|
Ratios
|
|
Total Put/Call Ratio
|
0.89
|
|
Index Put/Call Ratio
|
1.20
|
|
Equity Put/Call Ratio
|
0.64
|
|
CBOE Volatility Index (VIX) Put/Call Ratio
|
0.48
|
|
|
Sum of All Products |
|   |
Call |
Put |
Total |
|
| Volume |
2,131,033 |
1,905,960 |
4,036,993 |
|
| Open Interest |
113,553,194 |
106,749,581 |
220,302,775 |
|
|
Index, ETF and HOLDRs Options |
|   |
Call |
Put |
Total |
|
| Volume |
979,352 |
1,173,797 |
2,153,149 |
|
|
Equity Options |
|   |
Call |
Put |
Total |
|
| Volume |
1,151,681 |
732,163 |
1,883,844 |
|
|
Equity LEAPS |
|   |
Call |
Put |
Total |
|
| Volume |
64,571 |
43,990 |
108,561 |
|
| Open Interest |
27,010,637 |
18,127,705 |
45,138,342 |
|
|
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month) |
|   |
Call |
Put |
Total |
|
| Volume |
231,010 |
223,556 |
454,566 |
|
| Open Interest |
1,252,216 |
1,424,116 |
2,676,332 |
|
|
|
BXM - CBOE S&P 500 BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
882.04
|
883.04
|
880.57
|
881.65
|
|
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
|
|
|
|
|
Close
|
|
|
|
|
12.60
|
|
CLL - CBOE S&P 500 95-110 Collar Index
|
|
|
|
|
Close
|
|
|
|
|
496.70
|
|
BXY - CBOE S&P 500 2% OTM BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
1,114.51
|
1,115.73
|
1,111.31
|
1,112.95
|
|
BXN - CBOE NASDAQ-100 BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
365.81
|
366.31
|
364.88
|
365.47
|
|
BXD - CBOE DJIA BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
227.84
|
228.19
|
227.43
|
227.82
|
|
BXR - CBOE Russell 2000 BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
168.23
|
168.75
|
167.88
|
167.93
|
|
PUT - CBOE S&P 500 PutWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
1,163.67
|
1,164.67
|
1,162.24
|
1,163.15
|
|
VIX - CBOE Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
18.85
|
18.94
|
17.74
|
18.19
|
|
VXEEM - CBOE Emerging Markets ETF Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
28.09
|
28.25
|
26.72
|
26.86
|
|
VXD - CBOE DJIA Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
16.76
|
17.12
|
16.47
|
16.62
|
|
RVX - CBOE Russell 2000 Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
26.25
|
26.27
|
25.11
|
25.48
|
|
VXO - CBOE S&P 100 Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
16.65
|
17.07
|
16.00
|
16.34
|
|
VXN - CBOE NASDAQ Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
19.92
|
20.44
|
19.50
|
19.72
|
|
VXV - CBOE S&P 500 3-Month Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
22.51
|
22.65
|
21.92
|
22.09
|
|
OVX - CBOE Crude Oil Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
34.68
|
34.68
|
33.04
|
33.67
|
|
GVZ - CBOE Gold Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
19.94
|
20.71
|
18.99
|
19.84
|
|
EVZ - CBOE EuroCurrency Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
11.82
|
11.82
|
11.53
|
11.73
|
|
VPD - CBOE VIX Premium Strategy Index
|
|
|
|
|
Close
|
|
|
|
|
170.21
|
|
VPN - CBOE Capped VIX Premium Strategy Index
|
|
|
|
|
Close
|
|
|
|
|
171.86
|
|
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
|
|
|
|
|
Close
|
|
|
|
|
76.20
|
|
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2010
|
|
Open
|
High
|
Low
|
Close
|
|
82.08
|
84.22
|
81.91
|
82.60
|
|
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
|
|
Open
|
High
|
Low
|
Close
|
|
71.96
|
74.40
|
71.96
|
72.74
|
|
EXQ - CBOE Exchange Index
|
|
Open
|
High
|
Low
|
Close
|
|
91.58
|
92.25
|
91.21
|
92.02
|
|
CYX - CBOE China Index
|
|
Open
|
High
|
Low
|
Close
|
|
637.61
|
642.50
|
637.38
|
638.73
|
|
|
|
|
|
|
|
|
3rd party Adverstisement