CBOE Daily Market Statistics

The CBOE Market Statistics Summary Data on this page is provided for informational purposes only. The volume data reflected below is based upon reported volume, not cleared volume. CBOE makes no guarantee as to the accuracy of the data. Your use of the data is subject to the Terms and Conditions of the CBOE Website.

Historical files can be accessed from the calendar below.

NOTE: This webpage will be undergoing some changes in the near future. 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 Monday, May 21, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.92
Index Put/Call Ratio			1.35
Equity Put/Call Ratio			0.54
CBOE Volatility Index (VIX) Put/Call Ratio			0.66

Sum of All Products
	Call	Put	Total
Volume	2,279,165	2,104,215	4,383,380
Open Interest	123,732,183	116,058,515	239,790,698
Index, ETF and HOLDRs Options
	Call	Put	Total
Volume	1,079,730	1,455,655	2,535,385
Equity Options
	Call	Put	Total
Volume	1,199,435	648,560	1,847,995
Equity LEAPS
	Call	Put	Total
Volume	28,281	21,394	49,675
Open Interest	5,227,217	3,148,511	8,375,728
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	309,819	303,368	613,187
Open Interest	959,322	1,164,768	2,124,090

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
856.93	865.17	856.40	864.97
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
487.16	487.38	487.16	487.38
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,075.18	1,087.75	1,074.66	1,087.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
354.96	360.40	354.90	360.28
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
222.35	223.69	222.06	223.63
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
163.74	165.67	163.26	165.67
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,147.04	1,147.04	1,147.04	1,147.04
VIX - CBOE Volatility Index
Open	High	Low	Close
24.88	24.88	22.01	22.01
VVIX - CBOE VVIX Index
Open	High	Low	Close
115.67	115.67	107.46	108.50
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
37.78	37.83	32.76	33.27
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
22.30	22.30	19.99	19.99
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
31.62	32.04	28.80	28.90
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
23.49	23.82	21.53	21.75
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
27.55	27.81	24.21	24.30
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
26.86	26.89	24.71	24.71
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
33.18	33.18	29.96	30.01
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
23.29	23.29	20.69	20.69
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
12.84	12.84	12.05	12.09
VPD - CBOE VIX Premium Strategy Index
			Close
			178.35
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			179.18
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			80.50
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
74.79	74.79	71.44	72.64
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
72.56	72.59	69.29	70.13
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			13.19
EXQ - CBOE Exchange Index
Open	High	Low	Close
80.66	82.43	80.52	82.23
CYX - CBOE China Index
Open	High	Low	Close
534.92	548.76	534.40	548.52

