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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 Tuesday, August 27, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.02
Index Put/Call Ratio 1.25
Exchange Traded Products Put/Call Ratio 1.24
Equity Put/Call Ratio 0.68
CBOE Volatility Index (VIX) Put/Call Ratio 0.75
Sum of All Products
  Call Put Total  
Volume 2,353,318 2,410,446 4,763,764  
Open Interest 147,113,962 128,890,099 276,004,061  
Index Options
  Call Put Total  
Volume 792,023 989,255 1,781,278  
Exchange Traded Products
  Call Put Total  
Volume 641,632 796,058 1,437,690  
Equity Options
  Call Put Total  
Volume 919,663 625,133 1,544,796  

Equity LEAPS
  Call Put Total  
Volume 38,612 18,023 56,635  
Open Interest 13,120,491 9,370,029 22,490,520  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 494,780 752,013 1,246,793  
Open Interest 3,711,881 4,202,484 7,914,365  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
951.27 951.27 943.47 944.35
VXTH - CBOE VIX Tail Hedge Index
      Close
      159.29
LOVOL - CBOE Low Volatility Index
Open High Low Close
149.53 149.53 148.85 148.85
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
560.42 560.42 551.65 552.27
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,274.56 1,274.94 1,262.26 1,263.41
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
393.57 394.54 390.92 391.42
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
240.85 240.92 239.07 239.25
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
183.80 183.80 181.72 181.75
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,289.57 1,289.57 1,275.14 1,276.09
VIX - CBOE Volatility Index
Open High Low Close
16.56 17.13 15.82 16.77
VVIX - CBOE VVIX Index
Open High Low Close
87.54 92.61 86.28 92.36
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
18.31 21.04 18.11 20.44
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
27.18 28.55 26.93 28.55
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.89 15.34 13.89 15.12
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.50 21.82 19.71 21.58
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.57 16.86 15.32 16.35
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.32 17.72 15.32 17.63
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.31 17.79 16.86 17.68
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      105.51
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
7.43 7.76 7.38 7.51
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.43 27.64 23.43 27.19
GVZ - CBOE Gold Volatility Index
Open High Low Close
23.67 24.14 23.38 23.90
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.38 9.62 8.37 8.53
VPD - CBOE VIX Premium Strategy Index
      Close
      237.01
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      233.61
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      89.96
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
51.04 55.52 51.04 54.53
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
56.67 59.92 56.67 58.87
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      10.35
EXQ - CBOE Exchange Index
Open High Low Close
128.32 128.39 126.07 126.19
CYX - CBOE China Index
Open High Low Close
725.55 725.55 713.88 714.63
 
CBOE Volatility Index (VIX)