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, July 02, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.00
Index Put/Call Ratio 0.94
Exchange Traded Products Put/Call Ratio 1.49
Equity Put/Call Ratio 0.70
CBOE Volatility Index (VIX) Put/Call Ratio 0.29
Sum of All Products
  Call Put Total  
Volume 2,081,400 2,089,061 4,170,461  
Open Interest 147,410,499 135,681,337 283,091,836  
Index Options
  Call Put Total  
Volume 989,533 928,527 1,918,060  
Exchange Traded Products
  Call Put Total  
Volume 500,419 747,585 1,248,004  
Equity Options
  Call Put Total  
Volume 591,448 412,949 1,004,397  

Equity LEAPS
  Call Put Total  
Volume 23,184 7,292 30,476  
Open Interest 9,846,622 6,981,202 16,827,824  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 641,558 1,056,659 1,698,217  
Open Interest 9,005,629 9,874,694 18,880,323  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,128.92 1,129.89 1,123.47 1,126.07
VXST - CBOE Short-term Volatility Index
Open High Low Close
16.19 18.90 16.15 17.97
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.57 18.74 17.41 18.34
VXTH - CBOE VIX Tail Hedge Index
      Close
      198.72
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.70 182.92 182.39 182.80
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
671.35 672.19 669.88 671.20
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,533.95 1,535.66 1,525.53 1,529.56
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
453.99 454.11 451.65 452.97
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
274.08 274.61 272.78 273.27
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
215.11 215.11 212.91 213.44
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,514.16 1,514.45 1,506.09 1,509.41
VIX - CBOE Volatility Index
Open High Low Close
15.43 17.48 15.39 16.79
VVIX - CBOE VVIX Index
Open High Low Close
97.33 111.79 97.17 105.14
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
20.56 21.41 20.53 21.41
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.67 20.72 20.47 20.61
VXD - CBOE DJIA Volatility Index
Open High Low Close
16.39 17.45 15.65 17.00
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.49 20.20 18.39 19.92
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.39 18.46 16.26 17.72
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.56 17.94 16.99 17.66
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.58 18.07 16.46 17.68
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      89.70
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.51 6.65 5.91 6.58
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.11 34.11 32.15 33.80
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.86 14.86 14.11 14.42
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.36 13.36 12.59 12.90
VPD - CBOE VIX Premium Strategy Index
      Close
      273.21
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      263.62
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
60.33 62.40 58.75 61.30
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
55.08 59.62 53.49 57.79
CYX - CBOE China Index
Open High Low Close
793.21 796.93 790.54 794.76
  VIX Snapshot

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