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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 Tuesday, September 16, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 0.86
Exchange Traded Products Put/Call Ratio 1.57
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.55
Sum of All Products
  Call Put Total  
Volume 2,677,019 2,389,970 5,066,989  
Open Interest 175,486,676 163,042,989 338,529,665  
Index Options
  Call Put Total  
Volume 1,103,019 947,913 2,050,932  
Exchange Traded Products
  Call Put Total  
Volume 469,106 735,088 1,204,194  
Equity Options
  Call Put Total  
Volume 1,104,894 706,969 1,811,863  

Equity LEAPS
  Call Put Total  
Volume 33,113 20,571 53,684  
Open Interest 16,001,105 11,730,040 27,731,145  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 288,222 250,083 538,305  
Open Interest 4,086,264 3,853,761 7,940,025  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,105.90 1,108.65 1,105.64 1,108.23
VXST - CBOE Short-term Volatility Index
Open High Low Close
16.25 16.29 13.12 13.21
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.19 17.20 16.35 16.35
VXTH - CBOE VIX Tail Hedge Index
      Close
      187.77
LOVOL - CBOE Low Volatility Index
Open High Low Close
174.31 175.67 174.25 175.58
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
652.55 659.88 652.31 659.19
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,530.64 1,540.97 1,530.12 1,539.56
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
451.58 453.35 451.58 453.35
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
270.37 270.87 270.34 270.71
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
201.29 202.19 201.05 202.13
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,491.68 1,494.40 1,491.64 1,494.29
VIX - CBOE Volatility Index
Open High Low Close
14.48 14.53 12.72 12.73
VVIX - CBOE VVIX Index
Open High Low Close
92.67 93.08 83.06 84.52
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.47 15.67 14.91 14.95
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.13 21.13 19.77 20.44
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.12 13.50 12.08 12.31
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.55 19.74 18.22 18.26
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.08 13.08 11.19 11.19
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.99 17.05 14.82 14.92
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.81 15.81 14.85 14.85
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      82.75
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.23 7.29 5.21 5.27
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
20.50 20.50 18.67 18.93
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.33 16.59 16.21 16.58
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.05 8.05 7.79 7.85
VPD - CBOE VIX Premium Strategy Index
      Close
      269.53
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      263.48
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
53.17 53.24 46.02 46.47
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
62.99 63.72 60.54 60.93
CYX - CBOE China Index
Open High Low Close
805.49 811.84 797.84 809.98
 



CBOE Volatility Index (VIX)