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, December 28, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.08
Index Put/Call Ratio 1.30
Exchange Traded Products Put/Call Ratio 1.51
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.87
Sum of All Products
  Call Put Total  
Volume 1,642,696 1,780,782 3,423,478  
Open Interest 136,824,164 122,418,651 259,242,815  
Index Options
  Call Put Total  
Volume 543,254 708,387 1,251,641  
Exchange Traded Products
  Call Put Total  
Volume 427,306 643,159 1,070,465  
Equity Options
  Call Put Total  
Volume 672,136 429,236 1,101,372  

Equity LEAPS
  Call Put Total  
Volume 93,568 37,517 131,085  
Open Interest 16,752,005 13,056,564 29,808,569  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 417,040 444,416 861,456  
Open Interest 3,177,388 3,490,392 6,667,780  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
895.25 896.83 890.31 890.70
VXTH - CBOE VIX Tail Hedge Index
      Close
      147.06
LOVOL - CBOE Low Volatility Index
Open High Low Close
138.95 138.95 138.43 138.47
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
498.38 498.38 495.08 495.55
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,162.82 1,166.06 1,155.75 1,156.26
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
359.32 360.73 358.07 358.20
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
229.35 229.73 227.90 228.03
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
173.22 173.87 172.91 172.91
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,212.89 1,212.89 1,202.97 1,204.01
VIX - CBOE Volatility Index
Open High Low Close
20.32 23.23 19.94 22.72
VVIX - CBOE VVIX Index
Open High Low Close
93.21 104.72 91.78 104.72
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.86 23.11 21.41 23.04
VXD - CBOE DJIA Volatility Index
Open High Low Close
18.01 32.98 16.59 16.60
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
23.18 24.90 22.92 24.47
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
20.91 23.39 20.35 23.07
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
22.33 23.49 21.99 23.32
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
20.51 21.92 20.20 21.88
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.26
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.86 28.92 27.72 28.88
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.50 15.31 14.49 15.30
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.78 8.85 8.78 8.78
VPD - CBOE VIX Premium Strategy Index
      Close
      206.04
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      204.78
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.35
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
69.12 71.38 66.79 71.38
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
73.62 74.94 72.28 74.79
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      10.39
EXQ - CBOE Exchange Index
Open High Low Close
90.48 90.84 90.19 90.38
CYX - CBOE China Index
Open High Low Close
625.87 632.21 624.94 629.88