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 31, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.11
Index Put/Call Ratio 1.51
Exchange Traded Products Put/Call Ratio 1.47
Equity Put/Call Ratio 0.68
CBOE Volatility Index (VIX) Put/Call Ratio 0.33
Sum of All Products
  Call Put Total  
Volume 1,628,965 1,803,108 3,432,073  
Open Interest 156,639,637 144,641,881 301,281,518  
Index Options
  Call Put Total  
Volume 511,055 772,290 1,283,345  
Exchange Traded Products
  Call Put Total  
Volume 339,438 498,470 837,908  
Equity Options
  Call Put Total  
Volume 778,472 532,348 1,310,820  

Equity LEAPS
  Call Put Total  
Volume 20,486 8,537 29,023  
Open Interest 11,644,802 8,464,314 20,109,116  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 728,101 1,004,020 1,732,121  
Open Interest 12,232,455 13,213,997 25,446,452  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,153.04 1,154.36 1,149.41 1,150.16
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.94 11.83 10.49 10.67
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.45 16.76 16.31 16.45
VXTH - CBOE VIX Tail Hedge Index
      Close
      198.58
LOVOL - CBOE Low Volatility Index
Open High Low Close
184.91 185.09 184.14 184.28
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
674.69 675.21 672.06 672.45
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,560.99 1,562.53 1,553.79 1,555.07
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
464.07 464.39 462.30 462.53
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
277.10 277.30 275.78 276.07
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
214.63 216.03 214.25 215.10
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,545.37 1,546.44 1,541.09 1,542.49
VIX - CBOE Volatility Index
Open High Low Close
12.03 12.63 11.82 12.12
VVIX - CBOE VVIX Index
Open High Low Close
81.71 82.85 80.12 81.77
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.23 14.49 14.09 14.27
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
20.28 21.08 20.21 21.04
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.94 13.58 11.28 12.96
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.56 15.75 14.63 15.39
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.52 12.78 11.74 12.40
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.44 14.81 14.21 14.59
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.73 15.26 14.59 14.90
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      87.91
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.43 5.74 5.38 5.58
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
37.33 38.92 37.33 38.82
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.07 17.11 16.64 16.79
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.90 10.94 10.63 10.94
VPD - CBOE VIX Premium Strategy Index
      Close
      286.95
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      276.56
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
57.33 58.69 56.22 57.93
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
44.97 46.97 44.29 45.58
CYX - CBOE China Index
Open High Low Close
717.16 721.61 715.13 715.79
  VIX Snapshot

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