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.

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CBOE Market Summary for Thursday, August 27, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.20
Index Put/Call Ratio 1.42
Exchange Traded Products Put/Call Ratio 1.44
Equity Put/Call Ratio 0.76
CBOE Volatility Index (VIX) Put/Call Ratio 0.71
Sum of All Products
  Call Put Total  
Volume 2,786,594 3,349,311 6,135,905  
Open Interest 162,213,358 153,590,067 315,803,425  
Index Options
  Call Put Total  
Volume 1,191,346 1,694,361 2,885,707  
Exchange Traded Products
  Call Put Total  
Volume 653,978 941,930 1,595,908  
Equity Options
  Call Put Total  
Volume 941,270 713,020 1,654,290  

Equity LEAPS
  Call Put Total  
Volume 36,503 25,929 62,432  
Open Interest 13,278,593 9,759,107 23,037,700  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 857,151 1,122,378 1,979,529  
Open Interest 12,705,558 14,837,042 27,542,600  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,086.21 1,098.41 1,081.32 1,097.02
VXST - CBOE Short-term Volatility Index
Open High Low Close
32.27 34.61 27.29 28.89
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
23.25 25.03 21.94 23.38
VXTH - CBOE VIX Tail Hedge Index
      Close
      197.80
LOVOL - CBOE Low Volatility Index
Open High Low Close
177.06 180.78 177.06 180.47
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
644.79 650.23 644.79 650.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,458.76 1,479.10 1,451.96 1,477.96
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
434.66 437.43 431.02 436.82
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
259.51 261.77 257.23 260.58
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
200.63 202.13 199.76 201.60
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,475.69 1,486.22 1,463.48 1,483.90
VIX - CBOE Volatility Index
Open High Low Close
27.11 29.90 24.49 26.10
VVIX - CBOE VVIX Index
Open High Low Close
128.69 134.73 121.77 128.59
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
25.17 25.42 22.58 24.37
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
34.72 34.74 30.45 32.62
VXD - CBOE DJIA Volatility Index
Open High Low Close
29.53 29.53 17.71 25.51
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
27.47 29.28 25.51 27.07
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
25.30 30.13 24.47 26.15
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
31.49 31.49 27.47 28.46
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
24.21 26.99 22.58 24.86
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      90.59
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.25 7.32 6.12 6.20
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
46.87 49.06 44.21 49.03
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.03 20.03 18.22 18.74
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.54 13.54 13.05 13.17
VPD - CBOE VIX Premium Strategy Index
      Close
      260.54
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      252.30
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
54.52 60.60 53.24 56.72
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
58.89 64.42 53.59 57.15
CYX - CBOE China Index
Open High Low Close
645.68 684.52 645.68 684.52
  VIX Snapshot

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