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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 Wednesday, February 06, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.97
Index Put/Call Ratio			1.28
Exchange Traded Products Put/Call Ratio			1.84
Equity Put/Call Ratio			0.60
CBOE Volatility Index (VIX) Put/Call Ratio			0.87

Sum of All Products
	Call	Put	Total
Volume	1,565,824	1,524,992	3,090,816
Open Interest	121,972,652	110,683,016	232,655,668
Index Options
	Call	Put	Total
Volume	453,444	582,237	1,035,681
Exchange Traded Products
	Call	Put	Total
Volume	224,214	413,354	637,568
Equity Options
	Call	Put	Total
Volume	888,166	529,401	1,417,567
Equity LEAPS
	Call	Put	Total
Volume	45,526	44,707	90,233
Open Interest	22,274,122	17,141,562	39,415,684
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	241,365	247,554	488,919
Open Interest	2,703,663	2,976,463	5,680,126

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
925.68	926.20	924.80	925.97
VXTH - CBOE VIX Tail Hedge Index
			Close
			151.98
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
143.25	143.49	143.03	143.46
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
522.86	523.29	520.71	522.99
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,227.38	1,229.93	1,225.67	1,229.93
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
373.60	374.38	373.23	373.85
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
237.18	237.18	236.86	237.18
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
180.61	180.95	180.57	180.89
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,248.80	1,249.39	1,248.12	1,249.22
VIX - CBOE Volatility Index
Open	High	Low	Close
14.06	14.08	13.34	13.41
VVIX - CBOE VVIX Index
Open	High	Low	Close
80.44	82.68	77.09	77.24
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.97	19.41	18.71	18.75
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.16	13.56	12.48	12.78
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
17.63	17.91	16.77	16.80
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.28	13.52	12.86	13.01
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.83	15.02	14.02	14.02
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
15.49	15.54	15.11	15.14
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
23.06	24.21	22.93	23.39
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.03	13.61	13.03	13.57
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.33	9.76	9.33	9.69
VPD - CBOE VIX Premium Strategy Index
			Close
			228.59
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			226.41
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.92
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.12	62.23	60.02	60.24
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
67.66	67.88	66.28	66.59
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.90
EXQ - CBOE Exchange Index
Open	High	Low	Close
104.28	104.39	102.54	104.16
CYX - CBOE China Index
Open	High	Low	Close
644.60	651.57	642.72	650.97

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	244,647	212,747	457,394
Open Interest	6,101,851	2,347,762	8,449,613
	High	Low	Close	Change
Level	14.08	13.34	13.41	-0.31
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	30	0	30
	High	Low	Close	Change
Level	20.26	19.52	19.52	-0.13
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	148	25	173
	High	Low	Close	Change
Level	19.41	18.71	18.75	0.35
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	20	0	20
Open Interest	119	148	267
	High	Low	Close	Change
Level	24.21	22.93	23.39	0.33
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	63	6	69
	High	Low	Close	Change
Level	13.61	13.03	13.57	0.54
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	5	0	5
Open Interest	422	0	422
	High	Low	Close	Change
Level	14.08	13.34	13.41	-0.31
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	1,512.53	1,504.71	1,512.12	0.83
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	188,308	349,989	538,297
Open Interest	4,071,387	6,935,127	11,006,514
	High	Low	Close	Change
Level	1,512.53	1,504.71	1,512.12	0.83
S&P 500 Index Weeklys
	Call	Put	Total
Volume	32,984	64,839	97,823
Open Interest	203,256	336,996	540,252
