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 Tuesday, March 19, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 0.81
Exchange Traded Products Put/Call Ratio 1.87
Equity Put/Call Ratio 0.72
CBOE Volatility Index (VIX) Put/Call Ratio 0.45
Sum of All Products
  Call Put Total  
Volume 2,579,607 2,497,969 5,077,576  
Open Interest 114,394,763 103,839,644 218,234,407  
Index Options
  Call Put Total  
Volume 1,260,084 1,025,769 2,285,853  
Exchange Traded Products
  Call Put Total  
Volume 452,304 845,063 1,297,367  
Equity Options
  Call Put Total  
Volume 867,219 627,137 1,494,356  

Equity LEAPS
  Call Put Total  
Volume 90,583 50,581 141,164  
Open Interest 28,242,742 21,437,479 49,680,221  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 381,920 503,445 885,365  
Open Interest 2,847,596 2,937,832 5,785,428  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
939.11 939.77 931.30 935.70
VXTH - CBOE VIX Tail Hedge Index
      Close
      155.94
LOVOL - CBOE Low Volatility Index
Open High Low Close
146.91 147.06 145.47 146.30
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
539.53 540.60 536.67 538.64
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,267.56 1,268.55 1,254.39 1,262.08
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
381.53 382.03 378.23 380.39
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
239.90 240.22 238.65 239.49
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.01 183.26 181.33 182.25
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,261.26 1,263.82 1,253.73 1,259.37
VIX - CBOE Volatility Index
Open High Low Close
13.03 15.40 12.92 14.39
VVIX - CBOE VVIX Index
Open High Low Close
90.69 98.24 90.17 94.39
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.14 20.08 18.00 19.10
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.78 13.39 11.32 12.59
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.87 18.73 15.72 17.29
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.27 14.63 12.01 13.43
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.47 15.36 13.20 14.45
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.14 16.72 15.09 15.71
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.22
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.87 21.29 19.72 21.14
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.25 14.72 13.17 14.52
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.64 10.30 9.56 10.16
VPD - CBOE VIX Premium Strategy Index
      Close
      230.81
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      228.38
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.94
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
57.67 61.24 56.86 57.16
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.07 64.71 61.56 62.25
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      6.77
EXQ - CBOE Exchange Index
Open High Low Close
113.37 113.63 111.26 112.28
CYX - CBOE China Index
Open High Low Close
615.90 619.95 613.99 616.31