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 Wednesday, February 13, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.91
Index Put/Call Ratio 0.80
Exchange Traded Products Put/Call Ratio 2.36
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.26
Sum of All Products
  Call Put Total  
Volume 2,161,239 1,975,881 4,137,120  
Open Interest 127,465,983 119,090,057 246,556,040  
Index Options
  Call Put Total  
Volume 898,321 717,979 1,616,300  
Exchange Traded Products
  Call Put Total  
Volume 253,884 599,924 853,808  
Equity Options
  Call Put Total  
Volume 1,009,034 657,978 1,667,012  

Equity LEAPS
  Call Put Total  
Volume 61,784 66,726 128,510  
Open Interest 23,229,769 17,933,354 41,163,123  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 100,081 137,148 237,229  
Open Interest 1,192,871 1,534,012 2,726,883  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
927.18 927.66 926.95 927.49
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.78
LOVOL - CBOE Low Volatility Index
Open High Low Close
144.01 144.01 144.01 144.01
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
525.45 527.14 524.13 525.53
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,235.70 1,236.78 1,235.13 1,236.35
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
375.62 376.21 375.61 376.09
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.25 237.47 237.16 237.41
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.44 181.51 181.10 181.34
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,250.79 1251.00 1,250.79 1,250.90
VIX - CBOE Volatility Index
Open High Low Close
12.88 13.19 12.67 12.98
VVIX - CBOE VVIX Index
Open High Low Close
74.21 75.69 72.55 73.25
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.15 16.35 15.82 15.84
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.02 12.57 11.92 12.19
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.97 16.14 15.64 15.87
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.14 12.92 12.13 12.59
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.12 14.41 13.78 14.41
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.46 14.72 14.43 14.63
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.91 21.39 19.90 21.00
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.06 14.71 13.87 14.70
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.58 8.63 8.53 8.59
VPD - CBOE VIX Premium Strategy Index
      Close
      230.91
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      228.53
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.17
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
58.77 59.30 57.26 58.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.60 66.88 65.32 65.59
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.14
EXQ - CBOE Exchange Index
Open High Low Close
107.05 108.36 106.86 108.36
CYX - CBOE China Index
Open High Low Close
640.10 643.68 639.93 642.75