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, February 27, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.83
Index Put/Call Ratio 1.06
Exchange Traded Products Put/Call Ratio 0.78
Equity Put/Call Ratio 0.63
CBOE Volatility Index (VIX) Put/Call Ratio 0.31
Sum of All Products
  Call Put Total  
Volume 2,050,008 1,703,819 3,753,827  
Open Interest 121,251,099 122,879,705 244,130,804  
Index Options
  Call Put Total  
Volume 792,185 843,281 1,635,466  
Exchange Traded Products
  Call Put Total  
Volume 483,667 376,066 859,733  
Equity Options
  Call Put Total  
Volume 774,156 484,472 1,258,628  

Equity LEAPS
  Call Put Total  
Volume 68,190 35,316 103,506  
Open Interest 22,611,825 21,266,524 43,878,349  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 628,664 598,783 1,227,447  
Open Interest 7,946,730 8,449,292 16,396,022  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,260.95 1,262.27 1,260.38 1,261.67
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.53 10.96 10.08 10.83
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.69 16.79 16.30 16.62
VXTH - CBOE VIX Tail Hedge Index
      Close
      205.69
LOVOL - CBOE Low Volatility Index
Open High Low Close
193.43 193.83 193.25 193.65
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
707.10 709.01 706.21 708.49
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,753.21 1,756.11 1,751.50 1,755.03
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
519.37 520.44 519.01 520.43
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
291.56 291.77 288.96 291.57
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
241.60 242.53 241.27 242.46
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,721.89 1,723.11 1,721.26 1,722.70
VIX - CBOE Volatility Index
Open High Low Close
11.78 12.14 11.53 12.09
VVIX - CBOE VVIX Index
Open High Low Close
87.09 87.91 83.80 85.69
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
12.75 13.22 12.11 12.18
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.05 18.28 17.34 17.70
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.34 12.51 11.00 12.32
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.83 17.97 17.24 17.32
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.31 11.34 10.64 10.77
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.75 13.65 12.75 13.19
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.93 15.01 14.56 14.91
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      87.93
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.33 5.47 5.13 5.46
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
25.72 27.55 24.79 25.01
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.54 14.52 13.54 14.44
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.00 9.12 8.90 9.01
VPD - CBOE VIX Premium Strategy Index
      Close
      349.20
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      327.48
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
46.07 47.25 44.16 46.81
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
52.50 54.58 52.17 52.70
CYX - CBOE China Index
Open High Low Close
857.23 861.17 854.79 856.90