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 Thursday, June 22, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.80
Index Put/Call Ratio 1.13
Exchange Traded Products Put/Call Ratio 1.16
Equity Put/Call Ratio 0.50
CBOE Volatility Index (VIX) Put/Call Ratio 0.35
Sum of All Products
  Call Put Total  
Volume 1,877,251 1,508,696 3,385,947  
Open Interest 130,091,495 133,429,972 263,521,467  
Index Options
  Call Put Total  
Volume 560,774 634,878 1,195,652  
Exchange Traded Products
  Call Put Total  
Volume 324,937 376,413 701,350  
Equity Options
  Call Put Total  
Volume 991,540 497,405 1,488,945  

Equity LEAPS
  Call Put Total  
Volume 36,249 16,322 52,571  
Open Interest 8,248,076 7,460,319 15,708,395  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 686,034 569,990 1,256,024  
Open Interest 11,598,255 10,572,755 22,171,010  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,304.36 1,305.75 1,303.37 1,304.24
VXST - CBOE Short-term Volatility Index
Open High Low Close
9.66 10.24 8.79 9.23
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.70 14.81 14.57 14.65
VXTH - CBOE VIX Tail Hedge Index
      Close
      212.66
LOVOL - CBOE Low Volatility Index
Open High Low Close
200.14 200.44 199.90 200.00
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
723.39 724.46 722.52 722.67
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,834.20 1,837.22 1,831.91 1,833.01
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
550.42 550.83 549.69 550.20
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
299.88 300.25 299.68 299.85
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
254.57 255.41 254.32 255.09
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,775.91 1,777.91 1,774.80 1,776.32
VIX - CBOE Volatility Index
Open High Low Close
10.81 11.01 10.24 10.48
VVIX - CBOE VVIX Index
Open High Low Close
87.33 88.40 84.41 86.38
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.47 11.61 10.11 10.59
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
14.32 15.03 13.76 13.77
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.40 13.56 9.98 10.22
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.02 15.72 14.59 14.72
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
9.73 9.77 8.90 9.23
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.76 15.19 14.63 14.80
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
12.72 12.82 12.49 12.62
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      75.43
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.19 4.27 4.08 4.11
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.32 34.69 31.93 32.65
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.25 11.75 11.09 11.24
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
6.50 6.50 6.17 6.19
VPD - CBOE VIX Premium Strategy Index
      Close
      361.26
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      337.92
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
35.75 36.42 34.42 35.43
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
49.29 51.20 48.74 49.06
CYX - CBOE China Index
Open High Low Close
932.71 941.08 930.51 939.56