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, December 2, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 1.00
Exchange Traded Products Put/Call Ratio 1.26
Equity Put/Call Ratio 0.67
CBOE Volatility Index (VIX) Put/Call Ratio 0.39
Sum of All Products
  Call Put Total  
Volume 1,912,161 1,766,106 3,678,267  
Open Interest 158,728,882 154,530,630 313,259,512  
Index Options
  Call Put Total  
Volume 742,612 741,238 1,483,850  
Exchange Traded Products
  Call Put Total  
Volume 405,972 512,295 918,267  
Equity Options
  Call Put Total  
Volume 763,577 512,573 1,276,150  

Equity LEAPS
  Call Put Total  
Volume 41,031 27,567 68,598  
Open Interest 14,804,884 13,645,657 28,450,541  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 731,414 864,375 1,595,789  
Open Interest 10,614,139 11,069,454 21,683,593  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,213.21 1,215.70 1,212.82 1,213.88
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.14 14.21 12.80 13.64
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.75 18.82 18.32 18.75
VXTH - CBOE VIX Tail Hedge Index
      Close
      190.62
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.65 182.94 182.44 182.67
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
660.05 662.11 659.31 660.35
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,649.76 1,654.92 1,648.48 1,650.92
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
492.05 494.41 491.62 493.14
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
282.07 282.52 282.01 282.35
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
231.53 232.43 231.28 232.07
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,658.65 1,661.49 1,658.27 1,659.92
VIX - CBOE Volatility Index
Open High Low Close
14.16 14.48 12.39 14.12
VVIX - CBOE VVIX Index
Open High Low Close
99.06 99.39 94.94 98.07
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.34 17.41 16.54 16.55
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.78 23.14 22.38 22.94
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.62 14.16 12.46 13.58
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.14 19.49 18.72 18.91
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.28 14.58 13.56 14.11
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.18 17.43 16.66 16.99
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.77 16.87 16.27 16.78
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      88.90
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.75 6.95 5.85 6.84
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
40.45 40.45 35.18 35.51
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.39 19.39 17.59 18.44
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.63 12.63 12.11 12.53
VPD - CBOE VIX Premium Strategy Index
      Close
      326.53
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      307.05
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
55.20 55.20 51.14 53.00
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
59.74 59.97 57.88 59.90
CYX - CBOE China Index
Open High Low Close
791.74 793.21 764.57 775.56