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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 the CBOE Website.

Historical files can be accessed from the calendar below.

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, October 12, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.05
Index Put/Call Ratio 1.27
Exchange Traded Products Put/Call Ratio 1.46
Equity Put/Call Ratio 0.74
CBOE Volatility Index (VIX) Put/Call Ratio 0.53
Sum of All Products
  Call Put Total  
Volume 1,750,282 1,832,340 3,582,622  
Open Interest 156,394,047 138,377,993 294,772,040  
Index Options
  Call Put Total  
Volume 579,804 737,219 1,317,023  
Exchange Traded Products
  Call Put Total  
Volume 321,406 468,074 789,480  
Equity Options
  Call Put Total  
Volume 849,072 627,047 1,476,119  

Equity LEAPS
  Call Put Total  
Volume 22,225 15,332 37,557  
Open Interest 11,703,521 8,322,160 20,025,681  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 231,887 301,156 533,043  
Open Interest 1,793,055 1,970,241 3,763,296  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
924.40 927.75 919.77 921.72
VXTH - CBOE VIX Tail Hedge Index
      Close
      148.51
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
507.82 507.82 507.82 507.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,199.41 1,203.96 1,193.23 1,195.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
375.36 377.05 374.31 375.10
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.85 238.89 237.06 237.62
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.26 181.59 179.67 179.91
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,229.39 1,232.44 1,223.04 1,224.80
VIX - CBOE Volatility Index
Open High Low Close
15.41 16.18 14.96 16.14
VVIX - CBOE VVIX Index
Open High Low Close
88.59 92.00 87.27 91.87
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.42 22.78 21.58 22.29
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.35 14.71 13.69 14.71
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.16 19.78 18.89 19.78
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.07 15.97 14.58 15.74
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.10 18.23 17.53 17.84
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.45 17.77 17.02 17.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      85.66
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.30 34.37 33.69 33.69
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.33 15.76 15.07 15.72
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.85 8.90 8.84 8.84
VPD - CBOE VIX Premium Strategy Index
      Close
      215.53
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      214.46
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.79
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.35 63.86 61.43 63.23
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
46.76 49.46 43.75 49.26
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.49
EXQ - CBOE Exchange Index
Open High Low Close
86.86 87.12 86.03 86.32
CYX - CBOE China Index
Open High Low Close
584.03 587.83 581.78 582.55
 
CBOE Volatility Index (VIX)