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S&P 100 oex lrg-cap options avbl on all Index
US
Yearly Data |
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(1)
Open for Year
(2)
High for Year
(3)
Low for Year
(4)
Close for Year
(5)
%Chg for Year
(6)
Volume (thous of shares) - Average over days in Year
(7)
StDev of dly rtns for Year
(8)
Corr_dly[ SP 100 oex lrg w SP500 ] for Year
(9)
Corr_dly[ SP 100 oex lrg w Nikkei ] for Year
(10)
Corr_dly[ SP 100 oex lrg w FTSE ] for Year
(11)
Daily AutoCorr for Year
(12)
Corr_dly[ SP 100 oex lrg w SP500(d-1) ] for Year
(13)
Corr_dly[ SP 100 oex lrg w NIKKEI(d-1) ] for Year
(14)
Corr_dly[ SP 100 oex lrg w FTSE(d-1) ] for Year
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EconStats does not guarantee the accuracy of this data.
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|_S&P_100_oex_lrg-cap_options_avbl_on_all_yearly__________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | | | | | | | | Corr_dly[ SP | |
| | | | | | Volume | | Corr_dly[ SP | Corr_dly[ SP | Corr_dly[ SP | | Corr_dly[ SP | 100 oex lrg | Corr_dly[ SP |
| | | | | |(thous) - | StDev of dly | 100 oex lrg | 100 oex lrg | 100 oex lrg | Daily | 100 oex lrg | w | 100 oex lrg |
| Open for | High for | Low for | Close for | %Chg for | Avg over | rtns for | w SP500 ] | w Nikkei ] | w FTSE ] for | AutoCorr for | w SP500(d-1) | NIKKEI(d-1) | w FTSE(d-1) |
| Year | Year | Year | Year | Year | days in Year | Year | for Year | for Year | Year | Year | ] for Year | ] for Year | ] for Year |
Year |____2013-1982_|____2013-1982_|____2013-1982_|____2013-1982_|____2013-1982_|____2013-1982_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
26.40% <-YTD chg (Dec 10, 2013)
Last obs: 2013-12-10 2013-12-10 2013-12-10 2013-12-10 2013-12-10 2013-12-10
2013 end 662.330 ___ 809.860 ___ 658.730 ___ 804.150 ___ 26.405 ___ 3374508 236 0.715 236 0.993 236 0.076 225 0.596 233 -0.113 235 -0.102 235 -0.014 232 -0.115 234
2012 end 570.790 ___ 677.020 ___ 570.790 ___ 636.170 ___ 11.454 ___ 3633394 249 0.787 249 0.994 249 0.171 238 0.655 243 0.022 248 0.031 248 0.072 247 -0.046 246
2011 end 565.890 ___ 611.060 ___ 488.670 ___ 570.790 ___ 0.864 ___ 4226863 252 1.399 252 0.997 252 0.108 236 0.734 245 -0.125 252 -0.117 252 0.075 248 0.008 249
2010 end 514.740 ___ 568.250 ___ 459.290 ___ 565.900 ___ 10.078 ___ 4568674 252 1.085 252 0.996 252 0.239 237 0.684 247 -0.048 252 -0.049 252 -0.140 249 0.146 250
2009 end 431.390 ___ 520.480 ___ 317.370 ___ 514.090 ___ 19.129 ___ 5574068 252 1.611 252 0.996 252 0.087 235 0.654 248 -0.111 252 -0.118 252 0.093 246 0.005 250
2008 end 685.470 ___ 687.470 ___ 361.320 ___ 431.540 ___ -37.061 ___ 5024620 253 2.524 253 0.997 253 0.126 237 0.522 249 -0.169 253 -0.165 253 -0.159 249 -0.149 251
2007 end 660.220 ___ 734.510 ___ 624.810 ___ 685.650 ___ 3.822 ___ 3227568 250 0.991 251 0.995 251 0.057 237 0.547 247 -0.177 250 -0.182 250 -0.087 248 -0.120 249
2006 end 570.000 ___ 665.950 ___ 559.020 ___ 660.410 ___ 15.861 ___ 2394513 251 0.596 251 0.986 251 0.104 241 0.524 247 -0.021 251 -0.035 251 -0.069 248 -0.036 249
2005 end 575.290 ___ 586.790 ___ 542.770 ___ 570.000 ___ -0.920 ___ 1919900 252 0.620 252 0.985 252 0.025 237 0.308 247 -0.144 252 -0.122 252 0.010 249 -0.022 250
2004 end 550.780 ___ 578.130 ___ 518.670 ___ 575.290 ___ 4.450 ___ 1424321 252 0.700 252 0.987 252 0.165 237 0.397 247 -0.021 252 -0.007 252 0.018 248 -0.018 250
