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, April 24, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.05
Index Put/Call Ratio 1.13
Exchange Traded Products Put/Call Ratio 1.77
Equity Put/Call Ratio 0.61
CBOE Volatility Index (VIX) Put/Call Ratio 0.47
Sum of All Products
  Call Put Total  
Volume 2,511,466 2,639,099 5,150,565  
Open Interest 118,100,477 123,518,103 241,618,580  
Index Options
  Call Put Total  
Volume 1,199,426 1,355,545 2,554,971  
Exchange Traded Products
  Call Put Total  
Volume 418,523 739,367 1,157,890  
Equity Options
  Call Put Total  
Volume 893,517 544,187 1,437,704  

Equity LEAPS
  Call Put Total  
Volume 12,296 4,919 17,215  
Open Interest 5,203,556 4,393,192 9,596,748  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 832,954 941,531 1,774,485  
Open Interest 9,440,108 10,957,438 20,397,546  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,271.77 1,273.89 1,271.08 1,273.57
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.28 11.73 9.91 9.96
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.93 15.10 14.71 14.72
VXTH - CBOE VIX Tail Hedge Index
      Close
      206.62
LOVOL - CBOE Low Volatility Index
Open High Low Close
194.33 194.71 194.09 194.71
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
706.57 706.88 705.01 706.07
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,771.66 1,774.20 1,769.70 1,773.11
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
533.53 534.37 533.19 534.19
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
292.09 292.78 291.92 292.54
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
247.90 248.44 247.80 248.40
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,738.49 1,740.88 1,737.43 1,739.84
VIX - CBOE Volatility Index
Open High Low Close
11.56 12.01 10.82 10.84
VVIX - CBOE VVIX Index
Open High Low Close
85.33 85.96 77.59 78.17
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.80 13.80 11.36 11.65
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.22 17.22 15.06 15.11
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.84 13.84 10.17 10.30
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.51 17.33 15.82 16.12
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.87 10.94 9.39 9.42
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.43 13.47 11.72 12.06
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.26 13.49 12.89 12.90
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      84.65
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.81 5.12 4.76 5.08
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
34.39 35.17 29.59 29.88
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.86 12.29 11.72 12.29
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.61 15.01 9.44 9.51
VPD - CBOE VIX Premium Strategy Index
      Close
      354.30
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      331.93
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
40.33 43.17 40.24 41.70
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
49.72 53.10 49.30 53.04
CYX - CBOE China Index
Open High Low Close
870.46 876.77 870.02 870.31