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CBOE Market Summary for
Thursday, July 02, 2009
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| Total Put/Call Ratio |
1.05 |
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| Index Put/Call Ratio |
1.57 |
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| Equity Put/Call Ratio |
0.70 |
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| CBOE Volatility Index (VIX) Put/Call Ratio |
0.27 |
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| BXM - CBOE S&P 500 BuyWrite Index |
| Open |
High |
Low |
Close |
| 656.10 |
656.10 |
644.30 |
644.30 |
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| RUH - CBOE S&P 500 Three-Month Realized Volatility Index |
| Close |
| 28.37 |
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| CLL - CBOE S&P 500 95-110 Collar Index |
| Close |
| 508.63 |
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| BXY - CBOE S&P 500 2% OTM BuyWrite Index |
| Open |
High |
Low |
Close |
| 748.85 |
748.85 |
734.35 |
734.35 |
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| BXN - CBOE NASDAQ-100 BuyWrite Index |
| Open |
High |
Low |
Close |
| 273.93 |
273.93 |
270.74 |
271.19 |
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| BXD - CBOE DJIA BuyWrite Index |
| Open |
High |
Low |
Close |
| 162.08 |
162.10 |
159.51 |
159.51 |
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| BXR - CBOE Russell 2000 BuyWrite Index |
| Open |
High |
Low |
Close |
| 121.62 |
121.62 |
118.44 |
118.44 |
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| PUT - CBOE S&P 500 PutWrite Index |
| Open |
High |
Low |
Close |
| 822.89 |
823.81 |
818.38 |
818.38 |
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| VIX - CBOE Volatility Index |
| Open |
High |
Low |
Close |
| 26.22 |
28.62 |
26.22 |
27.95 |
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| VXD - CBOE DJIA Volatility Index |
| Open |
High |
Low |
Close |
| 23.55 |
25.60 |
23.55 |
25.09 |
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| RVX - CBOE Russell 2000 Volatility Index |
| Open |
High |
Low |
Close |
| 31.71 |
34.26 |
31.71 |
33.64 |
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| VXO - CBOE S&P 100 Volatility Index |
| Open |
High |
Low |
Close |
| 27.28 |
27.96 |
27.10 |
27.45 |
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| VXN - CBOE NASDAQ Volatility Index |
| Open |
High |
Low |
Close |
| 26.86 |
28.79 |
26.86 |
28.07 |
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| VXV - CBOE S&P 500 3-Month Volatility Index |
| Open |
High |
Low |
Close |
| 29.61 |
30.65 |
28.12 |
30.53 |
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| OVX - CBOE Crude Oil Volatility Index |
| Open |
High |
Low |
Close |
| 43.01 |
45.70 |
43.01 |
45.67 |
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| GVZ - CBOE Gold Volatility Index |
| Open |
High |
Low |
Close |
| 20.29 |
20.29 |
19.75 |
19.93 |
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| EVZ - CBOE EuroCurrency Volatility Index |
| Open |
High |
Low |
Close |
| 13.34 |
13.34 |
12.92 |
12.92 |
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| VPD - CBOE VIX Premium Strategy Index |
| Close |
| 104.39 |
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| VPN - CBOE Capped VIX Premium Strategy Index |
| Close |
| 113.87 |
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| VTY - CBOE S&P 500 VARB-X Strategy Benchmark |
| Close |
| 57.02 |
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| CBOE S&P 500 Implied Correlation Index Jan 2009-(ICJ) |
| Close |
| 23.23 |
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| CBOE S&P 500 Implied Correlation Index Jan 2010-(JCJ) |
| Close |
| 27.64 |
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| EXQ - CBOE Exchange Index |
| Open |
High |
Low |
Close |
| 78.45 |
78.45 |
76.65 |
76.65 |
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| CYX - CBOE China Index |
| Open |
High |
Low |
Close |
| 468.89 |
468.89 |
455.07 |
456.36 |
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| Volume |
Call |
Put |
Total |
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| 1,695,564 |
1,787,354 |
3,482,918 |
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| Open Interest |
134,018,473 |
116,189,054 |
250,207,527 |
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| Volume |
Call |
Put |
Total |
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| 686,103 |
1,075,870 |
1,761,973 |
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| Volume |
Call |
Put |
Total |
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| 1,009,461 |
711,484 |
1,720,945 |
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| Volume |
Call |
Put |
Total |
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| 50,003 |
42,871 |
92,874 |
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| Open Interest |
20,674,508 |
14,695,223 |
35,369,731 |
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| Volume |
Call |
Put |
Total |
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| 8,766 |
15,895 |
24,661 |
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| Open Interest |
6,584 |
7,050 |
13,634 |
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