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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 Tuesday, August 26, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.80
Index Put/Call Ratio 0.87
Exchange Traded Products Put/Call Ratio 1.58
Equity Put/Call Ratio 0.53
CBOE Volatility Index (VIX) Put/Call Ratio 0.40
Sum of All Products
  Call Put Total  
Volume 1,666,137 1,333,239 2,999,376  
Open Interest 156,965,477 140,476,003 297,441,480  
Index Options
  Call Put Total  
Volume 521,212 452,619 973,831  
Exchange Traded Products
  Call Put Total  
Volume 258,068 408,491 666,559  
Equity Options
  Call Put Total  
Volume 886,857 472,129 1,358,986  

Equity LEAPS
  Call Put Total  
Volume 33,147 14,955 48,102  
Open Interest 14,667,157 10,409,412 25,076,569  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 449,953 438,190 888,143  
Open Interest 7,125,155 7,631,710 14,756,865  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,104.19 1,105.37 1,104.19 1,104.78
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.30 10.51 9.85 10.14
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.51 15.63 15.33 15.61
VXTH - CBOE VIX Tail Hedge Index
      Close
      187.63
LOVOL - CBOE Low Volatility Index
Open High Low Close
175.22 175.55 175.22 175.28
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
658.61 660.39 658.61 659.06
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,531.63 1,533.30 1,531.41 1,531.87
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
451.71 451.91 451.34 451.69
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
269.71 270.12 269.71 269.88
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
201.26 201.69 201.20 201.63
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,489.81 1,490.35 1,489.70 1,489.93
VIX - CBOE Volatility Index
Open High Low Close
11.33 11.93 11.33 11.63
VVIX - CBOE VVIX Index
Open High Low Close
79.70 79.89 78.57 79.39
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.02 12.08 11.74 11.92
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
14.39 14.75 14.39 14.50
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.83 10.85 10.43 10.69
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.38 16.39 15.81 15.94
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.27 10.48 9.95 10.38
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.34 12.64 12.29 12.34
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.50 13.83 13.21 13.71
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      80.95
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.53 4.55 4.46 4.51
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
16.60 16.86 16.55 16.68
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.63 13.63 13.06 13.24
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.13 6.24 6.00 6.20
VPD - CBOE VIX Premium Strategy Index
      Close
      268.45
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      262.43
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
48.91 50.79 46.31 49.81
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
59.80 60.96 55.38 60.90
CYX - CBOE China Index
Open High Low Close
823.36 824.50 821.55 822.30
 
CBOE Volatility Index (VIX)