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 Wednesday, November 07, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.21
Index Put/Call Ratio 1.04
Exchange Traded Products Put/Call Ratio 2.22
Equity Put/Call Ratio 0.76
CBOE Volatility Index (VIX) Put/Call Ratio 0.61
Sum of All Products
  Call Put Total  
Volume 2,310,474 2,789,864 5,100,338  
Open Interest 152,872,680 135,775,132 288,647,812  
Index Options
  Call Put Total  
Volume 784,927 815,613 1,600,540  
Exchange Traded Products
  Call Put Total  
Volume 558,674 1,240,264 1,798,938  
Equity Options
  Call Put Total  
Volume 966,873 733,987 1,700,860  

Equity LEAPS
  Call Put Total  
Volume 42,088 28,134 70,222  
Open Interest 13,255,153 9,791,467 23,046,620  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 379,949 574,778 954,727  
Open Interest 2,068,304 2,002,724 4,071,028  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
923.19 923.19 906.63 910.46
VXTH - CBOE VIX Tail Hedge Index
      Close
      145.01
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
505.86 505.86 497.60 498.64
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,190.30 1,190.30 1,168.07 1,173.04
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
369.24 369.89 363.65 365.05
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
236.74 236.74 232.05 233.04
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
182.22 182.25 177.49 177.86
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,245.28 1,245.28 1,217.53 1,223.15
VIX - CBOE Volatility Index
Open High Low Close
17.72 19.40 17.62 19.08
VVIX - CBOE VVIX Index
Open High Low Close
88.88 95.53 88.88 94.75
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.55 24.68 22.47 23.57
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.37 18.18 16.37 18.04
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.05 22.65 20.99 22.34
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.17 20.11 17.73 19.45
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.10 20.85 19.10 20.42
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.66 19.96 18.56 19.81
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      85.89
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
32.02 34.24 32.02 33.98
GVZ - CBOE Gold Volatility Index
Open High Low Close
18.00 18.00 16.00 16.69
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.64 8.69 8.48 8.67
VPD - CBOE VIX Premium Strategy Index
      Close
      212.37
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      211.12
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.49
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.18 67.37 63.18 66.60
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
51.44 60.13 50.88 58.23
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.02
EXQ - CBOE Exchange Index
Open High Low Close
88.09 88.21 86.73 87.12
CYX - CBOE China Index
Open High Low Close
619.48 619.48 609.39 609.40