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, March 24, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.21
Index Put/Call Ratio 1.31
Exchange Traded Products Put/Call Ratio 1.99
Equity Put/Call Ratio 0.69
CBOE Volatility Index (VIX) Put/Call Ratio 0.31
Sum of All Products
  Call Put Total  
Volume 1,983,236 2,407,780 4,391,016  
Open Interest 124,671,533 125,471,821 250,143,354  
Index Options
  Call Put Total  
Volume 809,387 1,060,065 1,869,452  
Exchange Traded Products
  Call Put Total  
Volume 413,026 822,022 1,235,048  
Equity Options
  Call Put Total  
Volume 760,823 525,693 1,286,516  

Equity LEAPS
  Call Put Total  
Volume 35,037 23,422 58,459  
Open Interest 24,778,069 23,826,628 48,604,697  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 857,858 1,157,852 2,015,710  
Open Interest 11,323,528 10,577,992 21,901,520  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,257.02 1,259.33 1,250.51 1,254.33
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.24 16.70 12.97 13.43
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.33 16.91 15.49 16.28
VXTH - CBOE VIX Tail Hedge Index
      Close
      203.73
LOVOL - CBOE Low Volatility Index
Open High Low Close
192.47 192.82 191.27 191.93
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
703.70 704.66 700.82 701.99
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,753.13 1,757.22 1,742.72 1,748.59
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
521.44 522.34 519.02 520.52
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
290.62 290.97 288.80 290.02
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
239.91 240.86 239.01 239.92
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,719.48 1,722.35 1,710.47 1,716.65
VIX - CBOE Volatility Index
Open High Low Close
12.86 14.16 12.27 12.96
VVIX - CBOE VVIX Index
Open High Low Close
87.07 96.70 83.20 89.74
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.99 12.50 11.70 11.85
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.19 18.25 17.35 17.81
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.19 13.54 9.99 12.31
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.78 19.26 15.85 18.38
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.01 13.63 11.48 13.34
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.94 14.26 12.40 12.66
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.68 15.37 14.34 14.55
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      85.33
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.06 5.08 4.75 4.75
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
30.79 31.85 29.62 30.99
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.37 12.48 11.75 12.06
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.98 8.00 7.73 7.77
VPD - CBOE VIX Premium Strategy Index
      Close
      350.82
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      328.83
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
48.27 50.52 46.76 47.75
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
55.24 56.48 52.71 52.72
CYX - CBOE China Index
Open High Low Close
874.36 881.59 874.23 876.71