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, July 07, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.24
Index Put/Call Ratio 1.21
Exchange Traded Products Put/Call Ratio 2.05
Equity Put/Call Ratio 0.78
CBOE Volatility Index (VIX) Put/Call Ratio 0.47
Sum of All Products
  Call Put Total  
Volume 2,175,511 2,704,936 4,880,447  
Open Interest 148,755,798 136,766,204 285,522,002  
Index Options
  Call Put Total  
Volume 762,548 926,176 1,688,724  
Exchange Traded Products
  Call Put Total  
Volume 535,199 1,094,945 1,630,144  
Equity Options
  Call Put Total  
Volume 877,764 683,815 1,561,579  

Equity LEAPS
  Call Put Total  
Volume 32,298 21,585 53,883  
Open Interest 10,066,664 7,045,550 17,112,214  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 591,149 815,709 1,406,858  
Open Interest 6,467,857 8,028,987 14,496,844  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,124.33 1,130.82 1,110.86 1,129.41
VXST - CBOE Short-term Volatility Index
Open High Low Close
17.06 19.68 15.57 15.91
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.57 19.48 17.75 17.84
VXTH - CBOE VIX Tail Hedge Index
      Close
      198.10
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.32 182.95 180.80 182.68
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
669.52 671.94 664.93 671.45
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,524.84 1,534.70 1,505.68 1,533.10
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
452.39 453.88 445.17 453.37
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
273.16 274.50 269.83 274.26
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
213.60 213.83 210.03 213.67
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,507.15 1,516.31 1,490.29 1,515.22
VIX - CBOE Volatility Index
Open High Low Close
17.22 19.20 15.93 16.09
VVIX - CBOE VVIX Index
Open High Low Close
106.85 114.01 99.07 99.35
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
23.12 23.51 21.30 21.36
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.86 24.66 23.33 23.35
VXD - CBOE DJIA Volatility Index
Open High Low Close
17.09 18.69 15.99 16.27
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.92 22.21 19.38 19.40
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.45 20.47 16.45 16.84
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.15 19.86 17.29 17.34
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.10 19.20 16.91 17.02
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      90.29
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.70 7.05 6.54 6.63
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
39.84 44.08 39.81 40.54
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.52 15.80 14.52 15.23
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.98 14.09 13.79 13.89
VPD - CBOE VIX Premium Strategy Index
      Close
      275.29
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      265.48
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
60.91 63.86 57.84 58.55
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
30.38 30.38 30.38 30.38
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
59.26 62.66 53.76 54.37
CYX - CBOE China Index
Open High Low Close
744.17 744.17 698.11 727.50
  VIX Snapshot

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