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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, October 24, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 0.96
Exchange Traded Products Put/Call Ratio 1.34
Equity Put/Call Ratio 0.63
CBOE Volatility Index (VIX) Put/Call Ratio 0.34
Sum of All Products
  Call Put Total  
Volume 2,526,479 2,266,526 4,793,005  
Open Interest 169,144,725 156,465,573 325,610,298  
Index Options
  Call Put Total  
Volume 668,302 639,187 1,307,489  
Exchange Traded Products
  Call Put Total  
Volume 641,170 861,454 1,502,624  
Equity Options
  Call Put Total  
Volume 1,217,007 765,885 1,982,892  

Equity LEAPS
  Call Put Total  
Volume 54,417 29,670 84,087  
Open Interest 18,758,663 14,130,021 32,888,684  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 1,006,953 1,151,945 2,158,898  
Open Interest 13,491,219 15,536,418 29,027,637  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,061.80 1,063.83 1,060.01 1,063.41
VXST - CBOE Short-term Volatility Index
Open High Low Close
16.52 17.88 14.76 14.76
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
19.42 19.95 19.18 19.19
VXTH - CBOE VIX Tail Hedge Index
      Close
      184.97
LOVOL - CBOE Low Volatility Index
Open High Low Close
170.92 171.70 170.47 171.17
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
648.71 651.65 647.83 651.50
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,478.15 1,481.90 1,474.94 1,481.41
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
434.91 435.77 434.33 435.58
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
260.22 260.80 259.53 260.65
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
196.02 196.09 195.30 196.03
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,429.35 1,431.37 1,427.18 1,431.37
VIX - CBOE Volatility Index
Open High Low Close
16.43 18.06 16.09 16.11
VVIX - CBOE VVIX Index
Open High Low Close
102.25 109.48 100.25 104.38
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.36 17.73 16.89 17.17
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.52 22.52 21.08 21.09
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.27 16.61 11.36 14.91
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.08 21.91 20.76 20.85
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.66 17.05 15.42 15.75
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.78 19.42 17.90 17.93
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.18 18.86 17.83 17.92
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      87.93
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.29 6.39 6.12 6.15
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.78 32.89 31.27 31.27
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.91 16.91 16.20 16.24
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.98 7.98 7.84 7.86
VPD - CBOE VIX Premium Strategy Index
      Close
      265.22
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      259.15
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
63.32 71.50 62.16 63.98
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
68.82 71.19 66.46 67.39
CYX - CBOE China Index
Open High Low Close
753.12 758.68 751.01 757.97
 
CBOE Volatility Index (VIX)