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 Thursday, January 10, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.78
Index Put/Call Ratio 0.70
Exchange Traded Products Put/Call Ratio 1.41
Equity Put/Call Ratio 0.66
CBOE Volatility Index (VIX) Put/Call Ratio 0.31
Sum of All Products
  Call Put Total  
Volume 2,090,163 1,635,643 3,725,806  
Open Interest 149,004,812 132,823,084 281,827,896  
Index Options
  Call Put Total  
Volume 860,236 601,878 1,462,114  
Exchange Traded Products
  Call Put Total  
Volume 292,179 412,151 704,330  
Equity Options
  Call Put Total  
Volume 937,748 621,614 1,559,362  

Equity LEAPS
  Call Put Total  
Volume 57,828 37,213 95,041  
Open Interest 17,824,308 14,071,013 31,895,321  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 291,331 248,623 539,954  
Open Interest 2,728,692 2,854,922 5,583,614  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
916.25 916.99 915.88 916.66
VXTH - CBOE VIX Tail Hedge Index
      Close
      149.27
LOVOL - CBOE Low Volatility Index
Open High Low Close
140.96 141.37 140.69 141.35
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
507.63 510.96 507.63 510.77
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,203.52 1,205.20 1,201.20 1,204.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
370.52 370.73 369.89 370.65
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
234.15 234.45 234.12 234.40
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.47 178.88 178.34 178.58
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,234.52 1,235.28 1,234.52 1,235.22
VIX - CBOE Volatility Index
Open High Low Close
13.33 13.88 13.33 13.49
VVIX - CBOE VVIX Index
Open High Low Close
76.54 79.68 76.05 77.49
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.65 17.85 17.09 17.45
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.83 13.05 12.45 12.67
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.62 17.45 16.61 16.76
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.54 14.03 13.20 13.29
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.08 16.56 15.79 16.08
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.07 16.50 16.07 16.12
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.60 24.79 24.02 24.59
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.16 14.16 13.17 13.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.73 7.73 7.37 7.64
VPD - CBOE VIX Premium Strategy Index
      Close
      223.97
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      222.06
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      84.99
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.61 63.75 60.92 61.07
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
71.01 71.01 67.93 67.96
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      15.84
EXQ - CBOE Exchange Index
Open High Low Close
94.55 95.44 94.55 95.37
CYX - CBOE China Index
Open High Low Close
660.11 676.16 660.11 675.86
  VIX Snapshot

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