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 31, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.91
Index Put/Call Ratio			0.74
Exchange Traded Products Put/Call Ratio			1.93
Equity Put/Call Ratio			0.73
CBOE Volatility Index (VIX) Put/Call Ratio			0.34

Sum of All Products
	Call	Put	Total
Volume	1,788,124	1,626,289	3,414,413
Open Interest	115,323,846	104,127,028	219,450,874
Index Options
	Call	Put	Total
Volume	739,598	546,931	1,286,529
Exchange Traded Products
	Call	Put	Total
Volume	262,958	508,206	771,164
Equity Options
	Call	Put	Total
Volume	785,568	571,152	1,356,720
Equity LEAPS
	Call	Put	Total
Volume	56,454	48,616	105,070
Open Interest	21,524,698	16,627,689	38,152,387
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	366,289	467,979	834,268
Open Interest	3,941,386	4,208,036	8,149,422

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
922.31	923.19	921.50	921.91
VXTH - CBOE VIX Tail Hedge Index
			Close
			150.87
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
142.76	142.97	142.49	142.58
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
520.00	520.78	518.30	518.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,220.59	1,222.89	1,218.88	1,219.58
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
372.18	373.10	371.63	371.69
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
236.38	236.66	236.27	236.27
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
179.94	180.15	179.52	180.05
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,245.01	1,245.86	1,244.46	1,244.84
VIX - CBOE Volatility Index
Open	High	Low	Close
14.43	14.43	14.04	14.28
VVIX - CBOE VVIX Index
Open	High	Low	Close
77.62	78.59	75.29	76.72
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.87	19.33	18.53	19.24
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.16	13.48	12.87	13.31
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
17.53	17.90	17.21	17.42
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.89	14.38	13.40	13.99
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.38	15.06	14.18	14.83
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
15.58	15.62	15.39	15.55
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
22.88	23.12	22.45	22.54
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.21	14.29	12.63	13.76
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.39	8.39	8.18	8.20
VPD - CBOE VIX Premium Strategy Index
			Close
			226.90
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			224.74
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.76
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.42	63.20	60.96	62.87
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
66.36	67.78	65.64	67.54
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.41
EXQ - CBOE Exchange Index
Open	High	Low	Close
101.74	102.51	101.15	102.33
CYX - CBOE China Index
Open	High	Low	Close
657.55	659.91	655.70	655.75

