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.

Select date to get historical data (mm/dd/yyyy)

  

CBOE Market Summary for Friday, August 28, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.28
Index Put/Call Ratio 1.54
Exchange Traded Products Put/Call Ratio 1.68
Equity Put/Call Ratio 0.72
CBOE Volatility Index (VIX) Put/Call Ratio 0.97
Sum of All Products
  Call Put Total  
Volume 2,037,537 2,605,442 4,642,979  
Open Interest 165,398,541 156,887,128 322,285,669  
Index Options
  Call Put Total  
Volume 858,026 1,318,591 2,176,617  
Exchange Traded Products
  Call Put Total  
Volume 453,215 762,401 1,215,616  
Equity Options
  Call Put Total  
Volume 726,296 524,450 1,250,746  

Equity LEAPS
  Call Put Total  
Volume 16,065 9,315 25,380  
Open Interest 13,389,665 9,836,987 23,226,652  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 757,433 1,046,644 1,804,077  
Open Interest 13,480,222 15,825,798 29,306,020  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,095.44 1,099.53 1,092.17 1,098.17
VXST - CBOE Short-term Volatility Index
Open High Low Close
29.51 32.65 27.11 27.11
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
23.96 25.45 23.34 24.00
VXTH - CBOE VIX Tail Hedge Index
      Close
      199.90
LOVOL - CBOE Low Volatility Index
Open High Low Close
181.07 182.43 180.79 181.72
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
649.54 650.53 648.59 650.04
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,474.01 1,481.28 1,469.47 1,479.42
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
435.63 437.99 435.03 437.12
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
261.05 261.83 260.21 261.55
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
201.08 202.44 201.01 202.38
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,482.15 1,487.47 1,477.70 1,485.34
VIX - CBOE Volatility Index
Open High Low Close
26.69 29.20 25.77 26.05
VVIX - CBOE VVIX Index
Open High Low Close
130.69 131.93 125.63 127.18
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
25.14 25.47 23.55 24.51
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
33.76 37.27 32.24 37.18
VXD - CBOE DJIA Volatility Index
Open High Low Close
25.49 27.67 25.25 25.31
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
27.35 28.11 26.38 26.74
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
26.20 28.09 25.52 25.52
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
28.99 30.50 28.13 28.75
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
25.07 27.03 24.20 25.34
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      90.51
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.05 6.27 6.00 6.02
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
48.68 52.74 48.48 51.56
GVZ - CBOE Gold Volatility Index
Open High Low Close
18.33 18.94 18.12 18.80
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.45 12.72 12.45 12.68
VPD - CBOE VIX Premium Strategy Index
      Close
      258.90
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      250.52
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
58.33 64.29 57.82 60.01
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
30.38 30.38 30.38 30.38
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
60.48 66.31 57.23 59.31
CYX - CBOE China Index
Open High Low Close
680.19 680.42 673.20 675.81
  VIX Snapshot

*Third Party Advertisement