A A A

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 Friday, December 07, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.80
Index Put/Call Ratio			0.76
Exchange Traded Products Put/Call Ratio			1.38
Equity Put/Call Ratio			0.64
CBOE Volatility Index (VIX) Put/Call Ratio			0.34

Sum of All Products
	Call	Put	Total
Volume	2,023,914	1,615,377	3,639,291
Open Interest	156,106,100	141,824,281	297,930,381
Index Options
	Call	Put	Total
Volume	743,681	561,579	1,305,260
Exchange Traded Products
	Call	Put	Total
Volume	316,497	435,561	752,058
Equity Options
	Call	Put	Total
Volume	963,736	618,237	1,581,973
Equity LEAPS
	Call	Put	Total
Volume	42,677	22,647	65,324
Open Interest	15,410,011	11,837,195	27,247,206
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	564,791	487,571	1,052,362
Open Interest	2,918,066	3,358,289	6,276,355

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
902.07	902.91	901.75	902.90
VXTH - CBOE VIX Tail Hedge Index
			Close
			145.35
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
138.20	138.39	137.86	138.25
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
498.18	499.59	497.10	498.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,171.77	1,173.11	1,170.96	1,173.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
361.44	361.94	360.74	361.37
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
231.15	231.56	231.14	231.55
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
174.52	174.83	174.22	174.36
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,210.16	1,210.93	1,210.16	1,210.91
VIX - CBOE Volatility Index
Open	High	Low	Close
16.12	16.65	15.73	15.90
VVIX - CBOE VVIX Index
Open	High	Low	Close
82.58	83.86	79.80	80.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.37	21.69	20.54	21.06
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
15.05	15.15	14.41	14.48
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
20.06	20.45	19.64	19.64
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
16.71	17.30	15.85	16.24
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
18.16	18.93	18.05	18.35
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.55	17.99	17.27	17.29
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
29.59	29.80	29.45	29.65
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.58	13.90	13.38	13.87
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.88	7.95	7.84	7.84
VPD - CBOE VIX Premium Strategy Index
			Close
			221.41
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			219.75
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.07	64.80	62.53	63.33
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
67.00	67.86	65.62	67.23
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.44
EXQ - CBOE Exchange Index
Open	High	Low	Close
86.81	86.97	86.38	86.61
CYX - CBOE China Index
Open	High	Low	Close
603.80	605.62	602.06	604.44

All Pages