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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 Tuesday, January 08, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.95
Index Put/Call Ratio			0.88
Exchange Traded Products Put/Call Ratio			1.75
Equity Put/Call Ratio			0.78
CBOE Volatility Index (VIX) Put/Call Ratio			0.38

Sum of All Products
	Call	Put	Total
Volume	1,686,739	1,608,435	3,295,174
Open Interest	144,414,293	127,938,224	272,352,517
Index Options
	Call	Put	Total
Volume	769,695	674,135	1,443,830
Exchange Traded Products
	Call	Put	Total
Volume	223,996	391,220	615,216
Equity Options
	Call	Put	Total
Volume	693,048	543,080	1,236,128
Equity LEAPS
	Call	Put	Total
Volume	47,954	29,949	77,903
Open Interest	17,479,260	13,763,064	31,242,324
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	174,649	170,814	345,463
Open Interest	2,177,964	2,305,464	4,483,428

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
915.90	915.93	914.11	915.51
VXTH - CBOE VIX Tail Hedge Index
			Close
			147.85
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
140.72	140.72	140.09	140.49
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
507.98	507.98	504.96	506.33
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,200.10	1,200.25	1,195.33	1,199.09
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
369.83	369.99	368.71	369.72
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
233.98	233.98	233.52	233.84
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
178.28	178.49	178.12	178.29
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,234.21	1,234.21	1,232.79	1,233.98
VIX - CBOE Volatility Index
Open	High	Low	Close
13.88	14.29	13.62	13.62
VVIX - CBOE VVIX Index
Open	High	Low	Close
76.56	79.31	76.56	78.37
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.98	19.22	18.23	18.23
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.09	13.58	12.83	12.83
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
17.62	18.46	17.28	17.28
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.59	14.29	13.17	13.21
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.55	17.19	16.43	16.43
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.50	16.84	16.38	16.45
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			82.41
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
25.04	25.04	24.28	24.30
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.51	14.51	13.70	14.08
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.68	7.68	7.50	7.51
VPD - CBOE VIX Premium Strategy Index
			Close
			222.98
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			221.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			84.85
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.01	64.03	61.40	62.87
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
69.75	71.57	69.21	70.60
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			16.88
EXQ - CBOE Exchange Index
Open	High	Low	Close
94.67	94.67	93.97	94.32
CYX - CBOE China Index
Open	High	Low	Close
655.27	656.12	647.51	648.83

