A A A

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, January 09, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.85
Index Put/Call Ratio			0.96
Exchange Traded Products Put/Call Ratio			1.60
Equity Put/Call Ratio			0.61
CBOE Volatility Index (VIX) Put/Call Ratio			0.59

Sum of All Products
	Call	Put	Total
Volume	1,733,456	1,481,129	3,214,585
Open Interest	146,464,726	130,310,511	276,775,237
Index Options
	Call	Put	Total
Volume	713,716	685,732	1,399,448
Exchange Traded Products
	Call	Put	Total
Volume	171,868	274,645	446,513
Equity Options
	Call	Put	Total
Volume	847,872	520,752	1,368,624
Equity LEAPS
	Call	Put	Total
Volume	69,370	43,950	113,320
Open Interest	17,592,976	13,893,757	31,486,733
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	240,908	209,793	450,701
Open Interest	2,427,521	2,611,130	5,038,651

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
915.58	916.48	915.32	915.83
VXTH - CBOE VIX Tail Hedge Index
			Close
			148.20
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
140.52	140.92	140.50	140.70
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
506.33	508.64	506.33	507.63
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,200.46	1,202.37	1,199.36	1,201.03
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
370.09	370.42	369.85	370.42
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
234.00	234.25	233.95	234.12
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
178.48	178.58	178.27	178.52
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,233.98	1,234.87	1,233.98	1,234.52
VIX - CBOE Volatility Index
Open	High	Low	Close
13.32	13.93	13.22	13.81
VVIX - CBOE VVIX Index
Open	High	Low	Close
77.84	81.77	76.89	78.51
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.15	18.15	17.58	17.82
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
12.83	13.03	12.51	12.83
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
17.25	17.31	16.65	16.65
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.41	13.86	13.13	13.55
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.32	16.35	16.08	16.08
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.18	16.59	16.13	16.50
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
24.88	24.88	23.72	24.60
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.66	14.18	13.51	14.16
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.64	7.82	7.64	7.73
VPD - CBOE VIX Premium Strategy Index
			Close
			222.87
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			220.97
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			84.86
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.74	64.04	61.92	63.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
70.83	71.35	69.20	71.01
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			16.15
EXQ - CBOE Exchange Index
Open	High	Low	Close
94.30	94.88	94.25	94.84
CYX - CBOE China Index
Open	High	Low	Close
651.54	659.30	651.44	659.18

