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 Wednesday, April 17, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.19
Index Put/Call Ratio 1.15
Exchange Traded Products Put/Call Ratio 1.97
Equity Put/Call Ratio 0.79
CBOE Volatility Index (VIX) Put/Call Ratio 0.54
Sum of All Products
  Call Put Total  
Volume 2,783,689 3,315,498 6,099,187  
Open Interest 141,784,970 134,363,385 276,148,355  
Index Options
  Call Put Total  
Volume 1,100,008 1,266,080 2,366,088  
Exchange Traded Products
  Call Put Total  
Volume 611,566 1,206,398 1,817,964  
Equity Options
  Call Put Total  
Volume 1,072,115 843,020 1,915,135  

Equity LEAPS
  Call Put Total  
Volume 97,671 83,463 181,134  
Open Interest 31,522,123 24,065,925 55,588,048  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 154,140 276,858 430,998  
Open Interest 1,523,791 2,084,049 3,607,840  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
950.67 950.67 941.68 945.93
VXTH - CBOE VIX Tail Hedge Index
      Close
      156.21
LOVOL - CBOE Low Volatility Index
Open High Low Close
147.09 147.09 147.09 147.09
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
543.39 543.39 536.15 538.01
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,279.69 1,279.69 1,262.44 1,269.14
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
385.64 385.87 381.89 383.63
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
242.81 242.81 241.91 242.63
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.37 179.45 175.92 177.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,278.41 1,278.41 1,267.55 1,272.65
VIX - CBOE Volatility Index
Open High Low Close
15.35 17.90 14.98 16.51
VVIX - CBOE VVIX Index
Open High Low Close
93.71 107.35 93.15 105.26
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.99 24.89 20.99 22.46
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.50 15.69 12.50 14.65
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.65 23.28 20.46 21.69
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.43 17.01 14.18 15.99
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.59 18.77 15.59 18.20
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.91 17.46 15.73 16.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      77.71
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.32 32.42 27.32 31.14
GVZ - CBOE Gold Volatility Index
Open High Low Close
30.02 30.02 26.92 26.93
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.69 9.20 8.62 9.20
VPD - CBOE VIX Premium Strategy Index
      Close
      230.98
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      228.32
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.76
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
52.83 58.71 52.83 56.05
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
60.24 64.93 60.24 63.78
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.76
EXQ - CBOE Exchange Index
Open High Low Close
108.35 108.51 107.52 107.92
CYX - CBOE China Index
Open High Low Close
605.97 605.97 595.90 597.18