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 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
 
CBOE Volatility Index (VIX)