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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, November 15, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.24
Index Put/Call Ratio			1.36
Exchange Traded Products Put/Call Ratio			1.71
Equity Put/Call Ratio			0.83
CBOE Volatility Index (VIX) Put/Call Ratio			0.47

Sum of All Products
	Call	Put	Total
Volume	2,368,074	2,937,927	5,306,001
Open Interest	161,018,586	143,504,326	304,522,912
Index Options
	Call	Put	Total
Volume	885,568	1,202,151	2,087,719
Exchange Traded Products
	Call	Put	Total
Volume	573,278	978,453	1,551,731
Equity Options
	Call	Put	Total
Volume	909,228	757,323	1,666,551
Equity LEAPS
	Call	Put	Total
Volume	38,634	20,629	59,263
Open Interest	13,800,837	10,456,717	24,257,554
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	152,616	189,844	342,460
Open Interest	121,284	248,524	369,808

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
886.21	889.80	881.38	884.80
VXTH - CBOE VIX Tail Hedge Index
			Close
			139.87
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
492.21	492.44	491.28	491.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,141.34	1,145.96	1,135.07	1,139.47
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
354.93	355.81	352.00	353.33
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
226.71	227.59	225.54	226.36
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
171.04	171.69	169.47	170.45
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,190.50	1,195.11	1,184.09	1,188.83
VIX - CBOE Volatility Index
Open	High	Low	Close
17.74	18.64	17.62	17.99
VVIX - CBOE VVIX Index
Open	High	Low	Close
94.71	97.66	92.43	94.54
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
23.90	24.82	22.22	24.31
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
16.58	17.57	16.28	16.96
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
21.56	22.44	20.41	21.71
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
19.02	20.24	18.82	19.28
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
19.50	19.50	18.82	19.23
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
19.71	20.35	19.55	19.79
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
31.50	31.50	29.99	30.54
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.94	14.94	13.10	14.26
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.59	7.59	7.42	7.45
VPD - CBOE VIX Premium Strategy Index
			Close
			214.11
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			212.85
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.96
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
67.19	68.07	65.57	66.53
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
56.01	58.92	47.37	55.30
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.93
EXQ - CBOE Exchange Index
Open	High	Low	Close
83.88	84.55	83.67	84.21
CYX - CBOE China Index
Open	High	Low	Close
585.55	587.69	578.77	581.51

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