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 Thursday, August 25, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.15
Index Put/Call Ratio 1.60
Exchange Traded Products Put/Call Ratio 1.20
Equity Put/Call Ratio 0.75
CBOE Volatility Index (VIX) Put/Call Ratio 1.02
Sum of All Products
  Call Put Total  
Volume 1,483,413 1,708,350 3,191,763  
Open Interest 142,020,486 135,000,235 277,020,721  
Index Options
  Call Put Total  
Volume 513,079 822,672 1,335,751  
Exchange Traded Products
  Call Put Total  
Volume 349,231 418,479 767,710  
Equity Options
  Call Put Total  
Volume 621,103 467,199 1,088,302  

Equity LEAPS
  Call Put Total  
Volume 18,690 11,090 29,780  
Open Interest 10,611,140 9,148,347 19,759,487  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 649,169 709,275 1,358,444  
Open Interest 11,111,212 10,574,197 21,685,409  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,181.52 1,183.96 1,180.65 1,181.39
VXST - CBOE Short-term Volatility Index
Open High Low Close
13.34 13.53 12.21 12.77
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.47 18.54 18.16 18.28
VXTH - CBOE VIX Tail Hedge Index
      Close
      193.53
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.43 182.80 182.21 182.35
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
661.72 663.77 661.03 661.81
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,614.97 1,619.85 1,613.19 1,615.14
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
474.05 475.30 473.73 474.18
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
275.27 275.65 274.97 275.09
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
217.61 218.21 217.47 217.89
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,610.94 1,614.42 1,610.12 1,611.69
VIX - CBOE Volatility Index
Open High Low Close
13.62 14.09 13.29 13.63
VVIX - CBOE VVIX Index
Open High Low Close
87.24 87.24 83.87 85.43
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.87 15.29 13.86 14.73
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.13 21.21 20.69 21.02
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.72 13.28 12.63 12.94
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.71 18.04 17.11 17.50
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.29 12.94 11.75 12.54
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.26 15.92 15.15 15.36
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.27 16.35 15.87 16.13
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      82.38
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.16 5.41 5.07 5.39
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
37.46 38.17 36.63 36.76
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.89 16.89 16.54 16.73
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.70 8.70 8.31 8.40
VPD - CBOE VIX Premium Strategy Index
      Close
      312.02
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      294.47
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
46.19 48.11 44.98 45.59
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
57.68 59.32 56.60 57.12
CYX - CBOE China Index
Open High Low Close
752.26 760.25 752.26 757.99