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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, November 16, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.03
Index Put/Call Ratio 1.02
Exchange Traded Products Put/Call Ratio 1.37
Equity Put/Call Ratio 0.81
CBOE Volatility Index (VIX) Put/Call Ratio 0.41
Sum of All Products
  Call Put Total  
Volume 2,852,762 2,940,709 5,793,471  
Open Interest 162,440,316 143,444,951 305,885,267  
Index Options
  Call Put Total  
Volume 925,671 946,911 1,872,582  
Exchange Traded Products
  Call Put Total  
Volume 766,614 1,050,485 1,817,099  
Equity Options
  Call Put Total  
Volume 1,160,477 943,313 2,103,790  

Equity LEAPS
  Call Put Total  
Volume 37,044 27,409 64,453  
Open Interest 13,921,159 10,606,342 24,527,501  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 310,516 372,636 683,152  
Open Interest 560,931 756,617 1,317,548  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
887.65 888.80 885.03 888.10
VXTH - CBOE VIX Tail Hedge Index
      Close
      140.30
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
491.87 492.15 490.61 491.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,143.16 1,145.39 1,138.83 1,144.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
354.30 354.91 352.96 354.13
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
227.13 227.41 226.39 227.25
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
171.14 171.14 171.14 171.14
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,188.83 1,192.52 1,176.71 1,191.03
VIX - CBOE Volatility Index
Open High Low Close
17.65 18.50 16.41 16.41
VVIX - CBOE VVIX Index
Open High Low Close
93.83 97.04 90.01 90.27
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.69 24.76 22.80 23.63
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.96 17.28 15.48 15.53
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.68 22.25 19.80 19.94
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
19.57 19.94 17.66 17.66
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.23 19.64 16.65 18.13
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
19.54 20.25 18.93 18.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.25
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
30.54 31.76 30.54 31.10
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.26 14.26 12.97 13.28
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.45 7.61 7.40 7.42
VPD - CBOE VIX Premium Strategy Index
      Close
      216.94
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      215.65
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.33
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
66.53 67.05 63.40 63.48
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
55.30 55.45 47.04 47.10
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.82
EXQ - CBOE Exchange Index
Open High Low Close
84.22 84.53 83.70 84.45
CYX - CBOE China Index
Open High Low Close
578.88 580.89 571.01 574.67
 
CBOE Volatility Index (VIX)