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, March 01, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.17
Index Put/Call Ratio 1.23
Exchange Traded Products Put/Call Ratio 1.89
Equity Put/Call Ratio 0.74
CBOE Volatility Index (VIX) Put/Call Ratio 0.53
Sum of All Products
  Call Put Total  
Volume 1,845,987 2,151,416 3,997,403  
Open Interest 127,496,783 120,710,959 248,207,742  
Index Options
  Call Put Total  
Volume 629,174 772,651 1,401,825  
Exchange Traded Products
  Call Put Total  
Volume 412,150 780,812 1,192,962  
Equity Options
  Call Put Total  
Volume 804,663 597,953 1,402,616  

Equity LEAPS
  Call Put Total  
Volume 61,121 32,513 93,634  
Open Interest 25,965,901 19,746,722 45,712,623  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 572,838 801,072 1,373,910  
Open Interest 3,976,843 5,475,429 9,452,272  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
923.86 928.07 919.73 927.44
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.75
LOVOL - CBOE Low Volatility Index
Open High Low Close
143.28 144.13 142.56 143.99
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
525.06 526.54 520.27 525.49
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,228.79 1,237.32 1,222.72 1,236.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
373.00 375.63 371.51 375.54
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.81 238.50 237.00 238.38
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.35 180.07 177.27 179.94
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,251.39 1,253.56 1,243.60 1,252.35
VIX - CBOE Volatility Index
Open High Low Close
16.10 16.82 15.14 15.36
VVIX - CBOE VVIX Index
Open High Low Close
88.92 92.08 86.17 87.83
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.32 19.65 18.21 18.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.69 14.86 13.55 13.61
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.44 20.33 17.74 18.33
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.29 16.32 14.12 14.65
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.80 17.28 15.63 15.64
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.67 17.12 16.09 16.29
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.08
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.62 24.89 23.67 23.68
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.78 16.07 15.67 15.75
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.81 9.83 9.66 9.71
VPD - CBOE VIX Premium Strategy Index
      Close
      227.11
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      224.72
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
61.19 61.79 58.63 59.94
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.96 70.86 64.63 66.04
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.92
EXQ - CBOE Exchange Index
Open High Low Close
110.37 110.37 109.14 110.11
CYX - CBOE China Index
Open High Low Close
621.76 625.91 620.13 624.07
  VIX Snapshot

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