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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 Wednesday, July 03, 2013

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.14
Index Put/Call Ratio 1.41
Exchange Traded Products Put/Call Ratio 1.48
Equity Put/Call Ratio 0.76
CBOE Volatility Index (VIX) Put/Call Ratio 0.82
Sum of All Products
  Call Put Total  
Volume 1,040,190 1,183,925 2,224,115  
Open Interest 145,148,357 129,824,661 274,973,018  
Index Options
  Call Put Total  
Volume 309,917 436,264 746,181  
Exchange Traded Products
  Call Put Total  
Volume 265,971 394,260 660,231  
Equity Options
  Call Put Total  
Volume 464,302 353,401 817,703  

Equity LEAPS
  Call Put Total  
Volume 9,474 7,522 16,996  
Open Interest 10,045,520 7,066,959 17,112,479  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 262,992 322,537 585,529  
Open Interest 3,611,936 4,189,783 7,801,719  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
947.94 950.39 946.81 949.52
VXTH - CBOE VIX Tail Hedge Index
      Close
      159.54
LOVOL - CBOE Low Volatility Index
Open High Low Close
148.72 149.17 148.72 149.17
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
554.64 555.63 551.97 554.56
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,273.91 1,278.76 1,271.29 1,277.13
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
383.37 384.99 383.21 384.33
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
244.20 244.95 243.92 244.82
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
182.24 182.46 182.01 182.32
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,283.99 1,285.21 1,280.61 1,284.48
VIX - CBOE Volatility Index
Open High Low Close
17.22 17.32 16.20 16.20
VVIX - CBOE VVIX Index
Open High Low Close
84.37 84.73 82.19 82.72
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
22.42 22.51 21.69 22.04
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
31.79 32.16 30.21 30.77
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.91 15.71 14.66 14.70
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.21 20.37 19.53 19.63
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.90 17.14 16.09 16.18
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.92 16.49 15.66 15.80
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.44 18.54 17.81 17.81
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      105.37
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
7.61 7.97 6.47 7.97
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
22.63 25.86 22.63 25.70
GVZ - CBOE Gold Volatility Index
Open High Low Close
28.19 28.19 26.93 27.25
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.60 9.77 9.60 9.67
VPD - CBOE VIX Premium Strategy Index
      Close
      234.67
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      231.48
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      88.11
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
56.01 59.32 55.37 56.35
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.35 58.78 57.43 58.16
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.20
EXQ - CBOE Exchange Index
Open High Low Close
128.47 129.54 128.26 128.95
CYX - CBOE China Index
Open High Low Close
630.65 632.69 626.84 629.80
 
CBOE Volatility Index (VIX)