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, December 8, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.75
Index Put/Call Ratio 0.85
Exchange Traded Products Put/Call Ratio 0.89
Equity Put/Call Ratio 0.50
CBOE Volatility Index (VIX) Put/Call Ratio 0.71
Sum of All Products
  Call Put Total  
Volume 3,069,374 2,306,219 5,375,593  
Open Interest 163,645,519 158,841,119 322,486,638  
Index Options
  Call Put Total  
Volume 1,423,092 1,210,707 2,633,799  
Exchange Traded Products
  Call Put Total  
Volume 686,398 612,973 1,299,371  
Equity Options
  Call Put Total  
Volume 959,884 482,539 1,442,423  

Equity LEAPS
  Call Put Total  
Volume 60,486 24,510 84,996  
Open Interest 15,338,558 14,223,404 29,561,962  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 792,995 629,570 1,422,565  
Open Interest 8,320,437 8,476,951 16,797,388  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,223.69 1,223.98 1,222.76 1,223.81
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.14 13.05 10.89 12.92
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.78 18.25 17.33 17.95
VXTH - CBOE VIX Tail Hedge Index
      Close
      194.44
LOVOL - CBOE Low Volatility Index
Open High Low Close
185.13 185.77 185.04 185.46
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
674.46 678.23 674.07 676.60
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,677.41 1,679.66 1,676.78 1,678.26
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
500.88 501.74 500.68 501.58
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
281.55 283.91 281.55 283.50
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
234.88 235.45 234.76 235.19
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,671.06 1,671.26 1,670.87 1,671.01
VIX - CBOE Volatility Index
Open High Low Close
12.10 13.40 11.30 12.64
VVIX - CBOE VVIX Index
Open High Low Close
89.52 94.62 88.93 91.27
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.65 14.22 13.25 13.26
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.34 20.67 19.34 20.42
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.07 13.71 12.07 13.21
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.43 19.17 17.36 17.83
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.91 13.31 11.56 12.86
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.83 15.61 14.72 14.82
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.44 16.07 15.37 15.72
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      88.54
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.18 6.23 5.66 5.70
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
35.79 36.24 34.90 35.03
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.19 16.58 16.08 16.48
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.00 10.41 9.96 10.35
VPD - CBOE VIX Premium Strategy Index
      Close
      331.91
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      312.09
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
50.26 52.05 48.07 48.09
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
56.82 57.98 55.91 57.15
CYX - CBOE China Index
Open High Low Close
785.83 788.93 781.08 785.26