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.

CBOE Market Statistics Summary Data

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 Thursday, November 29, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.01
Index Put/Call Ratio 1.19
Exchange Traded Products Put/Call Ratio 1.46
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.92
Sum of All Products
  Call Put Total  
Volume 2,006,721 2,027,922 4,034,643  
Open Interest 146,234,398 132,074,834 278,309,232  
Index Options
  Call Put Total  
Volume 654,579 780,521 1,435,100  
Exchange Traded Products
  Call Put Total  
Volume 485,790 709,241 1,195,031  
Equity Options
  Call Put Total  
Volume 866,352 538,160 1,404,512  

Equity LEAPS
  Call Put Total  
Volume 27,628 25,882 53,510  
Open Interest 14,688,143 11,298,023 25,986,166  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 412,655 590,324 1,002,979  
Open Interest 2,507,200 3,240,214 5,747,414  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
900.24 901.95 900.00 901.05
VXTH - CBOE VIX Tail Hedge Index
      Close
      145.12
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
498.21 500.37 497.84 499.36
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,168.85 1,170.46 1,167.93 1,169.73
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
360.84 361.24 360.20 360.69
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
230.64 230.98 230.58 230.86
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
173.75 174.41 173.70 174.25
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,208.41 1,209.63 1,208.41 1,209.49
VIX - CBOE Volatility Index
Open High Low Close
15.21 15.51 15.02 15.06
VVIX - CBOE VVIX Index
Open High Low Close
79.94 80.99 78.36 78.42
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.73 22.09 21.04 21.83
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.31 14.42 13.83 13.84
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.57 18.86 18.02 18.12
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.44 16.00 15.26 15.41
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.75 16.81 16.24 16.40
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.93 17.15 16.66 16.82
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.97
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
28.69 28.69 28.12 28.28
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.70 13.72 12.61 12.67
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.77 7.80 7.63 7.77
VPD - CBOE VIX Premium Strategy Index
      Close
      223.06
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      221.38
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.71
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.58 63.18 61.13 61.71
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.16 66.23 64.53 65.13
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.13
EXQ - CBOE Exchange Index
Open High Low Close
86.53 87.04 86.21 86.88
CYX - CBOE China Index
Open High Low Close
601.67 602.80 597.44 601.29



