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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 Thursday, March 28, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.37
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.25
Sum of All Products
  Call Put Total  
Volume 1,696,884 1,519,630 3,216,514  
Open Interest 125,107,472 116,707,655 241,815,127  
Index Options
  Call Put Total  
Volume 584,444 570,091 1,154,535  
Exchange Traded Products
  Call Put Total  
Volume 342,549 468,466 811,015  
Equity Options
  Call Put Total  
Volume 769,891 481,073 1,250,964  

Equity LEAPS
  Call Put Total  
Volume 57,450 41,825 99,275  
Open Interest 29,408,794 22,290,087 51,698,881  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 466,811 470,627 937,438  
Open Interest 3,098,657 3,242,217 6,340,874  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
943.50 945.60 942.66 945.60
VXTH - CBOE VIX Tail Hedge Index
      Close
      158.11
LOVOL - CBOE Low Volatility Index
Open High Low Close
147.71 148.19 147.50 148.14
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
541.51 543.35 540.85 543.02
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,275.20 1,279.47 1,273.22 1,279.33
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
383.22 383.87 382.92 383.84
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
240.78 241.11 240.55 241.08
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
184.05 184.24 183.72 184.08
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,268.09 1,270.93 1,267.72 1,270.69
VIX - CBOE Volatility Index
Open High Low Close
12.91 13.07 12.54 12.70
VVIX - CBOE VVIX Index
Open High Low Close
84.39 85.56 83.08 83.20
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.77 16.90 16.33 16.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.13 12.13 11.63 11.69
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.12 16.60 15.90 16.18
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.01 13.01 11.88 12.04
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.45 13.57 12.75 13.28
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.80 14.94 12.39 14.64
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.06
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
17.76 18.40 17.60 18.19
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.48 12.55 11.98 12.41
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.63 9.63 9.36 9.36
VPD - CBOE VIX Premium Strategy Index
      Close
      236.99
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      234.23
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.79
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
55.26 56.42 54.28 55.79
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.20 63.82 61.85 62.38
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.00
EXQ - CBOE Exchange Index
Open High Low Close
113.28 114.38 112.69 114.28
CYX - CBOE China Index
Open High Low Close
634.43 634.54 628.64 630.74
 
CBOE Volatility Index (VIX)