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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 Friday, February 08, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 1.21
Exchange Traded Products Put/Call Ratio 1.34
Equity Put/Call Ratio 0.57
CBOE Volatility Index (VIX) Put/Call Ratio 0.64
Sum of All Products
  Call Put Total  
Volume 1,807,221 1,633,040 3,440,261  
Open Interest 126,072,751 115,503,030 241,575,781  
Index Options
  Call Put Total  
Volume 563,201 678,849 1,242,050  
Exchange Traded Products
  Call Put Total  
Volume 319,407 429,286 748,693  
Equity Options
  Call Put Total  
Volume 924,613 524,905 1,449,518  

Equity LEAPS
  Call Put Total  
Volume 56,019 27,359 83,378  
Open Interest 22,688,120 17,543,184 40,231,304  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 334,798 301,601 636,399  
Open Interest 3,043,135 3,514,433 6,557,568  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
926.65 927.22 926.26 927.17
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.51
LOVOL - CBOE Low Volatility Index
Open High Low Close
143.73 143.85 143.62 143.83
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
522.07 525.12 522.07 524.79
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,231.36 1,233.84 1,231.26 1,233.84
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
375.02 375.59 374.96 375.58
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.06 237.36 237.06 237.36
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.97 181.15 180.81 181.02
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,249.31 1,250.38 1,249.31 1,250.21
VIX - CBOE Volatility Index
Open High Low Close
13.20 13.20 12.89 13.02
VVIX - CBOE VVIX Index
Open High Low Close
76.06 76.55 74.03 74.42
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.61 18.61 17.37 17.85
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.91 12.97 12.08 12.66
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.60 16.61 15.84 15.90
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.29 12.63 12.07 12.44
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.15 14.48 13.78 14.14
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.02 15.02 14.73 14.80
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.51 23.19 22.18 23.08
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.30 13.54 13.13 13.14
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.77 8.78 8.63 8.67
VPD - CBOE VIX Premium Strategy Index
      Close
      229.38
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      227.18
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.04
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
58.89 59.05 57.33 57.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.88 66.12 64.25 65.18
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.64
EXQ - CBOE Exchange Index
Open High Low Close
105.49 105.83 104.90 105.76
CYX - CBOE China Index
Open High Low Close
639.19 642.94 637.00 642.34



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CBOE Volatility Index Options - (VIX)
  Call Put Total  
Volume 229,736 147,576 377,312  
Open Interest 6,211,065 2,465,901 8,676,966  
  High Low Close Change
Level 13.20 12.89 13.02 -0.48
CBOE Brazil ETF Volatility Index - (VXEWZ)
  Call Put Total  
Volume 0 0 0  
Open Interest 30 0 30  
  High Low Close Change
Level 19.45 18.75 19.01 -0.66
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
