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 Monday, October 08, 2012


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 1.28
Exchange Traded Products Put/Call Ratio 1.51
Equity Put/Call Ratio 0.55
CBOE Volatility Index (VIX) Put/Call Ratio 0.82
Sum of All Products
  Call Put Total  
Volume 1,232,052 1,036,591 2,268,643  
Open Interest 149,241,312 131,238,052 280,479,364  
Index Options
  Call Put Total  
Volume 273,553 351,255 624,808  
Exchange Traded Products
  Call Put Total  
Volume 165,077 248,535 413,612  
Equity Options
  Call Put Total  
Volume 793,422 436,801 1,230,223  

Equity LEAPS
  Call Put Total  
Volume 30,295 14,951 45,246  
Open Interest 11,365,507 8,032,581 19,398,088  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 182,274 191,584 373,858  
Open Interest 792,286 959,561 1,751,847  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
934.14 935.69 933.14 934.54
VXTH - CBOE VIX Tail Hedge Index
      Close
      151.46
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
514.86 514.86 514.86 514.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,216.74 1,219.30 1,215.14 1,217.42
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
384.75 385.73 383.23 383.93
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
241.13 241.62 240.91 241.37
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
182.92 183.11 182.61 183.06
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,239.77 1,241.78 1,239.29 1,240.88
VIX - CBOE Volatility Index
Open High Low Close
15.19 15.46 15.04 15.11
VVIX - CBOE VVIX Index
Open High Low Close
86.10 86.45 84.21 85.85
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.73 22.98 21.72 21.78
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.09 13.80 13.09 13.69
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.73 19.76 19.37 19.37
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.04 14.16 13.76 13.89
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.57 17.84 17.32 17.52
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.45 17.63 17.31 17.36
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.80 34.32 33.66 34.05
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.36 16.39 15.97 16.13
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.36 9.37 9.31 9.35
VPD - CBOE VIX Premium Strategy Index
      Close
      217.15
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      216.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      81.81
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
64.61 65.84 62.38 64.83
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
46.35 49.16 44.13 46.09
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      9.46
EXQ - CBOE Exchange Index
Open High Low Close
87.72 88.33 87.65 87.98
CYX - CBOE China Index
Open High Low Close
587.32 587.32 582.75 583.14
  VIX Snapshot

*Third Party Advertisement