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, October 26, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.99
Index Put/Call Ratio 1.32
Exchange Traded Products Put/Call Ratio 1.18
Equity Put/Call Ratio 0.77
CBOE Volatility Index (VIX) Put/Call Ratio 0.56
Sum of All Products
  Call Put Total  
Volume 1,769,732 1,755,349 3,525,081  
Open Interest 143,455,783 127,969,682 271,425,465  
Index Options
  Call Put Total  
Volume 382,861 507,108 889,969  
Exchange Traded Products
  Call Put Total  
Volume 441,590 523,057 964,647  
Equity Options
  Call Put Total  
Volume 945,281 725,184 1,670,465  

Equity LEAPS
  Call Put Total  
Volume 28,324 18,908 47,232  
Open Interest 12,714,960 9,329,826 22,044,786  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 578,912 672,700 1,251,612  
Open Interest 2,820,436 3,292,486 6,112,922  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
918.14 920.72 912.82 918.02
VXTH - CBOE VIX Tail Hedge Index
      Close
      146.88
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
503.64 504.11 501.96 503.14
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,185.89 1,189.45 1,178.31 1,185.32
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
368.94 370.63 366.47 369.72
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
235.37 236.15 234.37 235.45
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
179.33 179.67 177.88 178.83
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,232.38 1,235.72 1,227.77 1,231.94
VIX - CBOE Volatility Index
Open High Low Close
18.03 18.64 17.52 17.81
VVIX - CBOE VVIX Index
Open High Low Close
91.11 92.40 88.91 89.43
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.57 24.89 23.76 24.12
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.69 17.19 16.20 16.55
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.65 22.39 21.12 21.12
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.69 18.83 17.34 17.88
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.19 20.56 19.19 19.58
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.87 19.41 18.65 19.02
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.95 32.27 31.46 32.21
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.13 15.36 14.92 14.92
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.87 8.89 8.68 8.71
VPD - CBOE VIX Premium Strategy Index
      Close
      213.67
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      212.52
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.75
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.89 67.92 65.26 65.66
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
54.09 58.34 51.44 52.28
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.17
EXQ - CBOE Exchange Index
Open High Low Close
87.14 87.60 86.67 87.25
CYX - CBOE China Index
Open High Low Close
594.98 595.19 588.24 589.23
  VIX Snapshot

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