74,495	101,758	176,253
	High	Low	Close	Change
Level	2,769.31	2,756.59	2,762.17	15.98
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	2,014	2,756	4,770
Open Interest	198,259	180,895	379,154
	High	Low	Close	Change
Level	137.63	137.14	137.45	0.71
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	423	17	440
Open Interest	49,602	29,118	78,720
	High	Low	Close	Change
Level	137.63	137.14	137.45	0.71
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	114	755	869
Open Interest	3,592	5,054	8,646
	High	Low	Close	Change
Level	137.63	137.14	137.45	0.71
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	2,471	1,976	4,447
Open Interest	101,641	59,909	161,550
	High	Low	Close	Change
Level	137.94	137.10	137.79	0.67
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	8	61	69
Open Interest	46,234	6,444	52,678
	High	Low	Close	Change
Level	137.94	137.10	137.79	0.67
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	3	0	3
Open Interest	16	37	53
	High	Low	Close	Change
Level	55.30	54.92	55.03	-0.07
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	11,374	36,007	47,381
Open Interest	1,301,994	3,630,139	4,932,133
	High	Low	Close	Change
Level	89.28	88.91	88.98	-0.21
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	1	53	54
Open Interest	115,290	214,187	329,477
	High	Low	Close	Change
Level	89.28	88.91	88.98	-0.21
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	3,674	5,565	9,239
Open Interest	94,889	205,195	300,084
	High	Low	Close	Change
Level	89.28	88.91	88.98	-0.21
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	1,644	5,391	7,035
Open Interest	245,723	315,140	560,863
	High	Low	Close	Change
Level	899.53	896.22	896.70	-2.54
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	161	374	535
Open Interest	48,768	92,658	141,426
	High	Low	Close	Change
Level	132.41	131.62	132.17	0.01
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	2	2
Open Interest	2,431	6,374	8,805
	High	Low	Close	Change
Level	132.41	131.62	132.17	0.01
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	4,254	138	4,392
Open Interest	30,401	9,872	40,273
	High	Low	Close	Change
Level	27.73	27.58	27.71	0.06
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	886	1,105	1,991
	High	Low	Close	Change
Level	19.27	19.07	19.14	0.04
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	53	0	53
Open Interest	17,519	3,388	20,907
	High	Low	Close	Change
Level	28.14	28.02	28.09	0.03
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	17	71	88
	High	Low	Close	Change
Level	28.77	28.67	28.75	0.04
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	5	2	7
Open Interest	1,224	729	1,953
	High	Low	Close	Change
Level	27.08	26.74	26.85	-0.24
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	62	62
Open Interest	462	120	582
	High	Low	Close	Change
Level	58.35	58.02	58.08	-0.20
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	3	0	3
Open Interest	217	146	363
	High	Low	Close	Change
Level	55.84	55.46	55.49	-0.12
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	509	97	606
	High	Low	Close	Change
Level	57.99	57.70	57.74	-0.18
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	12	0	12
Open Interest	1,531	299	1,830
	High	Low	Close	Change
Level	33.60	33.39	33.51	-0.06
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	907	271	1,178
Open Interest	136,453	94,203	230,656
	High	Low	Close	Change
Level	20.15	19.80	20.01	0.03
United States Oil Fund - (USO)
	Call	Put	Total
Volume	2,784	7,458	10,242
Open Interest	380,381	400,370	780,751
	High	Low	Close	Change
Level	35.01	34.38	34.61	-0.40
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	1,951	1,681	3,632
Open Interest	437,711	839,565	1,277,276
	High	Low	Close	Change
Level	58.16	57.88	58.12	-0.06
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	23	0	23
Open Interest	5,753	21,093	26,846
	High	Low	Close	Change
Level	145.88	144.34	144.51	-0.97
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	6	0	6
Open Interest	41	12	53
	High	Low	Close	Change
Level	88.70	88.22	88.43	-0.23
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	4	4
Open Interest	12,570	6,508	19,078
	High	Low	Close	Change
Level	59.71	59.37	59.49	-0.25
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,753	31,236	32,989
	High	Low	Close	Change
Level	107.35	107.15	107.21	0.05
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,906	5,869	9,775
	High	Low	Close	Change
Level	79.69	79.40	79.46	-0.20
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,430	4,024	6,454
	High	Low	Close	Change
Level	101.48	101.00	101.08	-0.25
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	32	8	40
	High	Low	Close	Change
Level	66.12	65.87	66.01	-0.03
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	264	0	264
Open Interest	4,011	670	4,681
	High	Low	Close	Change
Level	119.75	119.27	119.57	-0.04
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	0	0
Open Interest	349	979	1,328
	High	Low	Close	Change
Level	45.88	45.61	45.88	0.05
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	6	121	127
Open Interest	59,325	111,171	170,496
	High	Low	Close	Change
Level	50.04	49.72	49.99	0.04
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	46,715	57,560	104,275
Open Interest	512,384	1,144,990	1,657,374
	High	Low	Close	Change
Level	23.37	22.54	22.67	-0.63
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	20	20
Open Interest	1,170	29,323	30,493
	High	Low	Close	Change
Level	23.09	22.34	22.51	-0.75