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 Monday, May 06, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.78
Index Put/Call Ratio 0.86
Exchange Traded Products Put/Call Ratio 1.31
Equity Put/Call Ratio 0.53
CBOE Volatility Index (VIX) Put/Call Ratio 0.58
Sum of All Products
  Call Put Total  
Volume 1,922,224 1,492,109 3,414,333  
Open Interest 136,077,178 125,417,937 261,495,115  
Index Options
  Call Put Total  
Volume 685,890 591,303 1,277,193  
Exchange Traded Products
  Call Put Total  
Volume 312,252 407,508 719,760  
Equity Options
  Call Put Total  
Volume 924,082 493,298 1,417,380  

Equity LEAPS
  Call Put Total  
Volume 20,651 10,587 31,238  
Open Interest 6,818,868 4,884,567 11,703,435  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 330,932 299,796 630,728  
Open Interest 2,115,200 2,844,862 4,960,062  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
961.73 962.28 961.50 961.89
VXTH - CBOE VIX Tail Hedge Index
      Close
      161.72
LOVOL - CBOE Low Volatility Index
Open High Low Close
151.06 151.35 151.03 151.21
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
553.09 554.75 553.05 556.41
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,298.44 1,299.70 1,298.14 1,299.28
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
390.69 391.06 390.29 390.87
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
246.35 246.52 246.22 246.42
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.64 181.74 181.31 181.59
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,287.63 1,288.22 1,287.63 1,288.21
VIX - CBOE Volatility Index
Open High Low Close
13.06 13.19 12.66 12.66
VVIX - CBOE VVIX Index
Open High Low Close
82.57 82.61 78.82 79.78
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.70 19.15 18.00 18.00
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.67 12.11 11.46 11.70
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.78 18.79 17.93 17.93
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.08 12.25 11.44 11.54
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.66 14.97 14.56 14.60
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.46 14.59 14.22 14.31
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      77.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.01 25.16 24.01 25.16
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.37 20.72 20.17 20.37
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.99 8.36 7.99 8.29
VPD - CBOE VIX Premium Strategy Index
      Close
      236.96
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.97
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.19
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
52.04 52.59 50.89 51.50
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.33 59.55 57.79 58.92
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.78
EXQ - CBOE Exchange Index
Open High Low Close
116.59 116.98 115.98 116.08
CYX - CBOE China Index
Open High Low Close
640.97 646.41 640.08 645.91