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, September 03, 2010


Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 1.39
Equity Put/Call Ratio 0.56
CBOE Volatility Index (VIX) Put/Call Ratio 1.87
Sum of All Products
  Call Put Total  
Volume 1,802,420 1,740,652 3,543,072  
Open Interest 151,655,923 139,026,719 290,682,642  
Index, ETF and HOLDRs Options
  Call Put Total  
Volume 875,869 1,218,922 2,094,791  
Equity Options
  Call Put Total  
Volume 926,551 521,730 1,448,281  
Equity LEAPS
  Call Put Total  
Volume 35,418 19,408 54,826  
Open Interest 14,667,977 9,002,249 23,670,226  
Weeklys Options (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 134,787 95,583 230,370  
Open Interest 445,649 623,121 1,068,770  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
756.31 759.39 756.31 759.32
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      20.31
CLL - CBOE S&P 500 95-110 Collar Index
      Close
      464.98
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
894.69 899.26 894.69 899.26
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
319.87 320.41 318.97 320.41
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
193.22 193.66 192.77 193.59
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
136.98 137.83 136.97 137.83
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
984.92 985.90 983.76 985.90
VIX - CBOE Volatility Index
Open High Low Close
21.99 22.78 21.24 21.31
VXD - CBOE DJIA Volatility Index
Open High Low Close
20.79 20.79 18.89 18.89
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
29.95 31.45 28.83 29.00
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
21.17 21.95 20.23 20.24
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
23.93 23.93 21.72 21.95
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
25.80 26.40 25.26 25.31
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
32.66 33.04 32.00 32.11
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.83 17.83 17.51 17.51
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.56 12.56 11.68 11.69
VPD - CBOE VIX Premium Strategy Index
      Close
      153.16
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      160.76
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      65.27
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2010
Open High Low Close
72.46 72.74 68.59 68.78
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
74.95 75.63 72.93 73.03
EXQ - CBOE Exchange Index
Open High Low Close
75.13 76.01 74.60 75.91
CYX - CBOE China Index
Open High Low Close
580.49 584.94 580.23 583.59
 



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