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, April 29, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.16
Index Put/Call Ratio 1.40
Exchange Traded Products Put/Call Ratio 1.27
Equity Put/Call Ratio 0.86
CBOE Volatility Index (VIX) Put/Call Ratio 1.02
Sum of All Products
  Call Put Total  
Volume 2,489,029 2,888,120 5,377,149  
Open Interest 140,726,341 132,886,039 273,612,380  
Index Options
  Call Put Total  
Volume 938,478 1,313,763 2,252,241  
Exchange Traded Products
  Call Put Total  
Volume 595,878 757,331 1,353,209  
Equity Options
  Call Put Total  
Volume 954,673 817,026 1,771,699  

Equity LEAPS
  Call Put Total  
Volume 24,215 10,915 35,130  
Open Interest 5,753,537 4,822,965 10,576,502  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 1,073,955 1,246,741 2,320,696  
Open Interest 12,264,420 12,905,769 25,170,189  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,134.53 1,134.83 1,126.99 1,132.38
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.33 17.07 14.77 14.79
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
20.06 20.88 19.48 20.28
VXTH - CBOE VIX Tail Hedge Index
      Close
      190.90
LOVOL - CBOE Low Volatility Index
Open High Low Close
178.60 178.67 177.77 178.40
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
643.09 643.40 638.58 641.52
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,547.93 1,548.38 1,534.35 1,543.65
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
454.78 455.24 448.67 452.18
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
268.09 268.33 266.38 267.94
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
209.75 209.86 208.42 209.17
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,537.98 1,539.15 1,529.53 1,536.59
VIX - CBOE Volatility Index
Open High Low Close
15.21 17.09 14.91 15.70
VVIX - CBOE VVIX Index
Open High Low Close
87.71 95.72 86.93 91.68
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.73 18.30 17.34 18.13
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.65 23.47 22.08 22.87
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.85 18.35 14.85 15.01
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.77 20.25 18.52 19.10
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.93 17.19 15.79 16.04
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.11 20.36 18.11 19.30
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.14 19.29 17.84 18.45
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      84.86
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.40 5.47 5.35 5.45
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
42.84 43.92 41.86 42.52
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.90 20.57 17.90 20.23
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.69 12.69 8.69 9.35
VPD - CBOE VIX Premium Strategy Index
      Close
      281.87
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      267.51
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
54.97 59.55 54.97 56.48
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
63.56 65.29 60.61 62.65
CYX - CBOE China Index
Open High Low Close
687.17 687.27 680.72 684.43