Quotes & Data

A  A  A     

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 Thursday, January 03, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 1.01
Exchange Traded Products Put/Call Ratio 1.25
Equity Put/Call Ratio 0.53
CBOE Volatility Index (VIX) Put/Call Ratio 0.80
Sum of All Products
  Call Put Total  
Volume 2,328,033 1,952,112 4,280,145  
Open Interest 138,930,464 123,305,620 262,236,084  
Index Options
  Call Put Total  
Volume 910,062 918,920 1,828,982  
Exchange Traded Products
  Call Put Total  
Volume 394,253 491,066 885,319  
Equity Options
  Call Put Total  
Volume 1,023,718 542,126 1,565,844  

Equity LEAPS
  Call Put Total  
Volume 66,695 31,887 98,582  
Open Interest 17,041,784 13,328,254 30,370,038  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 361,048 352,368 713,416  
Open Interest 2,840,544 3,540,980 6,381,524  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
912.96 914.34 912.43 913.62
VXTH - CBOE VIX Tail Hedge Index
      Close
      148.23
LOVOL - CBOE Low Volatility Index
Open High Low Close
140.71 140.95 140.33 140.57
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
508.22 509.37 506.57 507.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,196.39 1,198.75 1,194.27 1,196.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
369.12 369.51 368.64 369.10
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
233.58 233.76 233.27 233.55
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
177.63 178.20 177.61 177.79
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,231.51 1,232.90 1,231.34 1,232.12
VIX - CBOE Volatility Index
Open High Low Close
14.77 14.92 14.24 14.56
VVIX - CBOE VVIX Index
Open High Low Close
78.45 79.67 74.26 77.02
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.22 20.22 18.67 18.78
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.92 14.18 13.56 13.74
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.50 18.72 17.67 18.11
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.36 14.68 13.32 14.01
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.95 17.41 16.77 17.11
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.80 16.99 16.48 16.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.03
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.80 27.80 26.25 26.83
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.43 13.76 12.51 13.72
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.12 8.12 7.97 8.09
VPD - CBOE VIX Premium Strategy Index
      Close
      220.22
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      218.36
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      84.52
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
59.79 62.26 59.79 61.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.60 68.79 67.17 68.44
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      19.78
EXQ - CBOE Exchange Index
Open High Low Close
92.06 93.58 91.98 93.52
CYX - CBOE China Index
Open High Low Close
659.06 659.06 654.08 655.28



