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 Wednesday, September 02, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.31
Index Put/Call Ratio 1.87
Exchange Traded Products Put/Call Ratio 1.35
Equity Put/Call Ratio 0.73
CBOE Volatility Index (VIX) Put/Call Ratio 1.26
Sum of All Products
  Call Put Total  
Volume 1,791,171 2,348,736 4,139,907  
Open Interest 166,570,582 157,733,331 324,303,913  
Index Options
  Call Put Total  
Volume 666,317 1,243,102 1,909,419  
Exchange Traded Products
  Call Put Total  
Volume 461,733 623,757 1,085,490  
Equity Options
  Call Put Total  
Volume 663,121 481,877 1,144,998  

Equity LEAPS
  Call Put Total  
Volume 16,389 10,623 27,012  
Open Interest 13,563,516 9,970,671 23,534,187  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 502,168 631,597 1,133,765  
Open Interest 9,899,002 11,528,362 21,427,364  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,078.43 1,088.46 1,072.65 1,088.44
VXST - CBOE Short-term Volatility Index
Open High Low Close
28.37 29.41 23.15 24.26
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
26.66 27.36 24.99 25.31
VXTH - CBOE VIX Tail Hedge Index
      Close
      197.59
LOVOL - CBOE Low Volatility Index
Open High Low Close
181.04 181.54 179.41 179.81
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
642.00 643.74 642.00 643.74
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,444.78 1,457.07 1,435.41 1,457.04
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
431.03 435.45 428.32 435.45
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
257.50 259.67 256.43 259.65
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
198.36 201.65 198.36 201.65
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,464.10 1,472.46 1,452.04 1,472.31
VIX - CBOE Volatility Index
Open High Low Close
29.14 30.45 24.77 26.09
VVIX - CBOE VVIX Index
Open High Low Close
125.62 125.62 113.96 114.43
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
27.66 29.92 26.02 26.52
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
40.93 41.45 37.92 37.92
VXD - CBOE DJIA Volatility Index
Open High Low Close
29.78 31.74 24.60 25.20
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
29.97 30.03 26.66 26.69
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
29.33 30.81 25.56 25.90
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
32.92 32.92 28.40 28.41
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
27.88 29.90 26.08 26.19
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      90.79
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.15 6.33 5.95 6.01
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
57.51 74.29 52.75 53.75
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.65 19.65 18.62 18.65
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.47 13.47 12.88 12.88
VPD - CBOE VIX Premium Strategy Index
      Close
      254.56
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      245.95
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.33 64.46 60.30 61.47
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
64.39 65.39 57.93 59.22
CYX - CBOE China Index
Open High Low Close
644.57 645.44 636.27 643.75
  VIX Snapshot

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