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 22, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.86
Index Put/Call Ratio 1.19
Exchange Traded Products Put/Call Ratio 1.06
Equity Put/Call Ratio 0.54
CBOE Volatility Index (VIX) Put/Call Ratio 0.54
Sum of All Products
  Call Put Total  
Volume 1,949,645 1,670,185 3,619,830  
Open Interest 125,902,167 131,017,610 256,919,777  
Index Options
  Call Put Total  
Volume 648,854 774,062 1,422,916  
Exchange Traded Products
  Call Put Total  
Volume 377,519 399,456 776,975  
Equity Options
  Call Put Total  
Volume 923,272 496,667 1,419,939  

Equity LEAPS
  Call Put Total  
Volume 40,936 23,286 64,222  
Open Interest 6,726,047 5,992,556 12,718,603  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 663,026 714,481 1,377,507  
Open Interest 9,180,626 9,866,901 19,047,527  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,291.08 1,293.71 1,291.08 1,293.47
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.85 10.85 9.25 9.39
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.41 15.48 15.21 15.25
VXTH - CBOE VIX Tail Hedge Index
      Close
      208.75
LOVOL - CBOE Low Volatility Index
Open High Low Close
196.65 197.21 196.64 197.13
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
709.58 711.58 709.38 711.20
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,792.41 1,797.67 1,792.03 1,796.91
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
540.50 542.64 540.50 542.57
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
296.64 297.09 296.64 297.03
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
249.39 249.90 249.19 249.87
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,755.87 1,759.40 1,755.87 1,759.03
VIX - CBOE Volatility Index
Open High Low Close
12.29 12.52 10.89 10.93
VVIX - CBOE VVIX Index
Open High Low Close
87.44 87.44 82.95 83.47
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.18 12.24 11.38 11.44
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.75 17.79 16.82 17.00
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.09 11.09 10.03 10.12
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.29 17.29 16.01 16.06
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.08 10.55 9.05 9.59
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.86 14.01 12.88 12.88
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.38 13.39 12.92 12.96
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      82.14
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.56 4.62 4.49 4.53
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.76 32.48 29.76 30.59
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.04 12.71 12.04 12.32
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.51 8.84 8.26 8.29
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
41.96 41.96 39.72 40.16
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
54.70 54.70 51.66 52.32
CYX - CBOE China Index
Open High Low Close
938.18 949.86 937.86 946.05