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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 the CBOE Website.

Historical files can be accessed from the calendar below.

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 Wednesday, July 23, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.76
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.28
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.27
Sum of All Products
  Call Put Total  
Volume 2,229,242 1,702,949 3,932,191  
Open Interest 147,319,219 129,393,068 276,712,287  
Index Options
  Call Put Total  
Volume 480,715 469,178 949,893  
Exchange Traded Products
  Call Put Total  
Volume 296,634 379,896 676,530  
Equity Options
  Call Put Total  
Volume 1,451,893 853,875 2,305,768  

Equity LEAPS
  Call Put Total  
Volume 38,807 21,968 60,775  
Open Interest 12,502,262 8,668,857 21,171,119  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 719,323 574,412 1,293,735  
Open Interest 8,600,601 9,118,273 17,718,874  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,097.09 1,097.94 1,095.96 1,097.09
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.99 11.73 10.76 10.83
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.58 15.05 14.55 14.82
VXTH - CBOE VIX Tail Hedge Index
      Close
      186.01
LOVOL - CBOE Low Volatility Index
Open High Low Close
173.83 174.05 173.57 173.88
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
655.55 656.42 654.60 655.83
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,525.63 1,527.21 1,523.09 1,525.92
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
447.42 447.81 446.90 447.65
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
271.46 271.58 271.02 271.28
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
198.20 198.57 198.02 198.39
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1464.00 1,464.86 1,462.54 1,464.49
VIX - CBOE Volatility Index
Open High Low Close
11.54 12.16 11.41 11.52
VVIX - CBOE VVIX Index
Open High Low Close
75.09 77.71 73.93 76.64
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.77 13.07 12.14 12.28
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.42 15.67 15.42 15.60
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.44 11.57 11.11 11.30
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.13 18.80 18.13 18.35
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.22 10.46 9.91 10.27
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.30 13.30 12.66 12.91
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.08 13.54 13.05 13.38
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      77.29
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.50 4.52 4.38 4.40
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
17.10 17.44 16.70 16.73
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.62 14.62 13.98 14.07
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.46 5.46 5.24 5.24
VPD - CBOE VIX Premium Strategy Index
      Close
      265.78
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      259.95
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
52.59 54.42 51.04 53.44
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
62.59 65.23 62.59 64.46
CYX - CBOE China Index
Open High Low Close
797.33 801.59 796.22 797.15
 



CBOE Volatility Index (VIX)