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 Wednesday, January 23, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 0.88
Exchange Traded Products Put/Call Ratio 1.43
Equity Put/Call Ratio 0.69
CBOE Volatility Index (VIX) Put/Call Ratio 0.51
Sum of All Products
  Call Put Total  
Volume 1,922,458 1,714,709 3,637,167  
Open Interest 100,836,047 88,246,743 189,082,790  
Index Options
  Call Put Total  
Volume 786,043 691,534 1,477,577  
Exchange Traded Products
  Call Put Total  
Volume 319,857 456,811 776,668  
Equity Options
  Call Put Total  
Volume 816,558 566,364 1,382,922  

Equity LEAPS
  Call Put Total  
Volume 52,529 41,832 94,361  
Open Interest 20,022,969 15,557,027 35,579,996  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 319,413 290,171 609,584  
Open Interest 3,864,944 3,187,936 7,052,880  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
921.03 921.23 919.45 920.71
VXTH - CBOE VIX Tail Hedge Index
      Close
      150.42
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.32 142.32 141.93 142.25
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
516.73 518.09 516.03 517.59
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,217.17 1,218.20 1,214.18 1,217.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
372.77 372.99 372.34 372.54
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
235.92 236.11 235.78 235.97
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.82 179.86 179.47 179.53
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,242.06 1,243.42 1,241.85 1,243.12
VIX - CBOE Volatility Index
Open High Low Close
12.67 12.67 12.30 12.46
VVIX - CBOE VVIX Index
Open High Low Close
74.19 74.21 70.74 71.86
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.70 16.73 15.69 15.69
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.32 11.64 11.23 11.31
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.02 15.47 14.97 15.34
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.00 12.15 11.65 11.81
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.01 14.38 13.99 14.28
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.90 14.90 14.39 14.50
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.35
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.37 22.93 20.92 22.75
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.54 12.63 12.30 12.46
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.34 8.51 8.33 8.41
VPD - CBOE VIX Premium Strategy Index
      Close
      229.60
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      227.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.82
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.54 62.38 60.21 60.44
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
68.11 68.80 63.86 65.07
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.61
EXQ - CBOE Exchange Index
Open High Low Close
99.48 99.66 98.82 99.38
CYX - CBOE China Index
Open High Low Close
669.22 670.45 668.06 669.68
  VIX Snapshot

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