  Call Put Total  
Volume 0 0 0  
Open Interest 148 20 168  
  High Low Close Change
Level 18.61 17.37 17.85 -0.87
CBOE Crude Oil ETF Volatility Index - (OVX)
  Call Put Total  
Volume 0 0 0  
Open Interest 139 151 290  
  High Low Close Change
Level 23.19 22.18 23.08 -0.22
CBOE Gold ETF Volatility Index - (GVZ)
  Call Put Total  
Volume 0 5 5  
Open Interest 63 6 69  
  High Low Close Change
Level 13.54 13.13 13.14 -0.45
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
  Call Put Total  
Volume 2 1,300 1,302  
Open Interest 427 0 427  
  High Low Close Change
Level 13.50 12.89 13.02 -0.48
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 1,518.31 1,511.86 1,517.93 8.54
S&P 500 Index - (SPX)
  Call Put Total  
Volume 311,547 488,814 800,361  
Open Interest 4,185,522 7,206,910 11,392,432  
  High Low Close Change
Level 1,518.31 1,509.39 1,517.93 8.54
S&P 500 Index Weeklys
  Call Put Total  
Volume 69,899 82,711 152,610  
Open Interest 225,999 400,060 626,059  
  High Low Close Change
Level 1,518.31 1,509.39 1,517.93 8.54
Mini-SPX Index Options - (XSP)
  Call Put Total  
Volume 290 208 498  
Open Interest 4,528 7,009 11,537  
  High Low Close Change
Level 151.83 150.94 151.79 0.85
SPDR Options - (SPY)
  Call Put Total  
Volume 157,621 198,615 356,236  
Open Interest 6,825,849 12,334,884 19,160,733  
  High Low Close Change
Level 151.89 151.22 151.80 0.84
SPDR Options LEAPS
  Call Put Total  
Volume 1,239 1,052 2,291  
Open Interest 551,477 871,722 1,423,199  
  High Low Close Change
Level 151.89 151.22 151.80 0.84
S&P Depositary Receipts Weeklys
  Call Put Total  
Volume 71,678 82,084 153,762  
Open Interest 603,645 1,031,391 1,635,036  
  High Low Close Change
Level 151.89 151.22 151.80 0.84
S&P 100 Index - (OEX)
  Call Put Total  
Volume 3,572 7,468 11,040  
Open Interest 25,837 34,451 60,288  
  High Low Close Change
Level 683.78 679.68 683.04 3.36
S&P 100 Index LEAPS - American
  Call Put Total  
Volume 13 22 35  
Open Interest 734 270 1,004  
  High Low Close Change
Level 683.78 679.68 683.04 3.36
S&P 100 Index Weeklys - American
  Call Put Total  
Volume 1,297 1,027 2,324  
Open Interest 2,243 4,370 6,613  
  High Low Close Change
Level 683.78 679.68 683.04 3.36
S&P 100 Index-European - (XEO)
  Call Put Total  
Volume 3,756 3,693 7,449  
Open Interest 8,378 17,404 25,782  
  High Low Close Change
Level 683.78 679.68 683.04 3.36
S&P 100 Index LEAPS - European
  Call Put Total  
Volume 0 0 0  
Open Interest 563 165 728  
  High Low Close Change
Level 683.78 679.68 683.04 3.36
S&P 100 Index Weeklys - European
  Call Put Total  
Volume 2,299 2,294 4,593  
Open Interest 2,942 9,737 12,679  
  High Low Close Change
Level 683.78 679.68 683.04 3.36
CBOE Options on SPDR Gold Shares - (GLD)
  Call Put Total  
Volume 12,627 13,091 25,718  
Open Interest 2,431,761 1,349,286 3,781,047  
  High Low Close Change
Level 162.02 161.20 161.55 -0.27
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
  Call Put Total  
Volume 43,038 45,409 88,447  
Open Interest 1,634,149 1,588,688 3,222,837  
  High Low Close Change
Level 68.13 67.63 67.99 0.69
Options on Nasdaq 100 Index Tracking Stock LEAPS
  Call Put Total  
Volume 296 512 808  
Open Interest 113,198 158,797 271,995  
  High Low Close Change
Level 68.13 67.63 67.99 0.69
Nasdaq-100 Index Tracking Stock Weeklys
  Call Put Total  
Volume 8,195 8,420 16,615  
Open Interest 104,560 119,243 223,803  
