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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, November 26, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.63
Index Put/Call Ratio			0.47
Exchange Traded Products Put/Call Ratio			1.16
Equity Put/Call Ratio			0.64
CBOE Volatility Index (VIX) Put/Call Ratio			0.21

Sum of All Products
	Call	Put	Total
Volume	2,109,433	1,323,772	3,433,205
Open Interest	140,207,319	126,437,462	266,644,781
Index Options
	Call	Put	Total
Volume	1,060,422	494,542	1,554,964
Exchange Traded Products
	Call	Put	Total
Volume	310,873	359,722	670,595
Equity Options
	Call	Put	Total
Volume	738,138	469,508	1,207,646
Equity LEAPS
	Call	Put	Total
Volume	29,745	29,791	59,536
Open Interest	14,406,367	10,960,018	25,366,385
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	291,129	315,534	606,663
Open Interest	1,348,977	1,959,070	3,308,047

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
903.28	903.28	898.14	899.64
VXTH - CBOE VIX Tail Hedge Index
			Close
			144.34
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
494.92	494.92	494.92	494.92
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,172.30	1,172.30	1,163.44	1,166.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
360.92	361.29	359.42	360.15
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
231.61	231.61	230.18	230.52
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
174.03	174.14	173.38	173.82
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,204.15	1,204.15	1,204.15	1,204.15
VIX - CBOE Volatility Index
Open	High	Low	Close
15.63	15.84	15.47	15.50
VVIX - CBOE VVIX Index
Open	High	Low	Close
84.45	84.55	81.90	82.45
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.81	22.02	21.37	21.44
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.10	14.52	14.10	14.19
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.94	19.50	18.82	18.84
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.62	15.72	15.01	15.23
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.21	17.24	16.21	16.81
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.61	17.75	17.15	17.31
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			84.62
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
29.49	29.91	29.34	29.38
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.22	13.86	13.11	13.18
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.22	7.73	7.22	7.66
VPD - CBOE VIX Premium Strategy Index
			Close
			222.29
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			220.62
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.53
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.02	63.63	61.77	62.47
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
65.52	66.29	64.46	65.25
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			13.35
EXQ - CBOE Exchange Index
Open	High	Low	Close
85.61	85.99	85.59	85.84
CYX - CBOE China Index
Open	High	Low	Close
588.17	600.46	588.17	599.75

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