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 Wednesday, July 29, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.90
Index Put/Call Ratio 0.98
Exchange Traded Products Put/Call Ratio 1.42
Equity Put/Call Ratio 0.62
CBOE Volatility Index (VIX) Put/Call Ratio 0.35
Sum of All Products
  Call Put Total  
Volume 1,898,253 1,714,062 3,612,315  
Open Interest 151,474,237 140,100,785 291,575,022  
Index Options
  Call Put Total  
Volume 616,244 606,124 1,222,368  
Exchange Traded Products
  Call Put Total  
Volume 386,349 548,452 934,801  
Equity Options
  Call Put Total  
Volume 895,660 559,486 1,455,146  

Equity LEAPS
  Call Put Total  
Volume 21,362 11,518 32,880  
Open Interest 11,470,308 8,355,181 19,825,489  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 676,048 810,378 1,486,426  
Open Interest 10,694,952 11,731,232 22,426,184  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,145.35 1,152.01 1,144.98 1,151.21
VXST - CBOE Short-term Volatility Index
Open High Low Close
14.06 14.12 11.80 12.18
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.88 17.32 16.18 16.52
VXTH - CBOE VIX Tail Hedge Index
      Close
      199.01
LOVOL - CBOE Low Volatility Index
Open High Low Close
183.50 184.73 183.43 184.58
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
670.78 674.53 670.58 674.03
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,548.17 1,559.51 1,547.64 1,557.98
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
460.58 462.08 459.31 461.75
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
275.28 277.17 274.52 276.79
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
212.69 214.07 212.14 213.63
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,535.19 1,543.67 1,535.12 1,542.64
VIX - CBOE Volatility Index
Open High Low Close
13.57 13.59 11.85 12.50
VVIX - CBOE VVIX Index
Open High Low Close
84.42 84.68 82.51 82.94
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.37 16.66 14.69 15.41
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.21 21.35 19.72 20.11
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.10 14.17 11.90 13.28
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
17.60 17.64 15.72 16.05
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.96 13.33 11.88 12.07
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.51 15.90 14.80 14.96
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.40 15.41 14.58 14.92
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      87.32
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.51 6.40 5.23 5.24
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
39.94 42.51 38.07 38.59
GVZ - CBOE Gold Volatility Index
Open High Low Close
18.40 18.75 16.92 17.22
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
11.07 11.07 10.51 10.55
VPD - CBOE VIX Premium Strategy Index
      Close
      286.66
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      276.28
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
59.06 59.06 55.37 58.07
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
45.87 46.91 43.98 44.78
CYX - CBOE China Index
Open High Low Close
708.01 721.61 707.95 720.12
  VIX Snapshot

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