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, February 08, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.16
Index Put/Call Ratio 1.04
Exchange Traded Products Put/Call Ratio 1.76
Equity Put/Call Ratio 0.93
CBOE Volatility Index (VIX) Put/Call Ratio 0.31
Sum of All Products
  Call Put Total  
Volume 2,420,277 2,814,224 5,234,501  
Open Interest 124,372,742 121,010,191 245,382,933  
Index Options
  Call Put Total  
Volume 1,172,159 1,213,566 2,385,725  
Exchange Traded Products
  Call Put Total  
Volume 528,068 928,196 1,456,264  
Equity Options
  Call Put Total  
Volume 720,050 672,462 1,392,512  

Equity LEAPS
  Call Put Total  
Volume 83,389 42,235 125,624  
Open Interest 25,051,279 20,405,611 45,456,890  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 634,690 927,519 1,562,209  
Open Interest 5,541,882 6,104,398 11,646,280  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,070.26 1,070.26 1,056.78 1,067.28
VXST - CBOE Short-term Volatility Index
Open High Low Close
26.57 28.88 25.99 26.40
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
26.30 27.31 25.94 26.29
VXTH - CBOE VIX Tail Hedge Index
      Close
      174.14
LOVOL - CBOE Low Volatility Index
Open High Low Close
165.82 165.82 163.40 165.16
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
612.68 612.68 609.08 611.34
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,426.10 1,426.49 1,404.45 1,421.95
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
423.86 426.43 417.88 424.71
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
255.83 255.83 252.86 254.97
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
189.04 189.04 186.26 188.37
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,453.25 1,456.75 1,438.73 1,453.10
VIX - CBOE Volatility Index
Open High Low Close
25.89 27.72 25.56 26.00
VVIX - CBOE VVIX Index
Open High Low Close
106.13 109.79 104.30 104.53
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
27.06 28.38 27.04 27.61
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
35.61 36.88 35.29 35.99
VXD - CBOE DJIA Volatility Index
Open High Low Close
22.13 26.04 22.13 24.66
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
30.41 31.71 29.89 30.13
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
27.52 28.85 26.85 27.40
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
27.65 32.93 27.65 31.46
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
26.10 27.71 25.44 25.98
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      84.48
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.64 7.20 6.54 7.11
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
66.67 70.47 66.67 68.38
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.58 22.73 19.58 20.38
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
11.19 13.06 11.19 12.85
VPD - CBOE VIX Premium Strategy Index
      Close
      244.05
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      232.83
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.95 67.47 61.95 63.43
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.49 69.98 65.11 65.80
CYX - CBOE China Index
Open High Low Close
611.21 611.23 594.26 600.51