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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 Wednesday, October 10, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.00
Index Put/Call Ratio			1.02
Exchange Traded Products Put/Call Ratio			1.58
Equity Put/Call Ratio			0.71
CBOE Volatility Index (VIX) Put/Call Ratio			0.49

Sum of All Products
	Call	Put	Total
Volume	1,797,374	1,800,747	3,598,121
Open Interest	152,426,535	134,591,689	287,018,224
Index Options
	Call	Put	Total
Volume	669,347	684,061	1,353,408
Exchange Traded Products
	Call	Put	Total
Volume	365,571	578,377	943,948
Equity Options
	Call	Put	Total
Volume	762,456	538,309	1,300,765
Equity LEAPS
	Call	Put	Total
Volume	23,042	15,024	38,066
Open Interest	11,488,218	8,106,990	19,595,208
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	214,633	281,233	495,866
Open Interest	1,406,693	1,604,646	3,011,339

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
928.01	929.00	922.25	923.47
VXTH - CBOE VIX Tail Hedge Index
			Close
			149.10
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
510.65	511.16	508.88	509.11
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,205.46	1,207.01	1,197.11	1,198.72
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
377.77	379.06	375.64	376.21
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
239.55	239.73	237.57	237.83
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
180.86	181.17	180.07	180.58
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,233.12	1,233.64	1,226.08	1,227.29
VIX - CBOE Volatility Index
Open	High	Low	Close
16.52	16.79	16.13	16.29
VVIX - CBOE VVIX Index
Open	High	Low	Close
93.84	95.36	92.41	94.36
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
23.36	23.43	22.81	23.41
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.66	15.06	14.55	14.84
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
20.55	20.72	19.68	19.68
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.67	16.04	15.21	15.51
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
19.02	19.09	18.48	18.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
18.17	18.48	17.93	18.13
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			86.65
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
34.23	35.19	33.86	35.09
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
15.91	16.13	15.48	15.53
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.13	9.15	9.07	9.10
VPD - CBOE VIX Premium Strategy Index
			Close
			215.31
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			214.25
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			80.89
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
66.13	66.48	63.75	65.16
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
51.52	51.52	47.59	49.58
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			10.11
EXQ - CBOE Exchange Index
Open	High	Low	Close
87.45	87.57	86.50	87.10
CYX - CBOE China Index
Open	High	Low	Close
579.34	581.91	578.46	579.79

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