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, July 21, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.74
Index Put/Call Ratio 0.67
Exchange Traded Products Put/Call Ratio 1.42
Equity Put/Call Ratio 0.56
CBOE Volatility Index (VIX) Put/Call Ratio 0.28
Sum of All Products
  Call Put Total  
Volume 3,272,588 2,434,987 5,707,575  
Open Interest 153,723,755 157,444,201 311,167,956  
Index Options
  Call Put Total  
Volume 1,608,220 1,078,816 2,687,036  
Exchange Traded Products
  Call Put Total  
Volume 490,093 696,064 1,186,157  
Equity Options
  Call Put Total  
Volume 1,174,275 660,107 1,834,382  

Equity LEAPS
  Call Put Total  
Volume 29,289 17,941 47,230  
Open Interest 9,427,419 8,690,950 18,118,369  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 674,058 689,878 1,363,936  
Open Interest 8,168,567 7,467,730 15,636,297  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,318.81 1,319.84 1,318.45 1,319.84
VXST - CBOE Short-term Volatility Index
Open High Low Close
7.85 8.12 6.99 7.10
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.01 14.05 13.86 13.89
VXTH - CBOE VIX Tail Hedge Index
      Close
      216.26
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,866.17 1,867.96 1,864.97 1,867.96
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
557.29 558.06 557.07 558.06
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
302.94 303.15 302.82 303.13
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
255.92 256.18 255.92 256.16
VIX - CBOE Volatility Index
Open High Low Close
9.52 9.98 9.30 9.36
VVIX - CBOE VVIX Index
Open High Low Close
76.93 78.62 76.35 77.86
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
9.56 9.91 9.11 9.44
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
14.14 14.65 14.12 14.32
VXD - CBOE DJIA Volatility Index
Open High Low Close
9.66 10.23 9.44 9.55
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
13.71 14.34 13.61 13.85
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
8.60 8.89 7.77 7.77
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.37 14.78 13.03 14.36
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
12.21 12.29 12.01 12.06
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      73.39
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.67 3.70 3.59 3.64
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.25 30.99 29.06 29.25
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.85 11.73 10.85 11.22
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.74 7.74 6.96 7.10
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
26.90 31.14 26.90 27.70
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
45.69 46.61 44.96 45.38
CYX - CBOE China Index
Open High Low Close
988.62 990.40 985.23 987.92