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 Thursday, January 29, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.15
Index Put/Call Ratio 1.49
Exchange Traded Products Put/Call Ratio 1.54
Equity Put/Call Ratio 0.79
CBOE Volatility Index (VIX) Put/Call Ratio 0.64
Sum of All Products
  Call Put Total  
Volume 2,309,914 2,667,313 4,977,227  
Open Interest 116,023,074 110,050,022 226,073,096  
Index Options
  Call Put Total  
Volume 648,074 968,094 1,616,168  
Exchange Traded Products
  Call Put Total  
Volume 518,356 796,442 1,314,798  
Equity Options
  Call Put Total  
Volume 1,143,484 902,777 2,046,261  

Equity LEAPS
  Call Put Total  
Volume 94,565 54,644 149,209  
Open Interest 27,586,569 21,942,172 49,528,741  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 932,035 1,133,746 2,065,781  
Open Interest 9,629,781 10,190,683 19,820,464  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,066.59 1,073.04 1,062.10 1,072.31
VXST - CBOE Short-term Volatility Index
Open High Low Close
21.59 22.97 18.78 18.78
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
21.62 22.04 20.64 20.66
VXTH - CBOE VIX Tail Hedge Index
      Close
      198.00
LOVOL - CBOE Low Volatility Index
Open High Low Close
177.78 179.00 176.88 178.83
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
659.99 663.88 657.24 663.14
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,465.69 1,477.71 1,457.79 1,476.20
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
434.70 437.56 433.00 437.00
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
260.27 262.38 259.40 262.23
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
203.21 204.13 202.49 204.13
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,431.19 1,438.25 1,424.60 1,437.27
VIX - CBOE Volatility Index
Open High Low Close
20.46 21.56 18.66 18.76
VVIX - CBOE VVIX Index
Open High Low Close
106.55 109.99 100.70 100.70
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.93 17.34 16.71 16.80
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.04 22.78 21.75 21.75
VXD - CBOE DJIA Volatility Index
Open High Low Close
19.31 19.88 14.91 16.80
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
22.93 24.40 22.05 22.06
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
20.83 21.53 18.20 18.74
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
21.14 22.26 19.20 19.48
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
21.15 21.84 19.97 20.00
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      86.16
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.53 7.67 6.31 6.45
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
54.65 56.72 54.60 54.69
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.04 20.41 18.51 20.25
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.49 12.57 12.31 12.57
VPD - CBOE VIX Premium Strategy Index
      Close
      247.75
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.64
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
69.72 70.97 65.35 66.51
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
63.87 65.21 57.57 60.47
CYX - CBOE China Index
Open High Low Close
767.98 769.19 763.99 769.10
  VIX Snapshot

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