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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 the CBOE Website.

Historical files can be accessed from the calendar below.

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 Thursday, July 31, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.99
Index Put/Call Ratio 0.74
Exchange Traded Products Put/Call Ratio 2.41
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.18
Sum of All Products
  Call Put Total  
Volume 3,790,080 3,748,459 7,538,539  
Open Interest 158,020,639 140,159,917 298,180,556  
Index Options
  Call Put Total  
Volume 1,694,283 1,260,901 2,955,184  
Exchange Traded Products
  Call Put Total  
Volume 652,642 1,570,877 2,223,519  
Equity Options
  Call Put Total  
Volume 1,443,155 916,681 2,359,836  

Equity LEAPS
  Call Put Total  
Volume 75,081 31,876 106,957  
Open Interest 13,005,727 9,192,542 22,198,269  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 876,080 1,438,413 2,314,493  
Open Interest 7,851,203 8,794,352 16,645,555  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,090.65 1,090.65 1,077.25 1,077.25
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.10 19.99 14.83 19.59
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.04 17.18 15.97 17.10
VXTH - CBOE VIX Tail Hedge Index
      Close
      180.79
LOVOL - CBOE Low Volatility Index
Open High Low Close
171.96 171.96 169.65 169.69
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
648.00 648.00 641.45 641.62
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,508.32 1,508.32 1,487.06 1,487.06
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
446.17 446.62 442.57 442.57
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
268.42 268.42 264.79 264.79
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
197.08 197.08 194.75 194.75
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,454.20 1,455.10 1,439.72 1,439.72
VIX - CBOE Volatility Index
Open High Low Close
14.35 17.11 14.26 16.95
VVIX - CBOE VVIX Index
Open High Low Close
86.74 97.94 86.36 97.42
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.21 15.97 15.13 15.97
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.04 20.58 18.51 20.56
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.70 15.99 11.75 15.74
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.32 22.46 19.67 22.22
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.35 16.48 13.35 16.09
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.80 17.23 14.70 16.82
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.82 16.49 14.78 16.38
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      79.77
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.59 4.74 4.45 4.74
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
17.53 18.91 17.32 18.78
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.82 15.58 14.41 15.46
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.57 5.57 5.39 5.44
VPD - CBOE VIX Premium Strategy Index
      Close
      260.04
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      254.35
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.95 62.44 58.07 60.90
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
64.36 66.48 61.40 65.93
CYX - CBOE China Index
Open High Low Close
801.18 802.07 794.84 794.92
 
CBOE Volatility Index (VIX)