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 Friday, July 22, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.82
Index Put/Call Ratio 1.20
Exchange Traded Products Put/Call Ratio 0.72
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.41
Sum of All Products
  Call Put Total  
Volume 2,118,825 1,729,375 3,848,200  
Open Interest 138,085,802 130,107,861 268,193,663  
Index Options
  Call Put Total  
Volume 648,356 776,053 1,424,409  
Exchange Traded Products
  Call Put Total  
Volume 644,247 462,984 1,107,231  
Equity Options
  Call Put Total  
Volume 826,222 490,338 1,316,560  

Equity LEAPS
  Call Put Total  
Volume 15,004 10,386 25,390  
Open Interest 9,168,687 7,518,314 16,687,001  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 831,471 714,806 1,546,277  
Open Interest 13,247,476 12,668,931 25,916,407  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,167.54 1,170.92 1,166.76 1,170.92
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.33 11.58 10.02 10.22
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.39 18.54 18.13 18.20
VXTH - CBOE VIX Tail Hedge Index
      Close
      195.75
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.85 183.41 182.67 183.31
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
660.16 662.59 659.44 662.59
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,602.39 1,608.53 1,600.81 1,608.49
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
468.85 470.09 468.44 469.98
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
274.05 274.86 273.67 274.86
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
216.75 217.80 216.62 217.75
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,595.18 1,598.98 1,594.21 1,598.90
VIX - CBOE Volatility Index
Open High Low Close
12.80 12.88 11.97 12.02
VVIX - CBOE VVIX Index
Open High Low Close
91.72 92.07 87.66 89.51
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.42 16.42 15.63 15.66
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.78 20.78 19.85 19.95
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.59 12.71 11.95 12.00
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.74 17.22 16.35 16.52
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.46 12.61 10.55 10.55
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.98 15.09 14.36 14.59
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.11 16.24 15.63 15.80
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      83.68
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.39 5.39 5.16 5.31
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
38.13 39.32 37.97 38.85
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.77 17.93 17.46 17.61
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.84 8.84 8.53 8.77
VPD - CBOE VIX Premium Strategy Index
      Close
      1.36
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      1.36
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
50.18 50.39 48.55 49.77
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
59.33 59.84 57.89 58.15
CYX - CBOE China Index
Open High Low Close
704.72 707.67 702.57 707.53