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, March 28, 2014


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.96
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.76
Equity Put/Call Ratio 0.64
CBOE Volatility Index (VIX) Put/Call Ratio 0.24
Sum of All Products
  Call Put Total  
Volume 2,301,319 2,205,886 4,507,205  
Open Interest 140,967,178 119,981,276 260,948,454  
Index Options
  Call Put Total  
Volume 746,993 733,766 1,480,759  
Exchange Traded Products
  Call Put Total  
Volume 421,695 743,657 1,165,352  
Equity Options
  Call Put Total  
Volume 1,132,631 728,463 1,861,094  

Equity LEAPS
  Call Put Total  
Volume 82,810 39,096 121,906  
Open Interest 34,621,818 25,508,456 60,130,274  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 774,297 912,152 1,686,449  
Open Interest 9,643,620 8,434,940 18,078,560  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,038.67 1,043.68 1,037.75 1,040.30
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.28 15.31 13.60 14.41
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.96 17.16 16.67 16.89
VXTH - CBOE VIX Tail Hedge Index
      Close
      175.63
LOVOL - CBOE Low Volatility Index
Open High Low Close
164.21 165.21 164.19 164.56
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
620.17 623.23 619.98 621.36
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,445.02 1,454.57 1,444.16 1,447.94
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
426.48 429.54 424.75 426.01
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
257.41 258.56 256.95 257.61
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
202.22 204.58 201.82 202.19
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,397.96 1,403.91 1,396.79 1,399.21
VIX - CBOE Volatility Index
Open High Low Close
14.15 14.86 13.73 14.41
VVIX - CBOE VVIX Index
Open High Low Close
73.36 77.18 73.09 74.86
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.18 16.48 15.37 16.48
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
23.27 23.48 22.54 23.38
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.72 14.02 12.30 13.55
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
21.06 21.10 19.99 21.00
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.24 14.43 12.88 13.45
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.49 18.49 16.99 18.09
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.58 15.86 15.23 15.46
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      84.13
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.96 5.06 4.60 5.03
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
19.28 19.64 19.06 19.15
GVZ - CBOE Gold Volatility Index
Open High Low Close
17.60 18.48 17.47 17.48
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.45 7.45 7.09 7.09
VPD - CBOE VIX Premium Strategy Index
      Close
      243.35
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      238.52
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
55.84 56.42 53.29 54.76
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
60.89 60.98 58.55 60.06
CYX - CBOE China Index
Open High Low Close
701.27 713.06 701.27 707.88
  VIX Snapshot

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