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 386,966 354,294 741,260  
Open Interest 4,598,812 2,240,903 6,839,715  
  High Low Close Change
Level 15.51 15.02 15.06 -0.45
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 23.49 22.69 22.82 -0.64
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 25 55  
  High Low Close Change
Level 22.09 21.04 21.83 -0.33
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 15 40 55  
  High Low Close Change
Level 28.69 28.12 28.28 -0.41
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 50 50  
Open Interest 24 51 75  
  High Low Close Change
Level 13.72 12.61 12.67 -1.03
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 127 0 127  
  High Low Close Change
Level 15.51 15.02 15.06 -0.45
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 1,419.56 1,409.18 1,415.95 6.02
S&P 500 Index - (SPX)
  Call Put Total  
Volume 234,378 386,965 621,343  
Open Interest 5,001,539 8,014,639 13,016,178  
  High Low Close Change
Level 1,419.70 1,409.04 1,415.95 6.02
S&P 500 Index Weeklys
  Call Put Total  
Volume 78,233 110,797 189,030  
Open Interest 265,858 461,674 727,532  
  High Low Close Change
Level 1,419.70 1,409.04 1,415.95 6.02
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 117 27 144  
Open Interest 3,576 6,842 10,418  
  High Low Close Change
Level 141.97 140.90 141.60 0.61
SPDR Options - (SPY)
  Call Put Total  
Volume 240,080 430,102 670,182  
Open Interest 7,206,215 13,242,136 20,448,351  
  High Low Close Change
Level 142.51 141.37 142.12 0.68
SPDR Options LEAPS
  Call Put Total  
Volume 3,032 3,390 6,422  
Open Interest 613,220 794,076 1,407,296  
  High Low Close Change
Level 142.51 141.37 142.12 0.68
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 83,549 279,195 362,744  
Open Interest 574,969 986,020 1,560,989  
  High Low Close Change
Level 142.51 141.37 142.12 0.68
S&P 100 Index - (OEX)
  Call Put Total  
Volume 8,221 9,855 18,076  
Open Interest 29,378 40,327 69,705  
  High Low Close Change
Level 648.49 643.29 646.40 2.73
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 191 5 196  
Open Interest 1,407 627 2,034  
  High Low Close Change
Level 648.49 643.29 646.40 2.73
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 3,775 5,693 9,468  
Open Interest 3,253 7,859 11,112  
  High Low Close Change
Level 648.49 643.29 646.40 2.73
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 7,354 4,503 11,857  
Open Interest 17,035 14,387 31,422  
  High Low Close Change
Level 648.49 643.29 646.40 2.73
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 1 1  
Open Interest 533 647 1,180  
  High Low Close Change
Level 648.49 643.29 646.40 2.73
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 6,758 3,997 10,755  
Open Interest 10,258 8,603 18,861  
  High Low Close Change
Level 648.49 643.29 646.40 2.73
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 14,023 7,285 21,308  
Open Interest 2,518,496 1,315,669 3,834,165  
  High Low Close Change
Level 167.50 166.85 167.18 0.68
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 32,571 63,150 95,721  
Open Interest 2,221,662 2,256,866 4,478,528  
  High Low Close Change
Level 66.14 65.58 65.91 0.39
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 71 36 107  
Open Interest 81,021 93,981 175,002  
  High Low Close Change
Level 66.14 65.58 65.91 0.39
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 7,375 19,480 26,855  
Open Interest 97,678 201,906 299,584  
  High Low Close Change
Level 66.14 65.58 65.91 0.39
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 14 10 24  
Open Interest 2,706 1,876 4,582  
  High Low Close Change
Level 65.24 64.71 65.03 0.32
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,554 487 2,041  
  High Low Close Change
Level 65.24 64.71 65.03 0.32
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 1 9 10  
Open Interest 57,733 98,347 156,080  
  High Low Close Change
Level 268.86 266.53 268.00 1.47
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 3,154 9,108 12,262  
  High Low Close Change
Level 268.86 266.53 268.00 1.47
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 8,429 14,679 23,108  
Open Interest 124,667 169,518 294,185  
  High Low Close Change
Level 2,688.95 2,667.31 2,680.03 14.76
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 5,756 3,561 9,317  
Open Interest 349,019 430,316 779,335  
  High Low Close Change
Level 130.54 129.51 130.14 0.50
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 76 210 286  
Open Interest 34,701 18,627 53,328  
  High Low Close Change
Level 130.54 129.51 130.14 0.50
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 709 549 1,258  
Open Interest 6,452 6,499 12,951  
  High Low Close Change
Level 130.54 129.51 130.14 0.50
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 2,233 1,600 3,833  
Open Interest 132,493 77,069 209,562  
  High Low Close Change
Level 130.62 129.62 130.22 0.37
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 2 438 440  
Open Interest 53,921 13,804 67,725  
  High Low Close Change
Level 130.62 129.62 130.22 0.37
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 5 0 5  
Open Interest 156 90 246  
  High Low Close Change
Level 51.08 50.70 50.97 0.68
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 21,033 48,364 69,397  
Open Interest 1,770,343 3,629,082 5,399,425  
  High Low Close Change
Level 82.41 81.62 82.24 0.93
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 40 69 109  
Open Interest 95,509 219,872 315,381  
  High Low Close Change
Level 82.41 81.62 82.24 0.93
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 8,063 12,390 20,453  
Open Interest 78,654 206,147 284,801  
  High Low Close Change
Level 82.41 81.62 82.24 0.93
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 6,850 8,539 15,389  
Open Interest 272,199 426,553 698,752  
  High Low Close Change
Level 823.33 817.95 823.20 9.70
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 322 848 1,170  
Open Interest 93,508 177,697 271,205  
  High Low Close Change
Level 129.21 128.54 128.84 0.34
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 1,492 5,398 6,890  
  High Low Close Change
Level 129.21 128.54 128.84 0.34
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 36 12 48  
Open Interest 46,135 11,127 57,262  
  High Low Close Change
Level 29.17 29.03 29.08 0.11
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 793 1,357 2,150  
  High Low Close Change
Level 19.05 18.93 18.94 0.33
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 36 0 36  
Open Interest 18,265 6,145 24,410  
  High Low Close Change
Level 28.17 28.01 28.08 0.19
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 32 87 119  
  High Low Close Change
Level 28.13 27.91 27.98 0.20
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 4 4  
Open Interest 4,630 2,505 7,135  
  High Low Close Change
Level 25.29 25.02 25.08 0.23
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 816 252 1,068  
  High Low Close Change
Level 60.19 59.96 60.09 0.34
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 16 0 16  
Open Interest 257 248 505  
  High Low Close Change
Level 59.29 58.80 59.09 0.89
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 744 471 1,215  
  High Low Close Change
Level 59.37 59.20 59.28 0.24
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 22 0 22  
Open Interest 2,598 1,533 4,131  
  High Low Close Change
Level 33.08 32.81 32.87 0.20
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 4,040 3,353 7,393  
Open Interest 448,949 488,524 937,473  
  High Low Close Change
Level 21.37 20.74 20.81 -0.92
United States Oil Fund - (USO)
  Call Put Total  
Volume 5,528 8,281 13,809  
Open Interest 668,364 601,511 1,269,875  
  High Low Close Change
Level 32.51 32.11 32.17 0.38
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,524 513 3,037  
Open Interest 809,525 1,220,144 2,029,669  
  High Low Close Change
Level 55.13 54.71 55.00 0.47
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 136 14 150  
Open Interest 15,557 26,599 42,156  
  High Low Close Change
Level 139.96 138.13 139.87 2.21
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 21 0 21  
Open Interest 116 46 162  
  High Low Close Change
Level 84.29 83.79 84.11 0.65
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 10,736 7,680 18,416  
  High Low Close Change
Level 57.52 57.17 57.45 0.24
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,127 35,888 39,015  
  High Low Close Change
Level 108.86 108.65 108.82 0.11
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 1 1  
Open Interest 5,843 5,896 11,739  
  High Low Close Change
Level 73.31 72.69 73.19 0.84
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 27 27  
Open Interest 2,451 3,139 5,590  
  High Low Close Change
Level 94.00 93.09 93.75 1.03
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 1 0 1  
Open Interest 2,209 649 2,858  
  High Low Close Change
Level 111.47 110.69 111.31 0.52
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 219 42 261  
Open Interest 3,140 1,524 4,664  
  High Low Close Change
Level 45.20 44.83 45.06 -0.10
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 2,111 100 2,211  
Open Interest 115,262 185,866 301,128  
  High Low Close Change
Level 47.64 47.24 47.49 0.13
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 11,255 77,967 89,222  
Open Interest 885,949 1,356,648 2,242,597  
  High Low Close Change
Level 29.76 28.93 29.10 -0.34
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,318 25,533 26,851  
  High Low Close Change
Level 28.63 28.26 28.40 -0.24