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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, November 07, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.21
Index Put/Call Ratio			1.04
Exchange Traded Products Put/Call Ratio			2.22
Equity Put/Call Ratio			0.76
CBOE Volatility Index (VIX) Put/Call Ratio			0.61

Sum of All Products
	Call	Put	Total
Volume	2,310,474	2,789,864	5,100,338
Open Interest	152,872,680	135,775,132	288,647,812
Index Options
	Call	Put	Total
Volume	784,927	815,613	1,600,540
Exchange Traded Products
	Call	Put	Total
Volume	558,674	1,240,264	1,798,938
Equity Options
	Call	Put	Total
Volume	966,873	733,987	1,700,860
Equity LEAPS
	Call	Put	Total
Volume	42,088	28,134	70,222
Open Interest	13,255,153	9,791,467	23,046,620
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	379,949	574,778	954,727
Open Interest	2,068,304	2,002,724	4,071,028

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
923.19	923.19	906.63	910.46
VXTH - CBOE VIX Tail Hedge Index
			Close
			145.01
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
505.86	505.86	497.60	498.64
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,190.30	1,190.30	1,168.07	1,173.04
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
369.24	369.89	363.65	365.05
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
236.74	236.74	232.05	233.04
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
182.22	182.25	177.49	177.86
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,245.28	1,245.28	1,217.53	1,223.15
VIX - CBOE Volatility Index
Open	High	Low	Close
17.72	19.40	17.62	19.08
VVIX - CBOE VVIX Index
Open	High	Low	Close
88.88	95.53	88.88	94.75
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.55	24.68	22.47	23.57
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
16.37	18.18	16.37	18.04
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
21.05	22.65	20.99	22.34
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
18.17	20.11	17.73	19.45
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
19.10	20.85	19.10	20.42
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
18.66	19.96	18.56	19.81
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			85.89
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
32.02	34.24	32.02	33.98
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
18.00	18.00	16.00	16.69
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.64	8.69	8.48	8.67
VPD - CBOE VIX Premium Strategy Index
			Close
			212.37
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			211.12
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.49
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.18	67.37	63.18	66.60
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
51.44	60.13	50.88	58.23
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			13.02
EXQ - CBOE Exchange Index
Open	High	Low	Close
88.09	88.21	86.73	87.12
CYX - CBOE China Index
Open	High	Low	Close
619.48	619.48	609.39	609.40

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	216,567	133,120	349,687
Open Interest	5,018,211	2,336,932	7,355,143
	High	Low	Close	Change
Level	19.40	17.62	19.08	1.50
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	25.12	24.26	24.53	-0.14
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	10	0	10
	High	Low	Close	Change
Level	24.68	22.47	23.57	0.73
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	12	0	12
	High	Low	Close	Change
Level	34.24	32.02	33.98	1.96
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	97	18	115
	High	Low	Close	Change
Level	18.00	16.00	16.69	-1.31
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	6	0	6
	High	Low	Close	Change
Level	19.40	17.58	19.08	1.50
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	1,428.27	1,388.60	1,394.53	-33.86
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	520,237	632,780	1,153,017
Open Interest	4,798,385	7,993,774	12,792,159
	High	Low	Close	Change
Level	1,428.27	1,388.14	1,394.53	-33.86
S&P 500 Index Weeklys
	Call	Put	Total
Volume	116,031	146,773	262,804
Open Interest	193,402	288,471	481,873
	High	Low	Close	Change
Level	1,428.27	1,388.14	1,394.53	-33.86
