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 Friday, May 10, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.75
Index Put/Call Ratio 0.64
Exchange Traded Products Put/Call Ratio 1.17
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.11
Sum of All Products
  Call Put Total  
Volume 2,558,178 1,907,102 4,465,280  
Open Interest 144,653,888 135,336,972 279,990,860  
Index Options
  Call Put Total  
Volume 1,006,352 648,424 1,654,776  
Exchange Traded Products
  Call Put Total  
Volume 595,996 699,504 1,295,500  
Equity Options
  Call Put Total  
Volume 955,830 559,174 1,515,004  

Equity LEAPS
  Call Put Total  
Volume 15,335 6,951 22,286  
Open Interest 7,106,676 5,096,145 12,202,821  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 428,986 415,161 844,147  
Open Interest 3,444,059 4,994,770 8,438,829  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
962.93 963.50 962.49 963.04
VXTH - CBOE VIX Tail Hedge Index
      Close
      163.46
LOVOL - CBOE Low Volatility Index
Open High Low Close
151.93 152.27 151.68 152.27
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
556.74 559.11 556.04 562.12
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,301.44 1,302.49 1,300.87 1,301.88
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
391.23 391.46 390.72 390.97
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
246.55 246.77 246.54 246.68
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.90 182.05 181.48 181.90
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,288.49 1,288.70 1,288.49 1,288.62
VIX - CBOE Volatility Index
Open High Low Close
13.08 13.45 12.54 12.59
VVIX - CBOE VVIX Index
Open High Low Close
80.99 82.26 79.46 80.45
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.69 20.18 18.50 19.59
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.90 12.25 11.61 11.64
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.68 18.83 17.74 17.82
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.77 12.92 11.45 11.63
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.46 15.01 14.33 14.34
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.71 15.13 14.68 14.71
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      78.16
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.86 25.30 22.67 22.83
GVZ - CBOE Gold Volatility Index
Open High Low Close
24.19 26.21 23.47 23.95
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.66 8.92 8.57 8.74
VPD - CBOE VIX Premium Strategy Index
      Close
      237.07
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      234.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      87.33
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
55.09 57.55 54.47 56.71
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
61.23 63.19 60.94 61.08
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.31
EXQ - CBOE Exchange Index
Open High Low Close
115.97 117.31 115.91 117.25
CYX - CBOE China Index
Open High Low Close
668.47 678.85 668.47 678.67
  VIX Snapshot

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