A A A

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, November 16, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.03
Index Put/Call Ratio			1.02
Exchange Traded Products Put/Call Ratio			1.37
Equity Put/Call Ratio			0.81
CBOE Volatility Index (VIX) Put/Call Ratio			0.41

Sum of All Products
	Call	Put	Total
Volume	2,852,762	2,940,709	5,793,471
Open Interest	162,440,316	143,444,951	305,885,267
Index Options
	Call	Put	Total
Volume	925,671	946,911	1,872,582
Exchange Traded Products
	Call	Put	Total
Volume	766,614	1,050,485	1,817,099
Equity Options
	Call	Put	Total
Volume	1,160,477	943,313	2,103,790
Equity LEAPS
	Call	Put	Total
Volume	37,044	27,409	64,453
Open Interest	13,921,159	10,606,342	24,527,501
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	310,516	372,636	683,152
Open Interest	560,931	756,617	1,317,548

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
887.65	888.80	885.03	888.10
VXTH - CBOE VIX Tail Hedge Index
			Close
			140.30
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
491.87	492.15	490.61	491.87
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,143.16	1,145.39	1,138.83	1,144.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
354.30	354.91	352.96	354.13
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
227.13	227.41	226.39	227.25
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
171.14	171.14	171.14	171.14
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,188.83	1,192.52	1,176.71	1,191.03
VIX - CBOE Volatility Index
Open	High	Low	Close
17.65	18.50	16.41	16.41
VVIX - CBOE VVIX Index
Open	High	Low	Close
93.83	97.04	90.01	90.27
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
24.69	24.76	22.80	23.63
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
16.96	17.28	15.48	15.53
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
21.68	22.25	19.80	19.94
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
19.57	19.94	17.66	17.66
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
19.23	19.64	16.65	18.13
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
19.54	20.25	18.93	18.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			84.25
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
30.54	31.76	30.54	31.10
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.26	14.26	12.97	13.28
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
7.45	7.61	7.40	7.42
VPD - CBOE VIX Premium Strategy Index
			Close
			216.94
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			215.65
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.33
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
66.53	67.05	63.40	63.48
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
55.30	55.45	47.04	47.10
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.82
EXQ - CBOE Exchange Index
Open	High	Low	Close
84.22	84.53	83.70	84.45
CYX - CBOE China Index
Open	High	Low	Close
578.88	580.89	571.01	574.67

All Pages