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, August 03, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 0.96
Exchange Traded Products Put/Call Ratio 1.59
Equity Put/Call Ratio 0.73
CBOE Volatility Index (VIX) Put/Call Ratio 0.46
Sum of All Products
  Call Put Total  
Volume 1,955,423 1,903,780 3,859,203  
Open Interest 152,849,803 140,370,561 293,220,364  
Index Options
  Call Put Total  
Volume 862,489 831,623 1,694,112  
Exchange Traded Products
  Call Put Total  
Volume 316,939 502,406 819,345  
Equity Options
  Call Put Total  
Volume 775,995 569,751 1,345,746  

Equity LEAPS
  Call Put Total  
Volume 22,072 9,463 31,535  
Open Interest 11,726,408 8,507,126 20,233,534  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 498,029 599,803 1,097,832  
Open Interest 6,707,534 7,494,398 14,201,932  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,150.90 1,151.40 1,143.39 1,148.66
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.19 13.75 11.61 12.12
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.60 16.91 16.37 16.37
VXTH - CBOE VIX Tail Hedge Index
      Close
      198.03
LOVOL - CBOE Low Volatility Index
Open High Low Close
184.38 184.42 182.98 183.88
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
672.69 672.85 668.30 670.69
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,555.77 1,556.39 1,543.23 1,550.98
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
463.31 464.07 459.69 462.21
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
276.20 276.28 273.20 274.75
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
215.08 215.21 212.96 214.12
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,542.79 1,542.97 1,533.02 1,539.29
VIX - CBOE Volatility Index
Open High Low Close
12.85 13.55 12.32 12.56
VVIX - CBOE VVIX Index
Open High Low Close
83.67 84.57 78.98 79.43
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.87 15.11 14.67 15.00
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
22.53 23.29 22.39 23.07
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.91 16.17 9.09 13.62
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.13 17.26 15.91 16.22
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.07 13.72 12.31 12.38
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.60 16.06 14.60 15.18
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.13 15.51 14.67 14.84
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      87.84
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.70 5.74 5.20 5.68
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
38.82 41.83 38.82 40.91
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.79 17.58 16.79 17.58
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.94 11.22 10.94 11.01
VPD - CBOE VIX Premium Strategy Index
      Close
      287.23
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      276.83
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
57.93 57.93 57.93 57.93
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
45.58 45.58 45.58 45.58
CYX - CBOE China Index
Open High Low Close
715.79 715.79 708.02 711.06
  VIX Snapshot

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