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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, December 28, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.08
Index Put/Call Ratio			1.30
Exchange Traded Products Put/Call Ratio			1.51
Equity Put/Call Ratio			0.64
CBOE Volatility Index (VIX) Put/Call Ratio			0.87

Sum of All Products
	Call	Put	Total
Volume	1,642,696	1,780,782	3,423,478
Open Interest	136,824,164	122,418,651	259,242,815
Index Options
	Call	Put	Total
Volume	543,254	708,387	1,251,641
Exchange Traded Products
	Call	Put	Total
Volume	427,306	643,159	1,070,465
Equity Options
	Call	Put	Total
Volume	672,136	429,236	1,101,372
Equity LEAPS
	Call	Put	Total
Volume	93,568	37,517	131,085
Open Interest	16,752,005	13,056,564	29,808,569
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	417,040	444,416	861,456
Open Interest	3,177,388	3,490,392	6,667,780

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
895.25	896.83	890.31	890.70
VXTH - CBOE VIX Tail Hedge Index
			Close
			147.06
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
138.95	138.95	138.43	138.47
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
498.38	498.38	495.08	495.55
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,162.82	1,166.06	1,155.75	1,156.26
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
359.32	360.73	358.07	358.20
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
229.35	229.73	227.90	228.03
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
173.22	173.87	172.91	172.91
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,212.89	1,212.89	1,202.97	1,204.01
VIX - CBOE Volatility Index
Open	High	Low	Close
20.32	23.23	19.94	22.72
VVIX - CBOE VVIX Index
Open	High	Low	Close
93.21	104.72	91.78	104.72
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.86	23.11	21.41	23.04
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
18.01	32.98	16.59	16.60
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
23.18	24.90	22.92	24.47
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
20.91	23.39	20.35	23.07
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
22.33	23.49	21.99	23.32
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
20.51	21.92	20.20	21.88
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			82.26
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
27.86	28.92	27.72	28.88
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.50	15.31	14.49	15.30
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.78	8.85	8.78	8.78
VPD - CBOE VIX Premium Strategy Index
			Close
			206.04
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			204.78
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.35
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
69.12	71.38	66.79	71.38
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
73.62	74.94	72.28	74.79
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			10.39
EXQ - CBOE Exchange Index
Open	High	Low	Close
90.48	90.84	90.19	90.38
CYX - CBOE China Index
Open	High	Low	Close
625.87	632.21	624.94	629.88

