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 Thursday, December 06, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 1.33
Exchange Traded Products Put/Call Ratio 1.12
Equity Put/Call Ratio 0.67
CBOE Volatility Index (VIX) Put/Call Ratio 0.69
Sum of All Products
  Call Put Total  
Volume 1,544,080 1,421,986 2,966,066  
Open Interest 153,449,291 139,800,985 293,250,276  
Index Options
  Call Put Total  
Volume 387,000 515,720 902,720  
Exchange Traded Products
  Call Put Total  
Volume 281,810 316,441 598,251  
Equity Options
  Call Put Total  
Volume 875,270 589,825 1,465,095  

Equity LEAPS
  Call Put Total  
Volume 43,543 33,864 77,407  
Open Interest 15,158,464 11,707,537 26,866,001  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 349,977 344,712 694,689  
Open Interest 2,564,115 2,974,386 5,538,501  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
901.27 902.31 901.16 902.24
VXTH - CBOE VIX Tail Hedge Index
      Close
      145.11
LOVOL - CBOE Low Volatility Index
Open High Low Close
137.64 138.07 137.57 138.07
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
497.24 498.21 496.28 498.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,169.33 1,171.55 1,169.06 1,171.54
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
360.76 361.77 360.36 361.23
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
231.20 231.34 231.00 231.32
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.20 174.56 173.89 174.35
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,209.78 1,210.34 1,209.51 1,210.16
VIX - CBOE Volatility Index
Open High Low Close
16.59 16.85 16.31 16.58
VVIX - CBOE VVIX Index
Open High Low Close
83.27 84.76 82.48 84.15
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.96 22.35 21.77 21.80
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.05 15.41 14.95 15.05
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.22 20.68 20.08 20.22
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.23 17.71 16.85 17.06
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.64 19.17 18.35 18.49
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.89 18.11 17.64 17.84
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      81.87
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.13 30.26 29.13 29.89
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.00 14.21 13.24 14.07
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.84 7.96 7.81 7.83
VPD - CBOE VIX Premium Strategy Index
      Close
      220.53
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      218.88
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.84
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.83 64.56 63.00 63.83
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.79 68.53 66.34 67.63
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.55
EXQ - CBOE Exchange Index
Open High Low Close
85.93 86.80 85.73 86.70
CYX - CBOE China Index
Open High Low Close
602.39 605.04 600.75 604.46
  VIX Snapshot

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