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, December 07, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.80
Index Put/Call Ratio 0.76
Exchange Traded Products Put/Call Ratio 1.38
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.34
Sum of All Products
  Call Put Total  
Volume 2,023,914 1,615,377 3,639,291  
Open Interest 156,106,100 141,824,281 297,930,381  
Index Options
  Call Put Total  
Volume 743,681 561,579 1,305,260  
Exchange Traded Products
  Call Put Total  
Volume 316,497 435,561 752,058  
Equity Options
  Call Put Total  
Volume 963,736 618,237 1,581,973  

Equity LEAPS
  Call Put Total  
Volume 42,677 22,647 65,324  
Open Interest 15,410,011 11,837,195 27,247,206  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 564,791 487,571 1,052,362  
Open Interest 2,918,066 3,358,289 6,276,355  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
902.07 902.91 901.75 902.90
VXTH - CBOE VIX Tail Hedge Index
      Close
      145.35
LOVOL - CBOE Low Volatility Index
Open High Low Close
138.20 138.39 137.86 138.25
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
498.18 499.59 497.10 498.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,171.77 1,173.11 1,170.96 1,173.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
361.44 361.94 360.74 361.37
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
231.15 231.56 231.14 231.55
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.52 174.83 174.22 174.36
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,210.16 1,210.93 1,210.16 1,210.91
VIX - CBOE Volatility Index
Open High Low Close
16.12 16.65 15.73 15.90
VVIX - CBOE VVIX Index
Open High Low Close
82.58 83.86 79.80 80.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.37 21.69 20.54 21.06
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.05 15.15 14.41 14.48
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.06 20.45 19.64 19.64
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.71 17.30 15.85 16.24
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.16 18.93 18.05 18.35
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.55 17.99 17.27 17.29
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.59 29.80 29.45 29.65
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.58 13.90 13.38 13.87
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.88 7.95 7.84 7.84
VPD - CBOE VIX Premium Strategy Index
      Close
      221.41
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      219.75
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      82.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.07 64.80 62.53 63.33
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
67.00 67.86 65.62 67.23
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.44
EXQ - CBOE Exchange Index
Open High Low Close
86.81 86.97 86.38 86.61
CYX - CBOE China Index
Open High Low Close
603.80 605.62 602.06 604.44