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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 Friday, January 25, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.88
Index Put/Call Ratio			0.95
Exchange Traded Products Put/Call Ratio			1.36
Equity Put/Call Ratio			0.64
CBOE Volatility Index (VIX) Put/Call Ratio			0.46

Sum of All Products
	Call	Put	Total
Volume	2,004,687	1,756,044	3,760,731
Open Interest	107,456,754	95,247,562	202,704,316
Index Options
	Call	Put	Total
Volume	618,073	585,089	1,203,162
Exchange Traded Products
	Call	Put	Total
Volume	390,741	533,044	923,785
Equity Options
	Call	Put	Total
Volume	995,873	637,911	1,633,784
Equity LEAPS
	Call	Put	Total
Volume	72,092	37,763	109,855
Open Interest	20,601,088	15,954,361	36,555,449
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	573,083	593,035	1,166,118
Open Interest	4,815,684	4,585,892	9,401,576

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
921.03	922.58	920.71	922.20
VXTH - CBOE VIX Tail Hedge Index
			Close
			151.30
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
142.48	142.87	142.42	142.84
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
517.76	520.43	517.76	520.20
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,218.95	1,221.66	1,217.53	1,221.18
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
371.15	372.27	370.89	371.68
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
236.10	236.43	236.10	236.43
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
179.97	180.12	179.54	180.01
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,243.46	1,245.21	1,243.46	1,244.95
VIX - CBOE Volatility Index
Open	High	Low	Close
12.63	12.99	12.50	12.89
VVIX - CBOE VVIX Index
Open	High	Low	Close
76.23	79.12	75.78	76.92
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
16.58	16.96	16.20	16.46
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
11.45	11.94	11.44	11.75
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
15.54	16.49	15.52	16.05
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.15	12.85	12.11	12.45
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.26	14.34	13.78	14.06
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
14.58	14.79	14.43	14.66
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
21.92	22.73	21.80	22.52
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.49	14.54	13.49	14.08
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.45	8.48	8.28	8.28
VPD - CBOE VIX Premium Strategy Index
			Close
			228.70
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			226.51
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.83
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.61	62.62	61.06	61.41
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
67.71	69.07	66.41	68.48
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.16
EXQ - CBOE Exchange Index
Open	High	Low	Close
100.08	100.42	99.56	100.41
CYX - CBOE China Index
Open	High	Low	Close
663.24	663.24	656.89	659.71

