A A A

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 Thursday, January 03, 2013

Symbol Listing:

Ratios
Total Put/Call Ratio			0.84
Index Put/Call Ratio			1.01
Exchange Traded Products Put/Call Ratio			1.25
Equity Put/Call Ratio			0.53
CBOE Volatility Index (VIX) Put/Call Ratio			0.80

Sum of All Products
	Call	Put	Total
Volume	2,328,033	1,952,112	4,280,145
Open Interest	138,930,464	123,305,620	262,236,084
Index Options
	Call	Put	Total
Volume	910,062	918,920	1,828,982
Exchange Traded Products
	Call	Put	Total
Volume	394,253	491,066	885,319
Equity Options
	Call	Put	Total
Volume	1,023,718	542,126	1,565,844
Equity LEAPS
	Call	Put	Total
Volume	66,695	31,887	98,582
Open Interest	17,041,784	13,328,254	30,370,038
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	361,048	352,368	713,416
Open Interest	2,840,544	3,540,980	6,381,524

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
912.96	914.34	912.43	913.62
VXTH - CBOE VIX Tail Hedge Index
			Close
			148.23
LOVOL - CBOE Low Volatility Index
Open	High	Low	Close
140.71	140.95	140.33	140.57
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
508.22	509.37	506.57	507.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,196.39	1,198.75	1,194.27	1,196.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
369.12	369.51	368.64	369.10
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
233.58	233.76	233.27	233.55
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
177.63	178.20	177.61	177.79
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,231.51	1,232.90	1,231.34	1,232.12
VIX - CBOE Volatility Index
Open	High	Low	Close
14.77	14.92	14.24	14.56
VVIX - CBOE VVIX Index
Open	High	Low	Close
78.45	79.67	74.26	77.02
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
20.22	20.22	18.67	18.78
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.92	14.18	13.56	13.74
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.50	18.72	17.67	18.11
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
14.36	14.68	13.32	14.01
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.95	17.41	16.77	17.11
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.80	16.99	16.48	16.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			83.03
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
27.80	27.80	26.25	26.83
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
13.43	13.76	12.51	13.72
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.12	8.12	7.97	8.09
VPD - CBOE VIX Premium Strategy Index
			Close
			220.22
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			218.36
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			84.52
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
59.79	62.26	59.79	61.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open	High	Low	Close
67.60	68.79	67.17	68.44
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			19.78
EXQ - CBOE Exchange Index
Open	High	Low	Close
92.06	93.58	91.98	93.52
CYX - CBOE China Index
Open	High	Low	Close
659.06	659.06	654.08	655.28

All Pages