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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.

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CBOE Market Summary for Thursday, February 07, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.03
Index Put/Call Ratio 1.26
Exchange Traded Products Put/Call Ratio 1.71
Equity Put/Call Ratio 0.66
CBOE Volatility Index (VIX) Put/Call Ratio 0.52
Sum of All Products
  Call Put Total  
Volume 1,537,809 1,582,817 3,120,626  
Open Interest 123,992,508 112,967,219 236,959,727  
Index Options
  Call Put Total  
Volume 446,056 560,593 1,006,649  
Exchange Traded Products
  Call Put Total  
Volume 285,267 487,395 772,662  
Equity Options
  Call Put Total  
Volume 806,486 534,829 1,341,315  

Equity LEAPS
  Call Put Total  
Volume 49,389 30,364 79,753  
Open Interest 22,435,500 17,360,178 39,795,678  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 274,829 303,841 578,670  
Open Interest 2,884,482 3,319,425 6,203,907  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
925.84 926.40 924.37 926.24
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.76
LOVOL - CBOE Low Volatility Index
Open High Low Close
144.71 144.71 143.36 143.36
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
522.99 523.34 518.62 522.07
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,229.80 1,230.55 1,223.33 1,229.59
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
373.98 374.24 371.91 374.22
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.18 237.23 236.86 237.16
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.01 182.10 180.61 180.94
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,249.22 1,249.65 1,247.62 1,249.31
VIX - CBOE Volatility Index
Open High Low Close
13.47 14.41 13.43 13.50
VVIX - CBOE VVIX Index
Open High Low Close
77.36 82.49 75.37 76.86
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.87 19.50 18.72 18.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.79 13.80 12.79 12.91
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.94 17.78 16.74 16.74
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.04 14.02 12.80 12.88
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.36 15.57 14.36 14.77
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.18 15.82 15.17 15.19
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.39 23.39 22.41 23.30
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.57 13.82 13.19 13.59
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.69 9.69 8.95 9.11
VPD - CBOE VIX Premium Strategy Index
      Close
      228.70
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      226.52
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.95
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
60.24 62.62 58.88 58.88
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.46 68.41 65.62 66.11
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.72
EXQ - CBOE Exchange Index
Open High Low Close
104.16 105.39 103.83 105.31
CYX - CBOE China Index
Open High Low Close
653.13 653.13 637.80 638.02



