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.

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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, March 14, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.73
Index Put/Call Ratio 0.73
Exchange Traded Products Put/Call Ratio 0.91
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.40
Sum of All Products
  Call Put Total  
Volume 2,574,603 1,887,648 4,462,251  
Open Interest 140,150,244 132,435,459 272,585,703  
Index Options
  Call Put Total  
Volume 1,180,232 866,121 2,046,353  
Exchange Traded Products
  Call Put Total  
Volume 474,031 429,913 903,944  
Equity Options
  Call Put Total  
Volume 920,340 591,614 1,511,954  

Equity LEAPS
  Call Put Total  
Volume 95,516 50,980 146,496  
Open Interest 27,590,463 21,007,619 48,598,082  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 166,045 173,766 339,811  
Open Interest 1,411,222 1,349,403 2,760,625  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
938.06 939.39 937.91 939.38
VXTH - CBOE VIX Tail Hedge Index
      Close
      157.44
LOVOL - CBOE Low Volatility Index
Open High Low Close
146.97 147.37 146.97 147.37
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
538.20 541.31 538.20 541.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,266.15 1,268.16 1,266.15 1,268.14
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
381.46 381.78 381.29 381.78
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
240.27 240.37 239.84 240.28
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.71 183.85 183.54 183.64
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,265.74 1,265.95 1,265.74 1,265.91
VIX - CBOE Volatility Index
Open High Low Close
11.70 11.75 11.05 11.30
VVIX - CBOE VVIX Index
Open High Low Close
83.50 85.35 83.14 83.50
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.92 16.11 15.67 16.11
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.54 10.63 10.00 10.22
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
14.52 14.57 13.65 13.65
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.54 11.81 11.05 11.25
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.65 12.65 12.19 12.33
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.42 14.46 13.98 14.10
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.57
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.09 19.21 18.21 18.36
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.24 12.59 12.24 12.59
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.64 8.64 8.45 8.52
VPD - CBOE VIX Premium Strategy Index
      Close
      236.01
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.50
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.32
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
54.96 55.10 53.63 53.63
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
60.26 61.08 59.34 59.68
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.29
EXQ - CBOE Exchange Index
Open High Low Close
113.11 114.75 112.92 114.46
CYX - CBOE China Index
Open High Low Close
620.18 622.54 619.66 621.38
  VIX Snapshot

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