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, September 29, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.04
Index Put/Call Ratio 1.11
Exchange Traded Products Put/Call Ratio 1.42
Equity Put/Call Ratio 0.74
CBOE Volatility Index (VIX) Put/Call Ratio 0.30
Sum of All Products
  Call Put Total  
Volume 2,354,373 2,449,426 4,803,799  
Open Interest 147,519,517 142,430,259 289,949,776  
Index Options
  Call Put Total  
Volume 1,020,540 1,136,701 2,157,241  
Exchange Traded Products
  Call Put Total  
Volume 480,486 683,394 1,163,880  
Equity Options
  Call Put Total  
Volume 853,347 629,331 1,482,678  

Equity LEAPS
  Call Put Total  
Volume 20,488 14,926 35,414  
Open Interest 11,447,439 9,944,067 21,391,506  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 690,001 743,922 1,433,923  
Open Interest 12,783,202 12,441,589 25,224,791  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,185.22 1,185.89 1,177.56 1,179.90
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.03 16.94 11.21 14.71
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.20 19.40 17.76 18.87
VXTH - CBOE VIX Tail Hedge Index
      Close
      190.07
LOVOL - CBOE Low Volatility Index
Open High Low Close
181.27 181.40 180.04 180.28
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
656.93 657.54 652.15 652.89
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,615.09 1,616.58 1,600.73 1,604.73
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
486.31 486.45 483.74 484.56
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
275.01 277.06 272.75 273.35
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
225.46 225.70 224.08 224.43
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,619.64 1,620.86 1,609.71 1,612.57
VIX - CBOE Volatility Index
Open High Low Close
12.53 15.69 12.14 14.02
VVIX - CBOE VVIX Index
Open High Low Close
88.28 100.50 87.10 93.78
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.32 18.35 15.03 17.23
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.91 24.34 20.87 23.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.01 16.20 12.78 14.70
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.43 20.07 17.17 19.07
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.83 16.10 12.32 14.82
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.03 17.23 15.03 16.23
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.11 17.82 15.84 16.87
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      80.74
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.45 4.77 4.34 4.67
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
45.24 45.24 41.48 42.05
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.98 13.98 13.31 13.86
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.75 8.27 7.54 8.19
VPD - CBOE VIX Premium Strategy Index
      Close
      315.48
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      297.35
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
43.06 51.02 41.02 45.25
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
57.13 60.31 56.16 57.62
CYX - CBOE China Index
Open High Low Close
805.84 808.23 801.00 802.40