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CBOE Daily Market Statistics

The CBOE Market Statistics Summary Data is compiled for the convenience of site visitors and is furnished without responsibility for accuracy and is accepted by the site visitor on the condition that transmission or omissions shall not be made the basis for any claim, demand or cause for action. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. Your use of CBOE Market Statistics Summary Data is subject to the Terms and Conditions of the CBOE Website.

Historical files can be accessed from the calendar below.

NOTE: Please note that, to the extent there is FLEX Options data posted below for prior trade dates, the data only includes data from FLEX Options trading on the CFLEX 2.0 system. Any questions about the data may be directed to the CBOE Help Desk at (866) 728-2263.

Select date to get historical data (mm/dd/yyyy)

CBOE Market Summary for Monday, May 20, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.79
Index Put/Call Ratio			0.92
Exchange Traded Products Put/Call Ratio			1.23
Equity Put/Call Ratio			0.52
CBOE Volatility Index (VIX) Put/Call Ratio			0.51

Sum of All Products
	Call	Put	Total
Volume	2,199,429	1,746,498	3,945,927
Open Interest	127,490,128	114,859,557	242,349,685
Index Options
	Call	Put	Total
Volume	733,769	674,288	1,408,057
Exchange Traded Products
	Call	Put	Total
Volume	430,630	531,676	962,306
Equity Options
	Call	Put	Total
Volume	1,035,030	540,534	1,575,564
Equity LEAPS
	Call	Put	Total
Volume	36,707	12,863	49,570
Open Interest	7,535,977	5,419,764	12,955,741
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	412,350	413,997	826,347
Open Interest	3,332,632	4,602,076	7,934,708

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
966.35	968.36	965.69	966.60
VXTH - CBOE VIX Tail Hedge Index
			Close
			166.77
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
154.62	154.66	154.15	154.36
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
569.21	573.34	569.21	571.01
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,308.44	1,312.55	1,307.20	1,309.04
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
390.87	391.75	390.49	391.04
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
247.78	248.21	247.53	247.79
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
182.82	183.42	182.78	183.08
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,286.55	1,293.16	1,272.54	1,291.19
VIX - CBOE Volatility Index
Open	High	Low	Close
13.28	13.28	12.84	13.02
VVIX - CBOE VVIX Index
Open	High	Low	Close
86.72	86.72	84.05	85.01
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
19.35	19.35	16.93	18.00
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
11.45	12.24	11.45	11.83
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
17.19	17.25	16.48	16.87
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.61	12.70	11.97	12.25
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.08	14.10	13.49	13.53
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
15.47	15.49	15.19	15.31
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			81.47
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
24.41	24.41	22.83	23.44
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
28.93	29.02	25.32	26.66
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.10	9.10	8.95	8.97
VPD - CBOE VIX Premium Strategy Index
			Close
			238.36
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			235.35
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			87.36
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
57.02	57.76	55.76	55.93
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
62.70	63.38	61.56	61.56
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.04
EXQ - CBOE Exchange Index
Open	High	Low	Close
120.73	121.32	120.35	120.63
CYX - CBOE China Index
Open	High	Low	Close
684.43	696.58	683.39	696.58

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