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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 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