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, December 9, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.82
Index Put/Call Ratio 0.96
Exchange Traded Products Put/Call Ratio 1.03
Equity Put/Call Ratio 0.53
CBOE Volatility Index (VIX) Put/Call Ratio 0.62
Sum of All Products
  Call Put Total  
Volume 2,806,658 2,290,518 5,097,176  
Open Interest 166,220,646 162,100,216 328,320,862  
Index Options
  Call Put Total  
Volume 1,148,505 1,106,242 2,254,747  
Exchange Traded Products
  Call Put Total  
Volume 624,140 640,585 1,264,725  
Equity Options
  Call Put Total  
Volume 1,034,013 543,691 1,577,704  

Equity LEAPS
  Call Put Total  
Volume 70,815 35,752 106,567  
Open Interest 15,420,118 14,304,933 29,725,051  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 721,431 700,912 1,422,343  
Open Interest 8,896,310 9,311,932 18,208,242  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,223.63 1,224.72 1,223.40 1,223.76
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.46 12.77 10.96 11.10
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.06 18.08 17.50 17.66
VXTH - CBOE VIX Tail Hedge Index
      Close
      195.53
LOVOL - CBOE Low Volatility Index
Open High Low Close
185.63 186.10 185.61 186.09
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
677.68 680.66 677.53 680.61
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,679.29 1,681.47 1,678.58 1,681.21
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
502.33 502.71 501.93 502.58
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
283.48 284.17 279.65 284.17
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
235.13 235.33 234.79 235.19
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,671.20 1,671.87 1,671.16 1,671.76
VIX - CBOE Volatility Index
Open High Low Close
12.59 12.72 11.67 11.75
VVIX - CBOE VVIX Index
Open High Low Close
91.25 91.52 88.86 89.40
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.53 13.69 12.17 12.26
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.88 20.68 19.46 19.55
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.21 13.37 12.41 12.41
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.80 18.37 17.03 17.94
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.00 13.00 10.83 10.85
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.91 14.98 14.27 14.27
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.78 15.79 15.15 15.22
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      89.13
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.76 6.12 5.62 5.94
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.34 35.41 33.49 35.21
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.34 18.74 16.34 18.66
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.52 10.83 10.50 10.78
VPD - CBOE VIX Premium Strategy Index
      Close
      333.21
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      313.31
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
48.57 51.38 48.10 51.38
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
57.27 57.96 54.66 54.73
CYX - CBOE China Index
Open High Low Close
782.90 784.44 781.84 783.66