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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 Wednesday, August 27, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.88
Index Put/Call Ratio 0.91
Exchange Traded Products Put/Call Ratio 1.53
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.24
Sum of All Products
  Call Put Total  
Volume 1,603,573 1,410,703 3,014,276  
Open Interest 159,159,786 142,501,634 301,661,420  
Index Options
  Call Put Total  
Volume 421,950 384,521 806,471  
Exchange Traded Products
  Call Put Total  
Volume 323,516 496,548 820,064  
Equity Options
  Call Put Total  
Volume 858,107 529,634 1,387,741  

Equity LEAPS
  Call Put Total  
Volume 51,478 21,203 72,681  
Open Interest 14,780,151 10,458,553 25,238,704  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 467,553 372,781 840,334  
Open Interest 7,742,618 8,243,567 15,986,185  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,105.37 1,105.54 1,104.29 1,105.44
VXST - CBOE Short-term Volatility Index
Open High Low Close
9.99 10.45 9.81 9.89
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.61 15.78 15.59 15.68
VXTH - CBOE VIX Tail Hedge Index
      Close
      187.67
LOVOL - CBOE Low Volatility Index
Open High Low Close
175.38 175.39 175.01 175.35
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
659.28 659.33 657.47 659.23
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,533.21 1,533.31 1,530.94 1,532.97
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
451.80 452.12 451.50 451.98
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
270.10 270.16 269.77 270.14
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
201.74 201.93 201.51 201.63
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,490.35 1,490.43 1,489.59 1,490.05
VIX - CBOE Volatility Index
Open High Low Close
11.69 11.93 11.54 11.78
VVIX - CBOE VVIX Index
Open High Low Close
79.26 80.10 78.57 78.85
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.81 11.99 11.80 11.92
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
14.44 14.57 14.24 14.42
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.69 10.86 10.62 10.70
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.05 16.41 15.92 16.04
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.51 10.90 10.26 10.89
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.45 12.61 12.24 12.34
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.61 13.97 13.58 13.92
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      81.45
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.43 4.63 4.43 4.61
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
16.55 16.60 16.21 16.47
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.17 13.19 12.72 12.72
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.17 6.35 6.13 6.28
VPD - CBOE VIX Premium Strategy Index
      Close
      268.19
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      262.17
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
49.37 51.34 47.80 50.73
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
60.32 61.66 60.32 61.01
CYX - CBOE China Index
Open High Low Close
823.28 826.06 823.21 824.06
 
CBOE Volatility Index (VIX)