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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 Monday, December 03, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.82
Index Put/Call Ratio			0.82
Exchange Traded Products Put/Call Ratio			1.35
Equity Put/Call Ratio			0.57
CBOE Volatility Index (VIX) Put/Call Ratio			0.35

Sum of All Products
	Call	Put	Total
Volume	1,736,492	1,426,252	3,162,744
Open Interest	148,693,511	134,329,809	283,023,320
Index Options
	Call	Put	Total
Volume	732,130	598,339	1,330,469
Exchange Traded Products
	Call	Put	Total
Volume	329,994	445,860	775,854
Equity Options
	Call	Put	Total
Volume	674,368	382,053	1,056,421
Equity LEAPS
	Call	Put	Total
Volume	28,974	14,666	43,640
Open Interest	14,835,302	11,462,721	26,298,023
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	221,708	243,132	464,840
Open Interest	1,398,445	1,868,568	3,267,013

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
901.12	901.67	900.38	900.77
VXTH - CBOE VIX Tail Hedge Index
			Close
			144.60
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
138.36	138.40	137.64	137.69
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
495.88	501.41	495.88	497.80
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,170.21	1,172.70	1,168.05	1,168.48
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
360.84	361.30	360.22	360.65
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
230.84	231.12	230.62	230.71
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
174.05	174.65	173.89	174.26
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,212.52	1,212.52	1,208.60	1,208.78
VIX - CBOE Volatility Index
Open	High	Low	Close
15.81	16.69	15.76	16.64
VVIX - CBOE VVIX Index
Open	High	Low	Close
77.48	84.31	77.40	84.07
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.72	22.91	21.97	22.76
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.19	15.38	14.19	15.36
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.98	20.10	18.95	19.74
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.66	16.62	15.66	16.16
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.76	17.91	16.76	17.69
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.08	17.84	17.01	17.82
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
29.38	29.38	27.72	28.39
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.18	13.40	11.32	13.40
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.66	10.87	7.66	7.91
VPD - CBOE VIX Premium Strategy Index
			Close
			220.52
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			218.88
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.61
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.76	64.41	57.14	64.16
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
65.52	68.07	65.13	67.24
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.90
EXQ - CBOE Exchange Index
Open	High	Low	Close
87.47	87.64	86.57	86.70
CYX - CBOE China Index
Open	High	Low	Close
602.74	607.06	600.11	603.01

