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 Tuesday, January 08, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.95
Index Put/Call Ratio 0.88
Exchange Traded Products Put/Call Ratio 1.75
Equity Put/Call Ratio 0.78
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 1,686,739 1,608,435 3,295,174  
Open Interest 144,414,293 127,938,224 272,352,517  
Index Options
  Call Put Total  
Volume 769,695 674,135 1,443,830  
Exchange Traded Products
  Call Put Total  
Volume 223,996 391,220 615,216  
Equity Options
  Call Put Total  
Volume 693,048 543,080 1,236,128  

Equity LEAPS
  Call Put Total  
Volume 47,954 29,949 77,903  
Open Interest 17,479,260 13,763,064 31,242,324  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 174,649 170,814 345,463  
Open Interest 2,177,964 2,305,464 4,483,428  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
915.90 915.93 914.11 915.51
VXTH - CBOE VIX Tail Hedge Index
      Close
      147.85
LOVOL - CBOE Low Volatility Index
Open High Low Close
140.72 140.72 140.09 140.49
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
507.98 507.98 504.96 506.33
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,200.10 1,200.25 1,195.33 1,199.09
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
369.83 369.99 368.71 369.72
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
233.98 233.98 233.52 233.84
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.28 178.49 178.12 178.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,234.21 1,234.21 1,232.79 1,233.98
VIX - CBOE Volatility Index
Open High Low Close
13.88 14.29 13.62 13.62
VVIX - CBOE VVIX Index
Open High Low Close
76.56 79.31 76.56 78.37
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.98 19.22 18.23 18.23
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.09 13.58 12.83 12.83
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.62 18.46 17.28 17.28
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.59 14.29 13.17 13.21
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.55 17.19 16.43 16.43
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.50 16.84 16.38 16.45
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.41
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
25.04 25.04 24.28 24.30
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.51 14.51 13.70 14.08
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.68 7.68 7.50 7.51
VPD - CBOE VIX Premium Strategy Index
      Close
      222.98
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      221.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      84.85
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.01 64.03 61.40 62.87
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
69.75 71.57 69.21 70.60
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      16.88
EXQ - CBOE Exchange Index
Open High Low Close
94.67 94.67 93.97 94.32
CYX - CBOE China Index
Open High Low Close
655.27 656.12 647.51 648.83