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, January 09, 2013


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.85
Index Put/Call Ratio 0.96
Exchange Traded Products Put/Call Ratio 1.60
Equity Put/Call Ratio 0.61
CBOE Volatility Index (VIX) Put/Call Ratio 0.59
Sum of All Products
  Call Put Total  
Volume 1,733,456 1,481,129 3,214,585  
Open Interest 146,464,726 130,310,511 276,775,237  
Index Options
  Call Put Total  
Volume 713,716 685,732 1,399,448  
Exchange Traded Products
  Call Put Total  
Volume 171,868 274,645 446,513  
Equity Options
  Call Put Total  
Volume 847,872 520,752 1,368,624  

Equity LEAPS
  Call Put Total  
Volume 69,370 43,950 113,320  
Open Interest 17,592,976 13,893,757 31,486,733  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 240,908 209,793 450,701  
Open Interest 2,427,521 2,611,130 5,038,651  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
915.58 916.48 915.32 915.83
VXTH - CBOE VIX Tail Hedge Index
      Close
      148.20
LOVOL - CBOE Low Volatility Index
Open High Low Close
140.52 140.92 140.50 140.70
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
506.33 508.64 506.33 507.63
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,200.46 1,202.37 1,199.36 1,201.03
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
370.09 370.42 369.85 370.42
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
234.00 234.25 233.95 234.12
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
178.48 178.58 178.27 178.52
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,233.98 1,234.87 1,233.98 1,234.52
VIX - CBOE Volatility Index
Open High Low Close
13.32 13.93 13.22 13.81
VVIX - CBOE VVIX Index
Open High Low Close
77.84 81.77 76.89 78.51
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.15 18.15 17.58 17.82
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.83 13.03 12.51 12.83
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.25 17.31 16.65 16.65
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.41 13.86 13.13 13.55
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.32 16.35 16.08 16.08
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.18 16.59 16.13 16.50
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
24.88 24.88 23.72 24.60
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.66 14.18 13.51 14.16
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.64 7.82 7.64 7.73
VPD - CBOE VIX Premium Strategy Index
      Close
      222.87
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      220.97
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      84.86
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.74 64.04 61.92 63.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
70.83 71.35 69.20 71.01
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      16.15
EXQ - CBOE Exchange Index
Open High Low Close
94.30 94.88 94.25 94.84
CYX - CBOE China Index
Open High Low Close
651.54 659.30 651.44 659.18
  VIX Snapshot

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