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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 Friday, October 26, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.99
Index Put/Call Ratio 1.32
Exchange Traded Products Put/Call Ratio 1.18
Equity Put/Call Ratio 0.77
CBOE Volatility Index (VIX) Put/Call Ratio 0.56
Sum of All Products
  Call Put Total  
Volume 1,769,732 1,755,349 3,525,081  
Open Interest 143,455,783 127,969,682 271,425,465  
Index Options
  Call Put Total  
Volume 382,861 507,108 889,969  
Exchange Traded Products
  Call Put Total  
Volume 441,590 523,057 964,647  
Equity Options
  Call Put Total  
Volume 945,281 725,184 1,670,465  

Equity LEAPS
  Call Put Total  
Volume 28,324 18,908 47,232  
Open Interest 12,714,960 9,329,826 22,044,786  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 578,912 672,700 1,251,612  
Open Interest 2,820,436 3,292,486 6,112,922  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
918.14 920.72 912.82 918.02
VXTH - CBOE VIX Tail Hedge Index
      Close
      146.88
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
503.64 504.11 501.96 503.14
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,185.89 1,189.45 1,178.31 1,185.32
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
368.94 370.63 366.47 369.72
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
235.37 236.15 234.37 235.45
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.33 179.67 177.88 178.83
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,232.38 1,235.72 1,227.77 1,231.94
VIX - CBOE Volatility Index
Open High Low Close
18.03 18.64 17.52 17.81
VVIX - CBOE VVIX Index
Open High Low Close
91.11 92.40 88.91 89.43
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.57 24.89 23.76 24.12
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.69 17.19 16.20 16.55
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.65 22.39 21.12 21.12
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.69 18.83 17.34 17.88
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.19 20.56 19.19 19.58
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.87 19.41 18.65 19.02
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.95 32.27 31.46 32.21
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.13 15.36 14.92 14.92
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.87 8.89 8.68 8.71
VPD - CBOE VIX Premium Strategy Index
      Close
      213.67
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      212.52
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.75
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.89 67.92 65.26 65.66
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
54.09 58.34 51.44 52.28
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.17
EXQ - CBOE Exchange Index
Open High Low Close
87.14 87.60 86.67 87.25
CYX - CBOE China Index
Open High Low Close
594.98 595.19 588.24 589.23