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	265,335	123,295	388,630
Open Interest	5,189,598	2,104,875	7,294,473
	High	Low	Close	Change
Level	12.99	12.50	12.89	0.20
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	0	30
	High	Low	Close	Change
Level	18.73	18.07	18.36	-0.03
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	128	25	153
	High	Low	Close	Change
Level	16.96	16.20	16.46	0.25
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	109	122	231
	High	Low	Close	Change
Level	22.73	21.80	22.52	0.04
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	55	6	61
	High	Low	Close	Change
Level	14.54	13.49	14.08	1.05
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	422	0	422
	High	Low	Close	Change
Level	12.99	12.50	12.89	0.20
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	5	5
Open Interest	0	0	0
	High	Low	Close	Change
Level	1,503.24	1,495.97	1,502.96	8.14
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	337,388	436,076	773,464
Open Interest	3,894,490	6,215,708	10,110,198
	High	Low	Close	Change
Level	1,503.26	1,494.82	1,502.96	8.14
S&P 500 Index Weeklys
	Call	Put	Total
Volume	122,456	161,297	283,753
Open Interest	325,513	474,872	800,385
	High	Low	Close	Change
Level	1,503.26	1,494.82	1,502.96	8.14
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	106	7	113
Open Interest	2,075	4,303	6,378
	High	Low	Close	Change
Level	150.33	149.48	150.30	0.82
SPDR Options - (SPY)
	Call	Put	Total
Volume	165,832	220,922	386,754
Open Interest	5,918,320	10,190,158	16,108,478
	High	Low	Close	Change
Level	150.25	149.37	150.25	0.83
SPDR Options LEAPS
	Call	Put	Total
Volume	4,000	9,223	13,223
Open Interest	518,446	780,460	1,298,906
	High	Low	Close	Change
Level	150.25	149.37	150.25	0.83
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	100,790	126,766	227,556
Open Interest	937,344	1,114,019	2,051,363
	High	Low	Close	Change
Level	150.25	149.37	150.25	0.83
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	4,544	7,026	11,570
Open Interest	19,836	25,620	45,456
	High	Low	Close	Change
Level	677.76	673.97	677.15	3.18
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	5	45	50
Open Interest	718	220	938
	High	Low	Close	Change
Level	677.76	673.97	677.15	3.18
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,502	4,759	6,261
Open Interest	2,787	4,926	7,713
	High	Low	Close	Change
Level	677.76	673.97	677.15	3.18
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	692	3,347	4,039
Open Interest	5,827	11,423	17,250
	High	Low	Close	Change
Level	677.76	673.97	677.15	3.18
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	354	122	476
	High	Low	Close	Change
Level	677.76	673.97	677.15	3.18
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	556	3,252	3,808
Open Interest	2,474	8,513	10,987
	High	Low	Close	Change
Level	677.76	673.97	677.15	3.18
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	14,062	14,035	28,097
Open Interest	2,173,008	1,217,434	3,390,442
	High	Low	Close	Change
Level	161.04	160.31	160.64	-0.77
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	17,744	25,345	43,089
Open Interest	1,709,072	1,363,262	3,072,334
	High	Low	Close	Change
Level	67.19	66.74	67.00	0.34
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	912	292	1,204
Open Interest	101,460	115,885	217,345
	High	Low	Close	Change
Level	67.19	66.74	67.00	0.34
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	12,730	18,011	30,741
Open Interest	340,603	200,045	540,648
	High	Low	Close	Change
Level	67.19	66.74	67.00	0.34
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	3	68	71
Open Interest	2,533	2,445	4,978
	High	Low	Close	Change
Level	67.86	67.54	67.82	0.32
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	67.86	67.54	67.82	0.32
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	322	322
Open Interest	22,367	50,331	72,698
	High	Low	Close	Change
Level	274.50	272.35	273.67	1.32
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,654	3,097
	High	Low	Close	Change
Level	274.50	272.35	273.67	1.32
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	2,960	3,523	6,483
Open Interest	77,161	110,024	187,185
	High	Low	Close	Change
Level	2,745.09	2,726.73	2,736.73	13.20
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,521	1,717	3,238
Open Interest	212,987	206,288	419,275
	High	Low	Close	Change
Level	138.63	138.04	138.63	0.60
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	128	60	188
Open Interest	51,253	30,068	81,321
	High	Low	Close	Change
Level	138.63	138.04	138.63	0.60
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	673	393	1,066
Open Interest	5,252	11,911	17,163
	High	Low	Close	Change
Level	138.63	138.04	138.63	0.60
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,822	2,372	4,194
Open Interest	103,975	62,394	166,369
	High	Low	Close	Change
Level	138.96	138.25	138.96	0.71
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	100	7	107
Open Interest	46,309	6,548	52,857
	High	Low	Close	Change
Level	138.96	138.25	138.96	0.71
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	34	37	71
	High	Low	Close	Change
Level	55.23	54.84	54.94	-0.09
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	12,045	85,402	97,447
Open Interest	1,412,656	3,980,544	5,393,200
	High	Low	Close	Change
Level	89.94	89.29	89.90	0.65
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	1,130	49	1,179
Open Interest	117,156	218,727	335,883
	High	Low	Close	Change
Level	89.94	89.29	89.90	0.65
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	3,462	27,469	30,931
Open Interest	116,836	290,985	407,821
	High	Low	Close	Change
Level	89.94	89.29	89.90	0.65
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	4,680	8,024	12,704
Open Interest	249,708	322,176	571,884
	High	Low	Close	Change
Level	905.24	900.10	905.24	5.05
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	246	465	711
Open Interest	51,557	94,277	145,834
	High	Low	Close	Change
Level	133.73	133.48	133.55	0.84
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	4	4	8
Open Interest	2,451	6,378	8,829
	High	Low	Close	Change
Level	133.73	133.48	133.55	0.84
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	49	62	111
Open Interest	61,018	12,941	73,959
	High	Low	Close	Change
Level	27.60	27.48	27.56	-0.04
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	24	24
Open Interest	972	1,132	2,104
	High	Low	Close	Change
Level	19.10	18.92	18.97	-0.15
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	25	25
Open Interest	18,646	4,049	22,695
	High	Low	Close	Change
Level	28.09	27.94	28.01	-0.06
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	17	91	108
	High	Low	Close	Change
Level	28.93	28.72	28.80	-0.02
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,336	812	2,148
	High	Low	Close	Change
Level	27.14	26.90	26.99	-0.01
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	515	162	677
	High	Low	Close	Change
Level	57.09	56.84	56.93	-0.39
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	223	136	359
	High	Low	Close	Change
Level	54.09	53.54	53.83	-0.74
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	509	97	606
	High	Low	Close	Change
Level	56.90	56.71	56.80	-0.30
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,557	392	1,949
	High	Low	Close	Change
Level	33.64	33.42	33.56	-0.04
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,212	1,307	3,519
Open Interest	146,155	104,044	250,199
	High	Low	Close	Change
Level	19.66	19.33	19.51	-0.01
United States Oil Fund - (USO)
	Call	Put	Total
Volume	4,711	4,073	8,784
Open Interest	406,001	445,181	851,182
	High	Low	Close	Change
Level	34.92	34.54	34.76	0.02
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	926	871	1,797
Open Interest	453,729	856,052	1,309,781
	High	Low	Close	Change
Level	59.03	58.70	59.03	0.63
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	30	0	30
Open Interest	5,964	21,277	27,241
	High	Low	Close	Change
Level	146.12	144.36	146.01	1.32
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	3	0	3
Open Interest	46	12	58
	High	Low	Close	Change
Level	89.81	89.02	89.78	0.75
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	215	15	230
Open Interest	12,900	6,703	19,603
	High	Low	Close	Change
Level	59.91	59.57	59.91	0.22
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	31	31
Open Interest	1,836	31,276	33,112
	High	Low	Close	Change
Level	106.63	106.26	106.33	-0.71
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,022	5,894	9,916
	High	Low	Close	Change
Level	79.99	79.53	79.87	0.30
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,542	4,203	6,745
	High	Low	Close	Change
Level	102.54	101.77	102.49	0.79
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	49	8	57
	High	Low	Close	Change
Level	67.09	66.61	67.08	0.66
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	1	1	2
Open Interest	4,532	713	5,245
	High	Low	Close	Change
Level	121.17	120.37	121.16	0.99
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	40	40
Open Interest	355	2,000	2,355
	High	Low	Close	Change
Level	46.62	46.28	46.55	-0.92
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	804	1,451	2,255
Open Interest	64,275	117,417	181,692
	High	Low	Close	Change
Level	50.92	50.45	50.88	0.53
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	17,138	31,923	49,061
Open Interest	634,722	1,299,893	1,934,615
	High	Low	Close	Change
Level	23.40	22.58	22.95	0.15
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	25	5,000	5,025
Open Interest	1,298	29,561	30,859
	High	Low	Close	Change
Level	22.73	22.38	22.46	-0.10