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 Wednesday, November 26, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.84
Index Put/Call Ratio 1.19
Exchange Traded Products Put/Call Ratio 0.93
Equity Put/Call Ratio 0.63
CBOE Volatility Index (VIX) Put/Call Ratio 0.57
Sum of All Products
  Call Put Total  
Volume 1,762,644 1,487,228 3,249,872  
Open Interest 164,548,060 151,735,514 316,283,574  
Index Options
  Call Put Total  
Volume 463,300 551,786 1,015,086  
Exchange Traded Products
  Call Put Total  
Volume 385,992 357,493 743,485  
Equity Options
  Call Put Total  
Volume 913,352 577,949 1,491,301  

Equity LEAPS
  Call Put Total  
Volume 45,158 30,258 75,416  
Open Interest 21,203,419 16,588,109 37,791,528  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 601,230 600,811 1,202,041  
Open Interest 8,693,290 9,476,023 18,169,313  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,067.99 1,069.54 1,067.39 1,069.37
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.00 11.57 10.82 11.12
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.65 17.68 17.40 17.58
VXTH - CBOE VIX Tail Hedge Index
      Close
      192.44
LOVOL - CBOE Low Volatility Index
Open High Low Close
175.38 175.70 175.27 175.70
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
677.74 679.22 677.06 679.22
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,493.97 1,496.92 1,492.64 1,496.69
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
436.54 437.75 436.35 437.69
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
262.27 262.41 261.31 262.36
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
198.33 198.75 198.29 198.74
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,445.09 1,446.11 1,444.17 1,446.07
VIX - CBOE Volatility Index
Open High Low Close
12.27 12.40 11.91 12.07
VVIX - CBOE VVIX Index
Open High Low Close
77.68 78.56 76.45 77.04
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.73 14.29 13.65 14.29
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.38 17.94 17.35 17.88
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.15 13.14 11.54 12.19
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.77 17.91 17.45 17.47
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.36 11.36 10.74 10.88
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.15 14.20 13.62 13.64
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.46 15.50 15.17 15.32
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      81.92
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.25 5.29 5.10 5.11
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
37.97 38.12 35.22 36.02
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.68 21.24 20.34 21.24
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.25 9.25 8.95 9.00
VPD - CBOE VIX Premium Strategy Index
      Close
      274.44
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      267.59
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
67.19 68.53 66.53 68.37
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
60.33 60.57 58.36 60.29
CYX - CBOE China Index
Open High Low Close
770.06 780.51 770.06 780.34