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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, October 26, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.99
Index Put/Call Ratio			1.32
Exchange Traded Products Put/Call Ratio			1.18
Equity Put/Call Ratio			0.77
CBOE Volatility Index (VIX) Put/Call Ratio			0.56

Sum of All Products
	Call	Put	Total
Volume	1,769,732	1,755,349	3,525,081
Open Interest	143,455,783	127,969,682	271,425,465
Index Options
	Call	Put	Total
Volume	382,861	507,108	889,969
Exchange Traded Products
	Call	Put	Total
Volume	441,590	523,057	964,647
Equity Options
	Call	Put	Total
Volume	945,281	725,184	1,670,465
Equity LEAPS
	Call	Put	Total
Volume	28,324	18,908	47,232
Open Interest	12,714,960	9,329,826	22,044,786
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	578,912	672,700	1,251,612
Open Interest	2,820,436	3,292,486	6,112,922

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
918.14	920.72	912.82	918.02
VXTH - CBOE VIX Tail Hedge Index
			Close
			146.88
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
503.64	504.11	501.96	503.14
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,185.89	1,189.45	1,178.31	1,185.32
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
368.94	370.63	366.47	369.72
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
235.37	236.15	234.37	235.45
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
179.33	179.67	177.88	178.83
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,232.38	1,235.72	1,227.77	1,231.94
VIX - CBOE Volatility Index
Open	High	Low	Close
18.03	18.64	17.52	17.81
VVIX - CBOE VVIX Index
Open	High	Low	Close
91.11	92.40	88.91	89.43
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
24.57	24.89	23.76	24.12
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
16.69	17.19	16.20	16.55
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
21.65	22.39	21.12	21.12
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
17.69	18.83	17.34	17.88
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
20.19	20.56	19.19	19.58
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
18.87	19.41	18.65	19.02
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
31.95	32.27	31.46	32.21
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
15.13	15.36	14.92	14.92
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.87	8.89	8.68	8.71
VPD - CBOE VIX Premium Strategy Index
			Close
			213.67
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			212.52
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.75
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
65.89	67.92	65.26	65.66
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
54.09	58.34	51.44	52.28
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			11.17
EXQ - CBOE Exchange Index
Open	High	Low	Close
87.14	87.60	86.67	87.25
CYX - CBOE China Index
Open	High	Low	Close
594.98	595.19	588.24	589.23

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