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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 Friday, October 05, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.94
Index Put/Call Ratio			1.03
Exchange Traded Products Put/Call Ratio			1.49
Equity Put/Call Ratio			0.67
CBOE Volatility Index (VIX) Put/Call Ratio			0.38

Sum of All Products
	Call	Put	Total
Volume	2,082,054	1,949,923	4,031,977
Open Interest	146,822,287	129,580,448	276,402,735
Index Options
	Call	Put	Total
Volume	643,724	662,281	1,306,005
Exchange Traded Products
	Call	Put	Total
Volume	391,941	582,316	974,257
Equity Options
	Call	Put	Total
Volume	1,046,389	705,326	1,751,715
Equity LEAPS
	Call	Put	Total
Volume	20,430	15,523	35,953
Open Interest	11,299,538	7,960,940	19,260,478
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	507,429	550,529	1,057,958
Open Interest	2,341,419	2,641,083	4,982,502

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
937.27	939.07	934.39	936.19
VXTH - CBOE VIX Tail Hedge Index
			Close
			152.03
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
518.85	518.95	515.82	516.19
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,224.88	1,228.24	1,217.95	1,221.21
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
389.74	390.28	386.20	386.85
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
241.69	242.06	241.04	241.58
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
184.20	185.00	183.27	183.50
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,246.15	1,246.15	1,240.53	1,242.59
VIX - CBOE Volatility Index
Open	High	Low	Close
13.68	14.78	13.67	14.33
VVIX - CBOE VVIX Index
Open	High	Low	Close
82.91	84.45	81.06	83.10
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.40	21.40	20.76	21.17
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.75	13.75	12.90	13.09
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.18	18.77	17.98	18.47
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.22	13.79	12.93	13.58
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.06	16.63	15.87	16.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.58	17.13	16.49	16.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			88.68
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
33.29	33.71	32.73	32.76
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
16.54	16.66	15.68	15.88
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.04	9.05	8.91	9.03
VPD - CBOE VIX Premium Strategy Index
			Close
			217.48
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			216.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.90
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.81	65.91	63.09	64.25
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
42.93	47.20	41.73	45.42
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			9.77
EXQ - CBOE Exchange Index
Open	High	Low	Close
88.78	89.18	88.05	88.27
CYX - CBOE China Index
Open	High	Low	Close
588.31	594.83	588.28	590.01