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	254,480	221,619	476,099
Open Interest	4,258,739	2,109,797	6,368,536
	High	Low	Close	Change
Level	23.23	19.94	22.72	3.25
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	24.84	23.46	24.74	1.76
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	153	10	163
	High	Low	Close	Change
Level	23.11	21.41	23.04	1.78
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	14	10	24
Open Interest	91	30	121
	High	Low	Close	Change
Level	28.92	27.72	28.88	0.80
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	0	30
	High	Low	Close	Change
Level	15.31	14.49	15.30	0.47
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	100	100
Open Interest	100	0	100
	High	Low	Close	Change
Level	23.23	19.47	22.72	3.25
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	1,415.83	1,401.58	1,402.43	-15.67
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	278,766	473,715	752,481
Open Interest	3,412,220	5,788,286	9,200,506
	High	Low	Close	Change
Level	1,418.10	1,401.58	1,402.43	-15.67
S&P 500 Index Weeklys
	Call	Put	Total
Volume	73,422	130,325	203,747
Open Interest	198,963	394,028	592,991
	High	Low	Close	Change
Level	1,418.10	1,401.58	1,402.43	-15.67
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	273	250	523
Open Interest	2,141	3,916	6,057
	High	Low	Close	Change
Level	141.81	140.16	140.24	-1.57
SPDR Options - (SPY)
	Call	Put	Total
Volume	249,674	391,635	641,309
Open Interest	6,703,512	11,582,059	18,285,571
	High	Low	Close	Change
Level	141.42	139.87	140.03	-1.72
SPDR Options LEAPS
	Call	Put	Total
Volume	2,298	1,513	3,811
Open Interest	428,951	483,472	912,423
	High	Low	Close	Change
Level	141.42	139.87	140.03	-1.72
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	79,992	105,135	185,127
Open Interest	600,455	1,005,213	1,605,668
	High	Low	Close	Change
Level	141.42	139.87	140.03	-1.72
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	2,692	3,678	6,370
Open Interest	19,656	26,249	45,905
	High	Low	Close	Change
Level	643.58	635.73	636.17	-7.41
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	12	12
Open Interest	418	127	545
	High	Low	Close	Change
Level	643.58	635.73	636.17	-7.41
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	1,121	2,639	3,760
Open Interest	3,027	9,174	12,201
	High	Low	Close	Change
Level	643.58	635.73	636.17	-7.41
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	441	447	888
Open Interest	4,741	7,631	12,372
	High	Low	Close	Change
Level	643.58	635.73	636.17	-7.41
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	106	63	169
	High	Low	Close	Change
Level	643.58	635.73	636.17	-7.41
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	286	364	650
Open Interest	416	3,190	3,606
	High	Low	Close	Change
Level	643.58	635.73	636.17	-7.41
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	16,737	10,881	27,618
Open Interest	2,398,844	1,465,765	3,864,609
	High	Low	Close	Change
Level	160.97	160.15	160.55	-0.62
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	34,241	33,058	67,299
Open Interest	2,155,186	1,870,178	4,025,364
	High	Low	Close	Change
Level	64.43	63.75	63.78	-0.62
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	376	540	916
Open Interest	87,440	102,197	189,637
	High	Low	Close	Change
Level	64.43	63.75	63.78	-0.62
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	21,742	15,767	37,509
Open Interest	167,944	147,523	315,467
	High	Low	Close	Change
Level	64.43	63.75	63.78	-0.62
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	10	10
Open Interest	2,402	1,365	3,767
	High	Low	Close	Change
Level	64.29	63.60	63.63	-0.74
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,161	177	1,338
	High	Low	Close	Change
Level	64.29	63.60	63.63	-0.74
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	6	5	11
Open Interest	23,310	18,371	41,681
	High	Low	Close	Change
Level	263.29	260.51	260.64	-2.65
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	420	2,622	3,042
	High	Low	Close	Change
Level	263.29	260.51	260.64	-2.65
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	1,808	3,374	5,182
Open Interest	72,635	98,278	170,913
	High	Low	Close	Change
Level	2,631.71	2,604.96	2,606.36	-26.58
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	3,065	4,504	7,569
Open Interest	295,267	363,371	658,638
	High	Low	Close	Change
Level	130.45	128.97	129.07	-1.53
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	31	40	71
Open Interest	38,163	22,757	60,920
	High	Low	Close	Change
Level	130.45	128.97	129.07	-1.53
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	1,281	2,548	3,829
Open Interest	6,969	8,032	15,001
	High	Low	Close	Change
Level	130.45	128.97	129.07	-1.53
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	2,337	1,645	3,982
Open Interest	103,191	50,239	153,430
	High	Low	Close	Change
Level	130.95	129.27	129.38	-1.58
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	42,229	5,468	47,697
	High	Low	Close	Change
Level	130.95	129.27	129.38	-1.58
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	17	17
Open Interest	8	39	47
	High	Low	Close	Change
Level	51.50	51.17	51.21	-0.29
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	14,192	78,586	92,778
Open Interest	1,398,451	3,935,513	5,333,964
	High	Low	Close	Change
Level	83.37	82.52	82.53	-0.57
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	213	72	285
Open Interest	84,481	199,590	284,071
	High	Low	Close	Change
Level	83.37	82.52	82.53	-0.57
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	4,109	8,969	13,078
Open Interest	97,712	139,935	237,647
	High	Low	Close	Change
Level	83.37	82.52	82.53	-0.57
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	1,337	2,444	3,781
Open Interest	229,072	299,913	528,985
	High	Low	Close	Change
Level	838.36	832.08	832.10	-5.30
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	137	223	360
Open Interest	73,280	128,858	202,138
	High	Low	Close	Change
Level	131.37	131.11	131.18	-0.24
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,247	5,890	8,137
	High	Low	Close	Change
Level	131.37	131.11	131.18	-0.24
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	5	0	5
Open Interest	54,113	14,264	68,377
	High	Low	Close	Change
Level	28.18	28.04	28.06	-0.03
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	961	1,423	2,384
	High	Low	Close	Change
Level	19.11	18.99	19.02	-0.17
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	0	0
Open Interest	18,356	6,156	24,512
	High	Low	Close	Change
Level	27.72	27.55	27.63	-0.08
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	31	98	129
	High	Low	Close	Change
Level	28.00	27.82	27.89	-0.12
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,685	1,693	6,378
	High	Low	Close	Change
Level	25.89	25.62	25.72	-0.12
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	30	30
Open Interest	565	205	770
	High	Low	Close	Change
Level	56.64	56.39	56.50	-0.21
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	319	293	612
	High	Low	Close	Change
Level	51.75	51.39	51.72	-0.24
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	743	441	1,184
	High	Low	Close	Change
Level	56.96	56.70	56.83	-0.23
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,161	1,577	2,738
	High	Low	Close	Change
Level	32.73	32.49	32.60	-0.15
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	4,375	1,764	6,139
Open Interest	470,881	450,632	921,513
	High	Low	Close	Change
Level	19.63	19.39	19.47	0.31
United States Oil Fund - (USO)
	Call	Put	Total
Volume	4,072	3,116	7,188
Open Interest	561,477	519,756	1,081,233
	High	Low	Close	Change
Level	33.26	32.88	33.04	-0.15
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	1,186	1,954	3,140
Open Interest	480,266	984,690	1,464,956
	High	Low	Close	Change
Level	56.30	55.97	55.99	-0.60
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	16	15	31
Open Interest	8,756	15,590	24,346
	High	Low	Close	Change
Level	136.40	134.78	134.94	-1.36
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	63	43	106
	High	Low	Close	Change
Level	83.25	82.48	82.94	-1.03
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	8	8
Open Interest	5,967	7,019	12,986
	High	Low	Close	Change
Level	57.00	56.41	56.41	-0.54
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	300	300
Open Interest	1,996	41,612	43,608
	High	Low	Close	Change
Level	108.07	107.90	108.02	0.25
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	2	0	2
Open Interest	4,342	5,786	10,128
	High	Low	Close	Change
Level	74.75	73.97	74.03	-0.57
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	1	0	1
Open Interest	3,561	3,962	7,523
	High	Low	Close	Change
Level	94.17	93.31	93.37	-0.59
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	65	2	67
	High	Low	Close	Change
Level	62.21	61.67	61.73	-0.57
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,740	659	4,399
	High	Low	Close	Change
Level	112.13	111.18	111.22	-1.03
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	103	213	316
Open Interest	1,143	3,324	4,467
	High	Low	Close	Change
Level	43.42	43.00	43.06	-0.28
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	0	93	93
Open Interest	60,171	168,121	228,292
	High	Low	Close	Change
Level	46.93	46.45	46.51	-0.39
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	27,739	29,594	57,333
Open Interest	755,706	1,351,826	2,107,532
	High	Low	Close	Change
Level	35.67	33.92	35.43	1.75
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	3	0	3
Open Interest	929	30,398	31,327
	High	Low	Close	Change
Level	29.26	28.58	28.98	0.57