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 Thursday, June 30, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.23
Index Put/Call Ratio 1.27
Exchange Traded Products Put/Call Ratio 1.98
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.73
Sum of All Products
  Call Put Total  
Volume 2,557,045 3,154,168 5,711,213  
Open Interest 143,269,550 136,896,399 280,165,949  
Index Options
  Call Put Total  
Volume 1,288,402 1,633,873 2,922,275  
Exchange Traded Products
  Call Put Total  
Volume 524,864 1,039,793 1,564,657  
Equity Options
  Call Put Total  
Volume 743,779 480,502 1,224,281  

Equity LEAPS
  Call Put Total  
Volume 19,353 7,953 27,306  
Open Interest 8,348,373 6,917,580 15,265,953  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 736,604 1,128,076 1,864,680  
Open Interest 9,710,185 9,973,117 19,683,302  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,159.09 1,163.54 1,157.44 1,163.51
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.22 15.50 12.86 14.05
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
20.15 20.42 19.78 19.79
VXTH - CBOE VIX Tail Hedge Index
      Close
      189.36
LOVOL - CBOE Low Volatility Index
Open High Low Close
177.99 179.53 177.60 179.42
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
638.50 644.28 637.21 643.99
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,574.15 1,585.59 1,570.48 1,585.55
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
463.16 464.93 462.21 464.92
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
272.03 273.21 271.21 273.21
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
212.48 214.32 211.76 214.31
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,575.52 1,581.25 1,573.63 1,581.25
VIX - CBOE Volatility Index
Open High Low Close
16.91 16.99 15.29 15.63
VVIX - CBOE VVIX Index
Open High Low Close
99.02 99.66 94.06 94.23
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
21.01 21.63 19.28 19.66
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.23 24.47 23.10 23.69
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.86 15.86 14.80 15.15
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.23 22.05 20.36 20.36
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.50 15.88 14.32 14.77
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.45 18.66 17.41 17.58
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.59 18.92 18.00 18.09
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      83.47
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.42 5.64 4.82 5.63
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
38.29 39.39 37.70 38.09
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.26 19.26 18.17 18.50
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.32 10.58 9.96 10.23
VPD - CBOE VIX Premium Strategy Index
      Close
      287.94
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      272.26
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
55.46 57.26 54.63 55.33
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
61.13 62.70 60.53 61.61
CYX - CBOE China Index
Open High Low Close
679.23 686.76 679.23 685.94