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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.

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CBOE Market Summary for Friday, October 31, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.77
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.00
Equity Put/Call Ratio 0.50
CBOE Volatility Index (VIX) Put/Call Ratio 0.50
Sum of All Products
  Call Put Total  
Volume 3,613,704 2,786,178 6,399,882  
Open Interest 175,155,367 162,703,960 337,859,327  
Index Options
  Call Put Total  
Volume 1,119,665 1,092,384 2,212,049  
Exchange Traded Products
  Call Put Total  
Volume 882,621 883,193 1,765,814  
Equity Options
  Call Put Total  
Volume 1,611,418 810,601 2,422,019  

Equity LEAPS
  Call Put Total  
Volume 58,477 32,921 91,398  
Open Interest 19,347,376 14,687,014 34,034,390  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 1,342,104 1,144,144 2,486,248  
Open Interest 12,288,969 14,112,442 26,401,411  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,064.48 1,069.60 1,064.48 1,069.60
VXST - CBOE Short-term Volatility Index
Open High Low Close
13.80 15.02 13.64 13.80
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.92 18.31 17.88 18.16
VXTH - CBOE VIX Tail Hedge Index
      Close
      188.93
LOVOL - CBOE Low Volatility Index
Open High Low Close
174.05 174.83 173.77 173.77
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
660.00 662.96 660.00 662.96
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,486.96 1,493.88 1,486.96 1,493.84
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
437.65 437.93 436.95 437.38
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
261.15 262.68 261.15 262.68
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
197.10 198.39 197.10 198.34
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,438.64 1,438.72 1,437.25 1,438.72
VIX - CBOE Volatility Index
Open High Low Close
13.84 14.83 13.72 14.03
VVIX - CBOE VVIX Index
Open High Low Close
94.19 96.49 93.96 94.10
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.03 19.28 16.00 16.16
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.20 20.50 18.84 18.87
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.53 13.58 12.63 13.21
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.67 19.81 17.99 19.33
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.19 14.68 13.73 13.73
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.61 16.61 15.31 15.81
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.13 16.70 16.05 16.51
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      83.61
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.21 5.84 5.13 5.16
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
30.45 35.53 30.45 30.52
GVZ - CBOE Gold Volatility Index
Open High Low Close
18.08 22.43 18.08 21.54
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.64 8.61 7.64 8.21
VPD - CBOE VIX Premium Strategy Index
      Close
      268.27
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      261.86
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
55.85 57.81 51.48 53.86
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
65.97 67.29 63.74 65.44
CYX - CBOE China Index
Open High Low Close
775.64 782.50 775.64 780.50
 
CBOE Volatility Index (VIX)