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 Friday, January 18, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.75
Index Put/Call Ratio 0.77
Exchange Traded Products Put/Call Ratio 1.17
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 2,628,407 1,960,682 4,589,089  
Open Interest 156,097,185 142,148,747 298,245,932  
Index Options
  Call Put Total  
Volume 921,303 713,759 1,635,062  
Exchange Traded Products
  Call Put Total  
Volume 519,680 609,899 1,129,579  
Equity Options
  Call Put Total  
Volume 1,187,424 637,024 1,824,448  

Equity LEAPS
  Call Put Total  
Volume 103,117 50,276 153,393  
Open Interest 19,283,555 15,224,646 34,508,201  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 297,581 294,849 592,430  
Open Interest 2,276,516 1,939,813 4,216,329  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
916.39 917.87 916.06 917.87
VXTH - CBOE VIX Tail Hedge Index
      Close
      149.87
LOVOL - CBOE Low Volatility Index
Open High Low Close
141.77 141.77 141.77 141.77
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
513.85 514.71 511.83 514.68
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,208.34 1,210.86 1,207.62 1,210.86
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
370.73 371.20 370.64 371.20
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
234.57 234.96 234.52 234.96
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.12 179.12 179.12 179.12
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,235.82 1,235.82 1,230.60 1,232.20
VIX - CBOE Volatility Index
Open High Low Close
13.52 13.53 12.29 12.46
VVIX - CBOE VVIX Index
Open High Low Close
77.01 78.86 73.02 73.43
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.17 17.18 15.85 15.85
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.64 12.69 11.39 11.47
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.30 16.45 14.43 14.67
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.69 13.72 12.02 12.14
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.18 15.18 14.07 14.17
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.99 16.04 15.22 15.29
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.73 23.73 21.98 21.98
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.67 14.82 13.68 13.80
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.43 9.46 9.19 9.19
VPD - CBOE VIX Premium Strategy Index
      Close
      227.45
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      225.29
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.58
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.20 63.37 61.66 62.49
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
69.92 71.47 69.65 70.87
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.18
EXQ - CBOE Exchange Index
Open High Low Close
97.88 98.71 97.76 98.64
CYX - CBOE China Index
Open High Low Close
666.14 667.32 662.12 664.98
  VIX Snapshot

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