Quotes & Data

 

CBOE Daily Market Statistics

The CBOE Market Statistics Summary Data on this page is provided for informational purposes only. The volume data reflected below is based upon reported volume, not cleared volume. CBOE makes no guarantee as to the accuracy of the data. Your use of the data is subject to the Terms and Conditions of the CBOE Website.

Historical files can be accessed from the calendar below.

NOTE: This webpage will be undergoing some changes in the near future. 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, May 21, 2012
Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 1.35
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.66
Sum of All Products
  Call Put Total  
Volume 2,279,165 2,104,215 4,383,380  
Open Interest 123,732,183 116,058,515 239,790,698  
Index, ETF and HOLDRs Options
  Call Put Total  
Volume 1,079,730 1,455,655 2,535,385  
Equity Options
  Call Put Total  
Volume 1,199,435 648,560 1,847,995  
Equity LEAPS
  Call Put Total  
Volume 28,281 21,394 49,675  
Open Interest 5,227,217 3,148,511 8,375,728  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 309,819 303,368 613,187  
Open Interest 959,322 1,164,768 2,124,090  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
856.93 865.17 856.40 864.97
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
487.16 487.38 487.16 487.38
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,075.18 1,087.75 1,074.66 1,087.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
354.96 360.40 354.90 360.28
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
222.35 223.69 222.06 223.63
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
163.74 165.67 163.26 165.67
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,147.04 1,147.04 1,147.04 1,147.04
VIX - CBOE Volatility Index
Open High Low Close
24.88 24.88 22.01 22.01
VVIX - CBOE VVIX Index
Open High Low Close
115.67 115.67 107.46 108.50
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
37.78 37.83 32.76 33.27
VXD - CBOE DJIA Volatility Index
Open High Low Close
22.30 22.30 19.99 19.99
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
31.62 32.04 28.80 28.90
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
23.49 23.82 21.53 21.75
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
27.55 27.81 24.21 24.30
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
26.86 26.89 24.71 24.71
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.18 33.18 29.96 30.01
GVZ - CBOE Gold Volatility Index
Open High Low Close
23.29 23.29 20.69 20.69
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.84 12.84 12.05 12.09
VPD - CBOE VIX Premium Strategy Index
      Close
      178.35
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      179.18
VTY - CBOE S&P 500 VARB-X Strategy Benchmark
      Close
      80.50
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
74.79 74.79 71.44 72.64
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
72.56 72.59 69.29 70.13
RUH - CBOE S&P 500 Three-Month Realized Volatility Index
      Close
      13.19
EXQ - CBOE Exchange Index
Open High Low Close
80.66 82.43 80.52 82.23
CYX - CBOE China Index
Open High Low Close
534.92 548.76 534.40 548.52
 



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