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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.

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CBOE Market Summary for Thursday, December 13, 2012

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 0.97
Exchange Traded Products Put/Call Ratio 1.19
Equity Put/Call Ratio 0.61
CBOE Volatility Index (VIX) Put/Call Ratio 0.57
Sum of All Products
  Call Put Total  
Volume 1,785,566 1,505,678 3,291,244  
Open Interest 160,828,066 145,922,225 306,750,291  
Index Options
  Call Put Total  
Volume 631,358 609,911 1,241,269  
Exchange Traded Products
  Call Put Total  
Volume 329,376 392,043 721,419  
Equity Options
  Call Put Total  
Volume 824,832 503,724 1,328,556  

Equity LEAPS
  Call Put Total  
Volume 43,260 29,269 72,529  
Open Interest 15,812,592 12,177,582 27,990,174  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 297,842 298,935 596,777  
Open Interest 2,422,477 2,804,959 5,227,436  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
903.49 903.93 902.95 902.97
VXTH - CBOE VIX Tail Hedge Index
      Close
      145.38
LOVOL - CBOE Low Volatility Index
Open High Low Close
138.71 138.97 138.10 138.27
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
501.24 501.94 497.15 498.17
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,175.25 1,176.20 1,174.25 1,174.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
362.03 362.35 361.40 361.82
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
231.69 231.78 231.59 231.69
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
174.59 174.86 174.32 174.56
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,211.87 1,212.05 1,211.60 1,211.85
VIX - CBOE Volatility Index
Open High Low Close
15.87 16.67 15.71 16.56
VVIX - CBOE VVIX Index
Open High Low Close
81.99 87.42 81.30 86.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.06 21.44 20.98 21.22
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.65 15.30 14.53 15.21
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.11 20.67 19.76 20.63
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.33 16.89 16.00 16.71
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.70 19.67 18.49 19.47
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.42 18.04 17.33 17.88
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.43 29.67 28.66 29.63
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.57 13.74 13.01 13.01
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.42 7.44 7.36 7.42
VPD - CBOE VIX Premium Strategy Index
      Close
      220.09
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      218.45
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      83.14
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.74 67.14 65.12 65.92
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
70.15 72.01 69.99 71.34
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      12.15
EXQ - CBOE Exchange Index
Open High Low Close
85.75 86.17 85.06 85.44
CYX - CBOE China Index
Open High Low Close
612.93 613.81 607.20 609.21
 
CBOE Volatility Index (VIX)