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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, December 03, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.82
Index Put/Call Ratio			0.82
Exchange Traded Products Put/Call Ratio			1.35
Equity Put/Call Ratio			0.57
CBOE Volatility Index (VIX) Put/Call Ratio			0.35

Sum of All Products
	Call	Put	Total
Volume	1,736,492	1,426,252	3,162,744
Open Interest	148,693,511	134,329,809	283,023,320
Index Options
	Call	Put	Total
Volume	732,130	598,339	1,330,469
Exchange Traded Products
	Call	Put	Total
Volume	329,994	445,860	775,854
Equity Options
	Call	Put	Total
Volume	674,368	382,053	1,056,421
Equity LEAPS
	Call	Put	Total
Volume	28,974	14,666	43,640
Open Interest	14,835,302	11,462,721	26,298,023
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	221,708	243,132	464,840
Open Interest	1,398,445	1,868,568	3,267,013

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
901.12	901.67	900.38	900.77
VXTH - CBOE VIX Tail Hedge Index
			Close
			144.60
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
138.36	138.40	137.64	137.69
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
495.88	501.41	495.88	497.80
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,170.21	1,172.70	1,168.05	1,168.48
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
360.84	361.30	360.22	360.65
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
230.84	231.12	230.62	230.71
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
174.05	174.65	173.89	174.26
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,212.52	1,212.52	1,208.60	1,208.78
VIX - CBOE Volatility Index
Open	High	Low	Close
15.81	16.69	15.76	16.64
VVIX - CBOE VVIX Index
Open	High	Low	Close
77.48	84.31	77.40	84.07
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.72	22.91	21.97	22.76
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.19	15.38	14.19	15.36
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.98	20.10	18.95	19.74
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.66	16.62	15.66	16.16
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.76	17.91	16.76	17.69
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.08	17.84	17.01	17.82
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
29.38	29.38	27.72	28.39
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.18	13.40	11.32	13.40
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.66	10.87	7.66	7.91
VPD - CBOE VIX Premium Strategy Index
			Close
			220.52
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			218.88
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.61
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.76	64.41	57.14	64.16
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
65.52	68.07	65.13	67.24
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.90
EXQ - CBOE Exchange Index
Open	High	Low	Close
87.47	87.64	86.57	86.70
CYX - CBOE China Index
Open	High	Low	Close
602.74	607.06	600.11	603.01

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