CBOE stats - U.S. equity options daily data for April 30

Tue May 1, 2007 10:13am EDT
 
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 CHICAGO, May 1 (Reuters) - The following are daily
statistics on U.S. individual and index equity options traded
on the Chicago Board Options Exchange.
CBOE Market Summary for Monday, April 30, 2007
Total Put/Call Ratio          0.95
Index Put/Call Ratio          1.70
Equity Put/Call Ratio         0.61
BXR - CBOE Russell 2000 BuyWrite Index
             Open         High           Low         Close
            165.48       165.64        163.53        163.62
BXY - CBOE S&P 500 2% OTM BuyWrite Index
             Open         High           Low         Close
            963.33       964.57        956.79        956.84
BXN - CBOE NASDAQ-100 BuyWrite Index
             Open         High           Low         Close
            351.43       351.43        349.74        349.74
BXD - CBOE DJIA BuyWrite Index
             Open         High           Low         Close
            188.54       188.81        188.11        188.12
BXM - CBOE S&P 500 BuyWrite Index
             Open         High           Low         Close
            816.05       816.81        812.72        812.77
RVX - CBOE Russell 2000 Volatility Index
             Open         High           Low         Close
             17.55        19.65         17.54         19.64
VXD - CBOE DJIA Volatility Index
             Open         High           Low         Close
             11.92         13.2         11.78         13.11
VIX - CBOE Volatility Index
             Open         High           Low         Close
              12.9        14.31         12.78         14.22
VXO - CBOE S&P 100 Volatility Index
             Open         High           Low         Close
              12.6        13.34         12.13         13.34
VXN - CBOE NASDAQ Volatility Index
             Open         High           Low         Close
              16.3        17.35          16.2         17.26
EXQ - CBOE Exchange Index
             Open         High           Low         Close
            123.04       131.68        122.98        129.51
CYX - CBOE China Index
             Open         High           Low         Close
            458.51       458.94        448.23        449.11
 Sum of All Products
Volume                       Call           Put         Total
                      1,723,929     1,645,018     3,368,947
Open Interest          115,039,586   104,262,062   219,301,648
 Index Options
Volume                       Call           Put         Total
                        540,401       918,478     1,458,879
Equity Options
Volume                       Call           Put         Total
                      1,183,528       726,540     1,910,068

 
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