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 Monday, April 20, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.79
Index Put/Call Ratio 0.95
Exchange Traded Products Put/Call Ratio 1.21
Equity Put/Call Ratio 0.56
CBOE Volatility Index (VIX) Put/Call Ratio 0.29
Sum of All Products
  Call Put Total  
Volume 1,820,553 1,431,130 3,251,683  
Open Interest 120,967,932 116,897,883 237,865,815  
Index Options
  Call Put Total  
Volume 480,725 456,729 937,454  
Exchange Traded Products
  Call Put Total  
Volume 348,477 421,016 769,493  
Equity Options
  Call Put Total  
Volume 991,351 553,385 1,544,736  

Equity LEAPS
  Call Put Total  
Volume 12,685 7,602 20,287  
Open Interest 6,436,969 4,427,046 10,864,015  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 577,544 608,860 1,186,404  
Open Interest 8,276,864 7,630,662 15,907,526  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,111.93 1,115.93 1,111.93 1,114.89
VXST - CBOE Short-term Volatility Index
Open High Low Close
13.20 13.20 11.83 12.62
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.91 17.92 17.62 17.73
VXTH - CBOE VIX Tail Hedge Index
      Close
      200.95
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.76 183.62 182.76 183.30
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
676.37 679.31 676.37 678.31
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,519.45 1,526.75 1,519.45 1,524.77
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
445.72 448.19 445.58 447.75
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
271.46 272.75 271.38 272.26
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
211.98 212.90 211.86 212.80
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,487.14 1,491.01 1,487.14 1,490.03
VIX - CBOE Volatility Index
Open High Low Close
13.67 13.67 12.83 13.30
VVIX - CBOE VVIX Index
Open High Low Close
84.44 84.44 79.67 81.48
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.46 17.52 15.51 17.50
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.16 20.17 18.86 19.44
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.27 14.27 12.90 13.45
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.04 17.08 15.80 16.30
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.20 13.20 12.54 12.74
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.03 16.12 14.64 14.86
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.91 15.91 15.41 15.58
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      88.03
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.13 5.20 5.11 5.19
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
42.00 43.65 41.41 42.06
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.47 15.40 14.47 15.39
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.92 13.44 12.92 13.23
VPD - CBOE VIX Premium Strategy Index
      Close
      270.88
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      261.76
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
67.14 68.81 67.14 67.82
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
57.14 57.36 54.72 57.36
CYX - CBOE China Index
Open High Low Close
858.92 872.72 858.91 871.00
  VIX Snapshot

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