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, February 12, 2016


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 1.05
Exchange Traded Products Put/Call Ratio 0.99
Equity Put/Call Ratio 0.71
CBOE Volatility Index (VIX) Put/Call Ratio 0.31
Sum of All Products
  Call Put Total  
Volume 2,395,596 2,205,393 4,600,989  
Open Interest 136,278,235 131,127,487 267,405,722  
Index Options
  Call Put Total  
Volume 1,076,849 1,128,373 2,205,222  
Exchange Traded Products
  Call Put Total  
Volume 507,864 503,026 1,010,890  
Equity Options
  Call Put Total  
Volume 810,883 573,994 1,384,877  

Equity LEAPS
  Call Put Total  
Volume 133,241 45,490 178,731  
Open Interest 25,718,289 21,035,531 46,753,820  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 635,875 604,901 1,240,776  
Open Interest 8,622,311 8,840,981 17,463,292  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,067.13 1,078.21 1,065.34 1,078.21
VXST - CBOE Short-term Volatility Index
Open High Low Close
26.00 26.49 22.15 22.71
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
27.26 27.95 26.63 26.96
VXTH - CBOE VIX Tail Hedge Index
      Close
      175.08
LOVOL - CBOE Low Volatility Index
Open High Low Close
164.80 166.51 164.34 166.26
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
609.23 611.54 609.23 611.51
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,418.78 1435.00 1,415.02 1435.00
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
429.92 432.56 426.82 432.48
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
254.01 256.38 253.50 256.38
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
188.17 189.98 187.33 189.90
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,456.56 1,467.64 1,451.33 1,467.32
VIX - CBOE Volatility Index
Open High Low Close
27.16 27.57 24.92 25.40
VVIX - CBOE VVIX Index
Open High Low Close
105.79 106.75 102.15 103.25
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
29.98 30.38 27.95 28.01
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
38.69 38.72 36.82 36.89
VXD - CBOE DJIA Volatility Index
Open High Low Close
27.39 27.39 24.29 24.58
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
31.38 32.11 30.12 30.35
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
29.05 29.56 26.76 26.90
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
31.07 31.63 29.20 29.74
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
27.62 27.62 25.71 26.23
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      86.39
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
7.51 8.76 6.61 6.90
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
77.38 80.78 75.23 78.97
GVZ - CBOE Gold Volatility Index
Open High Low Close
24.08 24.72 23.70 24.10
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
13.15 13.21 12.75 12.90
VPD - CBOE VIX Premium Strategy Index
      Close
      240.50
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      229.48
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
62.61 66.86 61.94 65.38
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
64.87 68.84 64.38 67.70
CYX - CBOE China Index
Open High Low Close
595.98 607.49 595.98 607.49