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 Friday, May 22, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.89
Index Put/Call Ratio 0.92
Exchange Traded Products Put/Call Ratio 1.40
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.20
Sum of All Products
  Call Put Total  
Volume 1,788,279 1,582,635 3,370,914  
Open Interest 141,014,440 134,618,384 275,632,824  
Index Options
  Call Put Total  
Volume 714,787 654,107 1,368,894  
Exchange Traded Products
  Call Put Total  
Volume 314,870 440,357 755,227  
Equity Options
  Call Put Total  
Volume 758,622 488,171 1,246,793  

Equity LEAPS
  Call Put Total  
Volume 14,143 5,109 19,252  
Open Interest 8,095,143 5,495,583 13,590,726  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 717,906 850,824 1,568,730  
Open Interest 11,309,001 11,995,426 23,304,427  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,128.62 1,129.94 1,128.04 1,128.04
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.44 10.51 9.46 9.60
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.66 16.74 16.55 16.72
VXTH - CBOE VIX Tail Hedge Index
      Close
      202.05
LOVOL - CBOE Low Volatility Index
Open High Low Close
184.90 185.20 184.75 184.76
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
684.33 685.37 683.54 683.55
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,556.30 1,558.90 1,555.02 1,555.02
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
453.54 454.36 453.48 453.57
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
275.84 276.05 275.41 275.57
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
214.71 215.03 214.22 214.61
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,509.57 1,511.66 1,509.25 1,509.97
VIX - CBOE Volatility Index
Open High Low Close
12.37 12.37 11.82 12.13
VVIX - CBOE VVIX Index
Open High Low Close
73.07 76.41 72.20 75.98
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.71 13.71 13.06 13.33
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.53 16.61 15.84 15.87
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.32 12.68 12.27 12.59
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.18 15.67 14.93 15.25
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.56 12.75 11.94 12.60
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.39 13.50 13.08 13.23
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.58 14.58 14.26 14.48
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      88.58
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.04 8.20 3.76 6.00
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.61 32.34 31.02 31.29
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.62 14.67 14.17 14.19
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.79 13.44 12.79 13.29
VPD - CBOE VIX Premium Strategy Index
      Close
      278.19
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      268.54
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
60.67 60.67 58.85 59.46
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
50.99 51.05 49.40 50.47
CYX - CBOE China Index
Open High Low Close
900.01 917.18 900.01 913.71
  VIX Snapshot

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