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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, February 01, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.90
Index Put/Call Ratio			1.14
Exchange Traded Products Put/Call Ratio			1.19
Equity Put/Call Ratio			0.57
CBOE Volatility Index (VIX) Put/Call Ratio			0.42

Sum of All Products
	Call	Put	Total
Volume	2,238,910	2,004,592	4,243,502
Open Interest	117,802,600	106,585,744	224,388,344
Index Options
	Call	Put	Total
Volume	667,026	760,484	1,427,510
Exchange Traded Products
	Call	Put	Total
Volume	551,655	657,649	1,209,304
Equity Options
	Call	Put	Total
Volume	1,020,229	586,459	1,606,688
Equity LEAPS
	Call	Put	Total
Volume	70,547	44,198	114,745
Open Interest	21,731,868	16,775,246	38,507,114
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	582,513	543,776	1,126,289
Open Interest	4,300,037	4,690,993	8,991,030

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
922.85	925.53	922.85	925.44
VXTH - CBOE VIX Tail Hedge Index
			Close
			152.04
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
142.89	143.57	142.88	143.46
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
518.86	523.90	518.86	523.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,223.72	1,228.65	1,223.72	1,228.20
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
373.25	374.27	372.70	374.19
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
235.91	237.09	235.91	237.09
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
180.44	180.85	180.16	180.85
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,244.84	1,248.79	1,244.84	1,248.45
VIX - CBOE Volatility Index
Open	High	Low	Close
13.37	13.38	12.72	12.90
VVIX - CBOE VVIX Index
Open	High	Low	Close
73.64	74.05	71.97	73.29
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
18.90	18.92	18.14	18.14
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.28	13.28	11.86	12.07
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
16.89	16.95	15.91	16.44
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.00	13.31	12.23	12.44
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.25	14.42	13.57	13.89
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
15.02	15.02	14.60	14.79
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
22.90	22.96	22.11	22.40
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.55	13.85	13.28	13.32
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.19	8.52	8.05	8.51
VPD - CBOE VIX Premium Strategy Index
			Close
			228.25
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			226.07
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.98
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.66	62.12	58.12	60.42
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
66.68	68.54	65.55	66.84
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.61
EXQ - CBOE Exchange Index
Open	High	Low	Close
102.51	104.07	102.51	103.51
CYX - CBOE China Index
Open	High	Low	Close
662.44	663.83	659.36	663.48

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