3rd-party Advertisement



CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 474,415 377,259 851,674  
Open Interest 4,314,104 2,236,410 6,550,514  
  High Low Close Change
Level 14.92 14.24 14.56 -0.12
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 0 0 0  
  High Low Close Change
Level 20.33 19.07 19.92 -0.04
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 168 10 178  
  High Low Close Change
Level 20.22 18.67 18.78 -0.96
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 4 0 4  
Open Interest 123 50 173  
  High Low Close Change
Level 27.80 26.25 26.83 -0.97
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 5 0 5  
Open Interest 30 0 30  
  High Low Close Change
Level 13.76 12.51 13.72 0.29
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 100 3 103  
  High Low Close Change
Level 14.92 14.24 14.56 -0.12
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 1,465.45 1,455.57 1,459.37 -3.05
S&P 500 Index - (SPX)
  Call Put Total  
Volume 418,010 508,287 926,297  
Open Interest 3,398,175 5,612,372 9,010,547  
  High Low Close Change
Level 1,465.47 1,455.53 1,459.37 -3.05
S&P 500 Index Weeklys
  Call Put Total  
Volume 112,271 89,277 201,548  
Open Interest 208,154 328,814 536,968  
  High Low Close Change
Level 1,465.47 1,455.53 1,459.37 -3.05
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 76 10 86  
Open Interest 2,755 3,527 6,282  
  High Low Close Change
Level 146.55 145.55 145.94 -0.30
SPDR Options - (SPY)
  Call Put Total  
Volume 126,845 286,453 413,298  
Open Interest 6,176,201 10,842,932 17,019,133  
  High Low Close Change
Level 146.37 145.34 145.73 -0.42
SPDR Options LEAPS
  Call Put Total  
Volume 1,094 1,504 2,598  
Open Interest 403,788 486,653 890,441  
  High Low Close Change
Level 146.37 145.34 145.73 -0.42
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 41,015 77,583 118,598  
Open Interest 536,125 1,269,256 1,805,381  
  High Low Close Change
Level 146.37 145.34 145.73 -0.42
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,438 4,728 8,166  
Open Interest 20,232 24,079 44,311  
  High Low Close Change
Level 664.77 660.45 662.33 -1.54
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 5 64 69  
Open Interest 418 132 550  
  High Low Close Change
Level 664.77 660.45 662.33 -1.54
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 778 1,688 2,466  
Open Interest 1,543 3,784 5,327  
  High Low Close Change
Level 664.77 660.45 662.33 -1.54
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 420 502 922  
Open Interest 5,227 4,971 10,198  
  High Low Close Change
Level 664.77 660.45 662.33 -1.54
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 37 0 37  
Open Interest 164 102 266  
  High Low Close Change
Level 664.77 660.45 662.33 -1.54
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 279 340 619  
Open Interest 781 789 1,570  
  High Low Close Change
Level 664.77 660.45 662.33 -1.54
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 17,853 20,359 38,212  
Open Interest 2,336,186 1,379,085 3,715,271  
  High Low Close Change
Level 162.88 160.83 161.20 -1.95
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 12,578 17,120 29,698  
Open Interest 1,960,847 1,734,476 3,695,323  
  High Low Close Change
Level 67.34 66.65 66.85 -0.33
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 386 58 444  
Open Interest 73,122 87,318 160,440  
  High Low Close Change
Level 67.34 66.65 66.85 -0.33
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 3,698 8,352 12,050  
Open Interest 155,764 179,283 335,047  
  High Low Close Change
Level 67.34 66.65 66.85 -0.33
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 6 124 130  
Open Interest 2,544 1,747 4,291  
  High Low Close Change
Level 66.53 66.09 66.29 -0.16
S&P 100 Index Fund Options LEAPS
  Call Put Total  
Volume 0 10 10  
Open Interest 1,161 177 1,338  
  High Low Close Change
Level 66.53 66.09 66.29 -0.16
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 36 349 385  
Open Interest 23,809 18,535 42,344  
  High Low Close Change
Level 275.07 272.38 273.23 -1.42
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 423 2,624 3,047  
  High Low Close Change
Level 275.07 272.38 273.23 -1.42
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 2,799 8,563 11,362  
Open Interest 78,106 109,348 187,454  
  High Low Close Change
Level 2,750.82 2,723.67 2,732.26 -14.21
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 3,060 2,764 5,824  
Open Interest 259,914 344,416 604,330  
  High Low Close Change
Level 134.05 133.31 133.66 -0.14
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 21 107 128  
Open Interest 42,542 24,832 67,374  
  High Low Close Change
Level 134.05 133.31 133.66 -0.14
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 212 764 976  
Open Interest 5,429 6,288 11,717  
  High Low Close Change
Level 134.05 133.31 133.66 -0.14
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 3,407 5,979 9,386  
Open Interest 105,251 51,638 156,889  
