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 Tuesday, June 11, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.04
Index Put/Call Ratio 0.83
Exchange Traded Products Put/Call Ratio 1.92
Equity Put/Call Ratio 0.81
CBOE Volatility Index (VIX) Put/Call Ratio 0.37
Sum of All Products
  Call Put Total  
Volume 1,967,041 2,036,870 4,003,911  
Open Interest 152,822,818 142,237,058 295,059,876  
Index Options
  Call Put Total  
Volume 792,559 659,007 1,451,566  
Exchange Traded Products
  Call Put Total  
Volume 386,332 741,971 1,128,303  
Equity Options
  Call Put Total  
Volume 788,150 635,892 1,424,042  

Equity LEAPS
  Call Put Total  
Volume 27,218 14,468 41,686  
Open Interest 8,840,456 6,194,832 15,035,288  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 255,675 353,216 608,891  
Open Interest 2,326,740 2,776,141 5,102,881  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
959.32 963.47 955.10 956.79
VXTH - CBOE VIX Tail Hedge Index
      Close
      162.60
LOVOL - CBOE Low Volatility Index
Open High Low Close
151.66 152.28 150.99 151.42
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
564.98 564.98 558.50 559.56
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,290.06 1,296.67 1,283.49 1,285.92
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
387.73 391.12 387.45 388.33
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
247.29 248.33 246.48 246.92
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.19 183.47 181.90 182.56
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,288.58 1,288.58 1,277.06 1,279.57
VIX - CBOE Volatility Index
Open High Low Close
16.91 17.14 16.00 17.07
VVIX - CBOE VVIX Index
Open High Low Close
86.77 92.85 85.99 92.32
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
25.40 26.28 25.09 26.28
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.91 15.29 13.91 15.17
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.14 21.81 20.34 21.37
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.56 16.82 15.51 16.77
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.00 17.12 16.08 16.88
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.77 17.97 17.14 17.91
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      94.49
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.31 6.32 5.96 6.00
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.26 23.45 21.57 21.81
GVZ - CBOE Gold Volatility Index
Open High Low Close
24.18 24.19 22.96 23.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.83 8.91 8.81 8.87
VPD - CBOE VIX Premium Strategy Index
      Close
      234.38
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      231.31
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.13
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
55.53 56.91 53.05 56.20
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
59.60 60.97 58.81 60.96
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.26
EXQ - CBOE Exchange Index
Open High Low Close
124.50 124.52 122.91 123.37
CYX - CBOE China Index
Open High Low Close
663.16 663.39 655.92 656.75
  VIX Snapshot

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