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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, April 26, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 1.02
Exchange Traded Products Put/Call Ratio 1.15
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.30
Sum of All Products
  Call Put Total  
Volume 1,714,012 1,531,757 3,245,769  
Open Interest 128,069,426 118,623,340 246,692,766  
Index Options
  Call Put Total  
Volume 496,151 506,721 1,002,872  
Exchange Traded Products
  Call Put Total  
Volume 468,398 538,609 1,007,007  
Equity Options
  Call Put Total  
Volume 749,463 486,427 1,235,890  

Equity LEAPS
  Call Put Total  
Volume 13,431 8,790 22,221  
Open Interest 6,387,945 4,575,353 10,963,298  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 520,332 571,640 1,091,972  
Open Interest 4,899,180 6,313,358 11,212,538  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
956.72 957.74 955.80 956.85
VXTH - CBOE VIX Tail Hedge Index
      Close
      158.46
LOVOL - CBOE Low Volatility Index
Open High Low Close
149.16 149.31 148.78 149.04
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
544.67 544.90 542.47 545.81
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,286.72 1,288.53 1,284.13 1,286.70
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
388.22 388.66 387.78 388.23
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
244.99 245.31 244.85 245.05
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.69 180.72 180.05 180.33
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,282.35 1,283.10 1,281.08 1,282.54
VIX - CBOE Volatility Index
Open High Low Close
13.94 14.18 13.49 13.61
VVIX - CBOE VVIX Index
Open High Low Close
87.04 88.51 84.27 85.09
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.13 19.90 18.20 18.88
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.48 12.76 12.12 12.20
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.55 20.08 18.85 19.04
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.78 14.10 12.64 12.93
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.32 15.80 14.51 15.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.17 15.30 14.87 14.89
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      76.86
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.68 22.97 22.06 22.51
GVZ - CBOE Gold Volatility Index
Open High Low Close
22.35 25.53 21.84 24.21
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.79 8.84 8.73 8.84
VPD - CBOE VIX Premium Strategy Index
      Close
      234.85
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      231.89
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.88
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
51.65 54.96 51.65 52.79
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.64 61.43 58.64 59.68
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.93
EXQ - CBOE Exchange Index
Open High Low Close
110.81 111.05 110.20 110.73
CYX - CBOE China Index
Open High Low Close
633.45 635.07 630.85 631.87
 
CBOE Volatility Index (VIX)