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 Monday, June 27, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.29
Index Put/Call Ratio 1.24
Exchange Traded Products Put/Call Ratio 2.10
Equity Put/Call Ratio 0.81
CBOE Volatility Index (VIX) Put/Call Ratio 0.47
Sum of All Products
  Call Put Total  
Volume 2,797,963 3,621,460 6,419,423  
Open Interest 134,705,762 127,801,430 262,507,192  
Index Options
  Call Put Total  
Volume 1,309,810 1,624,643 2,934,453  
Exchange Traded Products
  Call Put Total  
Volume 612,063 1,282,880 1,894,943  
Equity Options
  Call Put Total  
Volume 876,090 713,937 1,590,027  

Equity LEAPS
  Call Put Total  
Volume 30,598 24,523 55,121  
Open Interest 8,132,818 6,720,384 14,853,202  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 739,050 973,630 1,712,680  
Open Interest 7,036,471 7,146,390 14,182,861  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,133.92 1,133.92 1,121.44 1,126.91
VXST - CBOE Short-term Volatility Index
Open High Low Close
30.04 30.86 24.08 25.06
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
23.44 24.46 23.19 23.74
VXTH - CBOE VIX Tail Hedge Index
      Close
      182.26
LOVOL - CBOE Low Volatility Index
Open High Low Close
174.89 174.89 172.74 173.19
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
629.83 629.83 623.81 625.13
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,533.18 1,533.18 1,513.20 1,520.11
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
451.80 451.91 446.11 448.61
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
266.14 266.14 263.86 265.06
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
209.17 209.17 204.21 204.99
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,540.17 1,541.17 1,525.69 1,532.82
VIX - CBOE Volatility Index
Open High Low Close
24.38 26.72 22.93 23.85
VVIX - CBOE VVIX Index
Open High Low Close
124.74 124.80 113.31 115.60
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
30.91 32.03 29.78 31.48
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
30.93 31.79 29.07 29.17
VXD - CBOE DJIA Volatility Index
Open High Low Close
22.73 23.69 21.36 21.95
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
27.37 30.03 26.93 27.83
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
23.68 25.21 21.55 22.01
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
24.86 27.10 23.95 24.39
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
23.80 24.89 23.10 23.68
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      84.29
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.88 6.88 6.34 6.75
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
43.33 44.71 42.73 42.85
GVZ - CBOE Gold Volatility Index
Open High Low Close
22.20 22.64 22.01 22.52
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.99 13.61 12.87 12.88
VPD - CBOE VIX Premium Strategy Index
      Close
      269.35
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      255.34
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
66.69 66.69 61.18 64.28
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
69.10 69.10 62.91 64.62
CYX - CBOE China Index
Open High Low Close
657.72 657.72 646.16 650.26