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CBOE Volatility Index Options - (VIX)
	Call	Put	Total
Volume	268,807	177,287	446,094
Open Interest	3,225,333	2,141,541	5,366,874
	High	Low	Close	Change
Level	24.88	22.01	22.01	-3.09
CBOE Brazil ETF Volatility Index - (VXEWZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	56	0	56
	High	Low	Close	Change
Level	42.77	37.58	38.33	-5.30
CBOE Emerging Markets ETF Volatility Index - (VXEEM)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	80	80
	High	Low	Close	Change
Level	37.83	32.76	33.27	-4.15
CBOE Crude Oil ETF Volatility Index - (OVX)
	Call	Put	Total
Volume	0	0	0
Open Interest	7	0	7
	High	Low	Close	Change
Level	33.18	29.96	30.01	-3.17
CBOE Gold ETF Volatility Index - (GVZ)
	Call	Put	Total
Volume	10	0	10
Open Interest	4	0	4
	High	Low	Close	Change
Level	23.29	20.69	20.69	-2.60
CBOE Binary Options on the CBOE Volatility Index - (BVZ)
	Call	Put	Total
Volume	0	0	0
Open Interest	0	0	0
	High	Low	Close	Change
Level	25.10	22.01	22.01	-3.09
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	1,316.34	1,296.19	1,315.99	20.77
S&P 500 Index - (SPX)
	Call	Put	Total
Volume	283,680	488,733	772,413
Open Interest	4,481,308	7,814,150	12,295,458
	High	Low	Close	Change
Level	1,316.39	1,295.73	1,315.99	20.77
S&P 500 Index Weeklys
	Call	Put	Total
Volume	28,267	75,581	103,848
Open Interest	75,941	213,296	289,237
	High	Low	Close	Change
Level	1,316.39	1,295.73	1,315.99	20.77
Mini-SPX Index Options - (XSP)
	Call	Put	Total
Volume	19	41	60
Open Interest	7,238	19,951	27,189
	High	Low	Close	Change
Level	131.64	129.57	131.60	2.08
SPDR Options - (SPY)
	Call	Put	Total
Volume	185,996	317,235	503,231
Open Interest	5,568,691	11,382,095	16,950,786
	High	Low	Close	Change
Level	132.02	129.95	131.97	2.28
SPDR Options LEAPS
	Call	Put	Total
Volume	35	3,153	3,188
Open Interest	329,556	357,584	687,140
	High	Low	Close	Change
Level	132.02	129.95	131.97	2.28
S&P Depositary Receipts Weeklys
	Call	Put	Total
Volume	59,182	74,077	133,259
Open Interest	318,675	355,447	674,122
	High	Low	Close	Change
Level	132.02	129.95	131.97	2.28
S&P 100 Index - (OEX)
	Call	Put	Total
Volume	6,936	8,409	15,345
Open Interest	29,664	40,051	69,715
	High	Low	Close	Change
Level	600.06	591.70	599.84	8.23
S&P 100 Index LEAPS - American
	Call	Put	Total
Volume	0	0	0
Open Interest	1,093	448	1,541
	High	Low	Close	Change
Level	600.06	591.70	599.84	8.23
S&P 100 Index Weeklys - American
	Call	Put	Total
Volume	833	3,610	4,443
Open Interest	420	6,249	6,669
	High	Low	Close	Change
Level	600.06	591.70	599.84	8.23
S&P 100 Index-European - (XEO)
	Call	Put	Total
Volume	1,810	1,527	3,337
Open Interest	19,136	17,757	36,893
	High	Low	Close	Change
Level	600.06	591.70	599.84	8.23
S&P 100 Index LEAPS - European
	Call	Put	Total
Volume	0	0	0
Open Interest	491	461	952
	High	Low	Close	Change
Level	600.06	591.70	599.84	8.23
S&P 100 Index Weeklys - European
	Call	Put	Total
Volume	1,281	1,326	2,607
Open Interest	141	168	309
	High	Low	Close	Change
Level	600.06	591.70	599.84	8.23
CBOE Options on SPDR Gold Shares - (GLD)
	Call	Put	Total
Volume	13,995	8,878	22,873
Open Interest	2,983,313	1,376,730	4,360,043
	High	Low	Close	Change
Level	154.95	153.86	154.65	0.10
Options on Nasdaq 100 Index Tracking Stock - (QQQ)
	Call	Put	Total
Volume	49,073	58,093	107,166
Open Interest	1,615,256	2,842,697	4,457,953
	High	Low	Close	Change
