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 Tuesday, November 25, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.98
Index Put/Call Ratio 1.33
Exchange Traded Products Put/Call Ratio 1.84
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.33
Sum of All Products
  Call Put Total  
Volume 1,707,653 1,674,803 3,382,456  
Open Interest 161,861,580 148,960,674 310,822,254  
Index Options
  Call Put Total  
Volume 376,449 502,445 878,894  
Exchange Traded Products
  Call Put Total  
Volume 280,472 516,964 797,436  
Equity Options
  Call Put Total  
Volume 1,050,732 655,394 1,706,126  

Equity LEAPS
  Call Put Total  
Volume 51,347 40,023 91,370  
Open Interest 21,096,214 16,421,422 37,517,636  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 555,716 614,937 1,170,653  
Open Interest 8,016,055 8,487,051 16,503,106  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,068.53 1,069.08 1,066.12 1,067.09
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.11 11.84 10.80 10.81
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.60 17.79 17.46 17.64
VXTH - CBOE VIX Tail Hedge Index
      Close
      191.99
LOVOL - CBOE Low Volatility Index
Open High Low Close
175.65 175.76 175.17 175.30
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
678.86 679.54 676.52 677.28
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,495.64 1,496.91 1,490.75 1,492.51
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
436.33 436.65 435.61 435.99
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
262.36 262.46 261.75 262.01
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
198.65 198.68 197.88 198.32
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,445.12 1,445.69 1,442.76 1,444.17
VIX - CBOE Volatility Index
Open High Low Close
12.55 13.02 12.23 12.25
VVIX - CBOE VVIX Index
Open High Low Close
79.06 80.05 77.79 77.93
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.57 14.57 14.06 14.06
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.29 18.37 17.23 17.23
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.37 12.53 11.82 12.15
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.67 18.62 17.29 17.68
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.25 11.33 10.93 11.00
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.30 14.41 14.03 14.12
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.56 15.92 15.30 15.41
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      81.83
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.98 6.43 4.93 5.31
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
35.67 37.83 35.32 37.49
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.01 21.08 19.87 20.67
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.22 9.24 8.99 9.16
VPD - CBOE VIX Premium Strategy Index
      Close
      273.76
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      266.93
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.94 67.94 65.59 67.76
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
59.17 60.53 58.26 59.48
CYX - CBOE China Index
Open High Low Close
779.66 780.90 773.33 773.58