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 Friday, August 16, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 1.03
Exchange Traded Products Put/Call Ratio 1.47
Equity Put/Call Ratio 0.60
CBOE Volatility Index (VIX) Put/Call Ratio 0.37
Sum of All Products
  Call Put Total  
Volume 2,823,182 2,638,336 5,461,518  
Open Interest 162,946,671 144,663,037 307,609,708  
Index Options
  Call Put Total  
Volume 787,775 813,322 1,601,097  
Exchange Traded Products
  Call Put Total  
Volume 697,250 1,026,780 1,724,030  
Equity Options
  Call Put Total  
Volume 1,338,157 798,234 2,136,391  

Equity LEAPS
  Call Put Total  
Volume 60,244 24,961 85,205  
Open Interest 12,497,491 8,948,797 21,446,288  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 414,525 641,868 1,056,393  
Open Interest 2,546,462 3,069,996 5,616,458  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
951.21 953.05 950.31 951.58
VXTH - CBOE VIX Tail Hedge Index
      Close
      161.76
LOVOL - CBOE Low Volatility Index
Open High Low Close
150.16 150.68 150.16 150.68
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
561.25 561.71 558.41 559.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,278.31 1,281.35 1,276.62 1,278.89
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
392.16 392.59 391.80 391.91
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
242.12 242.59 241.89 242.17
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
182.64 182.64 182.64 182.64
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,285.89 1,285.89 1,285.89 1,285.89
VIX - CBOE Volatility Index
Open High Low Close
14.56 14.88 13.62 14.37
VVIX - CBOE VVIX Index
Open High Low Close
86.22 86.30 82.09 84.09
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.07 17.12 13.25 15.91
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.91 23.98 21.82 23.62
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.84 13.84 12.83 13.37
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.77 18.83 17.18 18.37
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.98 15.28 13.80 14.37
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.10 15.69 14.18 14.73
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.21 16.24 15.69 15.94
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      104.62
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
7.72 8.35 7.41 7.80
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.05 24.14 23.56 23.99
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.80 23.02 19.37 22.97
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.65 7.71 7.50 7.69
VPD - CBOE VIX Premium Strategy Index
      Close
      244.89
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      241.47
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      90.11
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
50.45 51.92 48.79 50.44
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
56.77 57.20 55.20 56.93
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.88
EXQ - CBOE Exchange Index
Open High Low Close
129.28 129.77 128.73 128.98
CYX - CBOE China Index
Open High Low Close
725.74 731.09 725.31 727.58
  VIX Snapshot

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