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.

CBOE Market Statistics Summary Data

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



3rd-party Advertisement



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