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, March 05, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.95
Index Put/Call Ratio 1.35
Exchange Traded Products Put/Call Ratio 1.59
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.60
Sum of All Products
  Call Put Total  
Volume 1,489,810 1,420,481 2,910,291  
Open Interest 129,729,430 126,550,940 256,280,370  
Index Options
  Call Put Total  
Volume 338,513 458,658 797,171  
Exchange Traded Products
  Call Put Total  
Volume 234,700 373,735 608,435  
Equity Options
  Call Put Total  
Volume 916,597 588,088 1,504,685  

Equity LEAPS
  Call Put Total  
Volume 55,564 75,798 131,362  
Open Interest 31,294,721 25,320,191 56,614,912  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 556,954 541,647 1,098,601  
Open Interest 8,163,788 8,372,129 16,535,917  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,094.19 1,095.06 1,092.61 1,094.26
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.24 12.87 11.97 12.16
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.25 18.42 18.12 18.13
VXTH - CBOE VIX Tail Hedge Index
      Close
      203.15
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.96 183.19 182.60 183.10
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
680.62 681.65 678.89 681.15
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,517.84 1,519.83 1,514.02 1,517.87
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
445.97 446.37 444.92 445.82
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
268.72 269.03 268.43 268.82
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
208.51 208.67 208.06 208.55
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,465.28 1,466.06 1,463.20 1,465.25
VIX - CBOE Volatility Index
Open High Low Close
14.01 14.58 13.88 14.04
VVIX - CBOE VVIX Index
Open High Low Close
84.30 84.41 81.06 81.26
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.60 14.80 14.54 14.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.96 18.59 17.75 18.24
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.89 14.15 13.41 13.60
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.47 17.81 16.59 16.65
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.99 14.36 13.51 13.76
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.38 15.65 15.04 15.22
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.81 17.06 16.39 16.64
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      90.03
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.13 8.13 5.91 5.95
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
47.92 48.68 46.01 47.09
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.88 16.90 16.47 16.90
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.98 11.08 10.74 10.77
VPD - CBOE VIX Premium Strategy Index
      Close
      261.38
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      253.11
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
58.45 59.36 57.64 57.74
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
52.04 53.54 51.31 51.87
CYX - CBOE China Index
Open High Low Close
758.04 769.67 757.32 765.45
  VIX Snapshot

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