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	475,641	165,586	641,227
Open Interest	4,856,210	2,463,454	7,319,664
	High	Low	Close	Change
Level	16.69	15.76	16.64	0.77
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	24.15	22.38	24.15	0.86
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	5	5
Open Interest	30	25	55
	High	Low	Close	Change
Level	22.91	21.97	22.76	0.27
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	5	0	5
Open Interest	15	40	55
	High	Low	Close	Change
Level	29.38	27.72	28.39	0.77
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	32	1	33
	High	Low	Close	Change
Level	13.40	11.32	13.40	0.16
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	80	80
Open Interest	227	0	227
	High	Low	Close	Change
Level	16.69	15.50	16.64	0.77
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	1,423.71	1,408.49	1,409.46	-6.72
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	236,086	408,202	644,288
Open Interest	4,940,081	8,040,997	12,981,078
	High	Low	Close	Change
Level	1,423.73	1,408.46	1,409.46	-6.72
S&P 500 Index Weeklys
	Call	Put	Total
Volume	36,752	72,276	109,028
Open Interest	123,319	300,415	423,734
	High	Low	Close	Change
Level	1,423.73	1,408.46	1,409.46	-6.72
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	257	87	344
Open Interest	3,689	6,869	10,558
	High	Low	Close	Change
Level	142.37	140.85	140.95	-0.67
SPDR Options - (SPY)
	Call	Put	Total
Volume	202,993	270,788	473,781
Open Interest	7,138,548	13,493,388	20,631,936
	High	Low	Close	Change
Level	142.92	141.34	141.45	-0.59
SPDR Options LEAPS
	Call	Put	Total
Volume	11,047	1,775	12,822
Open Interest	625,661	807,139	1,432,800
	High	Low	Close	Change
Level	142.92	141.34	141.45	-0.59
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	27,345	56,400	83,745
Open Interest	329,604	713,442	1,043,046
	High	Low	Close	Change
Level	142.92	141.34	141.45	-0.59
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	2,827	4,967	7,794
Open Interest	28,979	38,791	67,770
	High	Low	Close	Change
Level	649.97	642.91	643.37	-3.02
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	5	20	25
Open Interest	1,562	630	2,192
	High	Low	Close	Change
Level	649.97	642.91	643.37	-3.02
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	855	2,801	3,656
Open Interest	1,099	3,770	4,869
	High	Low	Close	Change
Level	649.97	642.91	643.37	-3.02
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	7,227	6,876	14,103
Open Interest	10,046	6,686	16,732
	High	Low	Close	Change
Level	649.97	642.91	643.37	-3.02
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	533	648	1,181
	High	Low	Close	Change
Level	649.97	642.91	643.37	-3.02
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	6,775	6,700	13,475
Open Interest	2,871	409	3,280
	High	Low	Close	Change
Level	649.97	642.91	643.37	-3.02
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	8,817	3,176	11,993
Open Interest	2,578,266	1,372,404	3,950,670
	High	Low	Close	Change
Level	166.92	166.04	166.13	0.08
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	13,287	18,434	31,721
Open Interest	2,277,001	2,204,328	4,481,329
	High	Low	Close	Change
Level	66.37	65.64	65.67	-0.08
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	30	9	39
Open Interest	81,891	104,254	186,145
	High	Low	Close	Change
Level	66.37	65.64	65.67	-0.08
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	4,791	7,214	12,005
Open Interest	72,229	89,521	161,750
	High	Low	Close	Change
Level	66.37	65.64	65.67	-0.08
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	16	16
Open Interest	2,753	1,886	4,639
	High	Low	Close	Change
Level	65.40	64.67	64.72	-0.23
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,564	487	2,051
	High	Low	Close	Change
Level	65.40	64.67	64.72	-0.23
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	100	100
Open Interest	58,129	98,553	156,682
	High	Low	Close	Change
Level	269.90	266.99	267.18	-0.61
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	3,157	9,114	12,271
	High	Low	Close	Change
Level	269.90	266.99	267.18	-0.61
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	4,918	4,165	9,083
Open Interest	129,022	166,993	296,015
	High	Low	Close	Change
Level	2,699.04	2,669.83	2,671.84	-6.04
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	904	1,508	2,412
Open Interest	359,548	445,230	804,778
	High	Low	Close	Change
Level	130.80	129.49	129.55	-0.52
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	2	3	5
Open Interest	34,994	19,975	54,969
	High	Low	Close	Change
Level	130.80	129.49	129.55	-0.52
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	46	739	785
Open Interest	1,883	2,470	4,353
	High	Low	Close	Change
Level	130.80	129.49	129.55	-0.52
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,877	1,004	2,881
Open Interest	133,055	77,972	211,027
	High	Low	Close	Change
Level	130.87	129.59	129.66	-0.60
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	63	59	122
Open Interest	53,919	14,065	67,984
	High	Low	Close	Change
Level	130.87	129.59	129.66	-0.60
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	156	90	246
	High	Low	Close	Change
Level	51.44	50.83	50.99	-0.16
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	4,163	46,703	50,866
Open Interest	1,768,892	3,728,701	5,497,593
	High	Low	Close	Change
Level	82.76	81.75	81.99	-0.10
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	151	356	507
Open Interest	95,790	222,413	318,203
	High	Low	Close	Change
Level	82.76	81.75	81.99	-0.10
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	1,451	2,722	4,173
Open Interest	52,523	111,430	163,953
	High	Low	Close	Change
Level	82.76	81.75	81.99	-0.10
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	3,189	7,252	10,441
Open Interest	291,029	435,490	726,519
	High	Low	Close	Change
Level	826.58	818.93	820.80	-1.12
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	515	556	1,071
Open Interest	94,802	179,014	273,816
	High	Low	Close	Change
Level	129.80	129.43	129.58	0.48
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	14	14
Open Interest	1,511	5,496	7,007
	High	Low	Close	Change
Level	129.80	129.43	129.58	0.48
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	15	151	166
Open Interest	48,798	11,108	59,906
	High	Low	Close	Change
Level	29.11	28.88	28.94	0.07
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	859	1,397	2,256
	High	Low	Close	Change
Level	19.35	19.21	19.32	0.09
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	2	11	13
Open Interest	18,337	6,145	24,482
	High	Low	Close	Change
Level	28.38	28.13	28.18	0.07
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	32	87	119
	High	Low	Close	Change
Level	28.37	28.06	28.06	0.07
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,725	2,531	7,256
	High	Low	Close	Change
Level	25.74	25.38	25.42	0.06
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	2	0	2
Open Interest	807	252	1,059
	High	Low	Close	Change
Level	59.81	59.53	59.53	0.05
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	10	10
Open Interest	267	248	515
	High	Low	Close	Change
Level	58.27	57.95	57.97	0.34
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	724	481	1,205
	High	Low	Close	Change
Level	59.14	58.86	58.90	0.05
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,620	1,533	4,153
	High	Low	Close	Change
Level	33.48	32.89	33.14	0.18
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,650	1,130	3,780
Open Interest	452,943	485,977	938,920
	High	Low	Close	Change
Level	20.72	20.33	20.49	0.10
United States Oil Fund - (USO)
	Call	Put	Total
Volume	3,873	4,562	8,435
Open Interest	663,698	590,115	1,253,813
	High	Low	Close	Change
Level	33.11	32.53	32.60	0.04
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	14,823	4,499	19,322
Open Interest	813,799	1,250,845	2,064,644
	High	Low	Close	Change
Level	55.37	55.06	55.14	0.05
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	30	244	274
Open Interest	15,972	27,885	43,857
	High	Low	Close	Change
Level	140.23	138.08	138.44	-0.31
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	132	46	178
	High	Low	Close	Change
Level	84.67	83.86	84.01	-0.22
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	2	0	2
Open Interest	10,829	7,947	18,776
	High	Low	Close	Change
Level	57.90	57.35	57.40	-0.24
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,018	35,917	38,935
	High	Low	Close	Change
Level	108.64	108.37	108.63	-0.18
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	21	78	99
Open Interest	6,074	6,035	12,109
	High	Low	Close	Change
Level	73.88	72.97	73.27	0.05
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	78	78
Open Interest	2,496	4,028	6,524
	High	Low	Close	Change
Level	94.29	93.00	93.25	-0.30
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	1	0	1
Open Interest	2,279	653	2,932
	High	Low	Close	Change
Level	112.46	110.87	110.91	-0.46
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	248	1,492	1,740
Open Interest	2,921	1,526	4,447
	High	Low	Close	Change
Level	45.61	44.91	45.14	-0.29
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	1,008	3,740	4,748
Open Interest	121,096	184,635	305,731
	High	Low	Close	Change
Level	47.83	47.24	47.28	-0.27
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	8,861	15,860	24,721
Open Interest	875,907	1,447,705	2,323,612
	High	Low	Close	Change
Level	30.30	28.81	30.24	0.56
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	1	0	1
Open Interest	1,348	30,583	31,931
	High	Low	Close	Change
Level	28.87	28.01	28.85	0.33