CBOE Daily Market Statistics

CBOE Market Statistics Summary Data is compiled for the convenience of site visitors. *Your use of CBOE's Market Statistics Summary Data is subject to the Terms and Conditions of the CBOE Website. The volume data reflected below is based upon reported volume, not cleared volume. Historical files can be accessed from the calendar below.

CBOE Market Summary for Monday, February 06, 2012

Ratios
Total Put/Call Ratio			0.84
Index Put/Call Ratio			1.36
Equity Put/Call Ratio			0.57
CBOE Volatility Index (VIX) Put/Call Ratio			0.64

Sum of All Products
	Call	Put	Total
Volume	1,728,336	1,457,707	3,186,043
Open Interest	120,581,875	110,132,629	230,714,504
Index, ETF and HOLDRs Options
	Call	Put	Total
Volume	602,141	819,332	1,421,473
Equity Options
	Call	Put	Total
Volume	1,126,195	638,375	1,764,570
Equity LEAPS
	Call	Put	Total
Volume	76,036	40,021	116,057
Open Interest	25,368,338	16,853,837	42,222,175
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	170,881	154,373	325,254
Open Interest	623,602	721,014	1,344,616

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
879.66	880.28	878.05	880.22
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			13.82
CLL - CBOE S&P 500 95-110 Collar Index
			Close
			491.65
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1104.00	1,106.30	1,102.24	1,106.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
363.77	364.37	363.68	364.37
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
226.60	226.82	226.12	226.77
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
169.10	169.25	168.74	169.09
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,155.69	1,156.66	1,155.60	1,156.66
VIX - CBOE Volatility Index
Open	High	Low	Close
17.98	18.02	16.11	17.76
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
27.95	28.08	27.34	27.58
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
15.62	16.63	15.62	16.20
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
25.21	25.40	24.39	24.65
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
17.00	17.00	15.93	16.08
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
18.21	19.19	18.21	18.65
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
20.70	20.74	19.14	20.39
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
30.71	32.85	30.71	31.20
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
21.05	21.69	21.05	21.20
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
12.55	13.37	12.55	13.10
VPD - CBOE VIX Premium Strategy Index
			Close
			172.24
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			174.11
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			75.72
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2010
Open	High	Low	Close
77.40	78.23	75.44	77.55
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
70.88	73.39	70.88	71.14
EXQ - CBOE Exchange Index
Open	High	Low	Close
86.47	87.09	86.07	87.04
CYX - CBOE China Index
Open	High	Low	Close
659.31	659.31	637.67	640.26

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