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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 Thursday, March 14, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.73
Index Put/Call Ratio			0.73
Exchange Traded Products Put/Call Ratio			0.91
Equity Put/Call Ratio			0.64
CBOE Volatility Index (VIX) Put/Call Ratio			0.40

Sum of All Products
	Call	Put	Total
Volume	2,574,603	1,887,648	4,462,251
Open Interest	140,150,244	132,435,459	272,585,703
Index Options
	Call	Put	Total
Volume	1,180,232	866,121	2,046,353
Exchange Traded Products
	Call	Put	Total
Volume	474,031	429,913	903,944
Equity Options
	Call	Put	Total
Volume	920,340	591,614	1,511,954
Equity LEAPS
	Call	Put	Total
Volume	95,516	50,980	146,496
Open Interest	27,590,463	21,007,619	48,598,082
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	166,045	173,766	339,811
Open Interest	1,411,222	1,349,403	2,760,625

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
938.06	939.39	937.91	939.38
VXTH - CBOE VIX Tail Hedge Index
			Close
			157.44
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
146.97	147.37	146.97	147.37
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
538.20	541.31	538.20	541.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,266.15	1,268.16	1,266.15	1,268.14
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
381.46	381.78	381.29	381.78
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
240.27	240.37	239.84	240.28
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
183.71	183.85	183.54	183.64
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,265.74	1,265.95	1,265.74	1,265.91
VIX - CBOE Volatility Index
Open	High	Low	Close
11.70	11.75	11.05	11.30
VVIX - CBOE VVIX Index
Open	High	Low	Close
83.50	85.35	83.14	83.50
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
15.92	16.11	15.67	16.11
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
10.54	10.63	10.00	10.22
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
14.52	14.57	13.65	13.65
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
11.54	11.81	11.05	11.25
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
12.65	12.65	12.19	12.33
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
14.42	14.46	13.98	14.10
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			84.57
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
19.09	19.21	18.21	18.36
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
12.24	12.59	12.24	12.59
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.64	8.64	8.45	8.52
VPD - CBOE VIX Premium Strategy Index
			Close
			236.01
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			233.50
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			86.32
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
54.96	55.10	53.63	53.63
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
60.26	61.08	59.34	59.68
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.29
EXQ - CBOE Exchange Index
Open	High	Low	Close
113.11	114.75	112.92	114.46
CYX - CBOE China Index
Open	High	Low	Close
620.18	622.54	619.66	621.38

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