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, November 21, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.75
Index Put/Call Ratio 1.06
Exchange Traded Products Put/Call Ratio 0.93
Equity Put/Call Ratio 0.49
CBOE Volatility Index (VIX) Put/Call Ratio 0.25
Sum of All Products
  Call Put Total  
Volume 3,256,785 2,428,183 5,684,968  
Open Interest 186,942,495 175,513,321 362,455,816  
Index Options
  Call Put Total  
Volume 807,130 851,929 1,659,059  
Exchange Traded Products
  Call Put Total  
Volume 866,670 804,590 1,671,260  
Equity Options
  Call Put Total  
Volume 1,582,985 771,664 2,354,649  

Equity LEAPS
  Call Put Total  
Volume 53,653 31,817 85,470  
Open Interest 20,850,539 16,302,401 37,152,940  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 602,224 709,863 1,312,087  
Open Interest 6,172,550 6,326,763 12,499,313  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,064.36 1,065.61 1,063.29 1,065.61
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.81 11.59 10.42 10.45
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.47 18.00 17.43 17.75
VXTH - CBOE VIX Tail Hedge Index
      Close
      191.89
LOVOL - CBOE Low Volatility Index
Open High Low Close
174.91 175.85 174.91 175.15
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
676.40 676.40 676.40 676.40
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,487.81 1,489.91 1,485.61 1,489.63
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
433.32 433.70 432.71 433.59
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
261.67 261.97 261.35 261.87
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,440.81 1,440.81 1,440.81 1,440.81
VIX - CBOE Volatility Index
Open High Low Close
13.16 13.80 12.90 12.90
VVIX - CBOE VVIX Index
Open High Low Close
77.25 80.49 76.90 79.34
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.97 15.12 14.42 14.52
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.95 18.35 16.98 17.52
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.51 12.98 11.69 12.57
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.49 19.05 17.37 18.46
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.55 12.35 10.96 11.24
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.87 15.08 13.48 14.71
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.34 16.17 15.34 15.79
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.56
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.03 5.07 4.91 5.01
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.64 35.14 32.55 34.92
GVZ - CBOE Gold Volatility Index
Open High Low Close
21.50 21.50 20.62 21.23
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.55 9.26 8.55 9.24
VPD - CBOE VIX Premium Strategy Index
      Close
      272.40
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      265.61
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
33.16 34.80 29.96 30.29
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
59.74 61.81 57.27 60.49
CYX - CBOE China Index
Open High Low Close
764.72 782.55 764.72 780.34