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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 the CBOE Website.

Historical files can be accessed from the calendar below.

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, October 30, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.96
Index Put/Call Ratio 1.13
Exchange Traded Products Put/Call Ratio 1.75
Equity Put/Call Ratio 0.58
CBOE Volatility Index (VIX) Put/Call Ratio 0.43
Sum of All Products
  Call Put Total  
Volume 2,271,989 2,178,423 4,450,412  
Open Interest 172,906,005 160,417,976 333,323,981  
Index Options
  Call Put Total  
Volume 674,174 763,457 1,437,631  
Exchange Traded Products
  Call Put Total  
Volume 414,862 727,769 1,142,631  
Equity Options
  Call Put Total  
Volume 1,182,953 687,197 1,870,150  

Equity LEAPS
  Call Put Total  
Volume 58,648 33,921 92,569  
Open Interest 19,233,647 14,615,269 33,848,916  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 730,853 941,883 1,672,736  
Open Interest 11,801,697 13,257,263 25,058,960  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,067.22 1,068.67 1,066.11 1,068.07
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.12 15.70 11.56 14.00
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.72 18.84 18.20 18.43
VXTH - CBOE VIX Tail Hedge Index
      Close
      186.99
LOVOL - CBOE Low Volatility Index
Open High Low Close
172.57 173.79 172.35 172.59
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
653.39 658.20 652.67 657.48
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,488.20 1,491.74 1,486.30 1,490.54
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
436.54 437.49 436.00 437.09
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
260.43 262.38 260.38 262.18
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
197.36 198.01 196.94 197.86
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,435.34 1,437.82 1,434.85 1,437.25
VIX - CBOE Volatility Index
Open High Low Close
15.31 15.75 14.07 14.52
VVIX - CBOE VVIX Index
Open High Low Close
99.81 101.46 96.02 98.52
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
18.06 18.14 14.32 17.01
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.37 20.43 18.74 19.93
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.77 14.28 11.34 13.53
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.06 20.81 19.32 19.63
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.55 15.32 13.14 14.03
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.04 17.34 15.69 16.61
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.05 17.23 16.35 16.74
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.14
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.37 5.38 5.09 5.11
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
30.31 31.12 30.18 30.45
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.09 18.67 16.92 18.08
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.65 7.74 7.56 7.64
VPD - CBOE VIX Premium Strategy Index
      Close
      267.34
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      261.02
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
59.76 60.52 53.91 55.85
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
67.39 67.39 61.11 65.97
CYX - CBOE China Index
Open High Low Close
760.15 770.71 760.15 769.38
 
CBOE Volatility Index (VIX)