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 CBOE Websites.

CBOE Market Statistics Summary Data

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 Wednesday, October 10, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.00
Index Put/Call Ratio 1.02
Exchange Traded Products Put/Call Ratio 1.58
Equity Put/Call Ratio 0.71
CBOE Volatility Index (VIX) Put/Call Ratio 0.49
Sum of All Products
  Call Put Total  
Volume 1,797,374 1,800,747 3,598,121  
Open Interest 152,426,535 134,591,689 287,018,224  
Index Options
  Call Put Total  
Volume 669,347 684,061 1,353,408  
Exchange Traded Products
  Call Put Total  
Volume 365,571 578,377 943,948  
Equity Options
  Call Put Total  
Volume 762,456 538,309 1,300,765  

Equity LEAPS
  Call Put Total  
Volume 23,042 15,024 38,066  
Open Interest 11,488,218 8,106,990 19,595,208  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 214,633 281,233 495,866  
Open Interest 1,406,693 1,604,646 3,011,339  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
928.01 929.00 922.25 923.47
VXTH - CBOE VIX Tail Hedge Index
      Close
      149.10
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
510.65 511.16 508.88 509.11
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,205.46 1,207.01 1,197.11 1,198.72
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
377.77 379.06 375.64 376.21
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
239.55 239.73 237.57 237.83
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.86 181.17 180.07 180.58
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,233.12 1,233.64 1,226.08 1,227.29
VIX - CBOE Volatility Index
Open High Low Close
16.52 16.79 16.13 16.29
VVIX - CBOE VVIX Index
Open High Low Close
93.84 95.36 92.41 94.36
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.36 23.43 22.81 23.41
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.66 15.06 14.55 14.84
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.55 20.72 19.68 19.68
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.67 16.04 15.21 15.51
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.02 19.09 18.48 18.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.17 18.48 17.93 18.13
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      86.65
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.23 35.19 33.86 35.09
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.91 16.13 15.48 15.53
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.13 9.15 9.07 9.10
VPD - CBOE VIX Premium Strategy Index
      Close
      215.31
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      214.25
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      80.89
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
66.13 66.48 63.75 65.16
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
51.52 51.52 47.59 49.58
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      10.11
EXQ - CBOE Exchange Index
Open High Low Close
87.45 87.57 86.50 87.10
CYX - CBOE China Index
Open High Low Close
579.34 581.91 578.46 579.79
  VIX Snapshot

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