2003 end 444.750 ___ 550.900 ___ 400.240 ___ 550.780 ___ 23.840 ___ 1384499 252 1.104 252 0.994 252 0.038 237 0.467 248 -0.158 252 -0.152 252 0.051 249 -0.024 250
2002 end 584.280 ___ 600.800 ___ 384.960 ___ 444.750 ___ -23.881 ___ 1422916 252 1.726 252 0.996 252 0.157 238 0.462 246 -0.029 252 -0.040 252 -0.106 248 -0.044 249
2001 end 686.450 ___ 725.420 ___ 480.070 ___ 584.280 ___ -14.884 ___ 1198663 248 1.474 248 0.993 248 0.223 233 0.443 244 0.014 247 0.033 247 -0.032 245 0.067 246
2000 end 792.830 ___ 846.400 ___ 656.680 ___ 686.450 ___ -13.418 ___ 1028881 252 1.485 252 0.983 252 0.004 241 0.388 247 -0.025 252 -0.018 252 0.023 249 -0.052 249
1999 end 604.030 ___ 798.410 ___ 598.930 ___ 792.830 ___ 31.257 ___ 808342 252 1.200 252 0.986 252 0.090 237 0.359 246 -0.003 252 0.011 252 -0.092 249 0.054 249
1998 end 459.940 ___ 615.900 ___ 431.760 ___ 604.030 ___ 31.328 ___ 672262 252 1.318 252 0.991 252 0.159 239 0.415 247 -0.052 252 -0.045 252 0.048 249 0.137 250
1997 end 719.980 ___ 946.430 ___ 439.690 ___ 459.940 ___ -36.118 ___ 996339 253 3.427 253 0.439 253 0.053 239 0.248 249 -0.027 253 -0.033 253 -0.128 250 -0.083 251
1996 end 585.920 ___ 739.740 ___ 570.310 ___ 719.980 ___ 22.880 ___ 819161 254 0.779 254 0.989 254 0.035 240 0.332 250 0.129 254 0.131 254 0.008 251 -0.005 252
1995 end 428.500 ___ 598.350 ___ 425.870 ___ 585.920 ___ 36.696 ___ 692979 252 0.518 252 0.975 252 0.016 243 0.272 248 -0.003 252 -0.013 252 0.072 249 0.106 250
1994 end 429.560 ___ 447.200 ___ 402.340 ___ 428.630 ___ -0.193 ___ 583360 252 0.643 252 0.978 252 0.066 239 0.347 247 -0.053 252 -0.029 252 0.002 249 -0.021 250
1993 end 396.640 ___ 434.880 ___ 387.300 ___ 429.460 ___ 8.274 ___ 526551 253 0.559 253 0.960 253 0.194 239 0.207 248 -0.029 253 -0.022 253 -0.097 250 -0.080 251
1992 end 385.560 ___ 404.350 ___ 363.380 ___ 396.640 ___ 2.874 ___ 401554 254 0.638 254 0.972 254 0.176 240 0.242 250 -0.100 254 -0.092 254 -0.115 250 0.000 252
1991 end 310.450 ___ 387.730 ___ 290.830 ___ 385.560 ___ 24.194 ___ 357946 253 0.953 253 0.986 253 0.224 239 0.324 249 -0.036 253 -0.019 253 0.007 249 -0.014 251
1990 end 329.350 ___ 351.900 ___ 279.330 ___ 310.450 ___ -5.739 ___ 313583 253 1.062 253 0.987 253 0.155 239 0.371 249 0.080 253 0.085 253 -0.046 250 -0.020 251
1989 end 263.860 ___ 335.230 ___ 259.660 ___ 329.350 ___ 24.820 ___ 330917 252 0.881 252 0.988 252 -0.029 242 0.277 248 -0.109 252 -0.100 252 0.113 248 0.088 250
1988 end 238.260 ___ 268.460 ___ 230.110 ___ 263.860 ___ 10.745 ___ 322909 253 1.191 253 0.988 253 0.070 240 0.416 249 -0.078 253 -0.086 253 -0.041 250 -0.092 251
1987 end 231.090 ___ 334.040 ___ 211.700 ___ 238.260 ___ 3.103 ___ 377853 253 2.120 253 0.993 253 -0.027 239 0.397 249 -0.004 253 -0.028 253 -0.073 249 -0.080 251
1986 end 206.020 ___ 242.040 ___ 195.810 ___ 231.090 ___ 12.169 ___ 282051 253 0.969 253 0.981 253 0.103 238 0.321 249 0.031 253 0.042 253 -0.069 248 0.004 251
1985 end 165.080 ___ 208.180 ___ 160.590 ___ 206.020 ___ 24.800 ___ 218334 252 0.725 252 0.979 252 0.018 237 0.022 248 0.026 252 0.012 252 -0.069 250 -0.042 250
1984 end 166.120 ___ 169.990 ___ 145.840 ___ 165.080 ___ -0.626 ___ 182448 253 0.919 253 0.978 253 0.099 243 0.163 246 0.032 253 0.033 253 0.082 252 0.140 251
1983 end 139.560 ___ 174.650 ___ 139.560 ___ 166.120 ___ 16.846 ___ 170714 253 0.938 253 0.981 253 na na -0.081 253 -0.087 253 na na
1982 end 107.120 ___ 145.570 ___ 103.320 ___ 142.170 ___ 165992 105 1.640 104 0.970 104 na na -0.012 104 0.051 104 na na
