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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 the CBOE Website.

Historical files can be accessed from the calendar below.

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, October 10, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 0.93
Exchange Traded Products Put/Call Ratio 1.47
Equity Put/Call Ratio 0.63
CBOE Volatility Index (VIX) Put/Call Ratio 0.59
Sum of All Products
  Call Put Total  
Volume 2,964,702 2,757,236 5,721,938  
Open Interest 163,287,527 147,111,970 310,399,497  
Index Options
  Call Put Total  
Volume 1,285,310 1,196,580 2,481,890  
Exchange Traded Products
  Call Put Total  
Volume 608,052 891,019 1,499,071  
Equity Options
  Call Put Total  
Volume 1,071,340 669,637 1,740,977  

Equity LEAPS
  Call Put Total  
Volume 44,493 24,434 68,927  
Open Interest 15,973,712 11,641,144 27,614,856  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 654,274 628,623 1,282,897  
Open Interest 5,123,031 6,205,830 11,328,861  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
948.63 961.85 948.63 961.85
VXST - CBOE Short-term Volatility Index
      Close
      17.34
VXTH - CBOE VIX Tail Hedge Index
      Close
      163.15
LOVOL - CBOE Low Volatility Index
Open High Low Close
150.61 152.35 150.61 152.34
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
568.70 574.90 568.70 574.90
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,283.11 1,301.74 1,283.11 1,301.74
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
395.13 398.81 395.13 398.42
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.04 240.90 237.04 240.90
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
185.32 187.77 185.32 187.74
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,291.06 1,303.84 1,290.83 1,303.61
VIX - CBOE Volatility Index
Open High Low Close
17.66 17.92 16.29 16.48
VVIX - CBOE VVIX Index
Open High Low Close
105.80 106.27 93.38 95.31
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
21.18 22.71 19.54 19.80
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
27.11 27.16 24.97 24.97
VXD - CBOE DJIA Volatility Index
Open High Low Close
18.39 18.48 13.92 15.76
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
23.14 23.14 21.22 21.43
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.89 17.35 15.85 16.01
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.30 20.30 17.99 18.45
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.20 18.20 17.14 17.21
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      99.14
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.28 6.65 5.84 5.84
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.07 23.07 21.28 21.39
GVZ - CBOE Gold Volatility Index
Open High Low Close
26.13 26.26 24.56 25.36
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.79 7.79 7.53 7.53
VPD - CBOE VIX Premium Strategy Index
      Close
      240.55
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      236.97
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
48.42 50.02 46.16 46.68
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
55.46 56.77 54.50 55.21
EXQ - CBOE Exchange Index
Open High Low Close
130.64 133.46 130.64 133.41
CYX - CBOE China Index
Open High Low Close
779.36 789.45 779.36 789.45
 
CBOE Volatility Index (VIX)