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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, 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
 
CBOE Volatility Index (VIX)