  High Low Close Change
Level 68.13 67.63 67.99 0.69
S&P 100 Index Fund Options - (OEF)
  Call Put Total  
Volume 0 424 424  
Open Interest 2,594 2,830 5,424  
  High Low Close Change
Level 68.57 68.28 68.46 0.35
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 68.57 68.28 68.46 0.35
CBOE Mini-NDX Index - (MNX)
  Call Put Total  
Volume 12 30 42  
Open Interest 22,603 53,760 76,363  
  High Low Close Change
Level 278.01 274.65 277.56 2.91
CBOE Mini-NDX LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 443 2,657 3,100  
  High Low Close Change
Level 278.01 274.65 277.56 2.91
Nasdaq 100 Index - (NDX)
  Call Put Total  
Volume 6,955 17,986 24,941  
Open Interest 96,981 154,532 251,513  
  High Low Close Change
Level 2,780.13 2,760.39 2,775.56 29.06
Options on DIAMONDS - (DIA)
  Call Put Total  
Volume 2,795 2,536 5,331  
Open Interest 274,944 267,154 542,098  
  High Low Close Change
Level 140.03 139.37 139.74 0.44
Options on DIAMONDS LEAPS
  Call Put Total  
Volume 126 9 135  
Open Interest 51,863 33,556 85,419  
  High Low Close Change
Level 140.03 139.37 139.74 0.44
DIAMONDS Trust, Series 1 Weeklys
  Call Put Total  
Volume 276 481 757  
Open Interest 3,953 5,214 9,167  
  High Low Close Change
Level 140.03 139.37 139.74 0.44
Dow Jones Industrial Average Index - (DJX)
  Call Put Total  
Volume 515 2,932 3,447  
Open Interest 107,527 70,339 177,866  
  High Low Close Change
Level 140.23 139.44 139.93 0.49
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 140.23 139.44 139.93 0.49
iShares Russell Microcap Index - (IWC)
  Call Put Total  
Volume 0 0 0  
Open Interest 34 78 112  
  High Low Close Change
Level 55.86 55.48 55.80 0.19
iShares Russell 2000 Index Fund - (IWM)
  Call Put Total  
Volume 17,736 42,426 60,162  
Open Interest 1,630,300 4,739,686 6,369,986  
  High Low Close Change
Level 90.86 90.24 90.78 0.64
iShares Russell 2000 Index Fund LEAPS
  Call Put Total  
Volume 532 217 749  
Open Interest 135,035 237,709 372,744  
  High Low Close Change
Level 90.86 90.24 90.78 0.64
iShares Russell 2000 Index Fund Weeklys
  Call Put Total  
Volume 5,718 13,299 19,017  
Open Interest 88,860 241,868 330,728  
  High Low Close Change
Level 90.86 90.24 90.78 0.64
Russell 2000 Index - (RUT)
  Call Put Total  
Volume 6,774 8,837 15,611  
Open Interest 358,655 426,051 784,706  
  High Low Close Change
Level 914.15 909.17 913.67 5.57
CurrencyShares Euro Trust - (FXE)
  Call Put Total  
Volume 286 662 948  
Open Interest 60,254 120,661 180,915  
  High Low Close Change
Level 132.99 132.46 132.59 -0.33
CurrencyShares Euro Trust LEAPS
  Call Put Total  
Volume 0 0 0  
Open Interest 2,502 6,551 9,053  
  High Low Close Change
Level 132.99 132.46 132.59 -0.33
PowerShares DB Agriculture Fund - (DBA)
  Call Put Total  
Volume 452 77 529  
Open Interest 70,009 19,784 89,793  
  High Low Close Change
Level 27.21 27.00 27.01 -0.19
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 19.72 19.60 19.71 0.26
Powershares DB Commodity Index Tracking Fund - (DBC)
  Call Put Total  
Volume 142 27 169  
Open Interest 21,076 6,088 27,164  
  High Low Close Change
Level 28.68 28.52 28.57 0.11
PowerShares DB Energy Fund - (DBE)
  Call Put Total  
Volume 2 0 2  
Open Interest 109 81 190  
  High Low Close Change
Level 29.92 29.76 29.81 0.23
PowerShares DB Oil Fund - (DBO)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,423 876 2,299  
  High Low Close Change
