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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.

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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
 
CBOE Volatility Index (VIX)