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 Wednesday, June 26, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.85
Index Put/Call Ratio 0.83
Exchange Traded Products Put/Call Ratio 1.23
Equity Put/Call Ratio 0.67
CBOE Volatility Index (VIX) Put/Call Ratio 0.27
Sum of All Products
  Call Put Total  
Volume 2,101,097 1,795,810 3,896,907  
Open Interest 138,350,780 125,093,631 263,444,411  
Index Options
  Call Put Total  
Volume 739,796 611,130 1,350,926  
Exchange Traded Products
  Call Put Total  
Volume 479,298 589,386 1,068,684  
Equity Options
  Call Put Total  
Volume 882,003 595,294 1,477,297  

Equity LEAPS
  Call Put Total  
Volume 60,951 105,256 166,207  
Open Interest 9,593,171 6,757,153 16,350,324  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 245,642 245,199 490,841  
Open Interest 3,376,710 3,280,952 6,657,662  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
940.88 944.52 940.73 943.56
VXTH - CBOE VIX Tail Hedge Index
      Close
      159.46
LOVOL - CBOE Low Volatility Index
Open High Low Close
148.72 148.83 148.72 148.83
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
549.15 553.43 549.15 552.63
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,263.56 1,269.26 1,262.34 1,267.32
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
380.28 380.99 379.68 380.55
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
242.93 243.80 242.86 243.57
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.24 180.65 179.88 180.22
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,270.31 1,278.16 1,270.31 1,277.31
VIX - CBOE Volatility Index
Open High Low Close
17.23 18.06 17.08 17.21
VVIX - CBOE VVIX Index
Open High Low Close
91.72 93.03 90.44 90.76
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
31.90 31.90 27.88 28.52
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.61 16.61 15.23 15.33
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.75 22.12 20.53 20.86
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.99 18.30 16.97 17.25
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.71 17.95 17.17 17.38
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.73 19.43 18.62 18.82
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      109.01
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
8.08 8.25 7.15 7.77
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.74 24.21 22.26 22.82
GVZ - CBOE Gold Volatility Index
Open High Low Close
28.68 31.47 28.68 31.43
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.87 10.05 9.83 9.94
VPD - CBOE VIX Premium Strategy Index
      Close
      230.93
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      227.80
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.26
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
56.93 60.46 56.83 59.20
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
59.13 61.18 58.89 59.82
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      19.80
EXQ - CBOE Exchange Index
Open High Low Close
128.00 129.44 127.09 129.27
CYX - CBOE China Index
Open High Low Close
617.19 624.22 617.19 622.65
  VIX Snapshot

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