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	331,823	127,659	459,482
Open Interest	5,315,138	2,540,047	7,855,185
	High	Low	Close	Change
Level	14.78	13.67	14.33	-0.22
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	25.41	24.76	24.93	-0.74
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	21.40	20.76	21.17	-0.60
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	33.71	32.73	32.76	-0.63
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	105	0	105
	High	Low	Close	Change
Level	16.66	15.68	15.88	-1.39
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	40	0	40
	High	Low	Close	Change
Level	14.78	13.67	14.33	-0.22
CBOE Binary Options on the S&P 500 Index - (BSZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	202	202
	High	Low	Close	Change
Level	1,470.96	1,456.90	1,460.93	-0.47
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	289,417	502,377	791,794
Open Interest	4,341,225	7,604,473	11,945,698
	High	Low	Close	Change
Level	1,470.96	1,456.89	1,460.93	-0.47
S&P 500 Index Weeklys
	Call	Put	Total
Volume	104,563	125,457	230,020
Open Interest	202,746	441,960	644,706
	High	Low	Close	Change
Level	1,470.96	1,456.89	1,460.93	-0.47
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	0	31	31
Open Interest	5,564	9,395	14,959
	High	Low	Close	Change
Level	147.10	145.69	146.09	-0.05
SPDR Options - (SPY)
	Call	Put	Total
Volume	175,621	301,821	477,442
Open Interest	6,167,730	12,756,436	18,924,166
	High	Low	Close	Change
Level	147.16	145.70	146.14	-0.14
SPDR Options LEAPS
	Call	Put	Total
Volume	717	1,081	1,798
Open Interest	483,271	577,387	1,060,658
	High	Low	Close	Change
Level	147.16	145.70	146.14	-0.14
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	62,837	123,005	185,842
Open Interest	304,425	562,385	866,810
	High	Low	Close	Change
Level	147.16	145.70	146.14	-0.14
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	6,069	9,070	15,139
Open Interest	37,861	64,919	102,780
	High	Low	Close	Change
Level	677.02	670.67	672.57	-0.62
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	6	6	12
Open Interest	1,365	562	1,927
	High	Low	Close	Change
Level	677.02	670.67	672.57	-0.62
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	3,640	5,827	9,467
Open Interest	3,323	20,574	23,897
	High	Low	Close	Change
Level	677.02	670.67	672.57	-0.62
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	747	819	1,566
Open Interest	9,192	13,064	22,256
	High	Low	Close	Change
Level	677.02	670.67	672.57	-0.62
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	501	581	1,082
	High	Low	Close	Change
Level	677.02	670.67	672.57	-0.62
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	491	504	995
Open Interest	725	4,908	5,633
	High	Low	Close	Change
Level	677.02	670.67	672.57	-0.62
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	24,228	27,171	51,399
Open Interest	2,791,881	1,245,612	4,037,493
	High	Low	Close	Change
Level	173.37	172.01	172.62	-0.99
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	32,029	44,107	76,136
Open Interest	1,726,455	1,998,845	3,725,300
	High	Low	Close	Change
Level	69.80	68.80	68.98	-0.37
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	398	231	629
Open Interest	52,477	62,085	114,562
	High	Low	Close	Change
Level	69.80	68.80	68.98	-0.37
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	21,762	17,809	39,571
Open Interest	83,096	117,351	200,447
	High	Low	Close	Change
Level	69.80	68.80	68.98	-0.37
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	62	0	62
Open Interest	2,444	2,518	4,962
	High	Low	Close	Change
Level	67.85	67.22	67.40	-0.06
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	62	0	62
Open Interest	1,415	343	1,758
	High	Low	Close	Change
Level	67.85	67.22	67.40	-0.06
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	39	10	49
Open Interest	56,758	72,725	129,483
	High	Low	Close	Change
Level	284.59	280.65	281.19	-1.67
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,957	7,691	10,648
	High	Low	Close	Change
Level	284.59	280.65	281.19	-1.67
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	9,649	18,367	28,016
Open Interest	105,509	174,244	279,753
	High	Low	Close	Change
Level	2,845.97	2,806.44	2,811.94	-16.66
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	2,335	3,724	6,059
Open Interest	366,121	472,343	838,464
	High	Low	Close	Change
Level	136.44	135.48	135.96	0.44
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	36	0	36
Open Interest	30,394	14,609	45,003
	High	Low	Close	Change
Level	136.44	135.48	135.96	0.44
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	866	562	1,428
Open Interest	5,483	8,487	13,970
	High	Low	Close	Change
Level	136.44	135.48	135.96	0.44
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,501	1,393	2,894
Open Interest	130,666	80,827	211,493
	High	Low	Close	Change
Level	136.62	135.69	136.10	0.35
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	222	37	259
Open Interest	48,922	11,396	60,318
	High	Low	Close	Change
Level	136.62	135.69	136.10	0.35
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	160	96	256
	High	Low	Close	Change
Level	53.93	53.15	53.30	-0.01
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	17,982	30,025	48,007
Open Interest	1,646,197	3,631,187	5,277,384
	High	Low	Close	Change
Level	85.25	83.84	84.11	-0.09
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	86	22	108
Open Interest	58,184	148,396	206,580
	High	Low	Close	Change
Level	85.25	83.84	84.11	-0.09
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	5,361	5,180	10,541
Open Interest	50,949	95,486	146,435
	High	Low	Close	Change
Level	85.25	83.84	84.11	-0.09
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	2,454	2,555	5,009
Open Interest	303,174	395,186	698,360
	High	Low	Close	Change
Level	853.57	841.58	842.86	-1.79
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	1,667	1,011	2,678
Open Interest	107,566	218,634	326,200
	High	Low	Close	Change
Level	129.85	129.29	129.45	0.11
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	2	2
Open Interest	1,427	4,683	6,110
	High	Low	Close	Change
Level	129.85	129.29	129.45	0.11
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	40	4	44
Open Interest	46,869	18,136	65,005
	High	Low	Close	Change
Level	29.30	29.10	29.13	-0.17
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	19	0	19
Open Interest	1,003	1,295	2,298
	High	Low	Close	Change
Level	19.83	19.67	19.73	-0.11
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	12	12
Open Interest	20,545	9,181	29,726
	High	Low	Close	Change
Level	28.65	28.39	28.54	-0.15
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	232	159	391
	High	Low	Close	Change
Level	28.46	28.10	28.33	-0.10
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	7,233	2,540	9,773
	High	Low	Close	Change
Level	25.83	25.36	25.66	-0.33
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	528	166	694
	High	Low	Close	Change
Level	62.15	61.62	61.66	-0.69
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	9	0	9
Open Interest	455	265	720
	High	Low	Close	Change
Level	60.27	59.35	59.35	-0.82
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	839	895	1,734
	High	Low	Close	Change
Level	61.48	61.11	61.32	-0.38
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,448	4,484	7,932
	High	Low	Close	Change
Level	33.85	33.38	33.52	-0.33
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	6,583	1,975	8,558
Open Interest	553,435	675,880	1,229,315
	High	Low	Close	Change
Level	21.99	21.47	21.80	-0.14
United States Oil Fund - (USO)
	Call	Put	Total
Volume	7,676	5,639	13,315
Open Interest	913,776	679,549	1,593,325
	High	Low	Close	Change
Level	33.70	33.00	33.35	-0.60
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	2,401	659	3,060
Open Interest	732,771	1,099,076	1,831,847
	High	Low	Close	Change
Level	54.66	54.04	54.14	0.08
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	9	166	175
Open Interest	11,346	23,539	34,885
	High	Low	Close	Change
Level	148.54	146.57	147.18	0.35
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	2	2
Open Interest	75	955	1,030
	High	Low	Close	Change
Level	87.11	86.50	86.54	-0.10
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	0	0
Open Interest	7,951	4,608	12,559
	High	Low	Close	Change
Level	58.86	58.47	58.59	0.12
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	3	3
Open Interest	3,279	23,558	26,837
	High	Low	Close	Change
Level	107.81	107.57	107.64	-0.49
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	103	32	135
Open Interest	3,496	2,482	5,978
	High	Low	Close	Change
Level	75.68	74.55	74.78	0.01
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	1	0	1
Open Interest	4,183	5,680	9,863
	High	Low	Close	Change
Level	97.49	95.82	96.08	-0.26
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,532	829	4,361
	High	Low	Close	Change
Level	113.28	112.09	112.38	0.04
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	0	0
Open Interest	133	668	801
	High	Low	Close	Change
Level	46.06	45.74	45.82	0.15
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	42	4,021	4,063
Open Interest	89,724	145,648	235,372
	High	Low	Close	Change
Level	47.97	47.48	47.62	0.11
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	5,312	15,988	21,300
Open Interest	0	0	0
	High	Low	Close	Change
Level	34.53	33.12	34.12	25.47
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	6	17	23
Open Interest	1,413	23,909	25,322
	High	Low	Close	Change
Level	32.48	31.73	32.43	-0.25