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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 the CBOE Website.

Historical files can be accessed from the calendar below.

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 Monday, July 28, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.91
Index Put/Call Ratio 1.12
Exchange Traded Products Put/Call Ratio 1.69
Equity Put/Call Ratio 0.59
CBOE Volatility Index (VIX) Put/Call Ratio 0.21
Sum of All Products
  Call Put Total  
Volume 1,708,801 1,561,081 3,269,882  
Open Interest 150,207,284 131,904,119 282,111,403  
Index Options
  Call Put Total  
Volume 366,182 410,842 777,024  
Exchange Traded Products
  Call Put Total  
Volume 327,825 554,492 882,317  
Equity Options
  Call Put Total  
Volume 1,014,794 595,747 1,610,541  

Equity LEAPS
  Call Put Total  
Volume 28,521 17,893 46,414  
Open Interest 12,799,154 8,968,658 21,767,812  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 467,845 586,194 1,054,039  
Open Interest 5,566,858 6,294,185 11,861,043  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,096.01 1,097.11 1,092.32 1,096.40
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.98 14.22 11.78 12.02
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.45 15.73 15.33 15.34
VXTH - CBOE VIX Tail Hedge Index
      Close
      185.25
LOVOL - CBOE Low Volatility Index
Open High Low Close
173.26 173.59 172.55 173.41
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
652.98 654.06 650.40 653.27
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,520.88 1,523.55 1,513.77 1,522.07
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
447.27 447.67 445.66 447.31
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
270.13 270.88 269.30 270.69
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
197.56 197.63 196.15 197.13
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,462.24 1464.00 1,458.50 1,463.33
VIX - CBOE Volatility Index
Open High Low Close
12.93 13.64 12.54 12.56
VVIX - CBOE VVIX Index
Open High Low Close
81.71 84.40 80.94 81.21
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.12 14.33 13.88 13.94
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.11 17.33 16.71 16.75
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.04 12.98 11.93 12.01
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.39 20.49 19.20 19.38
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.28 12.00 10.47 10.71
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.40 14.55 13.40 13.84
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.03 14.40 13.87 13.92
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      77.74
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.62 4.67 4.58 4.62
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
16.67 16.97 16.35 16.37
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.68 14.78 14.52 14.55
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.04 5.24 5.04 5.18
VPD - CBOE VIX Premium Strategy Index
      Close
      264.98
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      259.17
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
55.74 57.84 54.22 55.04
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
65.09 65.52 63.37 63.94
CYX - CBOE China Index
Open High Low Close
807.70 813.84 806.31 813.84
 
CBOE Volatility Index (VIX)