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, November 14, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.83
Index Put/Call Ratio 0.99
Exchange Traded Products Put/Call Ratio 1.07
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.80
Sum of All Products
  Call Put Total  
Volume 3,054,648 2,541,014 5,595,662  
Open Interest 173,448,117 158,524,017 331,972,134  
Index Options
  Call Put Total  
Volume 1,133,376 1,126,766 2,260,142  
Exchange Traded Products
  Call Put Total  
Volume 593,007 632,648 1,225,655  
Equity Options
  Call Put Total  
Volume 1,328,265 781,600 2,109,865  

Equity LEAPS
  Call Put Total  
Volume 56,567 33,460 90,027  
Open Interest 18,903,588 13,828,435 32,732,023  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 300,934 336,136 637,070  
Open Interest 3,289,702 3,686,259 6,975,961  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
993.93 994.54 993.20 993.45
VXST - CBOE Short-term Volatility Index
      Close
      11.69
VXTH - CBOE VIX Tail Hedge Index
      Close
      170.46
LOVOL - CBOE Low Volatility Index
Open High Low Close
158.05 158.55 157.94 158.46
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
596.92 600.57 596.25 600.57
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,369.68 1,372.71 1,369.15 1,372.11
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
410.80 411.03 410.66 410.97
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
248.35 248.60 248.12 248.31
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
192.41 192.69 191.84 192.66
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,341.83 1,342.01 1,341.83 1,342.01
VIX - CBOE Volatility Index
Open High Low Close
12.80 12.94 12.28 12.37
VVIX - CBOE VVIX Index
Open High Low Close
72.09 74.10 70.79 71.91
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.79 15.85 14.30 14.39
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.90 23.90 20.63 21.00
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.10 12.48 11.76 11.96
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.08 17.50 16.23 16.56
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.57 12.60 11.65 11.93
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.66 13.90 12.99 13.26
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.89 14.96 14.66 14.88
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      96.15
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.09 5.82 4.90 4.96
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.63 20.48 19.63 19.92
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.46 28.16 19.42 19.44
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.65 7.75 7.40 7.47
VPD - CBOE VIX Premium Strategy Index
      Close
      247.30
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      243.35
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
35.97 38.12 33.52 34.15
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
57.77 58.22 56.08 56.75
CYX - CBOE China Index
Open High Low Close
749.87 756.53 748.26 756.20