Level 27.30 26.97 27.10 0.02
PowerShares DB Precious Metals Fund - (DBP)
  Call Put Total  
Volume 3 0 3  
Open Interest 612 167 779  
  High Low Close Change
Level 57.39 57.13 57.25 -0.11
PowerShares DB Silver Fund - (DBS)
  Call Put Total  
Volume 0 0 0  
Open Interest 225 141 366  
  High Low Close Change
Level 54.37 53.96 54.28 0.18
PowerShares DB Gold Fund - (DGL)
  Call Put Total  
Volume 0 0 0  
Open Interest 512 97 609  
  High Low Close Change
Level 57.22 57.01 57.10 -0.11
iShares GSCI Commodity-Indexed Trust - (GSG)
  Call Put Total  
Volume 0 0 0  
Open Interest 1,619 600 2,219  
  High Low Close Change
Level 34.45 34.24 34.29 0.11
United States Natural Gas Fund - (UNG)
  Call Put Total  
Volume 687 1,037 1,724  
Open Interest 189,020 139,554 328,574  
  High Low Close Change
Level 18.71 18.32 18.36 -0.18
United States Oil Fund - (USO)
  Call Put Total  
Volume 2,055 7,391 9,446  
Open Interest 517,596 547,875 1,065,471  
  High Low Close Change
Level 34.96 34.50 34.68 0.02
Options On MSCI EAFE ETF - (EFA)
  Call Put Total  
Volume 1,256 1,944 3,200  
Open Interest 670,099 1,201,499 1,871,598  
  High Low Close Change
Level 58.59 58.36 58.51 0.37
iShares DJ US Utilities Sector - (IDU)
  Call Put Total  
Volume 0 0 0  
Open Interest 3 1 4  
  High Low Close Change
Level 91.29 90.98 91.25 0.00
iShares Nasdaq Biotechnology - (IBB)
  Call Put Total  
Volume 15 22 37  
Open Interest 7,259 23,621 30,880  
  High Low Close Change
Level 146.85 145.55 146.53 1.33
iShares DJ US Healthcare Index Fund - (IYH)
  Call Put Total  
Volume 4 0 4  
Open Interest 55 17 72  
  High Low Close Change
Level 90.76 90.26 90.63 0.68
iShares DJ Select Dividend - (DVY)
  Call Put Total  
Volume 0 24 24  
Open Interest 14,869 9,337 24,206  
  High Low Close Change
Level 60.65 60.40 60.63 0.20
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
  Call Put Total  
Volume 0 0 0  
Open Interest 2,247 33,366 35,613  
  High Low Close Change
Level 106.32 105.97 106.26 0.08
iShares Russell 2000 Value Index Fund - (IWN)
  Call Put Total  
Volume 0 0 0  
Open Interest 4,737 7,385 12,122  
  High Low Close Change
Level 81.06 80.58 81.00 0.51
iShares Russell 2000 Growth Index Fund - (IWO)
  Call Put Total  
Volume 6 9 15  
Open Interest 3,097 4,437 7,534  
  High Low Close Change
Level 103.26 102.40 103.14 0.80
iShares Russell Midcap Growth Index Fund - (IWP)
  Call Put Total  
Volume 0 0 0  
Open Interest 61 8 69  
  High Low Close Change
Level 67.67 67.32 67.59 0.41
iShares Russell Midcap Index Fund - (IWR)
  Call Put Total  
Volume 5 0 5  
Open Interest 4,772 817 5,589  
  High Low Close Change
Level 122.79 122.08 122.78 0.81
Retail HOLDRs Trust - (RTH)
  Call Put Total  
Volume 35 30 65  
Open Interest 437 2,170 2,607  
  High Low Close Change
Level 46.56 46.35 46.52 0.20
Consumer Discretionary Select Sector SPDR - (XLY)
  Call Put Total  
Volume 39 93 132  
Open Interest 73,024 163,070 236,094  
  High Low Close Change
Level 50.75 50.37 50.72 0.41
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
  Call Put Total  
Volume 18,970 62,481 81,451  
Open Interest 772,037 1,417,538 2,189,575  
  High Low Close Change
Level 23.33 22.91 22.99 -0.48
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
  Call Put Total  
Volume 0 200 200  
Open Interest 1,593 29,067 30,660  
  High Low Close Change
Level 22.72 22.40 22.53 -0.22
 
CBOE Volatility Index (VIX)