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 Friday, January 25, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.88
Index Put/Call Ratio 0.95
Exchange Traded Products Put/Call Ratio 1.36
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.46
Sum of All Products
  Call Put Total  
Volume 2,004,687 1,756,044 3,760,731  
Open Interest 107,456,754 95,247,562 202,704,316  
Index Options
  Call Put Total  
Volume 618,073 585,089 1,203,162  
Exchange Traded Products
  Call Put Total  
Volume 390,741 533,044 923,785  
Equity Options
  Call Put Total  
Volume 995,873 637,911 1,633,784  

Equity LEAPS
  Call Put Total  
Volume 72,092 37,763 109,855  
Open Interest 20,601,088 15,954,361 36,555,449  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 573,083 593,035 1,166,118  
Open Interest 4,815,684 4,585,892 9,401,576  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
921.03 922.58 920.71 922.20
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.30
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.48 142.87 142.42 142.84
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
517.76 520.43 517.76 520.20
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,218.95 1,221.66 1,217.53 1,221.18
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
371.15 372.27 370.89 371.68
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
236.10 236.43 236.10 236.43
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.97 180.12 179.54 180.01
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,243.46 1,245.21 1,243.46 1,244.95
VIX - CBOE Volatility Index
Open High Low Close
12.63 12.99 12.50 12.89
VVIX - CBOE VVIX Index
Open High Low Close
76.23 79.12 75.78 76.92
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.58 16.96 16.20 16.46
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.45 11.94 11.44 11.75
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.54 16.49 15.52 16.05
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.15 12.85 12.11 12.45
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.26 14.34 13.78 14.06
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.58 14.79 14.43 14.66
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
21.92 22.73 21.80 22.52
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.49 14.54 13.49 14.08
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.45 8.48 8.28 8.28
VPD - CBOE VIX Premium Strategy Index
      Close
      228.70
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      226.51
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.83
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.61 62.62 61.06 61.41
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.71 69.07 66.41 68.48
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.16
EXQ - CBOE Exchange Index
Open High Low Close
100.08 100.42 99.56 100.41
CYX - CBOE China Index
Open High Low Close
663.24 663.24 656.89 659.71
  VIX Snapshot

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