Quotes & Data

A  A  A     

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.

Select date to get historical data (mm/dd/yyyy)




CBOE Market Summary for Tuesday, July 22, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 1.11
Exchange Traded Products Put/Call Ratio 1.71
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.35
Sum of All Products
  Call Put Total  
Volume 1,998,799 1,832,146 3,830,945  
Open Interest 143,928,792 126,375,097 270,303,889  
Index Options
  Call Put Total  
Volume 392,909 436,230 829,139  
Exchange Traded Products
  Call Put Total  
Volume 401,871 688,222 1,090,093  
Equity Options
  Call Put Total  
Volume 1,204,019 707,694 1,911,713  

Equity LEAPS
  Call Put Total  
Volume 31,146 20,982 52,128  
Open Interest 12,384,501 8,580,653 20,965,154  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 600,926 597,135 1,198,061  
Open Interest 7,718,668 8,275,581 15,994,249  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,094.83 1,097.04 1,094.83 1,096.11
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.49 11.79 11.19 11.54
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.63 14.78 14.50 14.78
VXTH - CBOE VIX Tail Hedge Index
      Close
      185.68
LOVOL - CBOE Low Volatility Index
Open High Low Close
173.34 173.84 173.34 173.63
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
653.72 655.69 653.72 654.93
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,521.32 1,525.44 1,521.32 1,523.76
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
445.97 446.65 445.85 446.61
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
271.06 271.72 271.06 271.50
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
197.64 198.33 197.64 198.15
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,462.54 1,463.70 1,462.05 1,463.21
VIX - CBOE Volatility Index
Open High Low Close
11.97 12.24 11.69 12.24
VVIX - CBOE VVIX Index
Open High Low Close
78.44 79.19 75.15 75.22
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.13 13.36 13.09 13.26
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.26 15.75 15.24 15.42
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.03 12.03 10.77 11.43
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.97 19.02 18.16 18.39
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.09 10.31 9.81 9.93
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.63 13.74 12.88 13.26
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.18 13.50 13.00 13.50
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      77.38
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.58 4.59 4.39 4.46
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
16.92 17.22 16.88 17.10
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.71 14.73 14.40 14.62
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.40 5.53 5.39 5.46
VPD - CBOE VIX Premium Strategy Index
      Close
      265.91
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      260.08
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
49.67 52.72 48.83 52.59
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
62.11 64.00 61.60 62.59
CYX - CBOE China Index
Open High Low Close
787.15 795.59 787.15 793.53
 



CBOE Volatility Index (VIX)