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 Friday, December 19, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.88
Index Put/Call Ratio 1.25
Exchange Traded Products Put/Call Ratio 1.01
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.36
Sum of All Products
  Call Put Total  
Volume 3,012,260 2,646,726 5,658,986  
Open Interest 179,935,743 169,285,383 349,221,126  
Index Options
  Call Put Total  
Volume 871,688 1,090,737 1,962,425  
Exchange Traded Products
  Call Put Total  
Volume 715,104 720,328 1,435,432  
Equity Options
  Call Put Total  
Volume 1,425,468 835,661 2,261,129  

Equity LEAPS
  Call Put Total  
Volume 56,299 31,090 87,389  
Open Interest 23,503,146 18,468,373 41,971,519  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 607,898 642,009 1,249,907  
Open Interest 5,889,051 5,760,137 11,649,188  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,077.53 1,079.93 1,077.30 1,077.89
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.23 14.57 13.02 13.77
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
19.67 20.02 19.42 19.66
VXTH - CBOE VIX Tail Hedge Index
      Close
      203.71
LOVOL - CBOE Low Volatility Index
Open High Low Close
180.84 181.79 180.71 181.30
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
677.61 677.61 677.61 677.61
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,496.96 1,502.61 1,496.75 1,498.64
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
441.87 442.83 441.72 441.74
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
263.46 264.23 261.58 263.38
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,456.61 1,456.61 1,456.61 1,456.61
VIX - CBOE Volatility Index
Open High Low Close
16.57 17.20 16.11 16.49
VVIX - CBOE VVIX Index
Open High Low Close
106.46 108.12 99.17 99.17
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.36 17.36 15.82 15.84
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.27 22.37 20.57 20.61
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.39 16.39 15.02 16.05
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.95 21.72 19.85 20.03
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.68 15.69 13.90 14.63
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.40 18.59 16.05 16.89
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.23 18.93 18.23 18.47
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      86.09
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.41 5.49 5.29 5.41
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
55.99 56.67 53.80 54.84
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.26 19.28 18.54 18.68
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.05 9.28 8.89 9.19
VPD - CBOE VIX Premium Strategy Index
      Close
      255.63
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      248.64
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.63 66.38 60.31 64.24
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
55.35 60.71 54.30 57.51
CYX - CBOE China Index
Open High Low Close
742.45 755.13 741.03 751.59
  VIX Snapshot

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