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 Tuesday, May 03, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.10
Index Put/Call Ratio 1.30
Exchange Traded Products Put/Call Ratio 1.45
Equity Put/Call Ratio 0.77
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 1,730,670 1,904,768 3,635,438  
Open Interest 139,561,278 131,560,332 271,121,610  
Index Options
  Call Put Total  
Volume 604,142 786,447 1,390,589  
Exchange Traded Products
  Call Put Total  
Volume 371,382 537,628 909,010  
Equity Options
  Call Put Total  
Volume 755,146 580,693 1,335,839  

Equity LEAPS
  Call Put Total  
Volume 13,498 7,718 21,216  
Open Interest 5,777,359 4,936,711 10,714,070  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 480,919 639,972 1,120,891  
Open Interest 7,922,624 7,700,139 15,622,763  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,136.98 1,136.98 1,129.51 1,133.12
VXST - CBOE Short-term Volatility Index
Open High Low Close
15.48 16.37 14.60 15.17
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
20.38 20.76 20.20 20.47
VXTH - CBOE VIX Tail Hedge Index
      Close
      190.15
LOVOL - CBOE Low Volatility Index
Open High Low Close
178.66 178.66 177.58 178.03
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
642.91 642.91 638.54 640.36
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,549.17 1,549.17 1,537.02 1,543.08
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
453.33 455.14 451.12 452.34
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
268.97 268.97 266.88 267.91
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
210.00 210.05 207.90 208.53
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,538.33 1,540.40 1,532.47 1,537.36
VIX - CBOE Volatility Index
Open High Low Close
14.92 16.42 14.91 15.60
VVIX - CBOE VVIX Index
Open High Low Close
91.73 94.27 91.22 91.66
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
18.85 19.39 18.11 18.62
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
24.77 25.53 24.51 25.04
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.52 16.06 14.52 15.28
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.59 20.87 19.13 19.89
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.65 16.41 14.93 15.41
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.39 19.78 18.37 19.02
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.51 18.96 17.96 18.57
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.59 5.77 5.58 5.65
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
45.79 46.05 45.23 45.78
GVZ - CBOE Gold Volatility Index
Open High Low Close
19.15 19.33 18.65 18.70
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
10.33 10.34 10.12 10.14
VPD - CBOE VIX Premium Strategy Index
      Close
      282.58
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      268.18
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
57.13 57.80 54.53 56.77
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
62.87 64.06 61.55 62.64
CYX - CBOE China Index
Open High Low Close
675.17 675.17 668.88 669.56