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 Thursday, October 11, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 1.14
Exchange Traded Products Put/Call Ratio 1.31
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.42
Sum of All Products
  Call Put Total  
Volume 1,786,288 1,597,612 3,383,900  
Open Interest 154,231,699 136,548,623 290,780,322  
Index Options
  Call Put Total  
Volume 494,936 564,963 1,059,899  
Exchange Traded Products
  Call Put Total  
Volume 294,048 383,750 677,798  
Equity Options
  Call Put Total  
Volume 997,304 648,899 1,646,203  

Equity LEAPS
  Call Put Total  
Volume 25,369 17,970 43,339  
Open Interest 11,608,183 8,238,807 19,846,990  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 235,748 233,744 469,492  
Open Interest 1,641,167 1,811,244 3,452,411  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
928.24 930.46 924.19 924.19
VXTH - CBOE VIX Tail Hedge Index
      Close
      148.95
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
511.47 511.58 508.73 508.73
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,205.73 1,208.44 1,199.24 1,199.24
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
379.14 379.25 374.85 374.95
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
238.89 239.29 237.55 237.55
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.75 182.51 181.08 181.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,234.11 1,235.91 1,229.18 1,229.43
VIX - CBOE Volatility Index
Open High Low Close
15.33 15.80 15.31 15.59
VVIX - CBOE VVIX Index
Open High Low Close
91.09 92.78 90.11 90.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.67 22.99 22.24 22.27
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.84 14.84 14.04 14.35
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.94 19.40 18.69 19.11
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.08 15.27 14.73 15.04
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.00 18.33 17.65 18.33
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.38 17.70 17.26 17.57
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      85.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.94 35.07 34.43 34.52
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.56 15.67 15.29 15.31
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.99 9.01 8.90 8.90
VPD - CBOE VIX Premium Strategy Index
      Close
      216.50
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      215.43
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.78
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.46 65.16 61.72 63.10
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
45.87 48.27 44.71 47.42
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.75
EXQ - CBOE Exchange Index
Open High Low Close
87.53 87.69 86.91 86.92
CYX - CBOE China Index
Open High Low Close
583.26 587.14 582.69 584.57
  VIX Snapshot

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