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, December 03, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.82
Index Put/Call Ratio 0.82
Exchange Traded Products Put/Call Ratio 1.35
Equity Put/Call Ratio 0.57
CBOE Volatility Index (VIX) Put/Call Ratio 0.35
Sum of All Products
  Call Put Total  
Volume 1,736,492 1,426,252 3,162,744  
Open Interest 148,693,511 134,329,809 283,023,320  
Index Options
  Call Put Total  
Volume 732,130 598,339 1,330,469  
Exchange Traded Products
  Call Put Total  
Volume 329,994 445,860 775,854  
Equity Options
  Call Put Total  
Volume 674,368 382,053 1,056,421  

Equity LEAPS
  Call Put Total  
Volume 28,974 14,666 43,640  
Open Interest 14,835,302 11,462,721 26,298,023  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 221,708 243,132 464,840  
Open Interest 1,398,445 1,868,568 3,267,013  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
901.12 901.67 900.38 900.77
VXTH - CBOE VIX Tail Hedge Index
      Close
      144.60
LOVOL - CBOE Low Volatility Index
Open High Low Close
138.36 138.40 137.64 137.69
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
495.88 501.41 495.88 497.80
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,170.21 1,172.70 1,168.05 1,168.48
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
360.84 361.30 360.22 360.65
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
230.84 231.12 230.62 230.71
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.05 174.65 173.89 174.26
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,212.52 1,212.52 1,208.60 1,208.78
VIX - CBOE Volatility Index
Open High Low Close
15.81 16.69 15.76 16.64
VVIX - CBOE VVIX Index
Open High Low Close
77.48 84.31 77.40 84.07
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.72 22.91 21.97 22.76
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.19 15.38 14.19 15.36
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.98 20.10 18.95 19.74
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.66 16.62 15.66 16.16
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.76 17.91 16.76 17.69
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.08 17.84 17.01 17.82
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.38 29.38 27.72 28.39
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.18 13.40 11.32 13.40
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.66 10.87 7.66 7.91
VPD - CBOE VIX Premium Strategy Index
      Close
      220.52
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      218.88
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.61
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.76 64.41 57.14 64.16
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
65.52 68.07 65.13 67.24
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.90
EXQ - CBOE Exchange Index
Open High Low Close
87.47 87.64 86.57 86.70
CYX - CBOE China Index
Open High Low Close
602.74 607.06 600.11 603.01
  VIX Snapshot

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