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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, October 12, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.05
Index Put/Call Ratio			1.27
Exchange Traded Products Put/Call Ratio			1.46
Equity Put/Call Ratio			0.74
CBOE Volatility Index (VIX) Put/Call Ratio			0.53

Sum of All Products
	Call	Put	Total
Volume	1,750,282	1,832,340	3,582,622
Open Interest	156,394,047	138,377,993	294,772,040
Index Options
	Call	Put	Total
Volume	579,804	737,219	1,317,023
Exchange Traded Products
	Call	Put	Total
Volume	321,406	468,074	789,480
Equity Options
	Call	Put	Total
Volume	849,072	627,047	1,476,119
Equity LEAPS
	Call	Put	Total
Volume	22,225	15,332	37,557
Open Interest	11,703,521	8,322,160	20,025,681
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	231,887	301,156	533,043
Open Interest	1,793,055	1,970,241	3,763,296

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
924.40	927.75	919.77	921.72
VXTH - CBOE VIX Tail Hedge Index
			Close
			148.51
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
507.82	507.82	507.82	507.82
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,199.41	1,203.96	1,193.23	1,195.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
375.36	377.05	374.31	375.10
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
237.85	238.89	237.06	237.62
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
181.26	181.59	179.67	179.91
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,229.39	1,232.44	1,223.04	1,224.80
VIX - CBOE Volatility Index
Open	High	Low	Close
15.41	16.18	14.96	16.14
VVIX - CBOE VVIX Index
Open	High	Low	Close
88.59	92.00	87.27	91.87
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.42	22.78	21.58	22.29
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
14.35	14.71	13.69	14.71
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
19.16	19.78	18.89	19.78
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
15.07	15.97	14.58	15.74
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
18.10	18.23	17.53	17.84
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.45	17.77	17.02	17.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			85.66
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
34.30	34.37	33.69	33.69
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
15.33	15.76	15.07	15.72
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.85	8.90	8.84	8.84
VPD - CBOE VIX Premium Strategy Index
			Close
			215.53
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			214.46
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.79
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.35	63.86	61.43	63.23
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
46.76	49.46	43.75	49.26
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			9.49
EXQ - CBOE Exchange Index
Open	High	Low	Close
86.86	87.12	86.03	86.32
CYX - CBOE China Index
Open	High	Low	Close
584.03	587.83	581.78	582.55

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