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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, September 20, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.05
Index Put/Call Ratio 1.26
Exchange Traded Products Put/Call Ratio 2.10
Equity Put/Call Ratio 0.60
CBOE Volatility Index (VIX) Put/Call Ratio 0.68
Sum of All Products
  Call Put Total  
Volume 2,564,448 2,692,076 5,256,524  
Open Interest 163,485,680 149,710,600 313,196,280  
Index Options
  Call Put Total  
Volume 680,761 859,261 1,540,022  
Exchange Traded Products
  Call Put Total  
Volume 473,066 991,538 1,464,604  
Equity Options
  Call Put Total  
Volume 1,410,621 841,277 2,251,898  

Equity LEAPS
  Call Put Total  
Volume 41,465 16,576 58,041  
Open Interest 14,370,218 10,597,798 24,968,016  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 371,575 505,547 877,122  
Open Interest 2,255,836 2,388,844 4,644,680  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
965.53 965.79 963.91 964.46
VXTH - CBOE VIX Tail Hedge Index
      Close
      165.04
LOVOL - CBOE Low Volatility Index
Open High Low Close
153.54 153.54 153.54 153.54
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
582.62 579.08 579.08 582.62
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,313.50 1,313.85 1,310.22 1,311.08
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
397.91 398.08 397.38 397.38
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
245.66 245.66 244.61 244.66
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
186.76 186.76 186.76 186.76
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,302.63 1,306.58 1,302.63 1,306.43
VIX - CBOE Volatility Index
Open High Low Close
13.30 13.47 12.52 13.12
VVIX - CBOE VVIX Index
Open High Low Close
73.54 77.10 73.23 76.89
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.75 16.84 15.86 16.38
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.35 23.68 22.20 23.55
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.47 12.87 12.03 12.84
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.44 17.71 16.43 17.49
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.27 13.40 12.26 12.95
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.79 13.88 12.97 12.97
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.14 15.41 14.94 15.32
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      99.67
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.86 5.97 5.52 5.54
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.66 21.66 21.03 21.38
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.57 22.58 21.54 22.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.66 7.83 7.58 7.72
VPD - CBOE VIX Premium Strategy Index
      Close
      244.55
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.19
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      90.66
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
46.83 48.12 45.03 47.23
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
54.35 55.85 53.85 55.66
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.96
EXQ - CBOE Exchange Index
Open High Low Close
129.05 130.03 128.82 128.91
CYX - CBOE China Index
Open High Low Close
779.95 780.16 763.95 764.01
 
CBOE Volatility Index (VIX)