3rd-party Advertisement

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	548,849	188,146	736,995
Open Interest	5,571,462	2,235,865	7,807,327
	High	Low	Close	Change
Level	14.43	14.04	14.28	-0.04
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	0	30
	High	Low	Close	Change
Level	19.95	19.37	19.71	-0.39
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	148	25	173
	High	Low	Close	Change
Level	19.33	18.53	19.24	0.56
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	119	122	241
	High	Low	Close	Change
Level	23.12	22.45	22.54	-0.34
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	63	6	69
	High	Low	Close	Change
Level	14.29	12.63	13.76	0.55
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	422	0	422
	High	Low	Close	Change
Level	14.43	14.04	14.28	-0.04
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	5	5
	High	Low	Close	Change
Level	1,504.19	1,496.79	1,498.11	-3.85
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	170,691	337,142	507,833
Open Interest	4,009,128	6,639,111	10,648,239
	High	Low	Close	Change
Level	1,504.19	1,496.76	1,498.11	-3.85
S&P 500 Index Weeklys
	Call	Put	Total
Volume	64,729	133,551	198,280
Open Interest	252,658	473,371	726,029
	High	Low	Close	Change
Level	1,504.19	1,496.76	1,498.11	-3.85
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	1,056	555	1,611
Open Interest	2,306	4,826	7,132
	High	Low	Close	Change
Level	150.42	149.68	149.81	-0.39
SPDR Options - (SPY)
	Call	Put	Total
Volume	140,475	275,908	416,383
Open Interest	6,161,191	10,977,841	17,139,032
	High	Low	Close	Change
Level	150.38	149.60	149.70	-0.38
SPDR Options LEAPS
	Call	Put	Total
Volume	302	436	738
Open Interest	537,380	817,298	1,354,678
	High	Low	Close	Change
Level	150.38	149.60	149.70	-0.38
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	70,196	118,315	188,511
Open Interest	707,657	1,119,861	1,827,518
	High	Low	Close	Change
Level	150.38	149.60	149.70	-0.38
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	1,648	5,370	7,018
Open Interest	21,548	30,074	51,622
	High	Low	Close	Change
Level	678.59	674.68	674.89	-2.21
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	0	0
Open Interest	734	250	984
	High	Low	Close	Change
Level	678.59	674.68	674.89	-2.21
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	619	3,773	4,392
Open Interest	2,198	5,865	8,063
	High	Low	Close	Change
Level	678.59	674.68	674.89	-2.21
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	259	3,372	3,631
Open Interest	10,850	9,031	19,881
	High	Low	Close	Change
Level	678.59	674.68	674.89	-2.21
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	463	165	628
	High	Low	Close	Change
Level	678.59	674.68	674.89	-2.21
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	161	3,342	3,503
Open Interest	6,986	5,853	12,839
	High	Low	Close	Change
Level	678.59	674.68	674.89	-2.21
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	19,465	16,854	36,319
Open Interest	2,265,218	1,307,784	3,573,002
	High	Low	Close	Change
Level	161.81	160.47	161.20	-0.99
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	11,340	21,794	33,134
Open Interest	1,551,941	1,422,118	2,974,059
	High	Low	Close	Change
Level	67.35	66.81	66.87	-0.13
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	48	486	534
Open Interest	109,824	141,578	251,402
	High	Low	Close	Change
Level	67.35	66.81	66.87	-0.13
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	6,471	11,160	17,631
Open Interest	205,719	154,913	360,632
	High	Low	Close	Change
Level	67.35	66.81	66.87	-0.13
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	1	0	1
Open Interest	2,556	2,645	5,201
	High	Low	Close	Change
Level	67.99	67.61	67.64	-0.17
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,142	187	1,329
	High	Low	Close	Change
Level	67.99	67.61	67.64	-0.17
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	0	6	6
Open Interest	22,401	52,787	75,188
	High	Low	Close	Change
Level	275.11	273.01	273.15	-0.72
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,654	3,097
	High	Low	Close	Change
Level	275.11	273.01	273.15	-0.72
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	2,205	3,356	5,561
Open Interest	82,487	126,530	209,017
	High	Low	Close	Change
Level	2,751.11	2,730.07	2,731.53	-7.18
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,279	1,908	3,187
Open Interest	247,646	219,008	466,654
	High	Low	Close	Change
Level	140.22	138.32	138.38	-0.33
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	30	46	76
Open Interest	51,823	31,515	83,338
	High	Low	Close	Change
Level	140.22	138.32	138.38	-0.33
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	167	455	622
Open Interest	2,907	5,037	7,944
	High	Low	Close	Change
Level	140.22	138.32	138.38	-0.33
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	2,893	1,393	4,286
Open Interest	105,226	66,796	172,022
	High	Low	Close	Change
Level	139.41	138.61	138.61	-0.49
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	46,326	6,601	52,927
	High	Low	Close	Change
Level	139.41	138.61	138.61	-0.49
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	34	77	111
	High	Low	Close	Change
Level	55.53	54.90	55.47	0.43
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	10,462	96,208	106,670
Open Interest	1,515,026	4,327,108	5,842,134
	High	Low	Close	Change
Level	89.68	88.76	89.58	0.61
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	262	427	689
Open Interest	121,543	223,910	345,453
	High	Low	Close	Change
Level	89.68	88.76	89.58	0.61
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	3,016	39,639	42,655
Open Interest	113,881	292,348	406,229
	High	Low	Close	Change
Level	89.68	88.76	89.58	0.61
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	11,997	7,591	19,588
Open Interest	277,172	394,890	672,062
	High	Low	Close	Change
Level	902.90	895.75	902.09	5.18
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	238	193	431
Open Interest	53,653	104,052	157,705
	High	Low	Close	Change
Level	134.87	134.59	134.71	0.11
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,482	6,389	8,871
	High	Low	Close	Change
Level	134.87	134.59	134.71	0.11
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	113	0	113
Open Interest	75,780	19,010	94,790
	High	Low	Close	Change
Level	27.93	27.82	27.90	0.02
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,080	1,303	2,383
	High	Low	Close	Change
Level	19.61	19.40	19.46	-0.05
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	21	10	31
Open Interest	19,904	5,799	25,703
	High	Low	Close	Change
Level	28.50	28.31	28.48	-0.01
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	19	81	100
	High	Low	Close	Change
Level	29.32	29.03	29.31	0.09
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,398	814	2,212
	High	Low	Close	Change
Level	27.50	27.31	27.46	-0.07
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	516	167	683
	High	Low	Close	Change
Level	57.49	56.90	57.18	-0.49
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	225	141	366
	High	Low	Close	Change
Level	54.76	53.60	53.96	-1.14
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	512	97	609
	High	Low	Close	Change
Level	57.17	56.73	56.96	-0.38
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,578	493	2,071
	High	Low	Close	Change
Level	34.29	34.05	34.29	0.02
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	3,706	3,445	7,151
Open Interest	173,624	127,360	300,984
	High	Low	Close	Change
Level	19.09	18.24	18.75	-0.01
United States Oil Fund - (USO)
	Call	Put	Total
Volume	3,165	4,693	7,858
Open Interest	450,876	497,516	948,392
	High	Low	Close	Change
Level	35.35	35.12	35.29	-0.21
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	442	1,648	2,090
Open Interest	504,777	926,881	1,431,658
	High	Low	Close	Change
Level	59.28	58.94	58.96	-0.22
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	1	1
	High	Low	Close	Change
Level	90.80	90.26	90.76	0.34
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	16	85	101
Open Interest	6,757	21,552	28,309
	High	Low	Close	Change
Level	146.16	144.52	145.58	0.54
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	50	16	66
	High	Low	Close	Change
Level	90.10	89.75	89.82	-0.22
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	113	113
Open Interest	14,059	7,037	21,096
	High	Low	Close	Change
Level	60.19	59.91	60.12	0.09
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	7	7
Open Interest	1,980	32,878	34,858
	High	Low	Close	Change
Level	106.11	105.93	106.09	0.09
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	12	0	12
Open Interest	4,291	6,901	11,192
	High	Low	Close	Change
Level	80.12	79.30	80.02	0.55
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,760	4,321	7,081
	High	Low	Close	Change
Level	101.80	100.80	101.59	0.52
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	61	8	69
	High	Low	Close	Change
Level	66.87	66.43	66.65	0.19
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,565	797	5,362
	High	Low	Close	Change
Level	121.18	120.46	120.92	0.16
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	52	6	58
Open Interest	370	2,017	2,387
	High	Low	Close	Change
Level	46.50	45.74	46.16	-0.20
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	387	66	453
Open Interest	65,492	136,655	202,147
	High	Low	Close	Change
Level	50.41	50.04	50.13	-0.24
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	12,808	11,379	24,187
Open Interest	688,519	1,320,079	2,008,598
	High	Low	Close	Change
Level	24.61	23.82	24.37	0.13
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	280	280
Open Interest	1,531	28,936	30,467
	High	Low	Close	Change
Level	22.98	22.56	22.80	0.00