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, May 26, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.91
Index Put/Call Ratio 1.12
Exchange Traded Products Put/Call Ratio 1.12
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.21
Sum of All Products
  Call Put Total  
Volume 1,754,783 1,594,007 3,348,790  
Open Interest 137,820,818 141,573,781 279,394,599  
Index Options
  Call Put Total  
Volume 583,677 656,119 1,239,796  
Exchange Traded Products
  Call Put Total  
Volume 391,083 436,218 827,301  
Equity Options
  Call Put Total  
Volume 780,023 501,670 1,281,693  

Equity LEAPS
  Call Put Total  
Volume 14,599 12,015 26,614  
Open Interest 7,079,850 6,321,295 13,401,145  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 807,705 752,009 1,559,714  
Open Interest 12,124,004 12,898,111 25,022,115  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,297.79 1,299.02 1,297.79 1,299.02
VXST - CBOE Short-term Volatility Index
Open High Low Close
8.69 8.85 7.51 7.60
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.86 14.90 14.74 14.84
VXTH - CBOE VIX Tail Hedge Index
      Close
      210.72
LOVOL - CBOE Low Volatility Index
Open High Low Close
198.47 198.62 198.34 198.59
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
717.11 717.68 716.45 717.45
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,809.18 1,811.35 1,808.78 1,811.14
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
545.19 545.55 544.98 545.54
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
298.01 298.25 297.89 298.18
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
250.92 251.03 250.23 250.96
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,764.76 1,765.65 1,764.38 1,765.39
VIX - CBOE Volatility Index
Open High Low Close
9.93 10.48 9.65 9.81
VVIX - CBOE VVIX Index
Open High Low Close
82.49 82.90 80.84 81.81
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.41 11.50 10.60 10.82
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.54 15.93 15.43 15.77
VXD - CBOE DJIA Volatility Index
Open High Low Close
9.92 10.18 9.47 9.60
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.17 15.71 14.76 14.79
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
9.26 9.43 8.84 9.16
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.38 12.54 12.04 12.26
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
12.60 12.62 12.35 12.44
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      81.27
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.44 4.51 4.24 4.28
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.35 32.42 29.36 30.04
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.51 11.72 11.07 11.59
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.11 8.25 8.06 8.21
VPD - CBOE VIX Premium Strategy Index
      Close
      356.60
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      333.74
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
38.83 40.48 38.06 40.37
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
50.42 53.38 50.16 53.38
CYX - CBOE China Index
Open High Low Close
941.61 949.32 941.23 947.55