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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 05, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.94
Index Put/Call Ratio			1.03
Exchange Traded Products Put/Call Ratio			1.49
Equity Put/Call Ratio			0.67
CBOE Volatility Index (VIX) Put/Call Ratio			0.38

Sum of All Products
	Call	Put	Total
Volume	2,082,054	1,949,923	4,031,977
Open Interest	146,822,287	129,580,448	276,402,735
Index Options
	Call	Put	Total
Volume	643,724	662,281	1,306,005
Exchange Traded Products
	Call	Put	Total
Volume	391,941	582,316	974,257
Equity Options
	Call	Put	Total
Volume	1,046,389	705,326	1,751,715
Equity LEAPS
	Call	Put	Total
Volume	20,430	15,523	35,953
Open Interest	11,299,538	7,960,940	19,260,478
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	507,429	550,529	1,057,958
Open Interest	2,341,419	2,641,083	4,982,502

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
937.27	939.07	934.39	936.19
VXTH - CBOE VIX Tail Hedge Index
			Close
			152.03
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
518.85	518.95	515.82	516.19
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,224.88	1,228.24	1,217.95	1,221.21
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
389.74	390.28	386.20	386.85
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
241.69	242.06	241.04	241.58
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
184.20	185.00	183.27	183.50
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,246.15	1,246.15	1,240.53	1,242.59
VIX - CBOE Volatility Index
Open	High	Low	Close
13.68	14.78	13.67	14.33
VVIX - CBOE VVIX Index
Open	High	Low	Close
82.91	84.45	81.06	83.10
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
21.40	21.40	20.76	21.17
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.75	13.75	12.90	13.09
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
18.18	18.77	17.98	18.47
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
13.22	13.79	12.93	13.58
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
16.06	16.63	15.87	16.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
16.58	17.13	16.49	16.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			88.68
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
33.29	33.71	32.73	32.76
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
16.54	16.66	15.68	15.88
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.04	9.05	8.91	9.03
VPD - CBOE VIX Premium Strategy Index
			Close
			217.48
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			216.40
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.90
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.81	65.91	63.09	64.25
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
42.93	47.20	41.73	45.42
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			9.77
EXQ - CBOE Exchange Index
Open	High	Low	Close
88.78	89.18	88.05	88.27
CYX - CBOE China Index
Open	High	Low	Close
588.31	594.83	588.28	590.01

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