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.

Select date to get historical data (mm/dd/yyyy)

  

CBOE Market Summary for Wednesday, July 27, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 1.08
Exchange Traded Products Put/Call Ratio 1.27
Equity Put/Call Ratio 0.66
CBOE Volatility Index (VIX) Put/Call Ratio 0.71
Sum of All Products
  Call Put Total  
Volume 2,055,232 1,884,286 3,939,518  
Open Interest 140,217,520 132,849,529 273,067,049  
Index Options
  Call Put Total  
Volume 722,221 781,785 1,504,006  
Exchange Traded Products
  Call Put Total  
Volume 358,262 454,949 813,211  
Equity Options
  Call Put Total  
Volume 974,749 647,552 1,622,301  

Equity LEAPS
  Call Put Total  
Volume 28,702 19,756 48,458  
Open Interest 9,329,193 7,720,694 17,049,887  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 774,375 683,571 1,457,946  
Open Interest 10,837,822 10,203,435 21,041,257  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,171.05 1,171.08 1,166.37 1,169.13
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.70 13.09 11.18 11.61
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.31 18.98 18.23 18.39
VXTH - CBOE VIX Tail Hedge Index
      Close
      194.62
LOVOL - CBOE Low Volatility Index
Open High Low Close
183.09 183.11 182.20 182.55
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
662.29 662.30 658.03 659.91
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,609.03 1,609.03 1,599.08 1,604.01
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
471.29 471.50 470.42 471.00
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
274.26 274.49 270.63 273.57
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
218.28 218.49 217.64 218.29
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,599.68 1,599.68 1,594.50 1,597.74
VIX - CBOE Volatility Index
Open High Low Close
12.61 13.74 12.50 12.83
VVIX - CBOE VVIX Index
Open High Low Close
90.37 94.61 89.41 91.23
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.02 16.29 15.44 15.55
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.96 21.49 20.37 20.74
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.02 13.58 12.19 12.43
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.24 18.65 17.24 17.40
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.45 13.27 11.75 12.24
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.93 15.96 14.71 15.14
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.15 16.97 15.90 16.10
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      83.23
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.34 5.37 5.12 5.14
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
41.27 42.18 37.56 41.60
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.45 17.79 16.64 16.93
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.33 9.32 8.02 8.12
VPD - CBOE VIX Premium Strategy Index
      Close
      305.18
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      288.32
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
49.70 52.19 47.46 49.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
60.16 61.52 59.42 60.60
CYX - CBOE China Index
Open High Low Close
713.42 716.16 711.69 714.15