  High Low Close Change
Level 134.31 133.58 133.91 -0.22
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 36 91 127  
Open Interest 42,270 5,469 47,739  
  High Low Close Change
Level 134.31 133.58 133.91 -0.22
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 16 56 72  
  High Low Close Change
Level 54.27 53.74 53.91 -0.15
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 15,264 24,247 39,511  
Open Interest 1,115,255 3,274,088 4,389,343  
  High Low Close Change
Level 87.28 86.37 86.60 -0.26
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 17 54 71  
Open Interest 78,750 192,982 271,732  
  High Low Close Change
Level 87.28 86.37 86.60 -0.26
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 6,399 4,679 11,078  
Open Interest 82,897 203,419 286,316  
  High Low Close Change
Level 87.28 86.37 86.60 -0.26
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 6,442 13,116 19,558  
Open Interest 246,216 339,891 586,107  
  High Low Close Change
Level 878.43 870.76 872.60 -0.82
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 131 1,440 1,571  
Open Interest 74,124 140,774 214,898  
  High Low Close Change
Level 130.21 129.52 129.58 -1.30
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 10 10  
Open Interest 2,257 5,944 8,201  
  High Low Close Change
Level 130.21 129.52 129.58 -1.30
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 0 203 203  
Open Interest 61,176 14,185 75,361  
  High Low Close Change
Level 27.95 27.80 27.86 -0.09
PowerShares DB Base Metals Fund - (DBB)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,094 1,423 2,517  
  High Low Close Change
Level 19.78 19.32 19.32 -0.49
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 0 0 0  
Open Interest 18,549 5,860 24,409  
  High Low Close Change
Level 27.79 27.63 27.65 -0.25
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 31 98 129  
  High Low Close Change
Level 28.11 27.95 28.02 -0.15
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 22 22  
Open Interest 4,800 1,713 6,513  
  High Low Close Change
Level 26.30 26.12 26.14 -0.08
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 0 0 0  
Open Interest 741 214 955  
  High Low Close Change
Level 57.52 56.62 56.77 -0.84
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 366 293 659  
  High Low Close Change
Level 53.36 51.70 51.81 -1.44
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 754 441 1,195  
  High Low Close Change
Level 57.62 56.94 57.05 -0.68
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 5 5  
Open Interest 1,164 1,597 2,761  
  High Low Close Change
Level 32.92 32.72 32.73 -0.13
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 2,560 798 3,358  
Open Interest 487,348 452,811 940,159  
  High Low Close Change
Level 18.22 17.83 17.94 -0.30
United States Oil Fund - (USO)
  Call Put Total  
Volume 4,070 9,859 13,929  
Open Interest 572,105 538,317 1,110,422  
  High Low Close Change
Level 33.95 33.70 33.74 -0.07
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 2,210 3,338 5,548  
Open Interest 517,815 1,009,938 1,527,753  
  High Low Close Change
Level 57.54 57.09 57.18 -0.59
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 101 202 303  
Open Interest 9,246 15,970 25,216  
  High Low Close Change
Level 142.72 140.97 141.77 0.15
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 0 7 7  
Open Interest 63 41 104  
  High Low Close Change
Level 85.35 84.85 85.16 0.11
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 222 0 222  
Open Interest 10,074 7,318 17,392  
  High Low Close Change
Level 58.75 58.39 58.54 -0.02
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 2 2  
Open Interest 2,040 41,849 43,889  
  High Low Close Change
Level 107.05 106.44 106.45 -0.54
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 5 10 15  
Open Interest 4,509 6,123 10,632  
  High Low Close Change
Level 78.21 77.46 77.66 -0.19
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 10 0 10  
Open Interest 3,676 4,146 7,822  
  High Low Close Change
Level 98.72 97.67 97.99 -0.04
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 75 3 78  
  High Low Close Change
Level 64.71 64.20 64.36 -0.01
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 4 0 4  
Open Interest 3,817 689 4,506  
  High Low Close Change
Level 116.47 115.51 115.86 -0.11
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 10 95 105  
Open Interest 1,226 3,633 4,859  
  High Low Close Change
Level 44.61 44.28 44.37 0.08
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 0 1,718 1,718  
Open Interest 61,293 179,967 241,260  
  High Low Close Change
Level 48.84 48.43 48.56 0.09
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 27,805 36,712 64,517  
Open Interest 854,405 1,552,915 2,407,320  
  High Low Close Change
Level 28.56 27.53 28.13 0.06
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 9 4,142 4,151  
Open Interest 1,155 30,537 31,692  
  High Low Close Change
Level 26.48 25.71 26.29 0.04
 
CBOE Volatility Index (VIX)