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 Wednesday, May 24, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.93
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.73
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.29
Sum of All Products
  Call Put Total  
Volume 1,813,959 1,692,553 3,506,512  
Open Interest 132,368,055 136,284,296 268,652,351  
Index Options
  Call Put Total  
Volume 705,653 688,929 1,394,582  
Exchange Traded Products
  Call Put Total  
Volume 285,530 493,437 778,967  
Equity Options
  Call Put Total  
Volume 822,776 510,187 1,332,963  

Equity LEAPS
  Call Put Total  
Volume 23,438 14,719 38,157  
Open Interest 6,878,211 6,147,121 13,025,332  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 679,979 709,931 1,389,910  
Open Interest 10,811,636 11,595,075 22,406,711  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,295.44 1,296.95 1,294.76 1,296.79
VXST - CBOE Short-term Volatility Index
Open High Low Close
9.21 9.55 8.52 8.56
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.10 15.28 14.84 14.90
VXTH - CBOE VIX Tail Hedge Index
      Close
      209.67
LOVOL - CBOE Low Volatility Index
Open High Low Close
197.61 197.92 197.43 197.86
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
713.13 714.30 712.19 713.95
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,801.54 1,804.63 1,799.75 1,803.91
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
543.50 544.19 542.96 544.10
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
297.27 298.95 294.40 297.80
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
250.53 250.91 250.13 250.73
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,761.43 1,763.25 1,760.50 1,762.88
VIX - CBOE Volatility Index
Open High Low Close
10.61 10.90 9.88 10.02
VVIX - CBOE VVIX Index
Open High Low Close
82.55 84.17 81.03 81.91
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.68 11.71 10.90 11.01
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.44 16.53 16.19 16.24
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.19 10.34 9.59 9.71
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.84 15.87 14.07 15.11
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
9.71 9.90 8.93 8.97
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
12.76 12.90 12.25 12.37
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
12.85 13.07 12.51 12.59
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      81.97
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.55 9.21 4.41 4.45
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.77 33.69 30.24 30.94
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.89 12.96 11.44 11.75
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.60 8.60 7.69 8.32
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
39.76 40.49 38.28 38.83
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
51.33 51.65 49.11 49.83
CYX - CBOE China Index
Open High Low Close
938.16 940.47 931.88 936.16