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, January 23, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.28
Index Put/Call Ratio 1.96
Exchange Traded Products Put/Call Ratio 1.53
Equity Put/Call Ratio 0.70
CBOE Volatility Index (VIX) Put/Call Ratio 2.06
Sum of All Products
  Call Put Total  
Volume 2,133,689 2,726,922 4,860,611  
Open Interest 109,670,387 103,077,698 212,748,085  
Index Options
  Call Put Total  
Volume 678,085 1,326,982 2,005,067  
Exchange Traded Products
  Call Put Total  
Volume 460,360 704,630 1,164,990  
Equity Options
  Call Put Total  
Volume 995,244 695,310 1,690,554  

Equity LEAPS
  Call Put Total  
Volume 57,586 45,838 103,424  
Open Interest 26,763,880 21,230,570 47,994,450  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 959,066 1,047,656 2,006,722  
Open Interest 9,926,437 10,948,205 20,874,642  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,077.95 1,078.77 1,076.13 1,076.90
VXST - CBOE Short-term Volatility Index
Open High Low Close
16.34 16.89 14.47 16.08
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
19.65 19.82 19.29 19.82
VXTH - CBOE VIX Tail Hedge Index
      Close
      200.65
LOVOL - CBOE Low Volatility Index
Open High Low Close
181.00 181.16 180.46 180.57
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
672.42 672.67 669.89 670.38
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,489.01 1,490.72 1,485.85 1,486.79
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
438.94 440.00 438.66 439.49
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
264.05 264.18 263.35 263.47
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
204.18 204.25 203.66 203.96
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,444.18 1,446.15 1,443.05 1,443.38
VIX - CBOE Volatility Index
Open High Low Close
16.79 17.09 15.81 16.66
VVIX - CBOE VVIX Index
Open High Low Close
94.56 98.55 93.54 96.33
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
17.47 17.55 16.64 16.74
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.97 19.97 17.79 18.13
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.43 16.05 10.57 15.84
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
20.46 21.50 20.23 20.80
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
16.52 20.84 14.85 15.89
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
17.37 17.91 16.39 17.06
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.56 19.00 18.03 19.00
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      89.32
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
6.72 7.06 6.65 7.04
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
57.42 57.77 55.31 57.62
GVZ - CBOE Gold Volatility Index
Open High Low Close
20.43 20.62 20.28 20.62
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
11.62 11.62 11.62 11.62
VPD - CBOE VIX Premium Strategy Index
      Close
      249.46
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      242.30
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.47 66.03 63.10 64.91
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
60.06 61.88 58.35 61.25
CYX - CBOE China Index
Open High Low Close
791.17 794.10 789.70 790.39
  VIX Snapshot

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