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 Monday, November 26, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.63
Index Put/Call Ratio 0.47
Exchange Traded Products Put/Call Ratio 1.16
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.21
Sum of All Products
  Call Put Total  
Volume 2,109,433 1,323,772 3,433,205  
Open Interest 140,207,319 126,437,462 266,644,781  
Index Options
  Call Put Total  
Volume 1,060,422 494,542 1,554,964  
Exchange Traded Products
  Call Put Total  
Volume 310,873 359,722 670,595  
Equity Options
  Call Put Total  
Volume 738,138 469,508 1,207,646  

Equity LEAPS
  Call Put Total  
Volume 29,745 29,791 59,536  
Open Interest 14,406,367 10,960,018 25,366,385  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 291,129 315,534 606,663  
Open Interest 1,348,977 1,959,070 3,308,047  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
903.28 903.28 898.14 899.64
VXTH - CBOE VIX Tail Hedge Index
      Close
      144.34
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
494.92 494.92 494.92 494.92
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,172.30 1,172.30 1,163.44 1,166.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
360.92 361.29 359.42 360.15
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
231.61 231.61 230.18 230.52
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.03 174.14 173.38 173.82
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,204.15 1,204.15 1,204.15 1,204.15
VIX - CBOE Volatility Index
Open High Low Close
15.63 15.84 15.47 15.50
VVIX - CBOE VVIX Index
Open High Low Close
84.45 84.55 81.90 82.45
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.81 22.02 21.37 21.44
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.10 14.52 14.10 14.19
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.94 19.50 18.82 18.84
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.62 15.72 15.01 15.23
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.21 17.24 16.21 16.81
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.61 17.75 17.15 17.31
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.62
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.49 29.91 29.34 29.38
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.22 13.86 13.11 13.18
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.22 7.73 7.22 7.66
VPD - CBOE VIX Premium Strategy Index
      Close
      222.29
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      220.62
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.53
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.02 63.63 61.77 62.47
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.52 66.29 64.46 65.25
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.35
EXQ - CBOE Exchange Index
Open High Low Close
85.61 85.99 85.59 85.84
CYX - CBOE China Index
Open High Low Close
588.17 600.46 588.17 599.75