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 CBOE Websites.

CBOE Market Statistics Summary Data

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, February 27, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.02
Index Put/Call Ratio 1.56
Exchange Traded Products Put/Call Ratio 1.34
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.54
Sum of All Products
  Call Put Total  
Volume 1,964,463 2,004,530 3,968,993  
Open Interest 124,753,709 121,851,600 246,605,309  
Index Options
  Call Put Total  
Volume 485,559 759,202 1,244,761  
Exchange Traded Products
  Call Put Total  
Volume 420,495 562,948 983,443  
Equity Options
  Call Put Total  
Volume 1,058,409 682,380 1,740,789  

Equity LEAPS
  Call Put Total  
Volume 55,233 50,103 105,336  
Open Interest 30,493,383 24,816,926 55,310,309  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 894,587 962,892 1,857,479  
Open Interest 9,834,319 10,708,779 20,543,098  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,093.75 1,095.28 1,093.14 1,093.68
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.67 11.88 10.60 10.60
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.44 18.55 18.21 18.41
VXTH - CBOE VIX Tail Hedge Index
      Close
      203.84
LOVOL - CBOE Low Volatility Index
Open High Low Close
183.63 183.86 183.28 183.43
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
683.68 684.63 681.94 682.33
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,520.06 1,522.51 1,517.55 1,518.26
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
445.36 445.87 444.44 444.73
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
268.74 268.93 268.38 268.41
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
208.51 208.57 208.04 208.06
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,465.14 1,466.48 1,464.01 1,464.50
VIX - CBOE Volatility Index
Open High Low Close
14.07 14.17 13.29 13.34
VVIX - CBOE VVIX Index
Open High Low Close
87.37 87.67 84.47 85.23
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.16 14.21 13.79 13.81
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.45 17.47 16.47 16.54
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.31 13.54 13.01 13.23
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.63 16.94 15.94 16.67
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.75 13.83 13.04 13.28
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.27 14.86 14.27 14.62
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.97 17.08 16.72 16.89
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      90.31
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.34 6.56 6.13 6.23
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
56.46 57.03 55.53 55.85
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.65 16.65 15.78 15.91
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.19 10.28 10.04 10.25
VPD - CBOE VIX Premium Strategy Index
      Close
      259.61
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      251.40
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
60.68 61.34 59.41 60.77
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
30.38 30.38 30.38 30.38
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
53.18 54.25 52.00 53.80
CYX - CBOE China Index
Open High Low Close
780.47 783.32 776.28 778.83
  VIX Snapshot

*Third Party Advertisement