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 Thursday, July 28, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 1.23
Exchange Traded Products Put/Call Ratio 0.92
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.57
Sum of All Products
  Call Put Total  
Volume 2,143,616 1,933,110 4,076,726  
Open Interest 142,924,642 135,612,641 278,537,283  
Index Options
  Call Put Total  
Volume 829,016 1,015,636 1,844,652  
Exchange Traded Products
  Call Put Total  
Volume 347,514 321,299 668,813  
Equity Options
  Call Put Total  
Volume 967,086 596,175 1,563,261  

Equity LEAPS
  Call Put Total  
Volume 28,051 21,256 49,307  
Open Interest 9,436,030 7,764,041 17,200,071  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 686,466 672,069 1,358,535  
Open Interest 11,602,877 11,002,881 22,605,758  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,169.05 1,171.24 1,167.25 1,170.45
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.84 12.54 11.32 11.79
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.69 18.87 18.24 18.32
VXTH - CBOE VIX Tail Hedge Index
      Close
      194.75
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.52 182.87 182.10 182.69
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
659.76 661.66 658.03 660.86
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,603.52 1,608.21 1,599.55 1,606.36
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
471.51 471.89 470.85 471.78
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
273.13 273.72 272.06 273.34
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
218.35 218.48 217.96 218.40
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,596.94 1,599.99 1,594.74 1,598.87
VIX - CBOE Volatility Index
Open High Low Close
12.51 13.52 12.36 12.72
VVIX - CBOE VVIX Index
Open High Low Close
90.87 92.19 89.33 89.81
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.96 16.08 15.33 15.35
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.23 21.40 19.79 20.12
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.43 12.93 12.17 12.24
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.67 18.10 17.29 17.54
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.74 13.74 12.14 13.63
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.14 15.79 13.95 14.84
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
16.33 16.53 15.90 16.00
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      83.24
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.12 5.25 5.10 5.24
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
41.60 43.22 41.56 42.93
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.93 16.93 16.12 16.31
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.12 8.19 7.84 8.19
VPD - CBOE VIX Premium Strategy Index
      Close
      306.40
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      289.46
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
49.61 52.37 48.80 49.41
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
60.60 63.01 59.35 59.69
CYX - CBOE China Index
Open High Low Close
714.58 715.56 710.12 712.44