I'm not an expert, but there are multiple exhanges for options: cboe, pacific, philidephia, and amex, to name a few. I think it depends on your broker as to where your specific option trades are done.
By default, the volumes/quotes on the cboe site are only for cboe trades. They do have a mechanism where you can see the data from the other exchanges. If you get a quote from cboe through this link: http://quote.cboe.com/QuoteTable.asp you can see all the exchange data by entering the symbol and clicking 'All exchange option quotes'.