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, June 28, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.14
Index Put/Call Ratio 1.31
Exchange Traded Products Put/Call Ratio 1.61
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.86
Sum of All Products
  Call Put Total  
Volume 2,332,870 2,660,530 4,993,400  
Open Interest 137,914,310 131,739,884 269,654,194  
Index Options
  Call Put Total  
Volume 1,058,426 1,389,923 2,448,349  
Exchange Traded Products
  Call Put Total  
Volume 503,618 812,025 1,315,643  
Equity Options
  Call Put Total  
Volume 770,826 458,582 1,229,408  

Equity LEAPS
  Call Put Total  
Volume 16,662 17,233 33,895  
Open Interest 8,221,221 6,809,470 15,030,691  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 628,131 744,762 1,372,893  
Open Interest 8,185,264 8,351,448 16,536,712  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,134.99 1,144.47 1,134.99 1,144.47
VXST - CBOE Short-term Volatility Index
Open High Low Close
22.12 22.12 18.74 19.08
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
22.31 22.43 21.22 21.23
VXTH - CBOE VIX Tail Hedge Index
      Close
      184.31
LOVOL - CBOE Low Volatility Index
Open High Low Close
174.16 175.46 174.16 175.40
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
627.38 630.39 626.95 630.31
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,532.33 1,546.73 1,532.33 1,546.73
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
453.21 457.03 453.00 456.96
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
266.91 268.77 266.80 268.77
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
207.16 208.83 207.16 208.34
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,545.77 1,557.05 1,544.92 1,556.16
VIX - CBOE Volatility Index
Open High Low Close
21.76 22.07 18.75 18.75
VVIX - CBOE VVIX Index
Open High Low Close
108.66 110.74 106.22 108.00
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
26.29 27.17 24.44 24.87
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
27.39 27.39 25.15 25.15
VXD - CBOE DJIA Volatility Index
Open High Low Close
21.95 21.95 17.03 17.97
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
25.39 25.39 23.32 23.40
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
19.26 19.38 17.84 17.91
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
22.20 22.34 20.09 20.11
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
21.89 21.92 20.02 20.26
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      83.96
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.11 6.18 5.91 6.04
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
42.46 42.46 39.98 40.18
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.86 20.37 19.86 20.18
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
11.74 11.94 10.90 10.93
VPD - CBOE VIX Premium Strategy Index
      Close
      282.65
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      267.42
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
58.59 64.28 57.33 57.88
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.37 65.31 61.58 61.79
CYX - CBOE China Index
Open High Low Close
656.16 666.63 656.16 664.16