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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, November 07, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			1.21
Index Put/Call Ratio			1.04
Exchange Traded Products Put/Call Ratio			2.22
Equity Put/Call Ratio			0.76
CBOE Volatility Index (VIX) Put/Call Ratio			0.61

Sum of All Products
	Call	Put	Total
Volume	2,310,474	2,789,864	5,100,338
Open Interest	152,872,680	135,775,132	288,647,812
Index Options
	Call	Put	Total
Volume	784,927	815,613	1,600,540
Exchange Traded Products
	Call	Put	Total
Volume	558,674	1,240,264	1,798,938
Equity Options
	Call	Put	Total
Volume	966,873	733,987	1,700,860
Equity LEAPS
	Call	Put	Total
Volume	42,088	28,134	70,222
Open Interest	13,255,153	9,791,467	23,046,620
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	379,949	574,778	954,727
Open Interest	2,068,304	2,002,724	4,071,028

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
923.19	923.19	906.63	910.46
VXTH - CBOE VIX Tail Hedge Index
			Close
			145.01
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
505.86	505.86	497.60	498.64
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,190.30	1,190.30	1,168.07	1,173.04
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
369.24	369.89	363.65	365.05
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
236.74	236.74	232.05	233.04
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
182.22	182.25	177.49	177.86
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,245.28	1,245.28	1,217.53	1,223.15
VIX - CBOE Volatility Index
Open	High	Low	Close
17.72	19.40	17.62	19.08
VVIX - CBOE VVIX Index
Open	High	Low	Close
88.88	95.53	88.88	94.75
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.55	24.68	22.47	23.57
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
16.37	18.18	16.37	18.04
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
21.05	22.65	20.99	22.34
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
18.17	20.11	17.73	19.45
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
19.10	20.85	19.10	20.42
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
18.66	19.96	18.56	19.81
SRVX - CBOE Interest Rate Swap Rate Volatility Index
			Close
			85.89
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
32.02	34.24	32.02	33.98
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
18.00	18.00	16.00	16.69
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
8.64	8.69	8.48	8.67
VPD - CBOE VIX Premium Strategy Index
			Close
			212.37
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			211.12
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.49
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
63.18	67.37	63.18	66.60
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
51.44	60.13	50.88	58.23
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			13.02
EXQ - CBOE Exchange Index
Open	High	Low	Close
88.09	88.21	86.73	87.12
CYX - CBOE China Index
Open	High	Low	Close
619.48	619.48	609.39	609.40

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