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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 Monday, October 08, 2012

Symbol Listing:

Ratios
Total Put/Call Ratio			0.84
Index Put/Call Ratio			1.28
Exchange Traded Products Put/Call Ratio			1.51
Equity Put/Call Ratio			0.55
CBOE Volatility Index (VIX) Put/Call Ratio			0.82

Sum of All Products
	Call	Put	Total
Volume	1,232,052	1,036,591	2,268,643
Open Interest	149,241,312	131,238,052	280,479,364
Index Options
	Call	Put	Total
Volume	273,553	351,255	624,808
Exchange Traded Products
	Call	Put	Total
Volume	165,077	248,535	413,612
Equity Options
	Call	Put	Total
Volume	793,422	436,801	1,230,223
Equity LEAPS
	Call	Put	Total
Volume	30,295	14,951	45,246
Open Interest	11,365,507	8,032,581	19,398,088
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
	Call	Put	Total
Volume	182,274	191,584	373,858
Open Interest	792,286	959,561	1,751,847

BXM - CBOE S&P 500 BuyWrite Index
Open	High	Low	Close
934.14	935.69	933.14	934.54
VXTH - CBOE VIX Tail Hedge Index
			Close
			151.46
CLL - CBOE S&P 500 95-110 Collar Index
Open	High	Low	Close
514.86	514.86	514.86	514.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open	High	Low	Close
1,216.74	1,219.30	1,215.14	1,217.42
BXN - CBOE NASDAQ-100 BuyWrite Index
Open	High	Low	Close
384.75	385.73	383.23	383.93
BXD - CBOE DJIA BuyWrite Index
Open	High	Low	Close
241.13	241.62	240.91	241.37
BXR - CBOE Russell 2000 BuyWrite Index
Open	High	Low	Close
182.92	183.11	182.61	183.06
PUT - CBOE S&P 500 PutWrite Index
Open	High	Low	Close
1,239.77	1,241.78	1,239.29	1,240.88
VIX - CBOE Volatility Index
Open	High	Low	Close
15.19	15.46	15.04	15.11
VVIX - CBOE VVIX Index
Open	High	Low	Close
86.10	86.45	84.21	85.85
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open	High	Low	Close
22.73	22.98	21.72	21.78
VXD - CBOE DJIA Volatility Index
Open	High	Low	Close
13.09	13.80	13.09	13.69
RVX - CBOE Russell 2000 Volatility Index
Open	High	Low	Close
19.73	19.76	19.37	19.37
VXO - CBOE S&P 100 Volatility Index
Open	High	Low	Close
14.04	14.16	13.76	13.89
VXN - CBOE NASDAQ Volatility Index
Open	High	Low	Close
17.57	17.84	17.32	17.52
VXV - CBOE S&P 500 3-Month Volatility Index
Open	High	Low	Close
17.45	17.63	17.31	17.36
OVX - CBOE Crude Oil Volatility Index
Open	High	Low	Close
33.80	34.32	33.66	34.05
GVZ - CBOE Gold Volatility Index
Open	High	Low	Close
16.36	16.39	15.97	16.13
EVZ - CBOE EuroCurrency Volatility Index
Open	High	Low	Close
9.36	9.37	9.31	9.35
VPD - CBOE VIX Premium Strategy Index
			Close
			217.15
VPN - CBOE Capped VIX Premium Strategy Index
			Close
			216.08
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
			Close
			81.81
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open	High	Low	Close
64.61	65.84	62.38	64.83
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open	High	Low	Close
46.35	49.16	44.13	46.09
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
			Close
			9.46
EXQ - CBOE Exchange Index
Open	High	Low	Close
87.72	88.33	87.65	87.98
CYX - CBOE China Index
Open	High	Low	Close
587.32	587.32	582.75	583.14

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