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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, October 18, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.69
Index Put/Call Ratio 0.87
Exchange Traded Products Put/Call Ratio 1.03
Equity Put/Call Ratio 0.46
CBOE Volatility Index (VIX) Put/Call Ratio 0.42
Sum of All Products
  Call Put Total  
Volume 4,204,529 2,921,289 7,125,818  
Open Interest 168,188,673 153,503,132 321,691,805  
Index Options
  Call Put Total  
Volume 1,424,708 1,234,122 2,658,830  
Exchange Traded Products
  Call Put Total  
Volume 717,656 742,233 1,459,889  
Equity Options
  Call Put Total  
Volume 2,062,165 944,934 3,007,099  

Equity LEAPS
  Call Put Total  
Volume 84,580 45,136 129,716  
Open Interest 16,522,468 12,081,837 28,604,305  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 552,020 631,633 1,183,653  
Open Interest 4,004,835 5,326,138 9,330,973  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
982.66 983.43 981.79 983.43
VXST - CBOE Short-term Volatility Index
      Close
      12.91
VXTH - CBOE VIX Tail Hedge Index
      Close
      166.36
LOVOL - CBOE Low Volatility Index
Open High Low Close
155.51 155.51 155.51 155.51
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
584.36 586.62 583.71 586.37
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,340.36 1,341.17 1,339.01 1,341.04
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
405.90 406.22 405.33 406.08
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
245.00 245.19 244.89 245.19
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
190.36 190.36 190.36 190.36
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,316.05 1,328.36 1,314.97 1,328.36
VIX - CBOE Volatility Index
Open High Low Close
12.86 13.53 12.34 13.04
VVIX - CBOE VVIX Index
Open High Low Close
70.19 76.07 69.66 73.42
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.14 15.53 14.19 15.47
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.67 21.85 19.93 19.98
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.29 13.37 12.48 12.83
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.93 16.34 15.33 15.39
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.61 12.63 11.40 11.77
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.05 14.17 12.74 13.69
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.10 15.27 14.74 14.92
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      96.10
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.51 5.87 5.48 5.72
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
20.61 20.61 19.87 20.12
GVZ - CBOE Gold Volatility Index
Open High Low Close
22.30 22.35 21.33 21.43
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.42 7.43 7.35 7.41
VPD - CBOE VIX Premium Strategy Index
      Close
      244.19
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.30
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
37.38 38.02 34.70 36.07
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
52.20 54.19 51.02 54.00
EXQ - CBOE Exchange Index
Open High Low Close
136.84 137.94 136.61 137.84
CYX - CBOE China Index
Open High Low Close
801.16 810.15 801.16 810.15
 
CBOE Volatility Index (VIX)