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 Wednesday, August 16, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.96
Index Put/Call Ratio 0.93
Exchange Traded Products Put/Call Ratio 1.85
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.19
Sum of All Products
  Call Put Total  
Volume 2,708,202 2,612,422 5,320,624  
Open Interest 152,376,930 163,353,626 315,730,556  
Index Options
  Call Put Total  
Volume 1,512,050 1,402,291 2,914,341  
Exchange Traded Products
  Call Put Total  
Volume 380,095 702,789 1,082,884  
Equity Options
  Call Put Total  
Volume 816,057 507,342 1,323,399  

Equity LEAPS
  Call Put Total  
Volume 18,624 13,479 32,103  
Open Interest 10,539,877 9,919,108 20,458,985  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 448,565 595,518 1,044,083  
Open Interest 6,873,529 7,933,123 14,806,652  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,328.11 1,329.08 1,325.90 1,327.54
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.26 10.52 9.02 9.73
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.14 15.22 14.61 14.92
VXTH - CBOE VIX Tail Hedge Index
      Close
      216.27
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
731.81 732.81 729.88 730.96
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,870.19 1,874.33 1,866.17 1,869.34
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
564.25 565.27 563.66 564.69
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
306.01 309.07 305.01 306.08
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
250.24 251.14 249.38 249.64
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,802.79 1803.00 1,800.05 1,801.88
VIX - CBOE Volatility Index
Open High Low Close
11.59 12.54 11.25 11.74
VVIX - CBOE VVIX Index
Open High Low Close
97.54 97.54 93.69 94.82
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
9.28 10.54 9.28 10.38
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.29 16.59 15.90 16.01
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.34 11.70 10.53 11.12
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.67 16.43 15.18 16.06
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
9.83 10.05 8.95 9.37
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.36 14.70 13.89 14.22
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.11 13.92 13.11 13.58
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      74.51
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.11 6.43 3.81 4.03
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.31 29.65 25.98 29.18
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.20 12.68 11.39 12.58
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.98 9.51 8.36 8.67
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
33.37 33.67 30.69 32.72
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
42.44 44.66 42.44 43.95
CYX - CBOE China Index
Open High Low Close
978.21 987.79 978.20 981.21