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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 Monday, January 28, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 1.01
Exchange Traded Products Put/Call Ratio 1.63
Equity Put/Call Ratio 0.76
CBOE Volatility Index (VIX) Put/Call Ratio 0.46
Sum of All Products
  Call Put Total  
Volume 1,510,960 1,459,376 2,970,336  
Open Interest 107,725,300 95,521,026 203,246,326  
Index Options
  Call Put Total  
Volume 420,814 427,125 847,939  
Exchange Traded Products
  Call Put Total  
Volume 237,925 387,956 625,881  
Equity Options
  Call Put Total  
Volume 852,221 644,295 1,496,516  

Equity LEAPS
  Call Put Total  
Volume 66,980 41,928 108,908  
Open Interest 20,849,210 16,081,414 36,930,624  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 282,673 263,006 545,679  
Open Interest 2,697,019 2,686,568 5,383,587  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
922.10 922.65 920.55 921.80
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.14
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.79 142.95 142.47 142.73
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
520.20 520.42 518.13 519.33
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,221.18 1,221.65 1,217.51 1,219.80
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
371.85 372.71 371.53 372.19
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
236.40 236.54 236.15 236.27
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.04 180.18 179.62 180.10
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,244.95 1,245.38 1,243.39 1,244.83
VIX - CBOE Volatility Index
Open High Low Close
13.29 13.91 13.29 13.57
VVIX - CBOE VVIX Index
Open High Low Close
78.84 81.43 77.73 78.16
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.54 18.21 17.53 18.19
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.75 12.84 11.75 12.46
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.60 17.49 16.60 16.87
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.73 13.27 12.68 12.87
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.67 14.90 14.35 14.39
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.85 15.24 14.84 15.07
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.76 23.64 22.72 22.98
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.77 14.86 14.32 14.39
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.38 8.46 8.23 8.23
VPD - CBOE VIX Premium Strategy Index
      Close
      227.57
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      225.40
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
60.79 62.45 60.25 60.84
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.35 69.19 66.01 66.69
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.91
EXQ - CBOE Exchange Index
Open High Low Close
100.42 100.88 99.99 100.62
CYX - CBOE China Index
Open High Low Close
660.58 665.57 657.34 658.29