	High	Low	Close	Change
Level	1,512.53	1,504.71	1,512.12	0.83
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	341	849	1,190
Open Interest	3,624	5,939	9,563
	High	Low	Close	Change
Level	151.25	150.47	151.21	0.08
SPDR Options - (SPY)
	Call	Put	Total
Volume	69,196	180,287	249,483
Open Interest	6,557,190	11,645,148	18,202,338
	High	Low	Close	Change
Level	151.26	150.41	151.16	0.10
SPDR Options LEAPS
	Call	Put	Total
Volume	763	288	1,051
Open Interest	543,758	846,837	1,390,595
	High	Low	Close	Change
Level	151.26	150.41	151.16	0.10
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	19,369	59,315	78,684
Open Interest	553,566	858,615	1,412,181
	High	Low	Close	Change
Level	151.26	150.41	151.16	0.10
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	2,395	2,899	5,294
Open Interest	24,379	31,211	55,590
	High	Low	Close	Change
Level	681.60	678.10	681.03	-0.13
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	15	15
Open Interest	738	271	1,009
	High	Low	Close	Change
Level	681.60	678.10	681.03	-0.13
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	509	879	1,388
Open Interest	1,612	3,851	5,463
	High	Low	Close	Change
Level	681.60	678.10	681.03	-0.13
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	483	417	900
Open Interest	7,889	7,303	15,192
	High	Low	Close	Change
Level	681.60	678.10	681.03	-0.13
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	563	165	728
	High	Low	Close	Change
Level	681.60	678.10	681.03	-0.13
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	446	393	839
Open Interest	2,749	2,794	5,543
	High	Low	Close	Change
Level	681.60	678.10	681.03	-0.13
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	14,869	15,787	30,656
Open Interest	2,323,975	1,320,503	3,644,478
	High	Low	Close	Change
Level	162.63	161.99	162.39	0.43
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	18,558	32,081	50,639
Open Interest	1,533,311	1,525,945	3,059,256
	High	Low	Close	Change
Level	67.55	67.04	67.24	-0.24
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	20	29	49
Open Interest	111,920	157,001	268,921
	High	Low	Close	Change
Level	67.55	67.04	67.24	-0.24
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	8,572	5,639	14,211
Open Interest	95,370	109,817	205,187
	High	Low	Close	Change
Level	67.55	67.04	67.24	-0.24
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	4	0	4
Open Interest	2,602	2,657	5,259
	High	Low	Close	Change
Level	68.32	67.96	68.24	0.03
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,152	197	1,349
	High	Low	Close	Change
Level	68.32	67.96	68.24	0.03
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	9	1	10
Open Interest	22,510	53,682	76,192
	High	Low	Close	Change
Level	275.82	273.85	274.63	-0.87
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	443	2,657	3,100
	High	Low	Close	Change
Level	275.82	273.85	274.63	-0.87
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	6,425	7,204	13,629
Open Interest	93,690	142,045	235,735
	High	Low	Close	Change
Level	2,758.25	2,738.47	2,746.35	-8.64
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	869	4,272	5,141
Open Interest	268,429	236,878	505,307
	High	Low	Close	Change
Level	139.70	138.88	139.62	0.19
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	15	0	15
Open Interest	51,547	32,658	84,205
	High	Low	Close	Change
Level	139.70	138.88	139.62	0.19
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	178	25	203
Open Interest	3,672	4,703	8,375
	High	Low	Close	Change
Level	139.70	138.88	139.62	0.19
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	757	1,200	1,957
Open Interest	107,241	69,139	176,380
	High	Low	Close	Change
Level	139.92	139.13	139.87	0.08
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	20	1	21
Open Interest	46,482	6,608	53,090
	High	Low	Close	Change
Level	139.92	139.13	139.87	0.08
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	1	1
Open Interest	34	77	111
	High	Low	Close	Change
Level	55.95	55.37	55.94	0.10
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	12,625	23,034	35,659
Open Interest	1,606,399	4,524,952	6,131,351
	High	Low	Close	Change
Level	90.52	89.57	90.48	0.38
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	47	1,085	1,132
