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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 Tuesday, November 13, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.83
Index Put/Call Ratio 0.65
Exchange Traded Products Put/Call Ratio 1.66
Equity Put/Call Ratio 0.72
CBOE Volatility Index (VIX) Put/Call Ratio 0.25
Sum of All Products
  Call Put Total  
Volume 2,234,148 1,858,309 4,092,457  
Open Interest 157,987,821 141,080,124 299,067,945  
Index Options
  Call Put Total  
Volume 996,377 645,405 1,641,782  
Exchange Traded Products
  Call Put Total  
Volume 344,461 572,007 916,468  
Equity Options
  Call Put Total  
Volume 893,310 640,897 1,534,207  

Equity LEAPS
  Call Put Total  
Volume 27,167 28,179 55,346  
Open Interest 13,662,537 10,249,430 23,911,967  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 18,915 37,638 56,553  
Open Interest 92,277 181,253 273,530  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
897.36 907.54 896.22 898.28
VXTH - CBOE VIX Tail Hedge Index
      Close
      141.87
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
494.50 495.72 493.28 494.37
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,155.58 1,168.81 1,154.21 1,156.82
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
358.03 361.92 357.53 358.52
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
230.15 232.56 229.91 230.02
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.90 176.28 174.68 174.74
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,211.09 1,219.13 1,203.32 1,206.96
VIX - CBOE Volatility Index
Open High Low Close
17.36 17.38 16.12 16.65
VVIX - CBOE VVIX Index
Open High Low Close
92.17 92.50 87.13 87.84
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.53 24.53 23.22 23.43
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.62 16.17 14.73 15.47
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.28 21.38 19.95 20.34
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.00 18.00 17.01 17.56
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.25 19.39 18.06 19.05
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
19.60 19.62 18.49 18.97
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.94
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.64 31.82 30.68 31.27
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.56 16.01 14.35 14.54
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.31 8.35 8.09 8.13
VPD - CBOE VIX Premium Strategy Index
      Close
      216.50
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      215.22
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.19
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.76 66.43 63.10 65.76
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
53.52 54.17 49.06 51.61
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.75
EXQ - CBOE Exchange Index
Open High Low Close
85.62 86.64 85.18 85.19
CYX - CBOE China Index
Open High Low Close
606.15 606.15 596.91 597.98
 
CBOE Volatility Index (VIX)