Quotes & Data

 

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.

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CBOE Market Summary for Wednesday, September 01, 2010


Ratios
Total Put/Call Ratio 0.82
Index Put/Call Ratio 1.24
Equity Put/Call Ratio 0.49
CBOE Volatility Index (VIX) Put/Call Ratio 1.78
Sum of All Products
  Call Put Total  
Volume 2,168,137 1,768,178 3,936,315  
Open Interest 148,065,969 135,959,040 284,025,009  
Index, ETF and HOLDRs Options
  Call Put Total  
Volume 944,892 1,170,530 2,115,422  
Equity Options
  Call Put Total  
Volume 1,223,245 597,648 1,820,893  
Equity LEAPS
  Call Put Total  
Volume 52,576 10,777 63,353  
Open Interest 14,554,866 8,931,048 23,485,914  
Weeklys Options (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 46,293 76,163 122,456  
Open Interest 360,171 435,255 795,426  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
743.22 752.85 743.22 752.45
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      20.40
CLL - CBOE S&P 500 95-110 Collar Index
      Close
      458.26
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
872.37 886.39 872.37 885.97
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
313.17 316.34 312.97 316.12
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
190.51 191.91 190.40 191.84
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
134.20 136.19 134.15 136.19
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
971.44 977.76 970.46 977.52
VIX - CBOE Volatility Index
Open High Low Close
25.13 25.13 23.86 23.89
VXD - CBOE DJIA Volatility Index
Open High Low Close
23.73 23.73 21.40 21.47
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
34.24 34.66 32.84 32.90
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
24.96 25.00 23.41 23.52
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
26.25 26.28 24.83 24.93
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
28.30 28.30 27.23 27.29
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.04 34.23 33.16 33.25
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.38 19.51 17.93 17.98
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.13 13.17 12.91 12.91
VPD - CBOE VIX Premium Strategy Index
      Close
      149.97
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      157.43
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      65.21
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2010
Open High Low Close
73.10 76.35 70.29 73.21
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
74.58 76.58 73.07 75.67
EXQ - CBOE Exchange Index
Open High Low Close
71.37 73.50 71.37 73.50
CYX - CBOE China Index
Open High Low Close
564.29 575.07 564.29 574.88
 



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