Open Interest	131,921	231,663	363,584
	High	Low	Close	Change
Level	90.52	89.57	90.48	0.38
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	1,457	5,070	6,527
Open Interest	83,893	225,559	309,452
	High	Low	Close	Change
Level	90.52	89.57	90.48	0.38
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	7,867	6,456	14,323
Open Interest	353,818	418,959	772,777
	High	Low	Close	Change
Level	911.45	903.76	911.29	3.07
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	220	8,094	8,314
Open Interest	57,119	110,659	167,778
	High	Low	Close	Change
Level	134.35	133.99	134.14	-0.53
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,505	6,572	9,077
	High	Low	Close	Change
Level	134.35	133.99	134.14	-0.53
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	337	122	459
Open Interest	74,753	19,530	94,283
	High	Low	Close	Change
Level	27.47	27.32	27.34	-0.34
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,154	1,352	2,506
	High	Low	Close	Change
Level	19.56	19.40	19.55	-0.09
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	8	0	8
Open Interest	20,665	6,029	26,694
	High	Low	Close	Change
Level	28.58	28.39	28.55	-0.04
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	109	81	190
	High	Low	Close	Change
Level	29.68	29.37	29.67	0.07
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,403	877	2,280
	High	Low	Close	Change
Level	27.35	26.91	27.29	0.04
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	7	0	7
Open Interest	602	167	769
	High	Low	Close	Change
Level	57.69	57.50	57.65	0.13
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	225	141	366
	High	Low	Close	Change
Level	54.71	54.59	54.71	-0.12
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	512	97	609
	High	Low	Close	Change
Level	57.47	57.29	57.43	0.17
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	3	0	3
Open Interest	1,606	523	2,129
	High	Low	Close	Change
Level	34.37	34.07	34.36	-0.02
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	1,796	542	2,338
Open Interest	177,801	132,241	310,042
	High	Low	Close	Change
Level	19.45	19.20	19.35	0.18
United States Oil Fund - (USO)
	Call	Put	Total
Volume	3,140	2,862	6,002
Open Interest	482,069	524,104	1,006,173
	High	Low	Close	Change
Level	35.10	34.51	35.05	0.01
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	455	6,510	6,965
Open Interest	525,071	984,139	1,509,210
	High	Low	Close	Change
Level	58.67	58.24	58.65	-0.01
iShares DJ US Utilities Sector - (IDU)
	Call	Put	Total
Volume	0	0	0
Open Interest	2	1	3
	High	Low	Close	Change
Level	91.05	90.19	91.05	0.35
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	0	115	115
Open Interest	7,237	21,947	29,184
	High	Low	Close	Change
Level	147.78	145.97	146.63	-0.63
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	50	17	67
	High	Low	Close	Change
Level	90.63	90.20	90.48	-0.08
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	77	16	93
Open Interest	14,348	8,918	23,266
	High	Low	Close	Change
Level	60.43	59.94	60.41	0.24
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	10	10
Open Interest	2,135	33,188	35,323
	High	Low	Close	Change
Level	106.20	105.95	106.18	0.32
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,627	7,294	11,921
	High	Low	Close	Change
Level	80.78	79.96	80.76	0.34
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,039	4,428	7,467
	High	Low	Close	Change
Level	102.85	101.75	102.78	0.35
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	61	8	69
	High	Low	Close	Change
Level	67.39	66.92	67.35	0.19
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,689	798	5,487
	High	Low	Close	Change
Level	122.27	121.36	122.26	0.47
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	6	6
Open Interest	425	2,172	2,597
	High	Low	Close	Change
Level	46.41	46.08	46.33	-0.10
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	278	559	837
Open Interest	69,467	146,685	216,152
	High	Low	Close	Change
Level	50.59	50.20	50.45	0.11
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	33,902	16,762	50,664
Open Interest	715,951	1,402,633	2,118,584
	High	Low	Close	Change
Level	24.23	23.50	23.54	-0.15
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,580	39,040	40,620
	High	Low	Close	Change
Level	23.20	22.77	22.83	-0.11