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, January 23, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.95
Index Put/Call Ratio 0.95
Exchange Traded Products Put/Call Ratio 1.64
Equity Put/Call Ratio 0.72
CBOE Volatility Index (VIX) Put/Call Ratio 0.14
Sum of All Products
  Call Put Total  
Volume 1,931,817 1,831,465 3,763,282  
Open Interest 96,311,104 96,712,380 193,023,484  
Index Options
  Call Put Total  
Volume 851,102 807,328 1,658,430  
Exchange Traded Products
  Call Put Total  
Volume 267,401 439,538 706,939  
Equity Options
  Call Put Total  
Volume 813,314 584,599 1,397,913  

Equity LEAPS
  Call Put Total  
Volume 63,026 41,642 104,668  
Open Interest 18,476,631 17,578,429 36,055,060  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 621,276 763,946 1,385,222  
Open Interest 7,848,091 8,464,298 16,312,389  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,238.20 1,239.74 1,234.45 1,237.54
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.31 12.49 10.75 10.92
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.19 17.42 16.94 16.94
VXTH - CBOE VIX Tail Hedge Index
      Close
      196.12
LOVOL - CBOE Low Volatility Index
Open High Low Close
187.24 187.55 186.50 187.08
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
679.67 680.66 677.17 678.95
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,692.43 1,695.25 1,685.01 1,690.97
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
508.89 509.65 507.46 509.43
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
285.40 285.75 284.76 285.49
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
236.94 237.40 236.23 236.95
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,694.66 1,696.44 1,689.38 1,693.94
VIX - CBOE Volatility Index
Open High Low Close
12.30 12.62 11.59 11.77
VVIX - CBOE VVIX Index
Open High Low Close
85.68 87.90 84.51 84.51
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.69 12.33 11.50 12.15
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.67 17.81 16.42 17.71
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.44 12.61 11.44 11.88
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.88 18.30 17.38 17.64
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
10.61 11.65 10.50 10.77
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.04 14.17 13.04 13.49
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.71 15.09 14.48 14.54
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      88.41
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.77 5.88 5.71 5.77
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
29.19 32.31 29.19 30.79
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.38 15.20 14.38 15.15
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.33 9.53 9.33 9.35
VPD - CBOE VIX Premium Strategy Index
      Close
      347.21
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      325.94
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
50.28 50.28 46.93 48.08
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
54.93 57.64 54.93 55.34
CYX - CBOE China Index
Open High Low Close
813.81 817.44 811.60 816.99