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 Tuesday, May 24, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.01
Index Put/Call Ratio 1.26
Exchange Traded Products Put/Call Ratio 1.18
Equity Put/Call Ratio 0.60
CBOE Volatility Index (VIX) Put/Call Ratio 0.75
Sum of All Products
  Call Put Total  
Volume 1,992,752 2,009,024 4,001,776  
Open Interest 131,110,734 126,118,012 257,228,746  
Index Options
  Call Put Total  
Volume 864,459 1,093,274 1,957,733  
Exchange Traded Products
  Call Put Total  
Volume 415,455 489,059 904,514  
Equity Options
  Call Put Total  
Volume 712,838 426,691 1,139,529  

Equity LEAPS
  Call Put Total  
Volume 14,822 10,631 25,453  
Open Interest 6,522,284 5,590,707 12,112,991  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 679,344 755,063 1,434,407  
Open Interest 8,574,718 8,882,250 17,456,968  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,139.09 1,145.15 1,139.09 1,144.50
VXST - CBOE Short-term Volatility Index
Open High Low Close
13.17 13.22 11.75 11.91
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
20.07 20.07 19.37 19.37
VXTH - CBOE VIX Tail Hedge Index
      Close
      189.08
LOVOL - CBOE Low Volatility Index
Open High Low Close
177.13 178.37 177.13 178.15
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
637.37 643.33 637.37 642.31
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,544.89 1,556.94 1,544.89 1,555.43
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
458.17 460.82 457.93 460.62
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
267.10 269.43 267.10 268.26
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
209.62 211.10 209.49 211.10
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,541.94 1,548.60 1,541.94 1,547.53
VIX - CBOE Volatility Index
Open High Low Close
16.03 16.06 14.36 14.42
VVIX - CBOE VVIX Index
Open High Low Close
83.98 84.08 79.24 79.48
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.30 17.34 16.40 16.73
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.21 23.21 21.88 22.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.67 16.16 13.49 13.57
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.59 18.66 17.67 17.87
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
14.40 16.15 13.31 13.69
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.27 16.32 15.28 15.32
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.75 17.76 16.99 17.08
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      85.32
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.18 5.29 5.06 5.12
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
39.74 39.88 37.96 38.02
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.39 16.78 16.39 16.66
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
9.90 10.20 9.59 10.03
VPD - CBOE VIX Premium Strategy Index
      Close
      289.35
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      274.31
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
56.43 56.54 54.09 54.34
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
61.70 62.36 60.59 61.02
CYX - CBOE China Index
Open High Low Close
668.83 683.13 668.83 682.80