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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 Friday, January 11, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.72
Index Put/Call Ratio 0.55
Exchange Traded Products Put/Call Ratio 1.68
Equity Put/Call Ratio 0.63
CBOE Volatility Index (VIX) Put/Call Ratio 0.17
Sum of All Products
  Call Put Total  
Volume 2,170,630 1,570,976 3,741,606  
Open Interest 151,418,721 135,555,272 286,973,993  
Index Options
  Call Put Total  
Volume 1,035,053 566,418 1,601,471  
Exchange Traded Products
  Call Put Total  
Volume 272,528 458,687 731,215  
Equity Options
  Call Put Total  
Volume 863,049 545,871 1,408,920  

Equity LEAPS
  Call Put Total  
Volume 53,280 34,585 87,865  
Open Interest 17,989,431 14,204,219 32,193,650  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 257,325 215,072 472,397  
Open Interest 2,979,168 3,171,897 6,151,065  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
916.20 916.92 915.99 916.46
VXTH - CBOE VIX Tail Hedge Index
      Close
      149.19
LOVOL - CBOE Low Volatility Index
Open High Low Close
141.25 141.34 141.01 141.29
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
510.77 510.94 509.42 510.55
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,204.32 1,205.45 1,203.41 1,205.11
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
370.50 370.84 370.27 370.67
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
234.54 234.54 234.26 234.41
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.79 178.87 178.37 178.73
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,235.22 1,235.31 1,235.09 1,235.22
VIX - CBOE Volatility Index
Open High Low Close
13.55 13.79 13.22 13.36
VVIX - CBOE VVIX Index
Open High Low Close
77.09 79.78 76.82 78.52
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.04 18.60 17.77 18.16
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.67 12.84 12.36 12.36
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.87 17.36 16.69 16.69
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.75 14.05 13.23 13.32
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.99 16.19 15.77 15.87
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.19 16.34 15.97 16.01
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.59 25.77 24.53 24.57
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.27 14.60 13.27 13.79
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.64 8.10 7.64 8.06
VPD - CBOE VIX Premium Strategy Index
      Close
      224.08
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      222.17
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.10
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.07 62.78 60.88 61.41
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.96 69.23 67.96 68.86
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      15.22
EXQ - CBOE Exchange Index
Open High Low Close
95.22 96.10 95.18 96.02
CYX - CBOE China Index
Open High Low Close
672.29 672.51 666.56 669.58
 
CBOE Volatility Index (VIX)