Level	62.57	60.85	62.51	1.67
Options on Nasdaq 100 Index Tracking Stock LEAPS
	Call	Put	Total
Volume	20	1	21
Open Interest	26,422	34,658	61,080
	High	Low	Close	Change
Level	62.57	60.85	62.51	1.67
Nasdaq-100 Index Tracking Stock Weeklys
	Call	Put	Total
Volume	9,161	12,648	21,809
Open Interest	44,506	103,385	147,891
	High	Low	Close	Change
Level	62.57	60.85	62.51	1.67
S&P 100 Index Fund Options - (OEF)
	Call	Put	Total
Volume	13	0	13
Open Interest	2,586	2,145	4,731
	High	Low	Close	Change
Level	60.28	59.45	60.26	0.86
S&P 100 Index Fund Options LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	824	446	1,270
	High	Low	Close	Change
Level	60.28	59.45	60.26	0.86
CBOE Mini-NDX Index - (MNX)
	Call	Put	Total
Volume	210	16	226
Open Interest	61,118	95,566	156,684
	High	Low	Close	Change
Level	254.74	247.84	254.54	6.69
CBOE Mini-NDX LEAPS
	Call	Put	Total
Volume	0	0	0
Open Interest	4,292	9,941	14,233
	High	Low	Close	Change
Level	254.74	247.84	254.54	6.69
Nasdaq 100 Index - (NDX)
	Call	Put	Total
Volume	9,598	13,762	23,360
Open Interest	102,050	165,540	267,590
	High	Low	Close	Change
Level	2,547.69	2,478.36	2,545.43	66.90
Options on DIAMONDS - (DIA)
	Call	Put	Total
Volume	7,271	5,053	12,324
Open Interest	259,742	370,030	629,772
	High	Low	Close	Change
Level	124.81	123.44	124.81	1.50
Options on DIAMONDS LEAPS
	Call	Put	Total
Volume	3	80	83
Open Interest	13,661	9,665	23,326
	High	Low	Close	Change
Level	124.81	123.44	124.81	1.50
Dow Jones Industrial Average Index - (DJX)
	Call	Put	Total
Volume	3,838	4,302	8,140
Open Interest	150,321	118,793	269,114
	High	Low	Close	Change
Level	125.08	123.69	125.04	1.35
Dow Jones Industrial Average LEAPS
	Call	Put	Total
Volume	9	297	306
Open Interest	51,246	8,422	59,668
	High	Low	Close	Change
Level	125.08	123.69	125.04	1.35
iShares Russell Microcap Index - (IWC)
	Call	Put	Total
Volume	3	0	3
Open Interest	578	271	849
	High	Low	Close	Change
Level	47.56	46.47	47.51	0.92
iShares Russell 2000 Index Fund - (IWM)
	Call	Put	Total
Volume	63,232	148,227	211,459
Open Interest	1,627,600	3,496,843	5,124,443
	High	Low	Close	Change
Level	76.45	74.41	76.45	1.85
iShares Russell 2000 Index Fund LEAPS
	Call	Put	Total
Volume	0	1	1
Open Interest	17,200	49,097	66,297
	High	Low	Close	Change
Level	76.45	74.41	76.45	1.85
iShares Russell 2000 Index Fund Weeklys
	Call	Put	Total
Volume	7,092	6,981	14,073
Open Interest	44,145	53,940	98,085
	High	Low	Close	Change
Level	76.45	74.41	76.45	1.85
Russell 2000 Index - (RUT)
	Call	Put	Total
Volume	5,929	12,108	18,037
Open Interest	304,857	436,326	741,183
	High	Low	Close	Change
Level	764.64	745.77	764.64	17.43
CurrencyShares Euro Trust - (FXE)
	Call	Put	Total
Volume	638	5,999	6,637
Open Interest	68,757	182,328	251,085
	High	Low	Close	Change
Level	127.60	126.64	127.53	0.44
CurrencyShares Euro Trust LEAPS
	Call	Put	Total
Volume	1	7	8
Open Interest	1,173	2,037	3,210
	High	Low	Close	Change
Level	127.60	126.64	127.53	0.44
PowerShares DB Agriculture Fund - (DBA)
	Call	Put	Total
Volume	79	29	108
Open Interest	39,341	23,833	63,174
	High	Low	Close	Change
Level	27.37	27.08	27.09	-0.06
PowerShares DB Base Metals Fund - (DBB)
	Call	Put	Total
Volume	36	0	36
Open Interest	524	1,383	1,907
	High	Low	Close	Change
Level	18.98	18.69	18.95	0.33
Powershares DB Commodity Index Tracking Fund - (DBC)
	Call	Put	Total
Volume	53	0	53
Open Interest	8,595	7,006	15,601
