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 15, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.24
Index Put/Call Ratio 1.36
Exchange Traded Products Put/Call Ratio 1.71
Equity Put/Call Ratio 0.83
CBOE Volatility Index (VIX) Put/Call Ratio 0.47
Sum of All Products
  Call Put Total  
Volume 2,368,074 2,937,927 5,306,001  
Open Interest 161,018,586 143,504,326 304,522,912  
Index Options
  Call Put Total  
Volume 885,568 1,202,151 2,087,719  
Exchange Traded Products
  Call Put Total  
Volume 573,278 978,453 1,551,731  
Equity Options
  Call Put Total  
Volume 909,228 757,323 1,666,551  

Equity LEAPS
  Call Put Total  
Volume 38,634 20,629 59,263  
Open Interest 13,800,837 10,456,717 24,257,554  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 152,616 189,844 342,460  
Open Interest 121,284 248,524 369,808  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
886.21 889.80 881.38 884.80
VXTH - CBOE VIX Tail Hedge Index
      Close
      139.87
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
492.21 492.44 491.28 491.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,141.34 1,145.96 1,135.07 1,139.47
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
354.93 355.81 352.00 353.33
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
226.71 227.59 225.54 226.36
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
171.04 171.69 169.47 170.45
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,190.50 1,195.11 1,184.09 1,188.83
VIX - CBOE Volatility Index
Open High Low Close
17.74 18.64 17.62 17.99
VVIX - CBOE VVIX Index
Open High Low Close
94.71 97.66 92.43 94.54
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.90 24.82 22.22 24.31
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.58 17.57 16.28 16.96
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.56 22.44 20.41 21.71
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
19.02 20.24 18.82 19.28
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.50 19.50 18.82 19.23
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
19.71 20.35 19.55 19.79
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.50 31.50 29.99 30.54
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.94 14.94 13.10 14.26
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.59 7.59 7.42 7.45
VPD - CBOE VIX Premium Strategy Index
      Close
      214.11
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      212.85
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.96
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
67.19 68.07 65.57 66.53
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
56.01 58.92 47.37 55.30
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.93
EXQ - CBOE Exchange Index
Open High Low Close
83.88 84.55 83.67 84.21
CYX - CBOE China Index
Open High Low Close
585.55 587.69 578.77 581.51