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 203,560 93,110 296,670  
Open Interest 5,302,566 2,113,831 7,416,397  
  High Low Close Change
Level 13.91 13.29 13.57 0.68
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 0 30  
  High Low Close Change
Level 19.86 18.99 19.62 1.26
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 20 0 20  
Open Interest 128 25 153  
  High Low Close Change
Level 18.21 17.53 18.19 1.73
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 109 122 231  
  High Low Close Change
Level 23.64 22.72 22.98 0.46
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 10 0 10  
Open Interest 55 6 61  
  High Low Close Change
Level 14.86 14.32 14.39 0.31
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 13.91 12.89 13.57 0.68
CBOE Binary Options on the S&P 500 Index - (BSZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 5 5  
  High Low Close Change
Level 1,503.17 1,496.33 1,500.18 -2.78
S&P 500 Index - (SPX)
  Call Put Total  
Volume 206,154 319,980 526,134  
Open Interest 3,833,092 6,176,839 10,009,931  
  High Low Close Change
Level 1,503.23 1,496.33 1,500.18 -2.78
S&P 500 Index Weeklys
  Call Put Total  
Volume 41,213 56,236 97,449  
Open Interest 189,527 312,333 501,860  
  High Low Close Change
Level 1,503.23 1,496.33 1,500.18 -2.78
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 96 290 386  
Open Interest 2,177 4,307 6,484  
  High Low Close Change
Level 150.32 149.63 150.02 -0.28
SPDR Options - (SPY)
  Call Put Total  
Volume 81,409 184,703 266,112  
Open Interest 5,633,065 10,211,216 15,844,281  
  High Low Close Change
Level 150.33 149.51 150.07 -0.18
SPDR Options LEAPS
  Call Put Total  
Volume 1,379 549 1,928  
Open Interest 525,499 803,877 1,329,376  
  High Low Close Change
Level 150.33 149.51 150.07 -0.18
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 38,071 40,949 79,020  
Open Interest 563,877 819,680 1,383,557  
  High Low Close Change
Level 150.33 149.51 150.07 -0.18
S&P 100 Index - (OEX)
  Call Put Total  
Volume 1,680 1,806 3,486  
Open Interest 19,534 25,762 45,296  
  High Low Close Change
Level 677.73 674.57 676.19 -0.96
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 5 0 5  
Open Interest 723 240 963  
  High Low Close Change
Level 677.73 674.57 676.19 -0.96
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 248 891 1,139  
Open Interest 1,608 3,951 5,559  
  High Low Close Change
Level 677.73 674.57 676.19 -0.96
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 754 999 1,753  
Open Interest 4,145 6,354 10,499  
  High Low Close Change
Level 677.73 674.57 676.19 -0.96
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 49 0 49  
Open Interest 354 122 476  
  High Low Close Change
Level 677.73 674.57 676.19 -0.96
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 565 825 1,390  
Open Interest 705 3,411 4,116  
  High Low Close Change
Level 677.73 674.57 676.19 -0.96
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 13,493 11,409 24,902  
Open Interest 2,179,781 1,210,331 3,390,112  
  High Low Close Change
Level 160.73 160.02 160.28 -0.36
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 24,655 21,821 46,476  
Open Interest 1,574,980 1,286,108 2,861,088  
  High Low Close Change
Level 67.38 66.93 67.15 0.15
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 338 1,439 1,777  
Open Interest 105,156 118,217 223,373  
  High Low Close Change
Level 67.38 66.93 67.15 0.15
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 12,576 13,967 26,543  
Open Interest 197,698 99,275 296,973  
  High Low Close Change
Level 67.38 66.93 67.15 0.15
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,658 2,653 5,311  
  High Low Close Change
Level 67.88 67.57 67.77 -0.12
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 67.88 67.57 67.77 -0.12
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 0 70 70  
Open Interest 22,376 51,683 74,059  
  High Low Close Change
Level 275.24 273.54 274.24 0.57
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,654 3,097  
  High Low Close Change
Level 275.24 273.54 274.24 0.57
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,560 5,027 7,587  
Open Interest 79,376 114,805 194,181  
  High Low Close Change
Level 2,752.54 2,735.21 2,742.43 5.70
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 6,927 1,159 8,086  
Open Interest 212,436 202,410 414,846  
  High Low Close Change
Level 138.88 138.30 138.65 0.03
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 55 33 88  
Open Interest 51,478 30,451 81,929  
  High Low Close Change
Level 138.88 138.30 138.65 0.03
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 191 73 264  
Open Interest 1,512 3,421 4,933  
  High Low Close Change
Level 138.88 138.30 138.65 0.03
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 1,529 1,166 2,695  
Open Interest 104,182 63,704 167,886  
  High Low Close Change
Level 139.16 138.63 138.82 -0.14
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 1 11 12  
Open Interest 46,321 6,553 52,874  
  High Low Close Change
Level 139.16 138.63 138.82 -0.14
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 40 40  
Open Interest 34 37 71  
  High Low Close Change
Level 55.49 54.88 55.32 0.49
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 35,314 32,173 67,487  
Open Interest 1,426,630 4,048,870 5,475,500  
  High Low Close Change
Level 90.23 89.38 89.98 0.04
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 7 1,529 1,536  
Open Interest 119,731 220,496 340,227  
  High Low Close Change
Level 90.23 89.38 89.98 0.04
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,605 2,048 3,653  
Open Interest 92,806 255,587 348,393  
  High Low Close Change
Level 90.23 89.38 89.98 0.04
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 2,747 4,677 7,424  
Open Interest 257,601 337,019 594,620  
  High Low Close Change
Level 907.91 900.88 906.71 1.47
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 498 1,347 1,845  
Open Interest 51,062 98,170 149,232  
  High Low Close Change
Level 133.65 133.31 133.51 -0.04
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 10 0 10  
Open Interest 2,454 6,383 8,837  
  High Low Close Change
Level 133.65 133.31 133.51 -0.04
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 2,998 376 3,374  
Open Interest 61,410 13,530 74,940  
  High Low Close Change
Level 27.83 27.60 27.79 0.21
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,000 1,221 2,221  
  High Low Close Change
Level 19.04 18.93 19.00 0.02
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 1,500 1,500  
Open Interest 18,900 4,208 23,108  
  High Low Close Change
Level 28.06 27.88 28.00 -0.01
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 17 91 108  
  High Low Close Change
Level 28.83 28.57 28.74 -0.06
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,355 812 2,167  
  High Low Close Change
Level 27.16 26.87 27.11 0.12
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 1 0 1  
Open Interest 515 162 677  
  High Low Close Change
Level 56.87 56.61 56.69 -0.25
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 223 136 359  
  High Low Close Change
Level 53.25 52.86 53.10 -0.60
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 509 97 606  
  High Low Close Change
Level 56.79 56.59 56.65 -0.16
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 3 5 8  
Open Interest 1,557 422 1,979  
  High Low Close Change
Level 33.73 33.41 33.72 0.14
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,262 1,239 3,501  
Open Interest 145,606 105,479 251,085  
  High Low Close Change
Level 18.80 18.55 18.56 -0.97
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,454 2,783 6,237  
Open Interest 389,993 447,194 837,187  
  High Low Close Change
Level 34.99 34.57 34.93 0.16
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 930 6,832 7,762  
Open Interest 455,590 868,396 1,323,986  
  High Low Close Change
Level 58.85 58.54 58.73 -0.29
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 1 1  
Open Interest 0 0 0  
  High Low Close Change
Level 89.81 89.21 89.65 -0.02
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 10 5 15  
Open Interest 6,066 21,287 27,353  
  High Low Close Change
Level 146.79 145.33 145.49 -0.52
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 1 1  
Open Interest 47 12 59  
  High Low Close Change
Level 90.10 89.36 89.36 -0.40
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 4 1 5  
Open Interest 13,714 6,889 20,603  
  High Low Close Change
Level 59.95 59.64 59.91 0.02
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 32 11 43  
Open Interest 1,828 32,310 34,138  
  High Low Close Change
Level 106.14 105.89 106.11 -0.22
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,061 6,440 10,501  
  High Low Close Change
Level 80.35 79.52 80.21 0.29
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,567 4,208 6,775  
  High Low Close Change
Level 102.76 101.93 102.39 -0.12
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 11 0 11  
Open Interest 49 8 57  
  High Low Close Change
Level 67.19 66.72 66.84 -0.24
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,536 726 5,262  
  High Low Close Change
Level 121.62 120.45 120.80 -0.31
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 11 2 13  
Open Interest 355 2,030 2,385  
  High Low Close Change
Level 46.60 46.29 46.41 -0.29
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 335 1,275 1,610  
Open Interest 65,960 123,246 189,206  
  High Low Close Change
Level 50.98 50.59 50.67 -0.24
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 13,582 32,017 45,599  
Open Interest 609,908 1,256,418 1,866,326  
  High Low Close Change
Level 23.86 22.89 23.60 0.62
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,333 34,138 35,471  
  High Low Close Change
Level 22.83 22.40 22.51 0.08
 
CBOE Volatility Index (VIX)