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, December 27, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.73
Index Put/Call Ratio 0.76
Exchange Traded Products Put/Call Ratio 1.29
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.23
Sum of All Products
  Call Put Total  
Volume 2,027,234 1,472,238 3,499,472  
Open Interest 153,007,541 133,709,558 286,717,099  
Index Options
  Call Put Total  
Volume 648,434 492,025 1,140,459  
Exchange Traded Products
  Call Put Total  
Volume 318,463 412,389 730,852  
Equity Options
  Call Put Total  
Volume 1,060,337 567,824 1,628,161  

Equity LEAPS
  Call Put Total  
Volume 61,088 30,377 91,465  
Open Interest 22,337,531 16,634,621 38,972,152  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 591,080 543,561 1,134,641  
Open Interest 6,338,180 5,997,118 12,335,298  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,021.10 1,021.39 1,020.33 1,020.79
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.12 12.20 11.12 11.48
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.92 16.09 15.91 16.05
VXTH - CBOE VIX Tail Hedge Index
      Close
      174.53
LOVOL - CBOE Low Volatility Index
Open High Low Close
162.74 162.78 162.52 162.63
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
616.72 616.93 615.59 616.26
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,417.01 1,417.32 1,414.76 1,415.85
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
423.77 423.87 422.78 423.08
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
255.75 255.88 255.50 255.59
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
200.93 201.05 200.43 200.74
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,367.71 1,367.74 1,366.83 1,367.18
VIX - CBOE Volatility Index
Open High Low Close
12.21 12.59 12.20 12.46
VVIX - CBOE VVIX Index
Open High Low Close
62.40 67.29 62.40 66.67
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.10 13.23 12.09 12.89
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.10 20.82 20.09 20.50
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.56 11.81 11.52 11.70
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.85 16.36 15.75 16.17
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.33 11.56 10.93 10.93
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.94 14.57 13.44 14.51
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.89 14.05 13.89 13.98
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      95.91
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.01 5.09 4.92 5.06
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
15.20 15.76 14.12 15.74
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.84 19.84 19.00 19.10
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.61 8.06 7.61 8.05
VPD - CBOE VIX Premium Strategy Index
      Close
      245.36
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      241.08
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
50.15 50.15 49.07 49.24
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
58.07 58.71 56.90 57.31
CYX - CBOE China Index
Open High Low Close
759.71 767.09 759.64 767.09