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	538,688	202,399	741,087
Open Interest	5,042,173	2,604,699	7,646,872
	High	Low	Close	Change
Level	14.29	13.62	13.62	-0.17
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	20.39	19.63	19.64	-0.09
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	198	10	208
	High	Low	Close	Change
Level	19.22	18.23	18.23	-0.30
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	10	25	35
Open Interest	119	91	210
	High	Low	Close	Change
Level	25.04	24.28	24.30	-0.74
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	35	0	35
	High	Low	Close	Change
Level	14.51	13.70	14.08	-0.43
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	102	550	652
	High	Low	Close	Change
Level	14.29	13.62	13.62	-0.17
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	1461.00	1,451.64	1,457.15	-4.74
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	213,792	443,647	657,439
Open Interest	3,627,629	5,874,628	9,502,257
	High	Low	Close	Change
Level	1,461.89	1,451.64	1,457.15	-4.74
S&P 500 Index Weeklys
	Call	Put	Total
Volume	25,030	42,597	67,627
Open Interest	166,811	220,411	387,222
	High	Low	Close	Change
Level	1,461.89	1,451.64	1,457.15	-4.74
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	74	142	216
Open Interest	2,877	3,673	6,550
	High	Low	Close	Change
Level	146.19	145.16	145.72	-0.47
SPDR Options - (SPY)
	Call	Put	Total
Volume	98,153	195,309	293,462
Open Interest	6,474,562	11,043,962	17,518,524
	High	Low	Close	Change
Level	145.91	144.98	145.55	-0.39
SPDR Options LEAPS
	Call	Put	Total
Volume	3,200	669	3,869
Open Interest	426,553	559,319	985,872
	High	Low	Close	Change
Level	145.91	144.98	145.55	-0.39
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	17,836	21,869	39,705
Open Interest	430,143	604,542	1,034,685
	High	Low	Close	Change
Level	145.91	144.98	145.55	-0.39
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	2,966	3,539	6,505
Open Interest	21,198	25,049	46,247
	High	Low	Close	Change
Level	663.09	658.73	661.14	-1.95
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	205	5	210
Open Interest	435	150	585
	High	Low	Close	Change
Level	663.09	658.73	661.14	-1.95
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	241	602	843
Open Interest	1,279	1,422	2,701
	High	Low	Close	Change
Level	663.09	658.73	661.14	-1.95
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	738	936	1,674
Open Interest	13,123	9,143	22,266
	High	Low	Close	Change
Level	663.09	658.73	661.14	-1.95
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	71	0	71
Open Interest	217	102	319
	High	Low	Close	Change
Level	663.09	658.73	661.14	-1.95
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	607	811	1,418
Open Interest	8,280	4,676	12,956
	High	Low	Close	Change
Level	663.09	658.73	661.14	-1.95
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	13,074	4,217	17,291
Open Interest	2,456,505	1,500,620	3,957,125
	High	Low	Close	Change
Level	160.99	160.01	160.56	1.13
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	24,652	19,867	44,519
Open Interest	1,990,675	1,693,210	3,683,885
	High	Low	Close	Change
Level	66.82	66.17	66.52	-0.12
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	90	54	144
Open Interest	74,770	89,107	163,877
	High	Low	Close	Change
Level	66.82	66.17	66.52	-0.12
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	7,650	5,321	12,971
Open Interest	113,257	93,768	207,025
	High	Low	Close	Change
Level	66.82	66.17	66.52	-0.12
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	0	99	99
Open Interest	2,648	1,976	4,624
	High	Low	Close	Change
Level	66.36	65.95	66.16	-0.19
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	1,161	187	1,348
	High	Low	Close	Change
Level	66.36	65.95	66.16	-0.19
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	150	0	150
Open Interest	23,867	47,549	71,416
	High	Low	Close	Change
Level	272.99	270.38	271.87	-0.55
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	423	2,632	3,055
	High	Low	Close	Change
Level	272.99	270.38	271.87	-0.55
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	9,424	9,754	19,178
Open Interest	82,350	122,282	204,632
	High	Low	Close	Change
Level	2,730.16	2,703.75	2,718.72	-5.50
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	1,301	2,845	4,146
Open Interest	261,982	352,222	614,204
	High	Low	Close	Change
Level	133.50	132.74	133.06	-0.39
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	31	9	40
Open Interest	44,179	25,996	70,175
	High	Low	Close	Change
Level	133.50	132.74	133.06	-0.39
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	548	694	1,242
Open Interest	2,211	3,291	5,502
	High	Low	Close	Change
Level	133.50	132.74	133.06	-0.39
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	1,297	1,688	2,985
Open Interest	106,793	68,250	175,043
	High	Low	Close	Change
Level	133.77	132.93	133.29	-0.55
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	75	13	88
Open Interest	42,408	5,655	48,063
	High	Low	Close	Change
Level	133.77	132.93	133.29	-0.55
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	16	39	55
	High	Low	Close	Change
Level	54.04	53.69	54.00	0.02
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	6,410	49,029	55,439
Open Interest	1,151,517	3,378,605	4,530,122
	High	Low	Close	Change
Level	87.01	86.39	86.85	0.00
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	134	340	474
Open Interest	81,117	196,592	277,709
	High	Low	Close	Change
Level	87.01	86.39	86.85	0.00
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	2,083	2,642	4,725
Open Interest	63,117	109,788	172,905
	High	Low	Close	Change
Level	87.01	86.39	86.85	0.00
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	2,053	8,564	10,617
Open Interest	257,793	365,167	622,960
	High	Low	Close	Change
Level	876.32	871.01	874.70	-1.10
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	31	580	611
Open Interest	72,834	139,315	212,149
	High	Low	Close	Change
Level	129.97	129.61	129.85	-0.31
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	2,279	6,026	8,305
	High	Low	Close	Change
Level	129.97	129.61	129.85	-0.31
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	14	0	14
Open Interest	61,855	14,848	76,703
	High	Low	Close	Change
Level	27.83	27.63	27.66	-0.19
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,240	1,423	2,663
	High	Low	Close	Change
Level	19.07	18.87	19.04	0.03
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	16	0	16
Open Interest	30,177	6,023	36,200
	High	Low	Close	Change
Level	27.66	27.53	27.65	0.07
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	41	108	149
	High	Low	Close	Change
Level	28.21	28.06	28.19	0.17
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	10	6	16
Open Interest	4,841	1,776	6,617
	High	Low	Close	Change
Level	26.36	26.15	26.31	0.07
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	743	214	957
	High	Low	Close	Change
Level	56.79	56.40	56.60	0.34
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	6	0	6
Open Interest	376	293	669
	High	Low	Close	Change
Level	52.44	52.15	52.28	0.49
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	797	441	1,238
	High	Low	Close	Change
Level	56.94	56.60	56.80	0.39
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,174	1,603	2,777
	High	Low	Close	Change
Level	32.95	32.76	32.92	0.08
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	1,198	584	1,782
Open Interest	500,527	452,670	953,197
	High	Low	Close	Change
Level	18.41	18.03	18.17	-0.23
United States Oil Fund - (USO)
	Call	Put	Total
Volume	4,148	2,752	6,900
Open Interest	577,637	549,609	1,127,246
	High	Low	Close	Change
Level	34.03	33.73	33.96	0.04
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	710	1,752	2,462
Open Interest	551,197	1,044,940	1,596,137
	High	Low	Close	Change
Level	57.08	56.69	56.90	-0.33
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	34	0	34
Open Interest	9,517	28,838	38,355
	High	Low	Close	Change
Level	144.46	142.79	144.36	0.82
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	2	0	2
Open Interest	58	41	99
	High	Low	Close	Change
Level	86.25	85.91	85.96	-0.09
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	205	178	383
Open Interest	12,939	7,432	20,371
	High	Low	Close	Change
Level	58.43	58.09	58.21	-0.23
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	0	0
Open Interest	2,179	41,996	44,175
	High	Low	Close	Change
Level	106.84	106.69	106.82	0.26
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	1	1	2
Open Interest	4,544	7,065	11,609
	High	Low	Close	Change
Level	77.84	77.34	77.70	-0.08
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,764	4,255	8,019
	High	Low	Close	Change
Level	98.69	97.92	98.49	-0.02
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	75	11	86
	High	Low	Close	Change
Level	64.55	64.05	64.43	-0.15
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	5	0	5
Open Interest	4,230	702	4,932
	High	Low	Close	Change
Level	116.26	115.44	115.85	-0.43
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	0	62	62
Open Interest	1,180	3,687	4,867
	High	Low	Close	Change
Level	44.43	44.01	44.21	-0.24
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	227	448	675
Open Interest	61,984	194,151	256,135
	High	Low	Close	Change
Level	48.57	48.14	48.47	-0.16
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	17,753	51,332	69,085
Open Interest	846,180	1,455,538	2,301,718
	High	Low	Close	Change
Level	27.82	27.09	27.18	-0.33
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	30	2	32
Open Interest	1,374	30,729	32,103
	High	Low	Close	Change
Level	26.55	26.16	26.33	0.23