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.

Select date to get historical data (mm/dd/yyyy)

  

CBOE Market Summary for Thursday, February 07, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.03
Index Put/Call Ratio 1.26
Exchange Traded Products Put/Call Ratio 1.71
Equity Put/Call Ratio 0.66
CBOE Volatility Index (VIX) Put/Call Ratio 0.52
Sum of All Products
  Call Put Total  
Volume 1,537,809 1,582,817 3,120,626  
Open Interest 123,992,508 112,967,219 236,959,727  
Index Options
  Call Put Total  
Volume 446,056 560,593 1,006,649  
Exchange Traded Products
  Call Put Total  
Volume 285,267 487,395 772,662  
Equity Options
  Call Put Total  
Volume 806,486 534,829 1,341,315  

Equity LEAPS
  Call Put Total  
Volume 49,389 30,364 79,753  
Open Interest 22,435,500 17,360,178 39,795,678  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 274,829 303,841 578,670  
Open Interest 2,884,482 3,319,425 6,203,907  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
925.84 926.40 924.37 926.24
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.76
LOVOL - CBOE Low Volatility Index
Open High Low Close
144.71 144.71 143.36 143.36
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
522.99 523.34 518.62 522.07
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,229.80 1,230.55 1,223.33 1,229.59
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
373.98 374.24 371.91 374.22
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
237.18 237.23 236.86 237.16
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
181.01 182.10 180.61 180.94
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,249.22 1,249.65 1,247.62 1,249.31
VIX - CBOE Volatility Index
Open High Low Close
13.47 14.41 13.43 13.50
VVIX - CBOE VVIX Index
Open High Low Close
77.36 82.49 75.37 76.86
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.87 19.50 18.72 18.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.79 13.80 12.79 12.91
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.94 17.78 16.74 16.74
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.04 14.02 12.80 12.88
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.36 15.57 14.36 14.77
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.18 15.82 15.17 15.19
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
23.39 23.39 22.41 23.30
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.57 13.82 13.19 13.59
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.69 9.69 8.95 9.11
VPD - CBOE VIX Premium Strategy Index
      Close
      228.70
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      226.52
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      85.95
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
60.24 62.62 58.88 58.88
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.46 68.41 65.62 66.11
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      11.72
EXQ - CBOE Exchange Index
Open High Low Close
104.16 105.39 103.83 105.31
CYX - CBOE China Index
Open High Low Close
653.13 653.13 637.80 638.02
  VIX Snapshot

*Third Party Advertisement