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.

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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



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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