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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
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891011121314
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293012345
     - Holiday

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CBOE Market Summary for Friday, November 27, 2009
Page1 page2 page3 page4 page5 page6 page7 page8
Total Put/Call Ratio 1.05
Index Put/Call Ratio 1.67
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.84
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
746.86 747.37 741.43 745.95
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
Close
18.10
CLL - CBOE S&P 500 95-110 Collar Index
Close
488.45
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
878.69 880.52 870.99 875.81
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
312.64 316.18 312.63 315.35
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
185.91 187.24 185.62 185.62
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
134.49 134.49 132.90 133.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
938.94 945.45 938.94 941.73
VIX - CBOE Volatility Index
Open High Low Close
25.75 25.93 23.12 24.74
VXD - CBOE DJIA Volatility Index
Open High Low Close
17.98 22.50 17.98 21.54
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
34.33 34.33 31.64 32.43
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
24.00 24.07 22.44 24.07
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
26.16 26.16 23.81 25.40
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
26.18 26.35 23.66 23.66
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
41.59 43.47 40.59 40.73
GVZ - CBOE Gold Volatility Index
Open High Low Close
26.56 27.82 26.36 26.38
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.52 12.61 12.38 12.39
VPD - CBOE VIX Premium Strategy Index
Close
127.04
VPN - CBOE Capped VIX Premium Strategy Index
Close
137.35
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
Close
62.28
CBOE S&P 500 Implied Correlation Index Jan 2009-(ICJ)
Close
46.86
CBOE S&P 500 Implied Correlation Index Jan 2010-(JCJ)
Close
66.55
EXQ - CBOE Exchange Index
Open High Low Close
76.75 76.94 75.38 75.87
CYX - CBOE China Index
Open High Low Close
569.72 569.79 553.67 561.86

Sum of All Products
Volume Call Put Total
1,314,283 1,381,255 2,695,538
Open Interest 148,314,923 133,213,414 281,528,337

Index, ETF and HOLDRs Options
Volume Call Put Total
542,454 903,973 1,446,427

Equity Options
Volume Call Put Total
771,819 477,282 1,249,101

Equity LEAPS
Volume Call Put Total
40,035 36,314 76,349
Open Interest 18,609,692 13,526,085 32,135,777

Weeklys Options (Note: No Weeklys are listed the 2nd Friday of a month)
Volume Call Put Total
11,809 26,844 38,653
Open Interest 12,567 13,371 25,938











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