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 26, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.14
Index Put/Call Ratio 1.25
Exchange Traded Products Put/Call Ratio 1.71
Equity Put/Call Ratio 0.74
CBOE Volatility Index (VIX) Put/Call Ratio 0.38
Sum of All Products
  Call Put Total  
Volume 1,730,433 1,966,107 3,696,540  
Open Interest 138,851,728 132,032,531 270,884,259  
Index Options
  Call Put Total  
Volume 606,240 756,667 1,362,907  
Exchange Traded Products
  Call Put Total  
Volume 392,309 671,293 1,063,602  
Equity Options
  Call Put Total  
Volume 731,884 538,147 1,270,031  

Equity LEAPS
  Call Put Total  
Volume 17,356 8,711 26,067  
Open Interest 8,145,068 5,515,706 13,660,774  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 615,887 879,531 1,495,418  
Open Interest 7,452,181 8,165,186 15,617,367  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,127.48 1,127.48 1,119.70 1,121.48
VXST - CBOE Short-term Volatility Index
Open High Low Close
12.47 14.27 12.13 13.32
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
17.01 17.53 17.01 17.35
VXTH - CBOE VIX Tail Hedge Index
      Close
      199.97
LOVOL - CBOE Low Volatility Index
Open High Low Close
184.42 184.48 182.81 183.19
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
681.99 682.27 675.90 677.29
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,552.68 1,552.78 1,538.03 1,541.52
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
453.34 453.57 449.98 451.05
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
275.30 275.30 272.22 273.82
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
214.34 214.34 212.80 213.33
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,507.45 1,508.50 1,498.85 1,501.58
VIX - CBOE Volatility Index
Open High Low Close
13.45 14.63 13.34 14.06
VVIX - CBOE VVIX Index
Open High Low Close
78.32 84.14 77.76 81.94
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
15.47 16.31 15.41 15.99
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.37 19.20 16.49 19.13
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.59 17.85 12.59 14.14
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
16.61 17.64 16.58 17.02
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.82 14.85 13.74 14.36
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
13.22 15.56 13.22 15.15
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
15.17 15.78 15.04 15.48
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      88.55
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
6.30 7.45 6.12 6.15
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
31.29 35.59 31.29 34.66
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.19 15.40 14.19 15.22
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.29 14.21 13.29 13.95
VPD - CBOE VIX Premium Strategy Index
      Close
      276.80
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      267.20
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
59.46 63.11 59.46 60.87
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
50.47 54.67 50.47 52.51
CYX - CBOE China Index
Open High Low Close
919.76 926.01 908.62 913.36
  VIX Snapshot

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