|
Ratios
|
|
Total Put/Call Ratio
|
1.34
|
|
Index Put/Call Ratio
|
1.62
|
|
Equity Put/Call Ratio
|
0.99
|
|
CBOE Volatility Index (VIX) Put/Call Ratio
|
0.67
|
|
|
Sum of All Products |
|   |
Call |
Put |
Total |
|
| Volume |
3,010,987 |
4,048,365 |
7,059,352 |
|
| Open Interest |
152,274,005 |
140,767,094 |
293,041,099 |
|
|
Index, ETF and HOLDRs Options |
|   |
Call |
Put |
Total |
|
| Volume |
1,695,519 |
2,743,867 |
4,439,386 |
|
|
Equity Options |
|   |
Call |
Put |
Total |
|
| Volume |
1,315,468 |
1,304,498 |
2,619,966 |
|
|
Equity LEAPS |
|   |
Call |
Put |
Total |
|
| Volume |
24,939 |
12,493 |
37,432 |
|
| Open Interest |
5,151,360 |
3,109,574 |
8,260,934 |
|
|
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month) |
|   |
Call |
Put |
Total |
|
| Volume |
395,883 |
392,025 |
787,908 |
|
| Open Interest |
330,454 |
572,270 |
902,724 |
|
|
|
BXM - CBOE S&P 500 BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
855.49
|
857.11
|
853.33
|
854.99
|
|
CLL - CBOE S&P 500 95-110 Collar Index
|
|
Open
|
High
|
Low
|
Close
|
|
485.91
|
485.91
|
485.91
|
485.91
|
|
BXY - CBOE S&P 500 2% OTM BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
1,073.47
|
1,076.38
|
1,070.70
|
1,072.98
|
|
BXN - CBOE NASDAQ-100 BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
355.14
|
355.59
|
353.90
|
354.21
|
|
BXD - CBOE DJIA BuyWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
221.80
|
222.32
|
221.41
|
221.81
|
|
PUT - CBOE S&P 500 PutWrite Index
|
|
Open
|
High
|
Low
|
Close
|
|
1,133.91
|
1,133.91
|
1,133.91
|
1,133.91
|
|
VIX - CBOE Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
23.27
|
25.14
|
23.07
|
25.10
|
|
VVIX - CBOE VVIX Index
|
|
Open
|
High
|
Low
|
Close
|
|
110.52
|
117.80
|
109.88
|
117.44
|
|
VXEEM - CBOE Emerging Markets ETF Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
35.86
|
37.71
|
35.07
|
37.42
|
|
VXD - CBOE DJIA Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
21.97
|
22.35
|
21.01
|
22.30
|
|
RVX - CBOE Russell 2000 Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
30.47
|
31.94
|
29.69
|
31.65
|
|
VXO - CBOE S&P 100 Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
23.39
|
25.39
|
22.86
|
24.52
|
|
VXN - CBOE NASDAQ Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
26.07
|
27.58
|
25.38
|
27.55
|
|
VXV - CBOE S&P 500 3-Month Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
25.58
|
27.70
|
25.54
|
27.66
|
|
OVX - CBOE Crude Oil Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
32.62
|
33.50
|
32.21
|
33.18
|
|
GVZ - CBOE Gold Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
21.82
|
23.29
|
21.04
|
23.29
|
|
EVZ - CBOE EuroCurrency Volatility Index
|
|
Open
|
High
|
Low
|
Close
|
|
12.24
|
12.86
|
12.22
|
12.84
|
|
VPD - CBOE VIX Premium Strategy Index
|
|
|
|
|
Close
|
|
|
|
|
171.24
|
|
VPN - CBOE Capped VIX Premium Strategy Index
|
|
|
|
|
Close
|
|
|
|
|
178.95
|
|
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
|
|
|
|
|
Close
|
|
|
|
|
79.80
|
|
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
|
|
Open
|
High
|
Low
|
Close
|
|
72.57
|
76.61
|
71.18
|
74.79
|
|
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
|
|
Open
|
High
|
Low
|
Close
|
|
69.10
|
74.10
|
69.10
|
72.56
|
|
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
|
|
|
|
|
Close
|
|
|
|
|
12.79
|
|
EXQ - CBOE Exchange Index
|
|
Open
|
High
|
Low
|
Close
|
|
80.92
|
82.17
|
80.53
|
80.65
|
|
CYX - CBOE China Index
|
|
Open
|
High
|
Low
|
Close
|
|
541.73
|
545.46
|
533.35
|
534.34
|
|
|
|
|
|
|
|
|
3rd party Adverstisement