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, May 27, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 1.22
Exchange Traded Products Put/Call Ratio 1.04
Equity Put/Call Ratio 0.51
CBOE Volatility Index (VIX) Put/Call Ratio 0.54
Sum of All Products
  Call Put Total  
Volume 1,854,550 1,677,074 3,531,624  
Open Interest 139,475,327 133,533,791 273,009,118  
Index Options
  Call Put Total  
Volume 690,937 841,463 1,532,400  
Exchange Traded Products
  Call Put Total  
Volume 457,178 477,116 934,294  
Equity Options
  Call Put Total  
Volume 706,435 358,495 1,064,930  

Equity LEAPS
  Call Put Total  
Volume 7,804 5,244 13,048  
Open Interest 6,698,468 5,769,243 12,467,711  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 909,876 714,204 1,624,080  
Open Interest 10,758,483 11,292,364 22,050,847  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,148.64 1,150.11 1,148.33 1,150.11
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.69 11.16 9.73 9.77
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.95 19.01 18.69 18.72
VXTH - CBOE VIX Tail Hedge Index
      Close
      190.89
LOVOL - CBOE Low Volatility Index
Open High Low Close
179.10 179.52 179.10 179.52
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
646.91 649.08 646.91 649.08
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,563.93 1,567.71 1,563.93 1,567.71
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
462.25 462.98 462.18 462.98
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
269.30 270.74 269.21 269.65
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
211.57 212.03 211.39 211.94
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,552.86 1,554.42 1,552.86 1,554.35
VIX - CBOE Volatility Index
Open High Low Close
13.49 13.76 13.04 13.12
VVIX - CBOE VVIX Index
Open High Low Close
77.96 78.87 76.17 76.17
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.39 16.42 15.64 15.71
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.41 21.62 21.06 21.26
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.81 12.96 12.32 12.44
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.38 17.38 16.61 16.65
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.86 13.19 12.07 12.20
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.89 15.06 14.44 14.55
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.58 16.71 16.24 16.31
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      84.40
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.83 4.85 4.65 4.80
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
37.37 37.37 35.75 35.97
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.24 15.39 15.09 15.39
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.51 10.52 9.10 9.65
VPD - CBOE VIX Premium Strategy Index
      Close
      292.49
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      277.28
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
52.91 53.37 51.94 52.05
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
60.32 61.73 59.43 59.75
CYX - CBOE China Index
Open High Low Close
687.33 692.59 687.33 691.42