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 Friday, January 30, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.14
Index Put/Call Ratio 1.63
Exchange Traded Products Put/Call Ratio 1.54
Equity Put/Call Ratio 0.68
CBOE Volatility Index (VIX) Put/Call Ratio 0.53
Sum of All Products
  Call Put Total  
Volume 2,306,125 2,639,799 4,945,924  
Open Interest 118,982,244 113,233,791 232,216,035  
Index Options
  Call Put Total  
Volume 636,812 1,035,664 1,672,476  
Exchange Traded Products
  Call Put Total  
Volume 547,776 846,267 1,394,043  
Equity Options
  Call Put Total  
Volume 1,121,537 757,868 1,879,405  

Equity LEAPS
  Call Put Total  
Volume 82,521 45,573 128,094  
Open Interest 27,892,402 22,138,384 50,030,786  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 965,881 1,227,488 2,193,369  
Open Interest 10,507,413 10,963,815 21,471,228  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1072.00 1,072.79 1,063.48 1,064.10
VXST - CBOE Short-term Volatility Index
Open High Low Close
20.69 22.76 19.54 21.17
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
21.46 22.44 20.99 21.87
VXTH - CBOE VIX Tail Hedge Index
      Close
      196.74
LOVOL - CBOE Low Volatility Index
Open High Low Close
178.47 179.02 177.32 177.60
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
662.16 663.74 658.42 659.08
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,473.68 1,476.98 1,460.51 1,461.38
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
437.05 438.31 435.08 435.25
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
261.00 262.20 259.63 259.70
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
203.65 204.09 202.20 202.25
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,432.46 1,437.59 1,426.24 1,426.89
VIX - CBOE Volatility Index
Open High Low Close
20.23 22.18 19.24 20.97
VVIX - CBOE VVIX Index
Open High Low Close
104.66 111.52 102.69 108.99
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
18.24 20.60 17.70 18.95
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.31 24.39 22.19 24.34
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.80 20.51 13.02 19.95
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
23.02 24.67 21.41 24.37
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.75 23.05 18.58 20.97
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.48 22.00 19.17 21.59
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
20.92 22.55 20.17 21.82
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      86.30
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.58 7.36 6.32 6.52
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
54.69 58.80 53.98 58.62
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.25 20.25 19.15 19.65
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.57 12.68 12.34 12.68
VPD - CBOE VIX Premium Strategy Index
      Close
      242.98
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      236.09
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
66.53 73.65 65.18 68.53
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
30.38 30.38 30.38 30.38
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
60.26 64.88 59.43 60.47
CYX - CBOE China Index
Open High Low Close
767.13 767.70 759.49 759.64
  VIX Snapshot

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