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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 the CBOE Website.

Historical files can be accessed from the calendar below.

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, April 24, 2014

Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.79
Index Put/Call Ratio 1.12
Exchange Traded Products Put/Call Ratio 1.00
Equity Put/Call Ratio 0.61
CBOE Volatility Index (VIX) Put/Call Ratio 0.43
Sum of All Products
  Call Put Total  
Volume 2,138,677 1,698,038 3,836,715  
Open Interest 137,189,359 116,849,071 254,038,430  
Index Options
  Call Put Total  
Volume 436,935 489,127 926,062  
Exchange Traded Products
  Call Put Total  
Volume 443,415 441,845 885,260  
Equity Options
  Call Put Total  
Volume 1,258,327 767,066 2,025,393  

Equity LEAPS
  Call Put Total  
Volume 16,031 10,760 26,791  
Open Interest 7,556,490 4,778,547 12,335,037  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 710,759 709,934 1,420,693  
Open Interest 9,076,580 8,542,651 17,619,231  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,054.18 1,055.12 1,051.41 1,054.02
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.76 14.16 12.76 13.27
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.30 16.60 15.98 16.32
VXTH - CBOE VIX Tail Hedge Index
      Close
      175.84
LOVOL - CBOE Low Volatility Index
Open High Low Close
165.65 165.79 164.94 165.54
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
624.99 625.55 622.04 623.55
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,466.48 1,467.89 1,459.70 1,465.83
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
427.76 428.15 425.03 427.05
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
261.41 262.06 261.12 261.71
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
201.58 201.73 200.28 201.01
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,416.97 1,417.31 1,412.59 1,417.27
VIX - CBOE Volatility Index
Open High Low Close
13.36 14.08 13.09 13.32
VVIX - CBOE VVIX Index
Open High Low Close
67.14 70.53 66.46 68.75
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
14.50 14.90 14.48 14.57
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.26 21.83 20.73 20.73
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.36 12.93 12.35 12.40
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.01 20.73 18.98 19.69
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.24 13.85 12.73 12.82
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.52 17.97 14.82 17.17
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
14.67 15.15 14.53 14.77
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      78.37
CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
4.89 4.99 4.55 4.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
18.66 18.66 18.17 18.36
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.88 16.17 14.76 15.86
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.80 5.85 5.80 5.81
VPD - CBOE VIX Premium Strategy Index
      Close
      247.09
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      242.06
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
56.99 59.06 56.11 57.22
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
61.55 62.82 60.42 61.91
CYX - CBOE China Index
Open High Low Close
723.55 727.87 716.73 723.76
 
CBOE Volatility Index (VIX)