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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, November 02, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.92
Index Put/Call Ratio			0.73
Exchange Traded Products Put/Call Ratio			1.57
Equity Put/Call Ratio			0.77
CBOE Volatility Index (VIX) Put/Call Ratio			0.27

Sum of All Products
	Call	Put	Total
Volume	2,191,801	2,008,917	4,200,718
Open Interest	147,802,937	131,409,432	279,212,369
Index Options
	Call	Put	Total
Volume	756,772	555,031	1,311,803
Exchange Traded Products
	Call	Put	Total
Volume	440,561	690,352	1,130,913
Equity Options
	Call	Put	Total
Volume	994,468	763,534	1,758,002
Equity LEAPS
	Call	Put	Total
Volume	34,476	19,247	53,723
Open Interest	12,966,083	9,529,769	22,495,852
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	513,825	576,437	1,090,262
Open Interest	2,105,563	2,258,230	4,363,793

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
929.60	930.49	919.62	920.27
VXTH - CBOE VIX Tail Hedge Index
			Close
			146.37
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
505.35	506.98	502.42	502.78
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,202.17	1,203.63	1,186.85	1,187.77
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
373.64	373.80	369.41	369.56
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
238.47	238.49	235.23	235.42
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
181.87	182.00	179.45	179.45
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,243.99	1,249.05	1,235.08	1,236.40
VIX - CBOE Volatility Index
Open	High	Low	Close
16.06	17.60	16.05	17.59
VVIX - CBOE VVIX Index
Open	High	Low	Close
80.67	87.84	80.10	87.84
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.29	22.84	22.04	22.61
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
15.36	16.42	14.95	16.34
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
19.26	20.88	19.21	20.83
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
16.50	17.94	16.17	17.87
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
18.03	19.95	17.90	19.95
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.38	18.55	17.37	18.55
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
31.14	32.42	31.13	32.42
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.56	16.20	14.04	16.20
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.41	8.51	8.37	8.45
VPD - CBOE VIX Premium Strategy Index
			Close
			214.65
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			213.38
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.08
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
62.23	63.92	61.62	63.85
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
47.51	53.05	46.44	53.05
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.41
EXQ - CBOE Exchange Index
Open	High	Low	Close
89.00	89.54	88.16	88.29
CYX - CBOE China Index
Open	High	Low	Close
604.81	605.55	597.05	601.28

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