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, April 01, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.14
Index Put/Call Ratio 1.51
Exchange Traded Products Put/Call Ratio 1.37
Equity Put/Call Ratio 0.76
CBOE Volatility Index (VIX) Put/Call Ratio 0.30
Sum of All Products
  Call Put Total  
Volume 1,719,959 1,955,756 3,675,715  
Open Interest 128,395,985 125,044,460 253,440,445  
Index Options
  Call Put Total  
Volume 460,593 693,537 1,154,130  
Exchange Traded Products
  Call Put Total  
Volume 498,063 681,788 1,179,851  
Equity Options
  Call Put Total  
Volume 761,303 580,431 1,341,734  

Equity LEAPS
  Call Put Total  
Volume 55,822 27,966 83,788  
Open Interest 34,503,665 28,030,947 62,534,612  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 645,272 793,769 1,439,041  
Open Interest 7,507,372 7,791,566 15,298,938  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,096.61 1,097.23 1,088.76 1,094.65
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.22 17.26 14.18 14.29
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
19.16 19.68 19.09 19.10
VXTH - CBOE VIX Tail Hedge Index
      Close
      197.87
LOVOL - CBOE Low Volatility Index
Open High Low Close
180.59 180.74 179.39 180.28
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
672.71 673.30 669.74 672.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,499.27 1,500.31 1,487.78 1496.00
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
440.86 441.42 436.59 439.31
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
268.55 268.91 263.06 267.92
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
210.01 210.22 208.55 210.19
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,459.20 1,460.15 1,449.37 1,456.93
VIX - CBOE Volatility Index
Open High Low Close
15.32 16.66 15.08 15.11
VVIX - CBOE VVIX Index
Open High Low Close
84.18 87.79 82.76 82.82
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.00 17.71 16.90 16.95
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.72 19.35 18.61 19.26
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.41 16.71 15.19 15.25
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.18 19.49 17.45 17.53
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.66 18.02 16.22 16.27
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.36 18.64 17.22 17.35
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.57 18.27 17.31 17.34
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      91.71
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.86 7.06 5.59 5.83
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
53.04 53.04 49.22 50.90
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.94 16.12 15.65 16.04
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.34 13.52 13.28 13.29
VPD - CBOE VIX Premium Strategy Index
      Close
      264.09
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      255.48
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.33 66.80 64.80 65.18
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
60.34 63.37 58.11 58.11
CYX - CBOE China Index
Open High Low Close
783.97 798.93 783.97 798.74
  VIX Snapshot

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