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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 CBOE Websites.

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 31, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.91
Index Put/Call Ratio 0.74
Exchange Traded Products Put/Call Ratio 1.93
Equity Put/Call Ratio 0.73
CBOE Volatility Index (VIX) Put/Call Ratio 0.34
Sum of All Products
  Call Put Total  
Volume 1,788,124 1,626,289 3,414,413  
Open Interest 115,323,846 104,127,028 219,450,874  
Index Options
  Call Put Total  
Volume 739,598 546,931 1,286,529  
Exchange Traded Products
  Call Put Total  
Volume 262,958 508,206 771,164  
Equity Options
  Call Put Total  
Volume 785,568 571,152 1,356,720  

Equity LEAPS
  Call Put Total  
Volume 56,454 48,616 105,070  
Open Interest 21,524,698 16,627,689 38,152,387  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 366,289 467,979 834,268  
Open Interest 3,941,386 4,208,036 8,149,422  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
922.31 923.19 921.50 921.91
VXTH - CBOE VIX Tail Hedge Index
      Close
      150.87
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.76 142.97 142.49 142.58
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
520.00 520.78 518.30 518.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,220.59 1,222.89 1,218.88 1,219.58
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
372.18 373.10 371.63 371.69
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
236.38 236.66 236.27 236.27
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.94 180.15 179.52 180.05
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,245.01 1,245.86 1,244.46 1,244.84
VIX - CBOE Volatility Index
Open High Low Close
14.43 14.43 14.04 14.28
VVIX - CBOE VVIX Index
Open High Low Close
77.62 78.59 75.29 76.72
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.87 19.33 18.53 19.24
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.16 13.48 12.87 13.31
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.53 17.90 17.21 17.42
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.89 14.38 13.40 13.99
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.38 15.06 14.18 14.83
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.58 15.62 15.39 15.55
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.88 23.12 22.45 22.54
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.21 14.29 12.63 13.76
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.39 8.39 8.18 8.20
VPD - CBOE VIX Premium Strategy Index
      Close
      226.90
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      224.74
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.76
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.42 63.20 60.96 62.87
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.36 67.78 65.64 67.54
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.41
EXQ - CBOE Exchange Index
Open High Low Close
101.74 102.51 101.15 102.33
CYX - CBOE China Index
Open High Low Close
657.55 659.91 655.70 655.75
 
CBOE Volatility Index (VIX)