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 Tuesday, August 30, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 1.24
Exchange Traded Products Put/Call Ratio 1.19
Equity Put/Call Ratio 0.63
CBOE Volatility Index (VIX) Put/Call Ratio 0.50
Sum of All Products
  Call Put Total  
Volume 1,577,532 1,523,872 3,101,404  
Open Interest 144,970,122 137,776,429 282,746,551  
Index Options
  Call Put Total  
Volume 600,223 741,276 1,341,499  
Exchange Traded Products
  Call Put Total  
Volume 301,713 358,987 660,700  
Equity Options
  Call Put Total  
Volume 675,596 423,609 1,099,205  

Equity LEAPS
  Call Put Total  
Volume 23,502 12,189 35,691  
Open Interest 10,734,135 9,275,024 20,009,159  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 565,191 533,737 1,098,928  
Open Interest 9,077,747 8,473,580 17,551,327  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,186.60 1,186.84 1,183.11 1,185.19
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.85 11.90 10.85 11.21
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.13 18.47 18.13 18.29
VXTH - CBOE VIX Tail Hedge Index
      Close
      193.55
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.99 183.03 182.25 182.60
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
664.57 664.77 661.25 662.96
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,622.88 1,623.29 1,614.65 1,618.97
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
476.22 476.60 474.27 475.45
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
276.30 276.33 275.25 275.82
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
218.24 218.82 218.22 218.57
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,618.12 1,618.45 1,613.44 1,616.36
VIX - CBOE Volatility Index
Open High Low Close
12.94 13.60 12.70 13.12
VVIX - CBOE VVIX Index
Open High Low Close
86.23 86.64 84.22 84.44
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.75 15.68 14.70 15.40
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.21 20.67 19.67 20.50
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.72 13.04 12.47 12.64
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.12 17.99 17.12 17.46
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.29 11.96 11.06 11.27
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.00 15.73 14.88 15.11
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.82 16.26 15.82 16.03
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      81.94
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.12 5.60 5.05 5.12
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
36.72 38.15 36.25 38.03
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.95 16.06 15.70 15.99
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.67 8.84 8.63 8.74
VPD - CBOE VIX Premium Strategy Index
      Close
      313.44
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      295.80
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
45.53 47.51 44.35 46.11
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
57.15 58.48 56.73 57.55
CYX - CBOE China Index
Open High Low Close
782.01 784.42 778.46 781.49