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.

Select date to get historical data (mm/dd/yyyy)

  

CBOE Market Summary for Friday, March 27, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.07
Index Put/Call Ratio 1.24
Exchange Traded Products Put/Call Ratio 1.44
Equity Put/Call Ratio 0.79
CBOE Volatility Index (VIX) Put/Call Ratio 0.41
Sum of All Products
  Call Put Total  
Volume 1,703,648 1,827,112 3,530,760  
Open Interest 126,514,920 124,921,481 251,436,401  
Index Options
  Call Put Total  
Volume 576,885 714,362 1,291,247  
Exchange Traded Products
  Call Put Total  
Volume 337,404 487,349 824,753  
Equity Options
  Call Put Total  
Volume 789,359 625,401 1,414,760  

Equity LEAPS
  Call Put Total  
Volume 55,094 36,359 91,453  
Open Interest 34,127,037 27,646,832 61,773,869  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 684,194 822,493 1,506,687  
Open Interest 9,537,661 10,033,895 19,571,556  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,091.83 1,094.78 1,089.91 1,093.95
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.89 16.04 14.64 14.69
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.98 18.99 18.73 18.77
VXTH - CBOE VIX Tail Hedge Index
      Close
      198.38
LOVOL - CBOE Low Volatility Index
Open High Low Close
180.16 180.62 179.85 180.51
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
671.82 672.93 670.92 672.52
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,493.46 1,497.56 1,490.44 1,496.29
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
439.39 441.68 438.57 440.83
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
267.57 268.10 266.69 267.88
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
207.32 208.60 207.01 208.55
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,453.34 1,457.03 1,451.28 1,456.39
VIX - CBOE Volatility Index
Open High Low Close
15.73 15.83 14.19 15.07
VVIX - CBOE VVIX Index
Open High Low Close
86.88 88.05 86.22 86.50
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.90 16.97 16.48 16.51
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.20 20.20 19.15 19.16
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.52 16.29 14.97 15.06
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.12 18.67 17.69 18.00
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.79 17.15 15.73 16.07
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.50 17.65 16.72 16.89
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.65 17.65 17.19 17.39
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      92.15
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.74 5.98 5.69 5.77
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
49.58 52.84 49.28 52.84
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.02 16.02 15.67 15.83
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.19 13.42 13.19 13.33
VPD - CBOE VIX Premium Strategy Index
      Close
      263.57
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      254.97
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.71 66.38 63.48 65.45
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
58.53 59.57 57.38 58.38
CYX - CBOE China Index
Open High Low Close
759.71 766.87 759.46 766.14
  VIX Snapshot

*Third Party Advertisement