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CBOE Daily Market Statistics

CBOE Market Statistics Summary Data is compiled for the convenience of site visitors. *Your use of CBOE's Market Statistics Summary Data is subject to the Terms and Conditions of the CBOE Website. The volume data reflected below is based upon reported volume, not cleared volume.

Historical files can be accessed from the calendar below.
Please note: As of 01/26/2005, all reported volume on Options on the Nasdaq 100 Index Tracking Stock (QQQ), including LEAPS, will be reflected within the "Index Options" volume summary rather than the "Equity Options" volume summary below.

SunMonTueWedThuFriSat
2829301234
567891011
12131415161718
19202122232425
2627282930311
2345678

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CBOE Market Summary for Thursday, July 02, 2009

Page1 page2 page3 page4 page5 page6 page7 page8
Total Put/Call Ratio 1.05
Index Put/Call Ratio 1.57
Equity Put/Call Ratio 0.70
CBOE Volatility Index (VIX) Put/Call Ratio 0.27
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
656.10 656.10 644.30 644.30
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
Close
28.37
CLL - CBOE S&P 500 95-110 Collar Index
Close
508.63
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
748.85 748.85 734.35 734.35
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
273.93 273.93 270.74 271.19
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
162.08 162.10 159.51 159.51
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
121.62 121.62 118.44 118.44
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
822.89 823.81 818.38 818.38
VIX - CBOE Volatility Index
Open High Low Close
26.22 28.62 26.22 27.95
VXD - CBOE DJIA Volatility Index
Open High Low Close
23.55 25.60 23.55 25.09
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
31.71 34.26 31.71 33.64
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
27.28 27.96 27.10 27.45
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
26.86 28.79 26.86 28.07
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
29.61 30.65 28.12 30.53
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
43.01 45.70 43.01 45.67
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.29 20.29 19.75 19.93
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.34 13.34 12.92 12.92
VPD - CBOE VIX Premium Strategy Index
Close
104.39
VPN - CBOE Capped VIX Premium Strategy Index
Close
113.87
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
Close
57.02
CBOE S&P 500 Implied Correlation Index Jan 2009-(ICJ)
Close
23.23
CBOE S&P 500 Implied Correlation Index Jan 2010-(JCJ)
Close
27.64
EXQ - CBOE Exchange Index
Open High Low Close
78.45 78.45 76.65 76.65
CYX - CBOE China Index
Open High Low Close
468.89 468.89 455.07 456.36

Sum of All Products
Volume Call Put Total
1,695,564 1,787,354 3,482,918
Open Interest 134,018,473 116,189,054 250,207,527

Index, ETF and HOLDRs Options
Volume Call Put Total
686,103 1,075,870 1,761,973

Equity Options
Volume Call Put Total
1,009,461 711,484 1,720,945

Equity LEAPS
Volume Call Put Total
50,003 42,871 92,874
Open Interest 20,674,508 14,695,223 35,369,731

Weeklys Options (Note: No Weeklys are listed the 2nd Friday of a month)
Volume Call Put Total
8,766 15,895 24,661
Open Interest 6,584 7,050 13,634











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