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, February 22, 2012

Symbol Listing:
 
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
 



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