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 Thursday, May 21, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.40
Equity Put/Call Ratio 0.71
CBOE Volatility Index (VIX) Put/Call Ratio 0.32
Sum of All Products
  Call Put Total  
Volume 1,644,371 1,526,401 3,170,772  
Open Interest 138,696,484 132,250,171 270,946,655  
Index Options
  Call Put Total  
Volume 549,789 537,889 1,087,678  
Exchange Traded Products
  Call Put Total  
Volume 306,058 428,661 734,719  
Equity Options
  Call Put Total  
Volume 788,524 559,851 1,348,375  

Equity LEAPS
  Call Put Total  
Volume 10,956 5,622 16,578  
Open Interest 8,027,471 5,457,245 13,484,716  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 623,802 641,501 1,265,303  
Open Interest 10,850,161 11,293,561 22,143,722  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,126.73 1,129.88 1,126.31 1,129.03
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.04 11.05 9.80 9.95
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.01 17.09 16.58 16.65
VXTH - CBOE VIX Tail Hedge Index
      Close
      202.50
LOVOL - CBOE Low Volatility Index
Open High Low Close
184.50 185.27 184.47 185.07
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
683.14 686.08 682.96 685.14
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,553.01 1,559.48 1,552.38 1,557.32
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
451.88 453.96 451.73 453.48
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
275.57 276.15 274.79 275.84
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
214.87 215.09 214.46 214.80
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,507.23 1,511.55 1,506.95 1,510.51
VIX - CBOE Volatility Index
Open High Low Close
13.03 13.09 12.09 12.11
VVIX - CBOE VVIX Index
Open High Low Close
77.72 77.94 72.62 73.18
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.65 13.68 12.85 13.18
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.54 17.56 16.55 16.63
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.87 13.90 12.26 12.46
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.52 16.14 15.06 15.30
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.16 13.35 12.00 12.15
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.00 14.37 13.17 13.38
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.08 15.34 14.32 14.61
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      88.39
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.15 6.21 6.03 6.18
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.70 33.70 31.49 31.61
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.25 15.25 14.43 14.62
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.26 13.26 12.77 12.79
VPD - CBOE VIX Premium Strategy Index
      Close
      278.33
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      268.67
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
61.70 61.94 60.26 60.67
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
52.61 53.56 50.14 51.03
CYX - CBOE China Index
Open High Low Close
891.97 894.89 887.98 894.05
  VIX Snapshot

*Third Party Advertisement