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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 CBOE Websites.

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 Thursday, November 20, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.96
Index Put/Call Ratio 1.52
Exchange Traded Products Put/Call Ratio 1.43
Equity Put/Call Ratio 0.55
CBOE Volatility Index (VIX) Put/Call Ratio 0.68
Sum of All Products
  Call Put Total  
Volume 2,079,509 2,004,587 4,084,096  
Open Interest 185,552,489 175,590,696 361,143,185  
Index Options
  Call Put Total  
Volume 548,870 836,393 1,385,263  
Exchange Traded Products
  Call Put Total  
Volume 374,465 536,592 911,057  
Equity Options
  Call Put Total  
Volume 1,156,174 631,602 1,787,776  

Equity LEAPS
  Call Put Total  
Volume 47,894 45,011 92,905  
Open Interest 20,686,241 16,134,470 36,820,711  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 328,041 402,902 730,943  
Open Interest 5,507,117 5,673,949 11,181,066  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,072.07 1,072.07 1,070.72 1,070.94
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.15 12.19 10.78 10.91
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.14 18.14 17.87 17.91
VXTH - CBOE VIX Tail Hedge Index
      Close
      191.06
LOVOL - CBOE Low Volatility Index
Open High Low Close
174.75 175.13 174.61 175.04
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
669.71 673.10 669.10 673.07
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,499.04 1,499.04 1,496.87 1,497.54
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
437.93 438.26 437.80 438.00
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
263.03 263.09 262.73 262.92
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
198.60 198.96 198.31 198.69
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,440.70 1,440.87 1,437.90 1,440.85
VIX - CBOE Volatility Index
Open High Low Close
14.66 15.74 13.58 13.58
VVIX - CBOE VVIX Index
Open High Low Close
82.22 82.22 79.14 79.14
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.70 16.70 15.82 16.06
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.16 19.31 18.95 19.20
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.49 13.93 9.58 13.12
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.03 20.06 18.24 18.24
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.21 13.21 11.82 12.00
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.71 16.27 14.72 14.87
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.31 16.32 15.84 16.01
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.97
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.11 5.35 5.04 5.10
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.14 33.69 31.83 33.64
GVZ - CBOE Gold Volatility Index
Open High Low Close
24.26 24.26 21.42 21.50
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.30 8.65 8.30 8.55
VPD - CBOE VIX Premium Strategy Index
      Close
      271.86
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      265.08
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
37.97 41.10 33.16 33.16
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
59.23 61.24 58.69 59.74
CYX - CBOE China Index
Open High Low Close
756.20 759.64 753.79 758.10
 
CBOE Volatility Index (VIX)