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 Friday, February 03, 2012


Ratios
Total Put/Call Ratio 0.77
Index Put/Call Ratio 1.02
Equity Put/Call Ratio 0.52
CBOE Volatility Index (VIX) Put/Call Ratio 0.43
Sum of All Products
  Call Put Total  
Volume 3,414,004 2,631,501 6,045,505  
Open Interest 118,466,771 108,262,388 226,729,159  
Index, ETF and HOLDRs Options
  Call Put Total  
Volume 1,731,300 1,764,077 3,495,377  
Equity Options
  Call Put Total  
Volume 1,682,704 867,424 2,550,128  
Equity LEAPS
  Call Put Total  
Volume 105,645 50,079 155,724  
Open Interest 25,203,967 16,671,482 41,875,449  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 492,490 417,512 910,002  
Open Interest 1,638,157 1,916,283 3,554,440  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
876.19 879.93 876.19 879.51
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      14.03
CLL - CBOE S&P 500 95-110 Collar Index
      Close
      491.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,099.66 1,105.83 1,099.66 1,105.44
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
363.83 364.25 363.79 364.10
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
225.49 226.84 225.49 226.69
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
168.09 169.14 168.09 169.10
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,155.60 1,156.75 1,155.24 1,156.75
VIX - CBOE Volatility Index
Open High Low Close
16.84 17.32 16.10 17.10
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
25.63 26.49 25.59 26.29
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.61 16.61 14.85 15.62
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
22.70 23.95 22.70 23.84
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.19 16.58 15.78 16.19
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.06 18.32 17.71 18.21
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
19.95 20.35 19.33 20.05
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.75 31.88 30.60 30.71
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.28 21.66 20.84 21.05
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.42 12.60 12.29 12.55
VPD - CBOE VIX Premium Strategy Index
      Close
      172.48
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      174.36
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      75.69
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2010
Open High Low Close
77.12 79.53 76.15 77.40
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
71.09 71.79 69.58 70.88
EXQ - CBOE Exchange Index
Open High Low Close
85.54 86.48 85.36 86.48
CYX - CBOE China Index
Open High Low Close
653.79 659.66 653.79 659.31
 



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