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 Tuesday, September 19, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.76
Index Put/Call Ratio 0.72
Exchange Traded Products Put/Call Ratio 1.25
Equity Put/Call Ratio 0.67
CBOE Volatility Index (VIX) Put/Call Ratio 0.41
Sum of All Products
  Call Put Total  
Volume 2,290,919 1,748,712 4,039,631  
Open Interest 135,232,562 139,557,672 274,790,234  
Index Options
  Call Put Total  
Volume 1,290,496 928,852 2,219,348  
Exchange Traded Products
  Call Put Total  
Volume 257,688 321,834 579,522  
Equity Options
  Call Put Total  
Volume 742,735 498,026 1,240,761  

Equity LEAPS
  Call Put Total  
Volume 34,534 17,390 51,924  
Open Interest 10,718,716 10,008,773 20,727,489  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 613,179 563,676 1,176,855  
Open Interest 8,991,339 9,501,323 18,492,662  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,331.07 1,331.53 1,330.34 1,331.07
VXST - CBOE Short-term Volatility Index
Open High Low Close
8.71 9.13 8.62 9.09
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.79 14.93 14.77 14.85
VXTH - CBOE VIX Tail Hedge Index
      Close
      220.04
LOVOL - CBOE Low Volatility Index
Open High Low Close
205.82 205.91 205.62 205.83
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
741.38 741.68 740.57 741.39
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,889.73 1,890.76 1,887.75 1,889.97
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
568.96 569.43 567.84 569.21
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
310.49 310.61 310.38 310.49
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
250.95 251.12 250.70 250.92
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,801.18 1,801.44 1,800.24 1,801.18
VIX - CBOE Volatility Index
Open High Low Close
10.16 10.30 9.85 10.18
VVIX - CBOE VVIX Index
Open High Low Close
90.32 92.28 89.64 91.22
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
9.17 9.22 8.56 8.79
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
14.30 16.34 14.29 15.48
VXD - CBOE DJIA Volatility Index
Open High Low Close
9.76 10.01 9.59 9.95
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
12.03 12.59 12.03 12.35
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
7.81 9.55 7.54 8.01
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.63 14.00 13.26 13.30
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
12.66 12.76 12.59 12.73
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      73.69
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.07 4.12 3.97 4.05
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
26.68 26.68 25.48 25.76
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.26 12.34 12.16 12.27
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.06 8.26 7.93 8.09
VPD - CBOE VIX Premium Strategy Index
      Close
      372.61
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      347.81
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
23.48 24.15 22.78 23.45
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
43.34 44.46 40.83 43.23
CYX - CBOE China Index
Open High Low Close
1,054.49 1,054.49 1,042.69 1,047.19