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 Monday, April 27, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.88
Index Put/Call Ratio 1.02
Exchange Traded Products Put/Call Ratio 1.27
Equity Put/Call Ratio 0.65
CBOE Volatility Index (VIX) Put/Call Ratio 0.22
Sum of All Products
  Call Put Total  
Volume 2,044,931 1,795,812 3,840,743  
Open Interest 131,995,923 125,796,979 257,792,902  
Index Options
  Call Put Total  
Volume 630,653 643,501 1,274,154  
Exchange Traded Products
  Call Put Total  
Volume 366,812 467,180 833,992  
Equity Options
  Call Put Total  
Volume 1,047,466 685,131 1,732,597  

Equity LEAPS
  Call Put Total  
Volume 18,263 14,233 32,496  
Open Interest 6,829,203 4,689,807 11,519,010  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 633,547 699,763 1,333,310  
Open Interest 7,585,803 7,071,448 14,657,251  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,120.49 1,121.06 1,117.53 1,118.09
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.75 13.07 11.75 12.72
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.43 17.90 17.42 17.83
VXTH - CBOE VIX Tail Hedge Index
      Close
      201.50
LOVOL - CBOE Low Volatility Index
Open High Low Close
184.51 184.65 183.67 183.81
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
683.93 684.56 679.58 680.16
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,536.87 1,537.57 1,529.39 1,530.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
451.24 451.50 450.53 450.74
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
273.15 273.52 272.57 272.71
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
213.48 213.88 212.19 212.34
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,497.45 1,497.48 1,493.80 1,494.23
VIX - CBOE Volatility Index
Open High Low Close
12.34 13.40 12.33 13.12
VVIX - CBOE VVIX Index
Open High Low Close
76.51 82.26 76.48 81.22
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.99 16.48 15.82 16.46
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.22 19.47 19.03 19.23
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.30 14.18 13.30 13.96
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.26 17.74 15.90 17.31
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.29 13.34 12.06 13.09
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.53 15.28 14.48 15.18
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.18 15.97 15.17 15.93
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      88.12
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.94 5.11 4.92 5.03
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
37.72 37.77 36.72 37.46
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.47 16.88 16.29 16.42
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.07 13.07 12.81 13.00
VPD - CBOE VIX Premium Strategy Index
      Close
      271.15
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      262.02
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
68.63 69.88 67.01 67.73
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
55.85 56.74 54.83 55.36
CYX - CBOE China Index
Open High Low Close
917.95 930.79 917.85 926.77
  VIX Snapshot

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