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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, January 16, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.87
Index Put/Call Ratio			0.87
Exchange Traded Products Put/Call Ratio			1.40
Equity Put/Call Ratio			0.75
CBOE Volatility Index (VIX) Put/Call Ratio			0.35

Sum of All Products
	Call	Put	Total
Volume	2,083,405	1,821,163	3,904,568
Open Interest	153,600,057	139,785,935	293,385,992
Index Options
	Call	Put	Total
Volume	988,267	863,790	1,852,057
Exchange Traded Products
	Call	Put	Total
Volume	204,785	286,514	491,299
Equity Options
	Call	Put	Total
Volume	890,353	670,859	1,561,212
Equity LEAPS
	Call	Put	Total
Volume	72,461	66,519	138,980
Open Interest	18,732,443	14,783,984	33,516,427
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	91,060	91,363	182,423
Open Interest	1,433,447	1,331,320	2,764,767

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
917.51	917.69	916.70	917.69
VXTH - CBOE VIX Tail Hedge Index
			Close
			148.98
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
141.25	141.25	141.25	141.25
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
511.22	511.46	509.69	511.04
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,207.04	1,208.10	1,206.25	1,208.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
370.75	370.96	370.42	370.84
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
234.56	234.69	234.40	234.64
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
178.78	178.93	178.46	178.72
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,235.67	1,235.76	1,235.58	1,235.69
VIX - CBOE Volatility Index
Open	High	Low	Close
13.70	13.76	13.20	13.42
VVIX - CBOE VVIX Index
Open	High	Low	Close
76.06	78.38	75.48	77.26
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
17.78	17.78	17.24	17.24
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
12.35	12.72	12.28	12.52
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
16.89	17.17	16.30	16.42
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.62	13.82	13.09	13.34
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
15.89	15.97	15.12	15.32
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.33	16.47	16.03	16.24
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			80.72
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
25.31	25.51	24.17	24.39
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.90	14.82	13.79	14.49
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.63	8.67	8.55	8.56
VPD - CBOE VIX Premium Strategy Index
			Close
			225.54
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			223.51
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.22
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.67	63.91	61.78	63.08
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
71.12	71.49	68.61	69.78
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			13.73
EXQ - CBOE Exchange Index
Open	High	Low	Close
96.27	96.78	95.94	96.54
CYX - CBOE China Index
Open	High	Low	Close
664.53	666.87	663.63	664.03

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