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.

Please note: As of 01/26/2005, all reported volume on Options on the Nasdaq 100 Index Tracking Stock (QQQ), including LEAPS, will be reflected within the "Index Options" volume summary rather than the "Equity Options" volume summary below.
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CBOE Market Summary for Thursday, March 11, 2010


Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 1.68
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.97
Sum of All Products
  Call Put Total  
Volume 2,372,275 2,208,463 4,580,738  
Open Interest 134,537,568 127,717,883 262,255,451  
Index, ETF and HOLDRs Options
  Call Put Total  
Volume 811,734 1,362,661 2,174,395  
Equity Options
  Call Put Total  
Volume 1,560,541 845,802 2,406,343  
Equity LEAPS
  Call Put Total  
Volume 185,293 116,763 302,056  
Open Interest 30,679,581 22,815,446 53,495,027  
Weeklys Options (Note: No Weeklys are listed the 2nd Friday of a month)
  Call Put Total  
Volume 9,016 12,003 21,019  
Open Interest 30,001 56,185 86,186  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
776.09 776.48 775.01 776.43
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      15.16
CLL - CBOE S&P 500 95-110 Collar Index
      Close
      501.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
923.46 924.89 921.59 924.89
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
327.92 328.24 327.68 328.10
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
194.02 194.32 193.75 194.32
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
143.54 143.66 143.31 143.66
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
988.66 989.28 988.43 989.24
VIX - CBOE Volatility Index
Open High Low Close
18.90 19.34 18.06 18.06
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.73 17.43 16.14 16.22
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
22.73 23.34 22.06 22.18
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.49 18.78 17.34 17.51
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.48 19.95 19.04 19.09
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
20.89 21.51 20.69 20.70
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
32.97 33.32 32.68 32.70
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.40 20.40 20.03 20.19
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.47 10.54 10.24 10.27
VPD - CBOE VIX Premium Strategy Index
      Close
      141.93
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      152.13
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      65.47
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2010
Open High Low Close
63.93 65.34 61.05 61.17
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
63.94 65.61 62.58 62.79
EXQ - CBOE Exchange Index
Open High Low Close
79.30 80.44 79.18 80.41
CYX - CBOE China Index
Open High Low Close
572.23 576.13 567.43 575.75
 



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