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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 Friday, April 05, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.00
Index Put/Call Ratio 0.85
Exchange Traded Products Put/Call Ratio 1.62
Equity Put/Call Ratio 0.70
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 2,059,836 2,062,333 4,122,169  
Open Interest 132,556,796 122,479,989 255,036,785  
Index Options
  Call Put Total  
Volume 781,353 665,905 1,447,258  
Exchange Traded Products
  Call Put Total  
Volume 539,811 875,840 1,415,651  
Equity Options
  Call Put Total  
Volume 738,672 520,588 1,259,260  

Equity LEAPS
  Call Put Total  
Volume 59,813 35,337 95,150  
Open Interest 30,220,017 22,933,194 53,153,211  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 572,306 680,592 1,252,898  
Open Interest 4,005,703 4,491,632 8,497,335  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
938.98 942.62 935.96 942.17
VXTH - CBOE VIX Tail Hedge Index
      Close
      156.56
LOVOL - CBOE Low Volatility Index
Open High Low Close
146.49 147.16 145.88 147.05
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
540.30 540.30 535.13 538.19
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,262.19 1,269.85 1,257.69 1,268.76
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
378.47 381.39 378.12 381.12
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
241.16 241.34 240.01 241.32
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.76 180.34 177.78 180.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,269.19 1,269.19 1,259.39 1,267.26
VIX - CBOE Volatility Index
Open High Low Close
15.64 15.65 13.86 13.92
VVIX - CBOE VVIX Index
Open High Low Close
88.53 89.25 83.91 84.49
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.92 21.11 19.00 19.15
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.58 14.03 12.52 12.54
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.79 19.85 18.02 18.21
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.96 15.41 13.59 13.87
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.25 16.77 15.25 15.52
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.38 16.38 15.33 15.38
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      80.01
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.84 23.44 20.98 21.39
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.03 16.03 14.03 14.46
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.88 8.88 8.40 8.43
VPD - CBOE VIX Premium Strategy Index
      Close
      236.64
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.89
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      86.67
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
56.08 60.08 55.16 55.49
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.98 66.06 62.98 63.39
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.33
EXQ - CBOE Exchange Index
Open High Low Close
108.56 108.98 106.90 108.86
CYX - CBOE China Index
Open High Low Close
613.21 613.21 600.07 606.97
 
CBOE Volatility Index (VIX)