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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 17, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.20
Index Put/Call Ratio 1.70
Exchange Traded Products Put/Call Ratio 1.63
Equity Put/Call Ratio 0.71
CBOE Volatility Index (VIX) Put/Call Ratio 0.86
Sum of All Products
  Call Put Total  
Volume 3,171,341 3,816,736 6,988,077  
Open Interest 188,407,557 170,574,078 358,981,635  
Index Options
  Call Put Total  
Volume 807,972 1,375,376 2,183,348  
Exchange Traded Products
  Call Put Total  
Volume 830,389 1,355,683 2,186,072  
Equity Options
  Call Put Total  
Volume 1,532,980 1,085,677 2,618,657  

Equity LEAPS
  Call Put Total  
Volume 49,144 25,571 74,715  
Open Interest 18,368,628 13,794,010 32,162,638  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 544,031 1,111,595 1,655,626  
Open Interest 8,481,492 9,273,732 17,755,224  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,041.67 1,046.65 1,041.58 1,044.51
VXST - CBOE Short-term Volatility Index
Open High Low Close
25.29 26.98 22.37 23.81
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
21.60 21.91 20.94 21.62
VXTH - CBOE VIX Tail Hedge Index
      Close
      177.49
LOVOL - CBOE Low Volatility Index
Open High Low Close
164.67 166.68 164.67 165.68
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
637.97 637.97 637.97 637.97
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,442.67 1,451.37 1,442.61 1,447.89
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
424.81 426.50 424.48 425.61
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
256.48 257.59 256.48 257.19
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,406.55 1,406.55 1,406.55 1,406.55
VIX - CBOE Volatility Index
Open High Low Close
21.68 23.08 20.23 21.99
VVIX - CBOE VVIX Index
Open High Low Close
114.48 121.19 110.40 118.84
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
23.18 23.25 21.75 21.90
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
28.04 28.28 25.40 27.34
VXD - CBOE DJIA Volatility Index
Open High Low Close
19.61 19.61 16.66 17.06
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
24.52 26.16 24.19 25.48
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
19.95 20.97 18.36 19.93
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
24.10 24.19 22.04 23.13
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
20.90 21.69 20.20 21.25
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      88.67
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.80 6.80 5.85 6.37
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.00 31.26 29.89 31.16
GVZ - CBOE Gold Volatility Index
Open High Low Close
18.31 18.72 17.58 18.08
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.52 8.60 8.44 8.50
VPD - CBOE VIX Premium Strategy Index
      Close
      251.52
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      245.79
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
54.97 72.58 54.89 68.35
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
63.05 70.98 62.96 69.76
CYX - CBOE China Index
Open High Low Close
741.78 751.06 741.66 744.45
 
CBOE Volatility Index (VIX)