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	199	102	301
Open Interest	5,086	6,698	11,784
	High	Low	Close	Change
Level	142.83	138.81	139.45	-3.39
SPDR Options - (SPY)
	Call	Put	Total
Volume	262,814	929,592	1,192,406
Open Interest	7,182,133	13,671,369	20,853,502
	High	Low	Close	Change
Level	141.68	139.06	139.72	-3.15
SPDR Options LEAPS
	Call	Put	Total
Volume	2,434	1,022	3,456
Open Interest	541,084	688,522	1,229,606
	High	Low	Close	Change
Level	141.68	139.06	139.72	-3.15
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	77,607	243,573	321,180
Open Interest	381,205	546,738	927,943
	High	Low	Close	Change
Level	141.68	139.06	139.72	-3.15
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	11,082	8,436	19,518
Open Interest	27,333	47,259	74,592
	High	Low	Close	Change
Level	653.24	633.75	636.27	-16.97
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	20	14	34
Open Interest	1,360	627	1,987
	High	Low	Close	Change
Level	653.24	633.75	636.27	-16.97
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	2,738	2,120	4,858
Open Interest	1,714	8,889	10,603
	High	Low	Close	Change
Level	653.24	633.75	636.27	-16.97
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	755	2,329	3,084
Open Interest	7,852	7,862	15,714
	High	Low	Close	Change
Level	653.24	633.75	636.27	-16.97
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	1	40	41
Open Interest	501	607	1,108
	High	Low	Close	Change
Level	653.24	633.75	636.27	-16.97
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	138	2,013	2,151
Open Interest	468	608	1,076
	High	Low	Close	Change
Level	653.24	633.75	636.27	-16.97
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	25,898	16,225	42,123
Open Interest	2,762,383	1,456,517	4,218,900
	High	Low	Close	Change
Level	167.13	165.04	166.50	0.09
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	62,527	43,090	105,617
Open Interest	2,009,706	2,067,636	4,077,342
	High	Low	Close	Change
Level	65.10	63.90	64.17	-1.58
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	232	53	285
Open Interest	64,344	77,981	142,325
	High	Low	Close	Change
Level	65.10	63.90	64.17	-1.58
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	11,886	13,172	25,058
Open Interest	48,000	67,412	115,412
	High	Low	Close	Change
Level	65.10	63.90	64.17	-1.58
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	20	309	329
Open Interest	2,843	2,421	5,264
	High	Low	Close	Change
Level	64.87	63.65	63.89	-1.61
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,544	483	2,027
	High	Low	Close	Change
Level	64.87	63.65	63.89	-1.61
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	47	40	87
Open Interest	57,088	99,859	156,947
	High	Low	Close	Change
Level	268.10	260.44	261.27	-6.83
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	3,104	8,726	11,830
	High	Low	Close	Change
Level	268.10	260.44	261.27	-6.83
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	24,376	25,032	49,408
Open Interest	135,388	184,153	319,541
	High	Low	Close	Change
Level	2,651.26	2,602.29	2,612.69	-68.36
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	6,469	5,214	11,683
Open Interest	370,427	480,440	850,867
	High	Low	Close	Change
Level	131.05	128.65	129.25	-2.80
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	0	80	80
Open Interest	31,564	16,451	48,015
	High	Low	Close	Change
Level	131.05	128.65	129.25	-2.80
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	465	768	1,233
Open Interest	6,763	7,858	14,621
	High	Low	Close	Change
Level	131.05	128.65	129.25	-2.80
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	4,159	3,236	7,395
Open Interest	144,154	86,743	230,897
	High	Low	Close	Change
Level	132.28	128.77	129.33	-3.13
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	136	48	184
Open Interest	51,053	13,104	64,157
	High	Low	Close	Change
Level	132.28	128.77	129.33	-3.13
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	160	98	258
	High	Low	Close	Change
Level	50.80	49.82	49.97	-1.46
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	21,800	96,304	118,104
Open Interest	1,836,771	3,794,912	5,631,683
	High	Low	Close	Change
Level	81.37	79.91	80.34	-2.01
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	199	257	456
