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 Monday, May 23, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.01
Index Put/Call Ratio 1.57
Exchange Traded Products Put/Call Ratio 1.04
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.60
Sum of All Products
  Call Put Total  
Volume 1,495,372 1,503,650 2,999,022  
Open Interest 128,438,480 123,957,751 252,396,231  
Index Options
  Call Put Total  
Volume 450,420 705,822 1,156,242  
Exchange Traded Products
  Call Put Total  
Volume 311,372 322,416 633,788  
Equity Options
  Call Put Total  
Volume 733,580 475,412 1,208,992  

Equity LEAPS
  Call Put Total  
Volume 11,686 8,712 20,398  
Open Interest 6,504,465 5,562,488 12,066,953  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 482,599 663,180 1,145,779  
Open Interest 7,729,377 8,147,570 15,876,947  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,136.67 1,138.71 1,136.23 1,136.38
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.49 14.49 13.15 13.60
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
20.52 20.56 20.09 20.35
VXTH - CBOE VIX Tail Hedge Index
      Close
      186.89
LOVOL - CBOE Low Volatility Index
Open High Low Close
176.71 176.99 176.35 176.40
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
635.69 636.83 634.41 634.60
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,540.35 1,543.40 1,538.80 1,539.20
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
456.74 457.79 456.46 456.53
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
266.23 267.01 266.22 266.45
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
209.04 209.55 208.92 209.18
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,537.59 1,540.06 1,536.90 1,537.59
VIX - CBOE Volatility Index
Open High Low Close
16.33 16.47 15.40 15.82
VVIX - CBOE VVIX Index
Open High Low Close
86.95 87.00 83.52 84.12
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
18.59 18.60 17.46 17.63
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.82 24.85 23.04 23.11
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.48 15.27 14.36 14.67
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.30 19.49 18.61 19.13
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.18 17.05 14.41 15.02
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.40 17.31 16.40 16.85
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.33 18.38 17.85 18.15
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      85.30
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.31 5.39 5.25 5.32
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
40.17 42.03 39.38 39.44
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.00 17.01 16.71 16.80
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.71 9.96 9.71 9.76
VPD - CBOE VIX Premium Strategy Index
      Close
      286.21
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      271.34
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
57.18 58.12 56.08 57.86
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.65 62.88 61.48 62.73
CYX - CBOE China Index
Open High Low Close
669.63 673.54 669.16 669.37