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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 Friday, May 24, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			1.26
Index Put/Call Ratio			1.74
Exchange Traded Products Put/Call Ratio			1.60
Equity Put/Call Ratio			0.73
CBOE Volatility Index (VIX) Put/Call Ratio			1.12

Sum of All Products
	Call	Put	Total
Volume	1,618,308	2,043,122	3,661,430
Open Interest	137,427,185	126,504,172	263,931,357
Index Options
	Call	Put	Total
Volume	456,725	796,980	1,253,705
Exchange Traded Products
	Call	Put	Total
Volume	455,159	726,968	1,182,127
Equity Options
	Call	Put	Total
Volume	706,424	519,174	1,225,598
Equity LEAPS
	Call	Put	Total
Volume	19,605	15,070	34,675
Open Interest	7,881,185	5,633,701	13,514,886
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	544,274	904,586	1,448,860
Open Interest	5,387,044	7,324,184	12,711,228

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
959.73	962.19	956.99	962.13
VXTH - CBOE VIX Tail Hedge Index
			Close
			164.95
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
152.65	153.14	152.24	152.24
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
565.92	567.85	561.29	567.85
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,294.42	1,299.75	1,290.75	1,299.70
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
387.83	389.55	387.07	389.55
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
247.00	247.67	246.64	247.66
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
181.37	181.79	180.53	181.79
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,285.75	1,285.75	1,279.64	1,285.44
VIX - CBOE Volatility Index
Open	High	Low	Close
14.59	14.79	13.99	13.99
VVIX - CBOE VVIX Index
Open	High	Low	Close
88.33	88.71	83.34	83.88
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.24	22.47	21.23	21.47
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
12.57	13.18	12.57	12.61
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
19.30	19.69	18.52	18.62
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
14.04	14.59	13.64	13.64
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.89	15.39	14.47	14.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.31	16.36	15.92	15.92
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			82.59
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
23.30	23.57	22.51	22.57
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
26.08	26.08	24.72	24.90
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.17	9.17	8.96	9.03
VPD - CBOE VIX Premium Strategy Index
			Close
			237.71
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			234.60
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			87.38
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
55.13	56.60	53.74	53.74
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
61.08	63.39	60.04	60.13
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.72
EXQ - CBOE Exchange Index
Open	High	Low	Close
117.92	117.93	116.84	117.82
CYX - CBOE China Index
Open	High	Low	Close
670.45	673.84	669.96	673.63

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