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, February 05, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 0.81
Exchange Traded Products Put/Call Ratio 1.44
Equity Put/Call Ratio 0.92
CBOE Volatility Index (VIX) Put/Call Ratio 0.14
Sum of All Products
  Call Put Total  
Volume 2,408,324 2,328,896 4,737,220  
Open Interest 125,959,259 122,373,659 248,332,918  
Index Options
  Call Put Total  
Volume 1,184,663 957,990 2,142,653  
Exchange Traded Products
  Call Put Total  
Volume 464,011 669,399 1,133,410  
Equity Options
  Call Put Total  
Volume 759,650 701,507 1,461,157  

Equity LEAPS
  Call Put Total  
Volume 43,337 40,716 84,053  
Open Interest 24,916,077 20,281,057 45,197,134  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 779,599 1,083,226 1,862,825  
Open Interest 9,228,919 9,668,122 18,897,041  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,083.71 1,083.71 1,073.36 1,075.71
VXST - CBOE Short-term Volatility Index
Open High Low Close
21.70 23.87 21.56 22.96
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
23.99 25.94 23.99 25.03
VXTH - CBOE VIX Tail Hedge Index
      Close
      176.56
LOVOL - CBOE Low Volatility Index
Open High Low Close
169.17 169.17 166.66 167.07
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
617.30 617.36 613.05 613.77
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,452.47 1,452.47 1,432.95 1,437.38
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
438.30 438.37 428.82 430.19
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
257.69 257.69 255.66 256.24
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
193.14 193.33 190.26 190.26
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,473.68 1,473.68 1,460.66 1,463.60
VIX - CBOE Volatility Index
Open High Low Close
22.09 24.11 21.91 23.38
VVIX - CBOE VVIX Index
Open High Low Close
95.36 101.95 94.32 100.55
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
23.46 24.80 23.40 24.79
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
31.94 33.06 31.12 32.79
VXD - CBOE DJIA Volatility Index
Open High Low Close
20.95 22.55 20.95 22.13
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
26.32 28.82 26.26 28.53
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
24.53 26.52 24.34 25.99
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
25.30 28.79 25.30 27.65
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
23.34 25.09 23.23 24.48
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      83.60
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.08 8.62 5.03 5.99
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
65.45 67.26 65.29 66.67
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.95 19.60 16.91 19.58
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.91 11.21 10.83 11.19
VPD - CBOE VIX Premium Strategy Index
      Close
      247.22
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      235.84
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.23 65.90 61.91 62.95
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
66.66 69.19 66.07 66.49
CYX - CBOE China Index
Open High Low Close
631.54 631.54 614.06 616.37