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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 Tuesday, January 08, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.95
Index Put/Call Ratio			0.88
Exchange Traded Products Put/Call Ratio			1.75
Equity Put/Call Ratio			0.78
CBOE Volatility Index (VIX) Put/Call Ratio			0.38

Sum of All Products
	Call	Put	Total
Volume	1,686,739	1,608,435	3,295,174
Open Interest	144,414,293	127,938,224	272,352,517
Index Options
	Call	Put	Total
Volume	769,695	674,135	1,443,830
Exchange Traded Products
	Call	Put	Total
Volume	223,996	391,220	615,216
Equity Options
	Call	Put	Total
Volume	693,048	543,080	1,236,128
Equity LEAPS
	Call	Put	Total
Volume	47,954	29,949	77,903
Open Interest	17,479,260	13,763,064	31,242,324
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	174,649	170,814	345,463
Open Interest	2,177,964	2,305,464	4,483,428

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
915.90	915.93	914.11	915.51
VXTH - CBOE VIX Tail Hedge Index
			Close
			147.85
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
140.72	140.72	140.09	140.49
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
507.98	507.98	504.96	506.33
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,200.10	1,200.25	1,195.33	1,199.09
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
369.83	369.99	368.71	369.72
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
233.98	233.98	233.52	233.84
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
178.28	178.49	178.12	178.29
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,234.21	1,234.21	1,232.79	1,233.98
VIX - CBOE Volatility Index
Open	High	Low	Close
13.88	14.29	13.62	13.62
VVIX - CBOE VVIX Index
Open	High	Low	Close
76.56	79.31	76.56	78.37
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.98	19.22	18.23	18.23
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.09	13.58	12.83	12.83
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
17.62	18.46	17.28	17.28
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.59	14.29	13.17	13.21
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.55	17.19	16.43	16.43
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.50	16.84	16.38	16.45
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			82.41
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
25.04	25.04	24.28	24.30
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.51	14.51	13.70	14.08
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.68	7.68	7.50	7.51
VPD - CBOE VIX Premium Strategy Index
			Close
			222.98
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			221.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			84.85
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.01	64.03	61.40	62.87
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
69.75	71.57	69.21	70.60
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			16.88
EXQ - CBOE Exchange Index
Open	High	Low	Close
94.67	94.67	93.97	94.32
CYX - CBOE China Index
Open	High	Low	Close
655.27	656.12	647.51	648.83

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