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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 CBOE Websites.

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 Tuesday, January 22, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.94
Index Put/Call Ratio 1.10
Exchange Traded Products Put/Call Ratio 1.41
Equity Put/Call Ratio 0.68
CBOE Volatility Index (VIX) Put/Call Ratio 0.79
Sum of All Products
  Call Put Total  
Volume 1,979,643 1,863,698 3,843,341  
Open Interest 96,989,231 85,069,514 182,058,745  
Index Options
  Call Put Total  
Volume 826,367 912,165 1,738,532  
Exchange Traded Products
  Call Put Total  
Volume 223,779 316,387 540,166  
Equity Options
  Call Put Total  
Volume 929,497 635,146 1,564,643  

Equity LEAPS
  Call Put Total  
Volume 74,020 51,979 125,999  
Open Interest 19,548,973 15,350,301 34,899,274  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 321,544 277,961 599,505  
Open Interest 3,297,651 2,618,387 5,916,038  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
917.96 920.15 916.38 920.12
VXTH - CBOE VIX Tail Hedge Index
      Close
      150.30
LOVOL - CBOE Low Volatility Index
Open High Low Close
141.72 142.15 141.44 142.15
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
514.68 516.81 513.36 516.73
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,211.02 1,215.80 1,207.93 1,215.80
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
371.30 371.58 370.28 371.51
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
235.30 235.59 234.72 235.59
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.08 179.77 178.83 179.77
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,232.20 1,242.06 1,232.20 1,242.06
VIX - CBOE Volatility Index
Open High Low Close
13.28 13.32 12.43 12.43
VVIX - CBOE VVIX Index
Open High Low Close
76.16 78.64 73.87 73.87
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.33 17.33 16.24 16.24
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.47 12.32 11.29 11.32
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.72 16.43 14.77 14.78
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.83 13.12 11.90 11.98
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.17 15.56 14.03 14.08
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.60 15.62 14.72 14.72
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.32
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.98 22.22 21.54 21.67
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.80 13.80 12.50 12.71
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.19 9.19 8.56 8.57
VPD - CBOE VIX Premium Strategy Index
      Close
      228.81
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      226.62
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
62.49 63.86 60.82 60.84
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
70.87 71.17 66.90 67.39
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.93
EXQ - CBOE Exchange Index
Open High Low Close
98.67 99.58 98.64 99.58
CYX - CBOE China Index
Open High Low Close
666.25 669.55 664.62 669.54
 
CBOE Volatility Index (VIX)