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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 the CBOE Website.

Historical files can be accessed from the calendar below.

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, June 17, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.96
Index Put/Call Ratio 1.04
Exchange Traded Products Put/Call Ratio 1.54
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.75
Sum of All Products
  Call Put Total  
Volume 2,023,114 1,935,515 3,958,629  
Open Interest 158,742,902 148,532,267 307,275,169  
Index Options
  Call Put Total  
Volume 802,226 835,903 1,638,129  
Exchange Traded Products
  Call Put Total  
Volume 343,286 527,741 871,027  
Equity Options
  Call Put Total  
Volume 877,602 571,871 1,449,473  

Equity LEAPS
  Call Put Total  
Volume 15,330 9,414 24,744  
Open Interest 9,231,524 6,455,200 15,686,724  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 41,667 53,010 94,677  
Open Interest 726,916 864,854 1,591,770  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
964.26 968.36 960.74 965.18
VXTH - CBOE VIX Tail Hedge Index
      Close
      163.05
LOVOL - CBOE Low Volatility Index
Open High Low Close
152.18 153.00 151.64 152.21
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
559.65 566.35 559.65 563.74
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,295.84 1,302.68 1,289.96 1,296.82
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
390.40 392.25 388.79 390.51
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
248.06 249.01 247.37 248.26
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.79 184.33 183.42 184.10
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,281.41 1,294.09 1,281.41 1,290.42
VIX - CBOE Volatility Index
Open High Low Close
16.53 17.62 16.33 16.80
VVIX - CBOE VVIX Index
Open High Low Close
91.85 92.41 89.75 90.45
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
26.76 27.76 26.05 27.29
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.51 15.96 14.29 15.16
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.83 21.22 20.38 20.38
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.19 17.68 16.03 16.75
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.19 17.38 16.19 16.95
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.85 18.48 17.66 17.99
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      94.40
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.92 6.02 5.78 5.99
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.48 21.48 20.66 21.04
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.74 21.74 21.08 21.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.66 8.77 8.66 8.72
VPD - CBOE VIX Premium Strategy Index
      Close
      234.26
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      231.19
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.07
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
54.38 57.57 53.61 55.78
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
59.64 60.43 58.37 59.84
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.48
EXQ - CBOE Exchange Index
Open High Low Close
125.97 128.47 125.90 128.10
CYX - CBOE China Index
Open High Low Close
650.72 659.04 650.72 657.08