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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, December 28, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.08
Index Put/Call Ratio			1.30
Exchange Traded Products Put/Call Ratio			1.51
Equity Put/Call Ratio			0.64
CBOE Volatility Index (VIX) Put/Call Ratio			0.87

Sum of All Products
	Call	Put	Total
Volume	1,642,696	1,780,782	3,423,478
Open Interest	136,824,164	122,418,651	259,242,815
Index Options
	Call	Put	Total
Volume	543,254	708,387	1,251,641
Exchange Traded Products
	Call	Put	Total
Volume	427,306	643,159	1,070,465
Equity Options
	Call	Put	Total
Volume	672,136	429,236	1,101,372
Equity LEAPS
	Call	Put	Total
Volume	93,568	37,517	131,085
Open Interest	16,752,005	13,056,564	29,808,569
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	417,040	444,416	861,456
Open Interest	3,177,388	3,490,392	6,667,780

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
895.25	896.83	890.31	890.70
VXTH - CBOE VIX Tail Hedge Index
			Close
			147.06
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
138.95	138.95	138.43	138.47
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
498.38	498.38	495.08	495.55
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,162.82	1,166.06	1,155.75	1,156.26
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
359.32	360.73	358.07	358.20
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
229.35	229.73	227.90	228.03
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
173.22	173.87	172.91	172.91
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,212.89	1,212.89	1,202.97	1,204.01
VIX - CBOE Volatility Index
Open	High	Low	Close
20.32	23.23	19.94	22.72
VVIX - CBOE VVIX Index
Open	High	Low	Close
93.21	104.72	91.78	104.72
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.86	23.11	21.41	23.04
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
18.01	32.98	16.59	16.60
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
23.18	24.90	22.92	24.47
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
20.91	23.39	20.35	23.07
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
22.33	23.49	21.99	23.32
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
20.51	21.92	20.20	21.88
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			82.26
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
27.86	28.92	27.72	28.88
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
14.50	15.31	14.49	15.30
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.78	8.85	8.78	8.78
VPD - CBOE VIX Premium Strategy Index
			Close
			206.04
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			204.78
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			82.35
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
69.12	71.38	66.79	71.38
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
73.62	74.94	72.28	74.79
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			10.39
EXQ - CBOE Exchange Index
Open	High	Low	Close
90.48	90.84	90.19	90.38
CYX - CBOE China Index
Open	High	Low	Close
625.87	632.21	624.94	629.88

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