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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 Friday, September 19, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.83
Index Put/Call Ratio 0.80
Exchange Traded Products Put/Call Ratio 1.71
Equity Put/Call Ratio 0.55
CBOE Volatility Index (VIX) Put/Call Ratio 0.11
Sum of All Products
  Call Put Total  
Volume 3,373,642 2,808,315 6,181,957  
Open Interest 174,808,504 164,868,707 339,677,211  
Index Options
  Call Put Total  
Volume 1,071,170 860,153 1,931,323  
Exchange Traded Products
  Call Put Total  
Volume 590,421 1,008,476 1,598,897  
Equity Options
  Call Put Total  
Volume 1,712,051 939,686 2,651,737  

Equity LEAPS
  Call Put Total  
Volume 43,799 19,936 63,735  
Open Interest 16,267,051 12,097,417 28,364,468  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 477,925 787,950 1,265,875  
Open Interest 5,867,445 5,667,064 11,534,509  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,102.87 1,104.18 1,102.66 1,102.92
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.09 11.56 10.02 10.41
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.95 16.24 15.86 16.08
VXTH - CBOE VIX Tail Hedge Index
      Close
      188.88
LOVOL - CBOE Low Volatility Index
Open High Low Close
176.17 176.55 175.76 175.87
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
662.76 662.76 662.76 662.76
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,537.50 1,539.62 1,536.61 1,537.03
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
450.86 451.54 450.69 451.14
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
269.74 270.01 269.58 269.58
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,493.09 1,493.09 1,493.09 1,493.09
VIX - CBOE Volatility Index
Open High Low Close
11.73 12.61 11.52 12.11
VVIX - CBOE VVIX Index
Open High Low Close
76.17 79.15 75.37 77.70
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.18 13.28 11.73 11.84
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.10 18.33 17.29 17.40
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.98 11.49 10.65 11.03
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.78 18.05 16.53 17.24
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
9.40 10.80 9.40 10.19
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.51 14.07 13.07 13.80
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
13.96 14.60 13.89 14.38
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.37
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.51 4.55 4.38 4.41
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
18.98 19.22 18.43 18.56
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.50 17.08 15.40 16.90
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.25 7.25 6.90 7.19
VPD - CBOE VIX Premium Strategy Index
      Close
      269.99
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      263.80
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
43.68 46.67 41.41 44.77
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
60.44 62.25 59.48 61.88
CYX - CBOE China Index
Open High Low Close
811.36 811.66 796.87 800.70
 
CBOE Volatility Index (VIX)