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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 Friday, November 06, 2009
Page1 page2 page3 page4 page5 page6 page7 page8
Total Put/Call Ratio 1.02
Index Put/Call Ratio 1.61
Equity Put/Call Ratio 0.61
CBOE Volatility Index (VIX) Put/Call Ratio 3.09
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
722.25 726.78 720.71 726.18
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
Close
18.95
CLL - CBOE S&P 500 95-110 Collar Index
Close
481.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
848.85 855.74 846.96 854.54
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
304.06 306.81 304.06 306.70
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
183.25 184.16 182.95 184.06
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
131.70 133.34 131.35 132.62
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
913.03 919.33 913.03 919.33
VIX - CBOE Volatility Index
Open High Low Close
26.17 26.17 24.06 24.19
VXD - CBOE DJIA Volatility Index
Open High Low Close
22.28 22.87 21.14 21.19
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
34.17 34.35 32.14 32.18
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
24.37 24.40 22.97 22.97
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
26.34 26.37 24.60 24.60
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
26.96 27.04 25.74 25.88
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
39.38 39.55 38.62 38.70
GVZ - CBOE Gold Volatility Index
Open High Low Close
22.25 22.29 21.44 21.45
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
11.52 11.62 11.38 11.60
VPD - CBOE VIX Premium Strategy Index
Close
120.48
VPN - CBOE Capped VIX Premium Strategy Index
Close
130.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
Close
61.19
CBOE S&P 500 Implied Correlation Index Jan 2009-(ICJ)
Close
52.75
CBOE S&P 500 Implied Correlation Index Jan 2010-(JCJ)
Close
59.12
EXQ - CBOE Exchange Index
Open High Low Close
74.34 76.09 74.02 75.86
CYX - CBOE China Index
Open High Low Close
542.95 549.21 540.50 548.74

Sum of All Products
Volume Call Put Total
2,052,772 2,095,467 4,148,239
Open Interest 161,543,146 144,361,116 305,904,262

Index, ETF and HOLDRs Options
Volume Call Put Total
841,830 1,354,599 2,196,429

Equity Options
Volume Call Put Total
1,210,942 740,868 1,951,810

Equity LEAPS
Volume Call Put Total
102,942 75,979 178,921
Open Interest 16,624,518 12,267,203 28,891,721

Weeklys Options (Note: No Weeklys are listed the 2nd Friday of a month)
Volume Call Put Total
12,729 30,060 42,789
Open Interest 15,590 21,631 37,221











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