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 Monday, September 26, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.15
Index Put/Call Ratio 1.32
Exchange Traded Products Put/Call Ratio 1.96
Equity Put/Call Ratio 0.73
CBOE Volatility Index (VIX) Put/Call Ratio 0.39
Sum of All Products
  Call Put Total  
Volume 1,678,444 1,934,200 3,612,644  
Open Interest 140,283,688 134,951,589 275,235,277  
Index Options
  Call Put Total  
Volume 636,565 841,815 1,478,380  
Exchange Traded Products
  Call Put Total  
Volume 266,525 522,884 789,409  
Equity Options
  Call Put Total  
Volume 775,354 569,501 1,344,855  

Equity LEAPS
  Call Put Total  
Volume 21,007 16,512 37,519  
Open Interest 11,274,599 9,741,070 21,015,669  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 596,109 743,210 1,339,319  
Open Interest 9,681,603 9,634,496 19,316,099  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,180.56 1,180.83 1,177.53 1,177.53
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.45 15.82 13.96 15.67
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.86 19.19 18.60 18.99
VXTH - CBOE VIX Tail Hedge Index
      Close
      189.71
LOVOL - CBOE Low Volatility Index
Open High Low Close
180.55 180.61 179.91 179.94
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
654.07 654.14 651.76 651.88
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,606.44 1,606.91 1,600.44 1,600.72
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
483.97 484.26 482.85 483.07
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
273.67 273.67 272.77 272.77
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
224.79 224.99 224.13 224.16
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,613.79 1,614.40 1,609.79 1,610.05
VIX - CBOE Volatility Index
Open High Low Close
13.26 14.63 13.26 14.50
VVIX - CBOE VVIX Index
Open High Low Close
94.84 97.78 94.72 96.24
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.45 16.81 16.17 16.81
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.93 22.92 21.93 22.76
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.47 14.94 11.18 14.82
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.54 19.20 18.40 19.20
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.30 14.37 13.22 14.29
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.83 16.65 15.80 16.44
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.97 17.38 16.82 17.28
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      80.58
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.62 4.62 4.36 4.60
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
46.02 46.51 44.58 44.90
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.23 15.13 14.23 14.98
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.46 7.57 7.35 7.50
VPD - CBOE VIX Premium Strategy Index
      Close
      314.38
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      296.32
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
48.35 50.39 46.69 49.82
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.63 59.79 56.02 59.62
CYX - CBOE China Index
Open High Low Close
800.33 800.33 791.08 793.28