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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, July 19, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.79
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.40
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.45
Sum of All Products
  Call Put Total  
Volume 2,577,120 2,043,031 4,620,151  
Open Interest 158,482,576 143,753,124 302,235,700  
Index Options
  Call Put Total  
Volume 564,537 551,303 1,115,840  
Exchange Traded Products
  Call Put Total  
Volume 461,727 648,188 1,109,915  
Equity Options
  Call Put Total  
Volume 1,550,856 843,540 2,394,396  

Equity LEAPS
  Call Put Total  
Volume 34,025 21,747 55,772  
Open Interest 10,829,459 7,564,518 18,393,977  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 279,474 426,144 705,618  
Open Interest 2,145,019 2,731,533 4,876,552  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
957.30 958.10 957.08 958.08
VXTH - CBOE VIX Tail Hedge Index
      Close
      165.91
LOVOL - CBOE Low Volatility Index
Open High Low Close
149.42 150.33 149.42 150.33
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
570.94 570.98 568.63 570.95
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,296.73 1,298.89 1,296.60 1,298.89
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
385.30 385.73 385.18 385.73
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
246.45 246.67 246.42 246.67
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
0.00 0.00 0.00 183.79
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,295.16 1,295.16 1,295.16 1,295.16
VIX - CBOE Volatility Index
Open High Low Close
13.89 13.97 12.54 12.54
VVIX - CBOE VVIX Index
Open High Low Close
74.55 75.94 71.15 73.64
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.17 17.31 15.61 15.61
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
26.66 27.24 24.66 24.70
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.53 12.86 11.61 11.66
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.44 17.68 16.33 16.35
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.67 13.70 12.31 12.58
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.51 14.58 13.62 13.75
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.67 15.71 15.04 15.04
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      102.11
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.39 5.44 5.16 5.44
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.19 24.59 23.85 24.08
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.94 21.94 21.16 21.19
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.51 8.55 8.43 8.45
VPD - CBOE VIX Premium Strategy Index
      Close
      243.80
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.35
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      89.65
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
53.53 54.01 50.95 51.36
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.08 59.42 58.08 58.97
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.39
EXQ - CBOE Exchange Index
Open High Low Close
132.73 132.95 130.81 131.59
CYX - CBOE China Index
Open High Low Close
677.75 677.86 672.06 675.21
 
CBOE Volatility Index (VIX)