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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 23, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.89
Index Put/Call Ratio			0.88
Exchange Traded Products Put/Call Ratio			1.43
Equity Put/Call Ratio			0.69
CBOE Volatility Index (VIX) Put/Call Ratio			0.51

Sum of All Products
	Call	Put	Total
Volume	1,922,458	1,714,709	3,637,167
Open Interest	100,836,047	88,246,743	189,082,790
Index Options
	Call	Put	Total
Volume	786,043	691,534	1,477,577
Exchange Traded Products
	Call	Put	Total
Volume	319,857	456,811	776,668
Equity Options
	Call	Put	Total
Volume	816,558	566,364	1,382,922
Equity LEAPS
	Call	Put	Total
Volume	52,529	41,832	94,361
Open Interest	20,022,969	15,557,027	35,579,996
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	319,413	290,171	609,584
Open Interest	3,864,944	3,187,936	7,052,880

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
921.03	921.23	919.45	920.71
VXTH - CBOE VIX Tail Hedge Index
			Close
			150.42
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
142.32	142.32	141.93	142.25
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
516.73	518.09	516.03	517.59
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,217.17	1,218.20	1,214.18	1,217.23
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
372.77	372.99	372.34	372.54
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
235.92	236.11	235.78	235.97
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
179.82	179.86	179.47	179.53
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,242.06	1,243.42	1,241.85	1,243.12
VIX - CBOE Volatility Index
Open	High	Low	Close
12.67	12.67	12.30	12.46
VVIX - CBOE VVIX Index
Open	High	Low	Close
74.19	74.21	70.74	71.86
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
16.70	16.73	15.69	15.69
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
11.32	11.64	11.23	11.31
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
15.02	15.47	14.97	15.34
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
12.00	12.15	11.65	11.81
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
14.01	14.38	13.99	14.28
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
14.90	14.90	14.39	14.50
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			82.35
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
21.37	22.93	20.92	22.75
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
12.54	12.63	12.30	12.46
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.34	8.51	8.33	8.41
VPD - CBOE VIX Premium Strategy Index
			Close
			229.60
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			227.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			85.82
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
61.54	62.38	60.21	60.44
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
68.11	68.80	63.86	65.07
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			12.61
EXQ - CBOE Exchange Index
Open	High	Low	Close
99.48	99.66	98.82	99.38
CYX - CBOE China Index
Open	High	Low	Close
669.22	670.45	668.06	669.68

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