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 CBOE Websites.

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 Friday, February 01, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 1.14
Exchange Traded Products Put/Call Ratio 1.19
Equity Put/Call Ratio 0.57
CBOE Volatility Index (VIX) Put/Call Ratio 0.42
Sum of All Products
  Call Put Total  
Volume 2,238,910 2,004,592 4,243,502  
Open Interest 117,802,600 106,585,744 224,388,344  
Index Options
  Call Put Total  
Volume 667,026 760,484 1,427,510  
Exchange Traded Products
  Call Put Total  
Volume 551,655 657,649 1,209,304  
Equity Options
  Call Put Total  
Volume 1,020,229 586,459 1,606,688  

Equity LEAPS
  Call Put Total  
Volume 70,547 44,198 114,745  
Open Interest 21,731,868 16,775,246 38,507,114  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 582,513 543,776 1,126,289  
Open Interest 4,300,037 4,690,993 8,991,030  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
922.85 925.53 922.85 925.44
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.04
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.89 143.57 142.88 143.46
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
518.86 523.90 518.86 523.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,223.72 1,228.65 1,223.72 1,228.20
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
373.25 374.27 372.70 374.19
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
235.91 237.09 235.91 237.09
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.44 180.85 180.16 180.85
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,244.84 1,248.79 1,244.84 1,248.45
VIX - CBOE Volatility Index
Open High Low Close
13.37 13.38 12.72 12.90
VVIX - CBOE VVIX Index
Open High Low Close
73.64 74.05 71.97 73.29
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.90 18.92 18.14 18.14
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.28 13.28 11.86 12.07
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.89 16.95 15.91 16.44
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.00 13.31 12.23 12.44
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.25 14.42 13.57 13.89
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.02 15.02 14.60 14.79
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.90 22.96 22.11 22.40
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.55 13.85 13.28 13.32
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.19 8.52 8.05 8.51
VPD - CBOE VIX Premium Strategy Index
      Close
      228.25
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      226.07
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.66 62.12 58.12 60.42
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.68 68.54 65.55 66.84
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.61
EXQ - CBOE Exchange Index
Open High Low Close
102.51 104.07 102.51 103.51
CYX - CBOE China Index
Open High Low Close
662.44 663.83 659.36 663.48
  VIX Snapshot

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