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 110,301 61,421 171,722  
Open Interest 4,679,229 2,207,931 6,887,160  
  High Low Close Change
Level 18.64 17.52 17.81 -0.31
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 25.71 24.89 25.10 -0.38
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 10 0 10  
  High Low Close Change
Level 24.89 23.76 24.12 -0.08
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 12 0 12  
  High Low Close Change
Level 32.27 31.46 32.21 -0.06
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 97 10 107  
  High Low Close Change
Level 15.36 14.92 14.92 -0.44
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 5 10 15  
  High Low Close Change
Level 18.64 17.52 17.81 -0.31
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 1,417.01 1,403.31 1,411.94 -1.03
S&P 500 Index - (SPX)
  Call Put Total  
Volume 241,416 393,371 634,787  
Open Interest 4,557,805 7,800,951 12,358,756  
  High Low Close Change
Level 1,417.09 1,403.28 1,411.94 -1.03
S&P 500 Index Weeklys
  Call Put Total  
Volume 122,841 164,535 287,376  
Open Interest 255,104 543,023 798,127  
  High Low Close Change
Level 1,417.09 1,403.28 1,411.94 -1.03
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 15 27 42  
Open Interest 4,935 6,587 11,522  
  High Low Close Change
Level 141.71 140.33 141.19 -0.11
SPDR Options - (SPY)
  Call Put Total  
Volume 215,732 322,367 538,099  
Open Interest 6,329,475 12,675,457 19,004,932  
  High Low Close Change
Level 141.84 140.39 141.35 -0.08
SPDR Options LEAPS
  Call Put Total  
Volume 121 1,482 1,603  
Open Interest 519,741 646,618 1,166,359  
  High Low Close Change
Level 141.84 140.39 141.35 -0.08
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 100,353 167,064 267,417  
Open Interest 388,484 782,883 1,171,367  
  High Low Close Change
Level 141.84 140.39 141.35 -0.08
S&P 100 Index - (OEX)
  Call Put Total  
Volume 5,617 7,287 12,904  
Open Interest 29,885 42,809 72,694  
  High Low Close Change
Level 649.34 642.68 646.78 -0.51
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 41 5 46  
Open Interest 1,546 620 2,166  
  High Low Close Change
Level 649.34 642.68 646.78 -0.51
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 3,359 4,736 8,095  
Open Interest 6,242 9,891 16,133  
  High Low Close Change
Level 649.34 642.68 646.78 -0.51
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 1,177 1,619 2,796  
Open Interest 8,187 14,325 22,512  
  High Low Close Change
Level 649.34 642.68 646.78 -0.51
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 501 591 1,092  
  High Low Close Change
Level 649.34 642.68 646.78 -0.51
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 517 869 1,386  
Open Interest 1,792 7,810 9,602  
  High Low Close Change
Level 649.34 642.68 646.78 -0.51
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 15,520 9,540 25,060  
Open Interest 2,553,868 1,261,142 3,815,010  
  High Low Close Change
Level 166.60 165.77 165.93 -0.08
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 70,167 42,178 112,345  
Open Interest 1,868,774 2,020,728 3,889,502  
  High Low Close Change
Level 65.62 64.65 65.36 0.19
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 15 403 418  
Open Interest 61,131 73,710 134,841  
  High Low Close Change
Level 65.62 64.65 65.36 0.19
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 29,620 25,797 55,417  
Open Interest 121,024 153,038 274,062  
  High Low Close Change
Level 65.62 64.65 65.36 0.19
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 20 0 20  
Open Interest 2,705 2,324 5,029  
  High Low Close Change
Level 65.12 64.45 64.84 -0.06
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,544 471 2,015  
  High Low Close Change
Level 65.12 64.45 64.84 -0.06
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 56 56  
Open Interest 56,702 73,611 130,313  
  High Low Close Change
Level 267.55 263.70 266.58 0.81
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 38 38  
Open Interest 3,079 8,484 11,563  
  High Low Close Change
Level 267.55 263.70 266.58 0.81
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 17,409 37,601 55,010  
Open Interest 112,219 172,114 284,333  
  High Low Close Change
Level 2,675.92 2,636.83 2,665.83 8.17
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,948 3,526 6,474  
Open Interest 349,762 460,125 809,887  
  High Low Close Change
Level 131.22 130.09 130.79 0.01
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 31,167 15,245 46,412  
  High Low Close Change
Level 131.22 130.09 130.79 0.01
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 691 2,516 3,207  
Open Interest 13,690 14,731 28,421  
  High Low Close Change
Level 131.22 130.09 130.79 0.01
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 2,073 1,280 3,353  
Open Interest 136,761 81,551 218,312  
  High Low Close Change
Level 131.52 130.40 131.07 0.03
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 10 104 114  
Open Interest 50,616 12,369 62,985  
  High Low Close Change
Level 131.52 130.40 131.07 0.03
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 160 98 258  
  High Low Close Change
Level 51.17 50.42 50.71 -0.07
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 26,327 48,728 75,055  
Open Interest 1,645,641 3,356,498 5,002,139  
  High Low Close Change
Level 81.90 80.46 81.14 -0.39
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 882 753 1,635  
Open Interest 82,094 171,854 253,948  
  High Low Close Change
Level 81.90 80.46 81.14 -0.39
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 10,301 11,646 21,947  
Open Interest 64,240 112,607 176,847  
  High Low Close Change
Level 81.90 80.46 81.14 -0.39
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 2,841 3,708 6,549  
Open Interest 240,069 376,890 616,959  
  High Low Close Change
Level 819.42 807.91 813.25 -3.57
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 361 480 841  
Open Interest 91,806 174,469 266,275  
  High Low Close Change
Level 128.66 128.26 128.47 -0.11
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,420 5,017 6,437  
  High Low Close Change
Level 128.66 128.26 128.47 -0.11
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 62 118 180  
Open Interest 35,736 12,301 48,037  
  High Low Close Change
Level 29.00 28.79 28.81 -0.12
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 80 80  
Open Interest 785 865 1,650  
  High Low Close Change
Level 18.75 17.92 17.99 -0.10
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 2 12 14  
Open Interest 13,127 6,112 19,239  
  High Low Close Change
Level 27.63 27.46 27.58 0.06
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 2 0 2  
Open Interest 36 46 82  
  High Low Close Change
Level 27.58 27.37 27.50 0.11
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 11 0 11  
Open Interest 4,514 1,214 5,728  
  High Low Close Change
Level 24.76 24.50 24.70 0.00
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 10 20 30  
Open Interest 505 96 601  
  High Low Close Change
Level 59.16 58.89 58.92 -0.05
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 206 214 420  
  High Low Close Change
Level 55.78 55.31 55.31 -0.10
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 437 382 819  
  High Low Close Change
Level 59.08 58.81 58.85 0.00
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,132 1,552 2,684  
  High Low Close Change
Level 32.56 32.36 32.54 0.06
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 3,661 3,010 6,671  
Open Interest 451,088 502,127 953,215  
  High Low Close Change
Level 22.10 21.74 21.89 -0.28
United States Oil Fund - (USO)
  Call Put Total  
Volume 12,433 6,821 19,254  
Open Interest 715,908 594,676 1,310,584  
  High Low Close Change
Level 31.86 31.56 31.79 0.01
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 417 832 1,249  
Open Interest 771,746 1,108,568 1,880,314  
  High Low Close Change
Level 53.73 53.37 53.62 -0.09
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 0 120 120  
Open Interest 13,413 29,890 43,303  
  High Low Close Change
Level 137.18 134.14 134.96 -1.54
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 0 0  
Open Interest 72 44 116  
  High Low Close Change
Level 84.69 83.81 84.26 -0.41
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 41 41  
Open Interest 7,366 3,262 10,628  
  High Low Close Change
Level 57.74 57.33 57.56 -0.03
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 11 11  
Open Interest 3,236 28,683 31,919  
  High Low Close Change
Level 107.46 107.11 107.45 0.68
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,727 5,111 9,838  
  High Low Close Change
Level 73.24 72.07 72.55 -0.30
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 15 265 280  
Open Interest 4,626 6,025 10,651  
  High Low Close Change
Level 92.98 91.29 92.06 -0.48
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,810 765 3,575  
  High Low Close Change
Level 109.90 108.62 109.38 -0.16
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 0 10 10  
Open Interest 162 604 766  
  High Low Close Change
Level 44.40 44.00 44.30 0.09
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 28 261 289  
Open Interest 90,984 176,090 267,074  
  High Low Close Change
Level 46.02 45.43 45.92 0.15
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 14,905 15,924 30,829  
Open Interest 944,274 1,253,687 2,197,961  
  High Low Close Change
Level 37.36 35.81 36.30 -0.13
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 70 70  
Open Interest 1,220 25,596 26,816  
  High Low Close Change
Level 31.79 31.14 31.47 0.30
 
CBOE Volatility Index (VIX)