3rd-party Advertisement

CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	364,032	215,517	579,549
Open Interest	5,377,995	2,655,235	8,033,230
	High	Low	Close	Change
Level	13.93	13.22	13.81	0.19
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	19.56	19.10	19.11	-0.53
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	198	10	208
	High	Low	Close	Change
Level	18.15	17.58	17.82	-0.41
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	129	111	240
	High	Low	Close	Change
Level	24.88	23.72	24.60	0.30
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	35	0	35
	High	Low	Close	Change
Level	14.18	13.51	14.16	0.08
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	10	0	10
Open Interest	102	550	652
	High	Low	Close	Change
Level	13.93	13.22	13.81	0.19
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	1,464.72	1,458.01	1,461.02	3.87
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	333,733	443,695	777,428
Open Interest	3,686,862	6,036,561	9,723,423
	High	Low	Close	Change
Level	1,464.73	1,457.15	1,461.02	3.87
S&P 500 Index Weeklys
	Call	Put	Total
Volume	53,462	65,139	118,601
Open Interest	173,506	238,782	412,288
	High	Low	Close	Change
Level	1,464.73	1,457.15	1,461.02	3.87
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	5	18	23
Open Interest	2,828	3,783	6,611
	High	Low	Close	Change
Level	146.47	145.72	146.10	0.38
SPDR Options - (SPY)
	Call	Put	Total
Volume	59,129	157,057	216,186
Open Interest	6,577,564	11,277,813	17,855,377
	High	Low	Close	Change
Level	146.32	145.64	145.92	0.46
SPDR Options LEAPS
	Call	Put	Total
Volume	3,853	3,245	7,098
Open Interest	430,627	563,322	993,949
	High	Low	Close	Change
Level	146.32	145.64	145.92	0.46
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	17,214	19,783	36,997
Open Interest	462,275	631,952	1,094,227
	High	Low	Close	Change
Level	146.32	145.64	145.92	0.46
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	3,014	3,990	7,004
Open Interest	21,748	26,238	47,986
	High	Low	Close	Change
Level	664.40	660.95	662.24	1.10
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	1	1
Open Interest	640	145	785
	High	Low	Close	Change
Level	664.40	660.95	662.24	1.10
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	482	1,083	1,565
Open Interest	1,420	1,875	3,295
	High	Low	Close	Change
Level	664.40	660.95	662.24	1.10
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	72	337	409
Open Interest	13,565	9,523	23,088
	High	Low	Close	Change
Level	664.40	660.95	662.24	1.10
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	288	102	390
	High	Low	Close	Change
Level	664.40	660.95	662.24	1.10
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	34	123	157
Open Interest	8,606	4,994	13,600
	High	Low	Close	Change
Level	664.40	660.95	662.24	1.10
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	10,731	6,255	16,986
Open Interest	2,491,327	1,526,124	4,017,451
	High	Low	Close	Change
Level	160.83	159.90	160.50	-0.07
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	8,208	9,823	18,031
Open Interest	1,996,862	1,707,649	3,704,511
	High	Low	Close	Change
Level	66.95	66.55	66.77	0.21
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	5	5	10
Open Interest	75,781	89,586	165,367
	High	Low	Close	Change
Level	66.95	66.55	66.77	0.21
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	2,051	2,247	4,298
Open Interest	116,992	110,478	227,470
	High	Low	Close	Change
Level	66.95	66.55	66.77	0.21
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	1	99	100
Open Interest	2,664	2,087	4,751
	High	Low	Close	Change
Level	66.51	66.18	66.30	0.16
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	66.51	66.18	66.30	0.16
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	10	0	10
Open Interest	24,277	48,227	72,504
	High	Low	Close	Change
Level	273.53	271.87	272.77	0.90
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	441	2,653	3,094
	High	Low	Close	Change
Level	273.53	271.87	272.77	0.90
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	6,493	13,513	20,006
Open Interest	83,657	124,608	208,265
	High	Low	Close	Change
Level	2,735.42	2,720.05	2,727.65	8.93
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	293	4,196	4,489
Open Interest	267,240	353,093	620,333
	High	Low	Close	Change
Level	133.98	133.40	133.71	0.59
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	9	239	248
Open Interest	45,555	26,121	71,676
	High	Low	Close	Change
Level	133.98	133.40	133.71	0.59
DIAMONDS Trust, Series 1 Weeklys
	Call	Put	Total
Volume	77	436	513
Open Interest	2,634	3,890	6,524
	High	Low	Close	Change
Level	133.98	133.40	133.71	0.59
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	3,004	1,964	4,968
Open Interest	107,609	69,209	176,818
	High	Low	Close	Change
Level	134.17	133.30	133.91	0.62
