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CBOE Market Summary for
Tuesday, August 19, 2008
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| Total Put/Call Ratio |
1.13 |
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| Index Put/Call Ratio |
1.43 |
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| Equity Put/Call Ratio |
0.85 |
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| BXM - CBOE S&P 500 BuyWrite Index |
| Open |
High |
Low |
Close |
| 809.48 |
809.91 |
804.90 |
806.68 |
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| BXY - CBOE S&P 500 2% OTM BuyWrite Index |
| Open |
High |
Low |
Close |
| 931.93 |
932.56 |
925.84 |
928.13 |
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| BXN - CBOE NASDAQ-100 BuyWrite Index |
| Open |
High |
Low |
Close |
| 329.04 |
330.06 |
326.27 |
327.29 |
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| BXD - CBOE DJIA BuyWrite Index |
| Open |
High |
Low |
Close |
| 187.08 |
187.36 |
186.14 |
186.53 |
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| BXR - CBOE Russell 2000 BuyWrite Index |
| Open |
High |
Low |
Close |
| 168.23 |
168.23 |
166.40 |
167.01 |
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| PUT - CBOE S&P 500 PutWrite Index |
| Open |
High |
Low |
Close |
| 980.54 |
980.54 |
980.54 |
980.54 |
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| VIX - CBOE Volatility Index |
| Open |
High |
Low |
Close |
| 21.76 |
22.14 |
21.28 |
21.28 |
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| VXD - CBOE DJIA Volatility Index |
| Open |
High |
Low |
Close |
| 20.36 |
21.53 |
20.36 |
20.77 |
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| RVX - CBOE Russell 2000 Volatility Index |
| Open |
High |
Low |
Close |
| 26.11 |
26.74 |
25.97 |
26.01 |
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| VXO - CBOE S&P 100 Volatility Index |
| Open |
High |
Low |
Close |
| 23.34 |
24.24 |
23.02 |
23.22 |
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| VXN - CBOE NASDAQ Volatility Index |
| Open |
High |
Low |
Close |
| 24.32 |
24.97 |
24.14 |
24.21 |
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| VXV - CBOE S&P 500 3-Month Volatility Index |
| Open |
High |
Low |
Close |
| 22.46 |
22.81 |
19.54 |
22.42 |
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| OVX - CBOE Crude Oil Volatility Index |
| Open |
High |
Low |
Close |
| 46.62 |
46.66 |
44.44 |
44.77 |
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| GVZ - CBOE Gold Volatility Index |
| Open |
High |
Low |
Close |
| 31.95 |
32.10 |
30.75 |
30.89 |
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| EVZ - CBOE EuroCurrency Volatility Index |
| Open |
High |
Low |
Close |
| 10.90 |
11.00 |
10.78 |
10.92 |
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| VPD - CBOE VIX Premium Strategy Index |
| Close |
| 174.69 |
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| VPN - CBOE Capped VIX Premium Strategy Index |
| Close |
| 166.71 |
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| VTY - CBOE S&P 500 VARB-X Strategy Benchmark |
| Close |
| 139.99 |
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| CBOE S&P 500 Implied Correlation Index Jan 2009-(ICJ) |
| Close |
| 23.23 |
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| CBOE S&P 500 Implied Correlation Index Jan 2010-(JCJ) |
| Close |
| 27.64 |
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| EXQ - CBOE Exchange Index |
| Open |
High |
Low |
Close |
| 86.13 |
86.55 |
85.03 |
85.46 |
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| CYX - CBOE China Index |
| Open |
High |
Low |
Close |
| 488.42 |
488.48 |
483.14 |
484.74 |
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| Volume |
Call |
Put |
Total |
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| 1,974,827 |
2,234,622 |
4,209,449 |
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| Open Interest |
142,589,734 |
127,831,653 |
270,421,387 |
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| Volume |
Call |
Put |
Total |
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| 952,645 |
1,363,167 |
2,315,812 |
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| Volume |
Call |
Put |
Total |
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| 1,021,632 |
871,455 |
1,893,087 |
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| Volume |
Call |
Put |
Total |
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| 38,562 |
28,777 |
67,339 |
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| Open Interest |
15,393,875 |
11,061,987 |
26,455,862 |
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| Volume |
Call |
Put |
Total |
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| 3,861 |
13,422 |
17,283 |
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| Open Interest |
0 |
0 |
0 |
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