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, October 05, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.94
Index Put/Call Ratio 1.03
Exchange Traded Products Put/Call Ratio 1.49
Equity Put/Call Ratio 0.67
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 2,082,054 1,949,923 4,031,977  
Open Interest 146,822,287 129,580,448 276,402,735  
Index Options
  Call Put Total  
Volume 643,724 662,281 1,306,005  
Exchange Traded Products
  Call Put Total  
Volume 391,941 582,316 974,257  
Equity Options
  Call Put Total  
Volume 1,046,389 705,326 1,751,715  

Equity LEAPS
  Call Put Total  
Volume 20,430 15,523 35,953  
Open Interest 11,299,538 7,960,940 19,260,478  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 507,429 550,529 1,057,958  
Open Interest 2,341,419 2,641,083 4,982,502  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
937.27 939.07 934.39 936.19
VXTH - CBOE VIX Tail Hedge Index
      Close
      152.03
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
518.85 518.95 515.82 516.19
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,224.88 1,228.24 1,217.95 1,221.21
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
389.74 390.28 386.20 386.85
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
241.69 242.06 241.04 241.58
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
184.20 185.00 183.27 183.50
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,246.15 1,246.15 1,240.53 1,242.59
VIX - CBOE Volatility Index
Open High Low Close
13.68 14.78 13.67 14.33
VVIX - CBOE VVIX Index
Open High Low Close
82.91 84.45 81.06 83.10
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.40 21.40 20.76 21.17
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.75 13.75 12.90 13.09
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.18 18.77 17.98 18.47
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.22 13.79 12.93 13.58
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.06 16.63 15.87 16.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.58 17.13 16.49 16.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      88.68
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.29 33.71 32.73 32.76
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.54 16.66 15.68 15.88
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.04 9.05 8.91 9.03
VPD - CBOE VIX Premium Strategy Index
      Close
      217.48
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      216.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.90
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.81 65.91 63.09 64.25
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
42.93 47.20 41.73 45.42
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.77
EXQ - CBOE Exchange Index
Open High Low Close
88.78 89.18 88.05 88.27
CYX - CBOE China Index
Open High Low Close
588.31 594.83 588.28 590.01