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.

Select date to get historical data (mm/dd/yyyy)

  

CBOE Market Summary for Friday, June 13, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.77
Index Put/Call Ratio 0.67
Exchange Traded Products Put/Call Ratio 1.79
Equity Put/Call Ratio 0.56
CBOE Volatility Index (VIX) Put/Call Ratio 0.25
Sum of All Products
  Call Put Total  
Volume 2,518,715 1,934,601 4,453,316  
Open Interest 173,277,469 152,143,334 325,420,803  
Index Options
  Call Put Total  
Volume 1,033,562 696,486 1,730,048  
Exchange Traded Products
  Call Put Total  
Volume 330,483 592,958 923,441  
Equity Options
  Call Put Total  
Volume 1,154,670 645,157 1,799,827  

Equity LEAPS
  Call Put Total  
Volume 27,230 11,058 38,288  
Open Interest 10,913,147 7,106,488 18,019,635  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 435,739 438,582 874,321  
Open Interest 6,512,305 7,023,110 13,535,415  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,078.91 1,079.51 1,078.71 1,079.51
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.90 12.23 11.39 11.48
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
15.71 16.17 15.50 15.61
VXTH - CBOE VIX Tail Hedge Index
      Close
      180.96
LOVOL - CBOE Low Volatility Index
Open High Low Close
169.68 169.93 169.38 169.93
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
639.77 641.16 638.03 641.06
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,503.26 1,504.55 1,502.60 1,504.55
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
438.48 438.56 438.12 438.50
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
267.48 267.71 267.38 267.69
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
200.71 201.18 200.32 200.84
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,445.56 1,445.87 1,445.47 1,445.60
VIX - CBOE Volatility Index
Open High Low Close
12.45 12.69 11.89 12.18
VVIX - CBOE VVIX Index
Open High Low Close
78.13 83.80 77.80 79.81
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.67 13.99 13.63 13.75
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.68 17.96 16.78 16.81
VXD - CBOE DJIA Volatility Index
Open High Low Close
11.96 12.14 10.98 11.79
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.34 19.11 17.79 18.04
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
11.97 12.20 11.10 11.22
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.86 14.17 13.39 13.61
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.08 14.32 13.72 13.79
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      79.79
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.60 6.75 4.39 4.48
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.17 20.02 19.11 19.47
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.91 12.91 12.19 12.52
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.68 5.70 5.54 5.56
VPD - CBOE VIX Premium Strategy Index
      Close
      257.96
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      252.57
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
54.15 56.41 52.37 52.94
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
63.91 64.62 61.20 61.99
CYX - CBOE China Index
Open High Low Close
753.09 755.06 751.93 752.94
  VIX Snapshot

*Third Party Advertisement