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	50	4	54
Open Interest	42,478	5,665	48,143
	High	Low	Close	Change
Level	134.17	133.30	133.91	0.62
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	0	0	0
Open Interest	16	39	55
	High	Low	Close	Change
Level	54.33	54.17	54.32	0.38
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	10,773	27,117	37,890
Open Interest	1,179,997	3,504,606	4,684,603
	High	Low	Close	Change
Level	87.35	86.96	87.27	0.39
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	35	127	162
Open Interest	81,587	197,632	279,219
	High	Low	Close	Change
Level	87.35	86.96	87.27	0.39
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	1,993	2,617	4,610
Open Interest	68,362	133,218	201,580
	High	Low	Close	Change
Level	87.35	86.96	87.27	0.39
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	2,857	4,765	7,622
Open Interest	264,376	378,831	643,207
	High	Low	Close	Change
Level	879.54	877.01	879.51	4.81
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	320	377	697
Open Interest	73,047	137,889	210,936
	High	Low	Close	Change
Level	129.81	129.40	129.64	-0.21
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	0	5	5
Open Interest	2,278	6,024	8,302
	High	Low	Close	Change
Level	129.81	129.40	129.64	-0.21
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	0	0	0
Open Interest	62,058	14,840	76,898
	High	Low	Close	Change
Level	27.67	27.56	27.67	0.03
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,240	1,412	2,652
	High	Low	Close	Change
Level	19.25	18.95	18.98	-0.07
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	0	9	9
Open Interest	30,466	6,022	36,488
	High	Low	Close	Change
Level	27.67	27.50	27.61	-0.04
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	41	108	149
	High	Low	Close	Change
Level	28.17	27.99	28.11	-0.09
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	0	8	8
Open Interest	4,872	1,813	6,685
	High	Low	Close	Change
Level	26.39	26.17	26.28	-0.02
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	0	0	0
Open Interest	792	214	1,006
	High	Low	Close	Change
Level	56.65	56.33	56.61	0.00
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	2	0	2
Open Interest	387	293	680
	High	Low	Close	Change
Level	52.15	51.70	52.15	-0.13
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	797	441	1,238
	High	Low	Close	Change
Level	56.85	56.61	56.80	-0.01
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	0	0	0
Open Interest	1,176	1,603	2,779
	High	Low	Close	Change
Level	32.96	32.72	32.85	-0.07
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	2,014	1,494	3,508
Open Interest	504,158	457,071	961,229
	High	Low	Close	Change
Level	17.86	17.38	17.57	-0.60
United States Oil Fund - (USO)
	Call	Put	Total
Volume	6,355	1,986	8,341
Open Interest	585,433	553,685	1,139,118
	High	Low	Close	Change
Level	34.07	33.74	33.88	-0.08
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	1,759	441	2,200
Open Interest	556,913	1,059,958	1,616,871
	High	Low	Close	Change
Level	57.27	57.03	57.19	0.29
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	405	16	421
Open Interest	9,686	28,880	38,566
	High	Low	Close	Change
Level	146.31	144.24	146.30	1.95
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	1	0	1
Open Interest	60	41	101
	High	Low	Close	Change
Level	86.94	86.27	86.94	0.97
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	0	0	0
Open Interest	14,008	8,123	22,131
	High	Low	Close	Change
Level	58.44	58.18	58.35	0.12
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	6	0	6
Open Interest	2,211	41,996	44,207
	High	Low	Close	Change
Level	106.98	106.74	106.86	0.06
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	0	0	0
Open Interest	4,373	6,795	11,168
	High	Low	Close	Change
Level	78.09	77.78	77.92	0.22
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	0	0	0
Open Interest	3,715	4,216	7,931
	High	Low	Close	Change
Level	99.20	98.65	99.12	0.67
iShares Russell Midcap Growth Index Fund - (IWP)
	Call	Put	Total
Volume	0	0	0
Open Interest	75	11	86
	High	Low	Close	Change
Level	64.84	64.53	64.77	0.34
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	0	5	5
Open Interest	4,235	702	4,937
	High	Low	Close	Change
Level	116.58	116.09	116.40	0.51
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	5	154	159
Open Interest	1,180	3,737	4,917
	High	Low	Close	Change
Level	44.38	44.16	44.28	0.07
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	292	315	607
Open Interest	62,398	195,062	257,460
	High	Low	Close	Change
Level	48.80	48.49	48.55	0.14
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	12,901	21,829	34,730
Open Interest	883,151	1,451,531	2,334,682
	High	Low	Close	Change
Level	27.48	26.69	27.24	0.04
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	49	0	49
Open Interest	1,445	30,729	32,174
	High	Low	Close	Change
Level	26.23	25.65	26.12	-0.25