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CBOE Market Summary for
Wednesday, August 20, 2008
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| Total Put/Call Ratio |
0.97 |
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| Index Put/Call Ratio |
1.40 |
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| Equity Put/Call Ratio |
0.71 |
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| BXM - CBOE S&P 500 BuyWrite Index |
| Open |
High |
Low |
Close |
| 807.15 |
811.64 |
804.46 |
811.05 |
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| BXY - CBOE S&P 500 2% OTM BuyWrite Index |
| Open |
High |
Low |
Close |
| 928.77 |
934.54 |
925.22 |
933.83 |
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| BXN - CBOE NASDAQ-100 BuyWrite Index |
| Open |
High |
Low |
Close |
| 328.28 |
330.56 |
326.66 |
328.36 |
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| BXD - CBOE DJIA BuyWrite Index |
| Open |
High |
Low |
Close |
| 186.68 |
187.90 |
186.02 |
187.65 |
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| BXR - CBOE Russell 2000 BuyWrite Index |
| Open |
High |
Low |
Close |
| 167.27 |
168.42 |
166.21 |
167.38 |
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| PUT - CBOE S&P 500 PutWrite Index |
| Open |
High |
Low |
Close |
| 985.26 |
985.26 |
985.26 |
985.26 |
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| VIX - CBOE Volatility Index |
| Open |
High |
Low |
Close |
| 21.30 |
21.67 |
20.39 |
20.42 |
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| VXD - CBOE DJIA Volatility Index |
| Open |
High |
Low |
Close |
| 20.77 |
21.07 |
19.86 |
19.89 |
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| RVX - CBOE Russell 2000 Volatility Index |
| Open |
High |
Low |
Close |
| 26.01 |
26.36 |
25.19 |
25.39 |
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| VXO - CBOE S&P 100 Volatility Index |
| Open |
High |
Low |
Close |
| 23.37 |
23.81 |
21.70 |
21.70 |
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| VXN - CBOE NASDAQ Volatility Index |
| Open |
High |
Low |
Close |
| 24.24 |
24.60 |
23.36 |
23.53 |
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| VXV - CBOE S&P 500 3-Month Volatility Index |
| Open |
High |
Low |
Close |
| 22.91 |
23.09 |
22.44 |
22.46 |
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| OVX - CBOE Crude Oil Volatility Index |
| Open |
High |
Low |
Close |
| 44.77 |
44.77 |
43.91 |
44.03 |
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| GVZ - CBOE Gold Volatility Index |
| Open |
High |
Low |
Close |
| 30.89 |
30.89 |
29.53 |
29.61 |
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| EVZ - CBOE EuroCurrency Volatility Index |
| Open |
High |
Low |
Close |
| 10.92 |
10.92 |
10.61 |
10.86 |
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| VPD - CBOE VIX Premium Strategy Index |
| Close |
| 174.68 |
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| VPN - CBOE Capped VIX Premium Strategy Index |
| Close |
| 166.63 |
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| VTY - CBOE S&P 500 VARB-X Strategy Benchmark |
| Close |
| 140.50 |
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| CBOE S&P 500 Implied Correlation Index Jan 2009-(ICJ) |
| Close |
| 23.23 |
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| CBOE S&P 500 Implied Correlation Index Jan 2010-(JCJ) |
| Close |
| 27.64 |
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| EXQ - CBOE Exchange Index |
| Open |
High |
Low |
Close |
| 85.46 |
87.17 |
85.22 |
87.15 |
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| CYX - CBOE China Index |
| Open |
High |
Low |
Close |
| 484.77 |
499.77 |
484.77 |
496.96 |
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| Volume |
Call |
Put |
Total |
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| 1,863,519 |
1,803,243 |
3,666,762 |
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| Open Interest |
144,351,142 |
129,767,754 |
274,118,896 |
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| Volume |
Call |
Put |
Total |
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| 707,868 |
989,110 |
1,696,978 |
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| Volume |
Call |
Put |
Total |
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| 1,154,401 |
814,133 |
1,968,534 |
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| Volume |
Call |
Put |
Total |
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| 50,057 |
25,613 |
75,670 |
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| Open Interest |
15,502,514 |
11,113,352 |
26,615,866 |
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| Volume |
Call |
Put |
Total |
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| 9,117 |
9,770 |
18,887 |
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| Open Interest |
0 |
0 |
0 |
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