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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 Thursday, January 10, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.78
Index Put/Call Ratio			0.70
Exchange Traded Products Put/Call Ratio			1.41
Equity Put/Call Ratio			0.66
CBOE Volatility Index (VIX) Put/Call Ratio			0.31

Sum of All Products
	Call	Put	Total
Volume	2,090,163	1,635,643	3,725,806
Open Interest	149,004,812	132,823,084	281,827,896
Index Options
	Call	Put	Total
Volume	860,236	601,878	1,462,114
Exchange Traded Products
	Call	Put	Total
Volume	292,179	412,151	704,330
Equity Options
	Call	Put	Total
Volume	937,748	621,614	1,559,362
Equity LEAPS
	Call	Put	Total
Volume	57,828	37,213	95,041
Open Interest	17,824,308	14,071,013	31,895,321
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	291,331	248,623	539,954
Open Interest	2,728,692	2,854,922	5,583,614

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
916.25	916.99	915.88	916.66
VXTH - CBOE VIX Tail Hedge Index
			Close
			149.27
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
140.96	141.37	140.69	141.35
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
507.63	510.96	507.63	510.77
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,203.52	1,205.20	1,201.20	1,204.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
370.52	370.73	369.89	370.65
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
234.15	234.45	234.12	234.40
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
178.47	178.88	178.34	178.58
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,234.52	1,235.28	1,234.52	1,235.22
VIX - CBOE Volatility Index
Open	High	Low	Close
13.33	13.88	13.33	13.49
VVIX - CBOE VVIX Index
Open	High	Low	Close
76.54	79.68	76.05	77.49
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
17.65	17.85	17.09	17.45
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
12.83	13.05	12.45	12.67
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
16.62	17.45	16.61	16.76
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.54	14.03	13.20	13.29
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.08	16.56	15.79	16.08
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.07	16.50	16.07	16.12
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
24.60	24.79	24.02	24.59
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.16	14.16	13.17	13.27
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.73	7.73	7.37	7.64
VPD - CBOE VIX Premium Strategy Index
			Close
			223.97
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			222.06
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			84.99
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.61	63.75	60.92	61.07
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
71.01	71.01	67.93	67.96
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			15.84
EXQ - CBOE Exchange Index
Open	High	Low	Close
94.55	95.44	94.55	95.37
CYX - CBOE China Index
Open	High	Low	Close
660.11	676.16	660.11	675.86

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