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 Friday, February 17, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 1.05
Exchange Traded Products Put/Call Ratio 1.44
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.33
Sum of All Products
  Call Put Total  
Volume 2,518,623 2,348,783 4,867,406  
Open Interest 133,196,227 137,785,504 270,981,731  
Index Options
  Call Put Total  
Volume 891,392 935,789 1,827,181  
Exchange Traded Products
  Call Put Total  
Volume 535,226 771,958 1,307,184  
Equity Options
  Call Put Total  
Volume 1,092,005 641,036 1,733,041  

Equity LEAPS
  Call Put Total  
Volume 47,265 32,215 79,480  
Open Interest 21,678,862 20,379,575 42,058,437  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 584,697 762,961 1,347,658  
Open Interest 8,096,396 8,240,449 16,336,845  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,255.04 1,257.30 1,254.90 1,257.30
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.48 10.61 8.67 9.03
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.87 15.97 15.52 15.79
VXTH - CBOE VIX Tail Hedge Index
      Close
      203.96
LOVOL - CBOE Low Volatility Index
Open High Low Close
192.49 192.49 192.49 192.49
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
702.78 702.78 702.78 702.78
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,738.57 1,743.75 1,738.55 1,743.75
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
517.74 518.72 517.72 518.72
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
289.63 290.21 289.62 290.21
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
240.93 241.32 240.85 241.32
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,716.28 1,716.28 1,716.28 1,716.28
VIX - CBOE Volatility Index
Open High Low Close
11.84 12.26 11.37 11.49
VVIX - CBOE VVIX Index
Open High Low Close
82.00 83.63 79.15 81.25
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.11 11.16 10.32 10.61
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.28 16.54 15.21 15.23
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.59 11.86 10.83 11.33
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.13 17.43 15.76 16.17
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.00 11.27 10.03 11.27
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.68 12.94 11.97 12.07
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.91 14.02 13.59 13.72
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      210.85
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.22 5.31 5.15 5.18
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
27.53 27.90 24.88 25.29
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.05 14.10 13.26 13.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.39 9.39 9.12 9.14
VPD - CBOE VIX Premium Strategy Index
      Close
      349.68
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      327.93
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
44.50 44.98 43.54 44.40
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
53.07 53.46 52.12 52.86
CYX - CBOE China Index
Open High Low Close
858.94 862.31 854.75 862.25