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 190,138 98,795 288,933  
Open Interest 6,163,237 2,423,628 8,586,865  
  High Low Close Change
Level 14.41 13.43 13.50 0.09
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 0 30  
  High Low Close Change
Level 20.10 18.89 19.67 0.15
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 5 5  
Open Interest 148 25 173  
  High Low Close Change
Level 19.50 18.72 18.72 -0.03
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 7 7  
Open Interest 139 148 287  
  High Low Close Change
Level 23.39 22.41 23.30 -0.09
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 63 6 69  
  High Low Close Change
Level 13.82 13.19 13.59 0.02
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 427 0 427  
  High Low Close Change
Level 14.41 13.41 13.50 0.09
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 1,512.82 1,498.50 1,509.39 -2.73
S&P 500 Index - (SPX)
  Call Put Total  
Volume 237,035 414,670 651,705  
Open Interest 4,122,073 7,059,298 11,181,371  
  High Low Close Change
Level 1,512.90 1,498.49 1,509.39 -2.73
S&P 500 Index Weeklys
  Call Put Total  
Volume 48,324 80,091 128,415  
Open Interest 210,451 365,506 575,957  
  High Low Close Change
Level 1,512.90 1,498.49 1,509.39 -2.73
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 679 363 1,042  
Open Interest 3,951 6,687 10,638  
  High Low Close Change
Level 151.29 149.85 150.94 -0.27
SPDR Options - (SPY)
  Call Put Total  
Volume 120,164 248,143 368,307  
Open Interest 6,634,965 12,022,165 18,657,130  
  High Low Close Change
Level 151.35 149.86 150.98 -0.22
SPDR Options LEAPS
  Call Put Total  
Volume 6,328 16,410 22,738  
Open Interest 546,826 852,247 1,399,073  
  High Low Close Change
Level 151.35 149.86 150.98 -0.22
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 38,233 67,282 105,515  
Open Interest 560,286 976,965 1,537,251  
  High Low Close Change
Level 151.35 149.86 150.98 -0.22
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,727 6,588 10,315  
Open Interest 24,786 31,761 56,547  
  High Low Close Change
Level 681.28 674.91 679.68 -1.35
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 6 5 11  
Open Interest 738 266 1,004  
  High Low Close Change
Level 681.28 674.91 679.68 -1.35
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,460 1,011 2,471  
Open Interest 1,767 4,156 5,923  
  High Low Close Change
Level 681.28 674.91 679.68 -1.35
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 620 10,710 11,330  
Open Interest 8,264 7,690 15,954  
  High Low Close Change
Level 681.28 674.91 679.68 -1.35
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 563 165 728  
  High Low Close Change
Level 681.28 674.91 679.68 -1.35
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 314 7,488 7,802  
Open Interest 3,106 3,161 6,267  
  High Low Close Change
Level 681.28 674.91 679.68 -1.35
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 18,448 12,896 31,344  
Open Interest 2,354,368 1,332,876 3,687,244  
  High Low Close Change
Level 162.96 161.13 161.84 -0.55
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 22,866 18,064 40,930  
Open Interest 1,597,881 1,558,261 3,156,142  
  High Low Close Change
Level 67.37 66.56 67.30 0.06
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 259 197 456  
Open Interest 112,189 156,991 269,180  
  High Low Close Change
Level 67.37 66.56 67.30 0.06
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 7,965 8,371 16,336  
Open Interest 95,175 111,109 206,284  
  High Low Close Change
Level 67.37 66.56 67.30 0.06
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 157 157  
Open Interest 2,594 2,673 5,267  
  High Low Close Change
Level 68.32 67.68 68.14 -0.13
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 67.68 68.14 -0.13
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 46 48 94  
Open Interest 22,522 53,681 76,203  
  High Low Close Change
Level 274.90 271.64 274.65 0.02
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,657 3,100  
  High Low Close Change
Level 274.90 271.64 274.65 0.02
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 6,019 19,522 25,541  
Open Interest 96,533 145,603 242,136  
  High Low Close Change
Level 2,749.14 2,716.36 2,746.50 0.15
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 957 9,907 10,864  
Open Interest 269,963 241,355 511,318  
  High Low Close Change
Level 139.64 138.32 139.27 -0.29
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 26 236 262  
Open Interest 51,682 32,755 84,437  
  High Low Close Change
Level 139.64 138.32 139.27 -0.29
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 142 460 602  
Open Interest 3,529 4,737 8,266  
  High Low Close Change
Level 139.64 138.32 139.27 -0.29
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 2,323 3,483 5,806  
Open Interest 107,587 69,666 177,253  
  High Low Close Change
Level 139.88 138.52 139.44 -0.43
Dow Jones Industrial Average LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 46,502 6,608 53,110  
  High Low Close Change
Level 139.88 138.52 139.44 -0.43
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 78 112  
  High Low Close Change
Level 55.89 55.19 55.55 -0.39
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 7,828 80,650 88,478  
Open Interest 1,625,424 4,570,108 6,195,532  
  High Low Close Change
Level 90.55 89.55 90.13 -0.30
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 155 162 317  
Open Interest 134,105 236,475 370,580  
  High Low Close Change
Level 90.55 89.55 90.13 -0.30
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 1,582 7,938 9,520  
Open Interest 88,759 231,824 320,583  
  High Low Close Change
Level 90.55 89.55 90.13 -0.30
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 5,459 6,402 11,861  
Open Interest 361,269 429,055 790,324  
  High Low Close Change
Level 911.49 902.82 908.10 -3.19
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 540 1,173 1,713  
Open Interest 58,712 119,790 178,502  
  High Low Close Change
Level 133.53 132.65 132.91 -1.23
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,499 6,592 9,091  
  High Low Close Change
Level 133.53 132.65 132.91 -1.23
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 2,066 41 2,107  
Open Interest 74,420 19,742 94,162  
  High Low Close Change
Level 27.29 27.14 27.17 -0.16
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 19.46 19.37 19.43 -0.10
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 1 0 1  
Open Interest 21,023 6,078 27,101  
  High Low Close Change
Level 28.57 28.37 28.43 -0.11
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 0 0 0  
Open Interest 109 81 190  
  High Low Close Change
Level 29.80 29.50 29.74 -0.06
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,403 877 2,280  
  High Low Close Change
Level 27.39 27.01 27.08 -0.23
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 7 0 7  
Open Interest 609 167 776  
  High Low Close Change
Level 57.69 57.11 57.37 -0.29
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 225 141 366  
  High Low Close Change
Level 54.71 53.93 54.19 -0.44
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 512 97 609  
  High Low Close Change
Level 57.54 56.99 57.21 -0.19
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,619 533 2,152  
  High Low Close Change
Level 34.42 34.10 34.19 -0.17
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 1,409 1,214 2,623  
Open Interest 181,917 135,671 317,588  
  High Low Close Change
Level 19.28 18.47 18.55 -0.82
United States Oil Fund - (USO)
  Call Put Total  
Volume 3,537 4,300 7,837  
Open Interest 499,517 534,872 1,034,389  
  High Low Close Change
Level 35.15 34.59 34.69 -0.36
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 917 1,755 2,672  
Open Interest 661,769 1,171,932 1,833,701  
  High Low Close Change
Level 58.64 57.86 58.18 -0.48
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 1 0 1  
Open Interest 2 1 3  
  High Low Close Change
Level 91.60 90.85 91.28 0.24
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 82 646 728  
Open Interest 7,246 23,033 30,279  
  High Low Close Change
Level 146.74 144.20 145.20 -1.43
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 5 0 5  
Open Interest 50 17 67  
  High Low Close Change
Level 90.51 89.60 90.09 -0.39
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 0 0  
Open Interest 14,842 9,326 24,168  
  High Low Close Change
Level 60.58 60.06 60.43 0.02
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,171 33,307 35,478  
  High Low Close Change
Level 106.45 106.14 106.20 0.05
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 24 24  
Open Interest 4,732 7,305 12,037  
  High Low Close Change
Level 80.80 80.01 80.52 -0.23
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 0 0 0  
Open Interest 3,081 4,433 7,514  
  High Low Close Change
Level 102.89 101.68 102.33 -0.49
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 61 8 69  
  High Low Close Change
Level 67.36 66.69 67.19 -0.15
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 1 9 10  
Open Interest 4,736 808 5,544  
  High Low Close Change
Level 122.38 121.13 121.97 -0.25
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 22 4 26  
Open Interest 425 2,170 2,595  
  High Low Close Change
Level 46.44 45.99 46.29 -0.04
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 226 1,552 1,778  
Open Interest 72,029 153,744 225,773  
  High Low Close Change
Level 50.51 49.83 50.31 -0.11
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 25,928 19,104 45,032  
Open Interest 738,211 1,400,102 2,138,313  
  High Low Close Change
Level 24.40 23.17 23.46 -0.09
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 10 10  
Open Interest 1,580 29,040 30,620  
  High Low Close Change
Level 23.30 22.63 22.76 -0.03
 
CBOE Volatility Index (VIX)