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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, January 03, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 1.01
Exchange Traded Products Put/Call Ratio 1.25
Equity Put/Call Ratio 0.53
CBOE Volatility Index (VIX) Put/Call Ratio 0.80
Sum of All Products
  Call Put Total  
Volume 2,328,033 1,952,112 4,280,145  
Open Interest 138,930,464 123,305,620 262,236,084  
Index Options
  Call Put Total  
Volume 910,062 918,920 1,828,982  
Exchange Traded Products
  Call Put Total  
Volume 394,253 491,066 885,319  
Equity Options
  Call Put Total  
Volume 1,023,718 542,126 1,565,844  

Equity LEAPS
  Call Put Total  
Volume 66,695 31,887 98,582  
Open Interest 17,041,784 13,328,254 30,370,038  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 361,048 352,368 713,416  
Open Interest 2,840,544 3,540,980 6,381,524  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
912.96 914.34 912.43 913.62
VXTH - CBOE VIX Tail Hedge Index
      Close
      148.23
LOVOL - CBOE Low Volatility Index
Open High Low Close
140.71 140.95 140.33 140.57
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
508.22 509.37 506.57 507.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,196.39 1,198.75 1,194.27 1,196.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
369.12 369.51 368.64 369.10
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
233.58 233.76 233.27 233.55
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
177.63 178.20 177.61 177.79
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,231.51 1,232.90 1,231.34 1,232.12
VIX - CBOE Volatility Index
Open High Low Close
14.77 14.92 14.24 14.56
VVIX - CBOE VVIX Index
Open High Low Close
78.45 79.67 74.26 77.02
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.22 20.22 18.67 18.78
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.92 14.18 13.56 13.74
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.50 18.72 17.67 18.11
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.36 14.68 13.32 14.01
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.95 17.41 16.77 17.11
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.80 16.99 16.48 16.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.03
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.80 27.80 26.25 26.83
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.43 13.76 12.51 13.72
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.12 8.12 7.97 8.09
VPD - CBOE VIX Premium Strategy Index
      Close
      220.22
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      218.36
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      84.52
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
59.79 62.26 59.79 61.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.60 68.79 67.17 68.44
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      19.78
EXQ - CBOE Exchange Index
Open High Low Close
92.06 93.58 91.98 93.52
CYX - CBOE China Index
Open High Low Close
659.06 659.06 654.08 655.28
 
CBOE Volatility Index (VIX)