Open Interest	87,406	178,398	265,804
	High	Low	Close	Change
Level	81.37	79.91	80.34	-2.01
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	4,910	13,737	18,647
Open Interest	57,920	163,863	221,783
	High	Low	Close	Change
Level	81.37	79.91	80.34	-2.01
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	3,416	10,051	13,467
Open Interest	305,629	410,536	716,165
	High	Low	Close	Change
Level	814.89	802.23	804.52	-21.12
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	583	1,493	2,076
Open Interest	95,523	188,556	284,079
	High	Low	Close	Change
Level	126.86	126.60	126.79	-0.48
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	2	2
Open Interest	1,385	5,113	6,498
	High	Low	Close	Change
Level	126.86	126.60	126.79	-0.48
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	7	0	7
Open Interest	43,287	12,535	55,822
	High	Low	Close	Change
Level	28.95	28.71	28.91	-0.04
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	871	1,195	2,066
	High	Low	Close	Change
Level	18.01	17.87	17.96	-0.16
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	3	0	3
Open Interest	23,209	6,126	29,335
	High	Low	Close	Change
Level	27.64	27.28	27.34	-0.53
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	38	87	125
	High	Low	Close	Change
Level	27.53	26.94	27.02	-0.92
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	8	34	42
Open Interest	4,440	1,227	5,667
	High	Low	Close	Change
Level	24.99	24.27	24.39	-1.02
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	30	30
Open Interest	657	177	834
	High	Low	Close	Change
Level	59.21	58.40	58.99	-0.02
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	0	0	0
Open Interest	216	214	430
	High	Low	Close	Change
Level	55.06	53.86	54.66	-0.30
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	429	407	836
	High	Low	Close	Change
Level	59.24	58.52	59.05	0.11
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	8	0	8
Open Interest	1,575	1,552	3,127
	High	Low	Close	Change
Level	32.64	31.91	31.98	-0.80
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	993	853	1,846
Open Interest	455,882	495,228	951,110
	High	Low	Close	Change
Level	21.18	20.93	21.01	-0.21
United States Oil Fund - (USO)
	Call	Put	Total
Volume	9,202	10,406	19,608
Open Interest	761,210	638,883	1,400,093
	High	Low	Close	Change
Level	32.12	31.00	31.21	-1.35
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	3,422	3,091	6,513
Open Interest	821,039	1,159,344	1,980,383
	High	Low	Close	Change
Level	53.52	52.97	53.25	-0.81
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	19	235	254
Open Interest	17,072	32,886	49,958
	High	Low	Close	Change
Level	132.43	129.00	129.96	-3.16
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	2	0	2
Open Interest	72	45	117
	High	Low	Close	Change
Level	83.45	81.86	82.67	-1.36
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	1	1	2
Open Interest	8,785	3,454	12,239
	High	Low	Close	Change
Level	57.55	56.26	56.60	-1.23
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	2	112	114
Open Interest	3,702	28,928	32,630
	High	Low	Close	Change
Level	108.54	108.20	108.26	0.90
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	16	106	122
Open Interest	5,176	5,504	10,680
	High	Low	Close	Change
Level	72.89	71.44	71.70	-2.08
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	10	12	22
Open Interest	4,772	6,357	11,129
	High	Low	Close	Change
Level	92.39	90.81	91.43	-2.02
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	10	10	20
Open Interest	3,058	781	3,839
	High	Low	Close	Change
Level	110.72	108.98	109.67	-2.19
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	1	1
Open Interest	166	616	782
	High	Low	Close	Change
Level	44.66	44.09	44.42	-0.41
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	779	208	987
Open Interest	96,413	197,032	293,445
	High	Low	Close	Change
Level	46.76	46.03	46.39	-0.55
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	13,674	31,117	44,791
Open Interest	963,371	1,350,087	2,313,458
	High	Low	Close	Change
Level	37.42	34.83	36.95	2.65
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	1	6	7
Open Interest	1,382	25,734	27,116
	High	Low	Close	Change
Level	31.98	30.56	31.40	0.95