	High	Low	Close	Change
Level	26.62	26.37	26.62	0.35
PowerShares DB Energy Fund - (DBE)
	Call	Put	Total
Volume	0	0	0
Open Interest	503	210	713
	High	Low	Close	Change
Level	27.34	27.06	27.34	0.45
PowerShares DB Oil Fund - (DBO)
	Call	Put	Total
Volume	1	0	1
Open Interest	3,340	1,675	5,015
	High	Low	Close	Change
Level	26.71	26.26	26.70	0.59
PowerShares DB Precious Metals Fund - (DBP)
	Call	Put	Total
Volume	2	0	2
Open Interest	197	55	252
	High	Low	Close	Change
Level	54.63	54.37	54.57	-0.07
PowerShares DB Silver Fund - (DBS)
	Call	Put	Total
Volume	15	0	15
Open Interest	231	250	481
	High	Low	Close	Change
Level	49.33	48.53	49.33	-0.26
PowerShares DB Gold Fund - (DGL)
	Call	Put	Total
Volume	0	0	0
Open Interest	447	711	1,158
	High	Low	Close	Change
Level	55.17	54.80	55.05	0.04
iShares GSCI Commodity-Indexed Trust - (GSG)
	Call	Put	Total
Volume	20	0	20
Open Interest	2,763	2,021	4,784
	High	Low	Close	Change
Level	32.02	31.73	31.98	0.35
United States Natural Gas Fund - (UNG)
	Call	Put	Total
Volume	5,036	3,597	8,633
Open Interest	623,016	739,265	1,362,281
	High	Low	Close	Change
Level	19.27	18.57	18.77	-0.66
United States Oil Fund - (USO)
	Call	Put	Total
Volume	5,998	4,594	10,592
Open Interest	511,768	450,426	962,194
	High	Low	Close	Change
Level	35.19	34.60	35.15	0.72
Options On MSCI EAFE ETF - (EFA)
	Call	Put	Total
Volume	3,217	3,118	6,335
Open Interest	567,724	1,166,552	1,734,276
	High	Low	Close	Change
Level	49.20	48.38	49.17	1.04
iShares Nasdaq Biotechnology - (IBB)
	Call	Put	Total
Volume	158	314	472
Open Interest	13,827	18,159	31,986
	High	Low	Close	Change
Level	123.88	120.73	123.72	3.22
iShares DJ US Healthcare Index Fund - (IYH)
	Call	Put	Total
Volume	0	0	0
Open Interest	15	31	46
	High	Low	Close	Change
Level	75.97	75.20	75.97	0.92
iShares DJ Select Dividend - (DVY)
	Call	Put	Total
Volume	45	1	46
Open Interest	10,231	9,468	19,699
	High	Low	Close	Change
Level	54.56	53.94	54.56	0.55
iShares Lehman 7-10 Year Treasury Bond Fund - (IEF)
	Call	Put	Total
Volume	0	17	17
Open Interest	4,769	19,835	24,604
	High	Low	Close	Change
Level	107.26	107.07	107.10	-0.28
iShares Russell 2000 Value Index Fund - (IWN)
	Call	Put	Total
Volume	32	11	43
Open Interest	1,249	3,692	4,941
	High	Low	Close	Change
Level	67.67	66.20	67.61	1.22
iShares Russell 2000 Growth Index Fund - (IWO)
	Call	Put	Total
Volume	63	5	68
Open Interest	3,674	13,214	16,888
	High	Low	Close	Change
Level	87.60	84.90	87.55	2.33
iShares Russell Midcap Index Fund - (IWR)
	Call	Put	Total
Volume	32	0	32
Open Interest	1,707	1,735	3,442
	High	Low	Close	Change
Level	103.16	100.84	103.10	2.34
Retail HOLDRs Trust - (RTH)
	Call	Put	Total
Volume	5	0	5
Open Interest	85	544	629
	High	Low	Close	Change
Level	40.39	39.74	40.36	0.28
Consumer Discretionary Select Sector SPDR - (XLY)
	Call	Put	Total
Volume	584	4,646	5,230
Open Interest	88,532	158,373	246,905
	High	Low	Close	Change
Level	42.76	41.73	42.75	0.72
CBOE Options on the iPath S&P 500 VIX Short-Term Futures Index ETN - (VXX)
	Call	Put	Total
Volume	29,155	22,677	51,832
Open Interest	595,232	856,912	1,452,144
	High	Low	Close	Change
Level	22.58	19.89	19.90	-2.50
CBOE Options on the iPath S&P 500 VIX Mid-Term Futures Index ETN - (VXZ)
	Call	Put	Total
Volume	135	31	166
Open Interest	2,018	14,515	16,533
	High	Low	Close	Change
Level	51.66	50.18	50.28	-2.01

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