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 Tuesday, August 23, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.86
Index Put/Call Ratio 0.95
Exchange Traded Products Put/Call Ratio 1.36
Equity Put/Call Ratio 0.56
CBOE Volatility Index (VIX) Put/Call Ratio 0.30
Sum of All Products
  Call Put Total  
Volume 1,825,263 1,568,342 3,393,605  
Open Interest 137,008,925 129,459,117 266,468,042  
Index Options
  Call Put Total  
Volume 772,570 735,889 1,508,459  
Exchange Traded Products
  Call Put Total  
Volume 306,127 416,019 722,146  
Equity Options
  Call Put Total  
Volume 746,566 416,434 1,163,000  

Equity LEAPS
  Call Put Total  
Volume 21,958 17,921 39,879  
Open Interest 10,484,003 8,945,754 19,429,757  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 613,681 646,605 1,260,286  
Open Interest 9,831,286 9,152,945 18,984,231  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,187.40 1,188.17 1,186.13 1,186.14
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.39 11.38 10.18 11.37
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.76 17.94 17.60 17.93
VXTH - CBOE VIX Tail Hedge Index
      Close
      194.67
LOVOL - CBOE Low Volatility Index
Open High Low Close
183.53 183.73 183.28 183.29
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
667.33 667.99 666.07 666.07
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,628.50 1,629.54 1,624.92 1,624.99
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
477.10 477.44 476.55 476.62
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
276.65 276.70 275.99 276.01
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
218.03 218.63 217.97 218.43
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,618.81 1,619.44 1,616.90 1,616.94
VIX - CBOE Volatility Index
Open High Low Close
12.15 12.44 11.72 12.38
VVIX - CBOE VVIX Index
Open High Low Close
82.45 83.59 80.30 83.45
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.82 13.60 12.80 13.48
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.65 20.48 19.11 20.40
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.92 12.20 11.54 12.11
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.04 16.32 15.86 16.20
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.19 10.78 10.13 10.76
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.99 14.27 13.20 14.21
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.22 15.43 15.16 15.42
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      82.17
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.14 5.15 4.92 4.95
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
36.41 37.59 35.98 37.53
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.82 15.99 15.59 15.62
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.21 8.39 8.20 8.25
VPD - CBOE VIX Premium Strategy Index
      Close
      312.95
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      295.35
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
44.91 45.74 43.35 44.47
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
58.76 59.93 57.55 58.71
CYX - CBOE China Index
Open High Low Close
760.82 762.15 757.81 757.92