Quotes & Data

 

CBOE Daily Market Statistics

CBOE Market Statistics Summary Data is compiled for the convenience of site visitors. *Your use of CBOE's Market Statistics Summary Data is subject to the Terms and Conditions of the CBOE Website. The volume data reflected below is based upon reported volume, not cleared volume. Historical files can be accessed from the calendar below.

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CBOE Market Summary for Thursday, July 29, 2010


Ratios
Total Put/Call Ratio 0.99
Index Put/Call Ratio 1.70
Equity Put/Call Ratio 0.67
CBOE Volatility Index (VIX) Put/Call Ratio 0.81
Sum of All Products
  Call Put Total  
Volume 1,630,482 1,608,424 3,238,906  
Open Interest 140,583,245 127,243,649 267,826,894  
Index, ETF and HOLDRs Options
  Call Put Total  
Volume 501,357 850,371 1,351,728  
Equity Options
  Call Put Total  
Volume 1,129,105 758,053 1,887,158  
Equity LEAPS
  Call Put Total  
Volume 70,984 42,685 113,669  
Open Interest 12,869,230 7,724,486 20,593,716  
Weeklys Options (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 53,867 91,776 145,643  
Open Interest 166,528 229,380 395,908  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
740.78 743.36 737.04 740.62
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      21.25
CLL - CBOE S&P 500 95-110 Collar Index
      Close
      470.34
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
887.09 889.80 879.37 884.56
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
314.20 314.48 310.75 312.84
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
189.60 190.17 188.65 189.48
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
135.84 136.64 135.16 136.19
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
956.39 957.15 950.23 953.74
VIX - CBOE Volatility Index
Open High Low Close
23.40 25.54 23.04 24.13
VXD - CBOE DJIA Volatility Index
Open High Low Close
21.06 22.46 20.23 21.31
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
32.42 35.08 32.08 33.14
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
22.08 24.79 22.08 22.85
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
25.03 26.97 24.28 25.18
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
26.10 27.92 25.83 27.12
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.79 33.79 31.23 31.57
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.29 21.29 19.65 19.74
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
11.85 12.11 11.85 11.95
VPD - CBOE VIX Premium Strategy Index
      Close
      143.83
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      151.56
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      64.02
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2010
Open High Low Close
75.36 77.31 72.72 75.12
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
71.93 73.20 69.35 72.55
EXQ - CBOE Exchange Index
Open High Low Close
77.67 78.33 76.89 77.66
CYX - CBOE China Index
Open High Low Close
567.90 568.87 557.48 563.81
 



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