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 Monday, January 28, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 1.01
Exchange Traded Products Put/Call Ratio 1.63
Equity Put/Call Ratio 0.76
CBOE Volatility Index (VIX) Put/Call Ratio 0.46
Sum of All Products
  Call Put Total  
Volume 1,510,960 1,459,376 2,970,336  
Open Interest 107,725,300 95,521,026 203,246,326  
Index Options
  Call Put Total  
Volume 420,814 427,125 847,939  
Exchange Traded Products
  Call Put Total  
Volume 237,925 387,956 625,881  
Equity Options
  Call Put Total  
Volume 852,221 644,295 1,496,516  

Equity LEAPS
  Call Put Total  
Volume 66,980 41,928 108,908  
Open Interest 20,849,210 16,081,414 36,930,624  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 282,673 263,006 545,679  
Open Interest 2,697,019 2,686,568 5,383,587  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
922.10 922.65 920.55 921.80
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.14
LOVOL - CBOE Low Volatility Index
Open High Low Close
142.79 142.95 142.47 142.73
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
520.20 520.42 518.13 519.33
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,221.18 1,221.65 1,217.51 1,219.80
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
371.85 372.71 371.53 372.19
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
236.40 236.54 236.15 236.27
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
180.04 180.18 179.62 180.10
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,244.95 1,245.38 1,243.39 1,244.83
VIX - CBOE Volatility Index
Open High Low Close
13.29 13.91 13.29 13.57
VVIX - CBOE VVIX Index
Open High Low Close
78.84 81.43 77.73 78.16
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.54 18.21 17.53 18.19
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.75 12.84 11.75 12.46
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.60 17.49 16.60 16.87
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.73 13.27 12.68 12.87
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.67 14.90 14.35 14.39
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.85 15.24 14.84 15.07
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.76 23.64 22.72 22.98
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.77 14.86 14.32 14.39
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.38 8.46 8.23 8.23
VPD - CBOE VIX Premium Strategy Index
      Close
      227.57
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      225.40
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
60.79 62.45 60.25 60.84
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.35 69.19 66.01 66.69
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.91
EXQ - CBOE Exchange Index
Open High Low Close
100.42 100.88 99.99 100.62
CYX - CBOE China Index
Open High Low Close
660.58 665.57 657.34 658.29