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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 Thursday, November 29, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.01
Index Put/Call Ratio 1.19
Exchange Traded Products Put/Call Ratio 1.46
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.92
Sum of All Products
  Call Put Total  
Volume 2,006,721 2,027,922 4,034,643  
Open Interest 146,234,398 132,074,834 278,309,232  
Index Options
  Call Put Total  
Volume 654,579 780,521 1,435,100  
Exchange Traded Products
  Call Put Total  
Volume 485,790 709,241 1,195,031  
Equity Options
  Call Put Total  
Volume 866,352 538,160 1,404,512  

Equity LEAPS
  Call Put Total  
Volume 27,628 25,882 53,510  
Open Interest 14,688,143 11,298,023 25,986,166  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 412,655 590,324 1,002,979  
Open Interest 2,507,200 3,240,214 5,747,414  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
900.24 901.95 900.00 901.05
VXTH - CBOE VIX Tail Hedge Index
      Close
      145.12
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
498.21 500.37 497.84 499.36
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,168.85 1,170.46 1,167.93 1,169.73
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
360.84 361.24 360.20 360.69
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
230.64 230.98 230.58 230.86
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
173.75 174.41 173.70 174.25
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,208.41 1,209.63 1,208.41 1,209.49
VIX - CBOE Volatility Index
Open High Low Close
15.21 15.51 15.02 15.06
VVIX - CBOE VVIX Index
Open High Low Close
79.94 80.99 78.36 78.42
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.73 22.09 21.04 21.83
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.31 14.42 13.83 13.84
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.57 18.86 18.02 18.12
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.44 16.00 15.26 15.41
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.75 16.81 16.24 16.40
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.93 17.15 16.66 16.82
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.97
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
28.69 28.69 28.12 28.28
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.70 13.72 12.61 12.67
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.77 7.80 7.63 7.77
VPD - CBOE VIX Premium Strategy Index
      Close
      223.06
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      221.38
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.71
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.58 63.18 61.13 61.71
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.16 66.23 64.53 65.13
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.13
EXQ - CBOE Exchange Index
Open High Low Close
86.53 87.04 86.21 86.88
CYX - CBOE China Index
Open High Low Close
601.67 602.80 597.44 601.29
 
CBOE Volatility Index (VIX)