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.

Select date to get historical data (mm/dd/yyyy)

  

CBOE Market Summary for Tuesday, June 30, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.10
Index Put/Call Ratio 1.11
Exchange Traded Products Put/Call Ratio 1.42
Equity Put/Call Ratio 0.84
CBOE Volatility Index (VIX) Put/Call Ratio 0.48
Sum of All Products
  Call Put Total  
Volume 2,236,023 2,462,982 4,699,005  
Open Interest 143,998,107 133,402,010 277,400,117  
Index Options
  Call Put Total  
Volume 1,091,418 1,210,229 2,301,647  
Exchange Traded Products
  Call Put Total  
Volume 505,003 717,746 1,222,749  
Equity Options
  Call Put Total  
Volume 639,602 535,007 1,174,609  

Equity LEAPS
  Call Put Total  
Volume 15,398 20,665 36,063  
Open Interest 9,699,405 6,863,052 16,562,457  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 548,967 803,840 1,352,807  
Open Interest 7,643,322 8,118,565 15,761,887  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,121.76 1,123.90 1,115.43 1,118.86
VXST - CBOE Short-term Volatility Index
Open High Low Close
20.84 23.31 20.44 20.93
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
18.35 19.43 18.35 18.95
VXTH - CBOE VIX Tail Hedge Index
      Close
      197.80
LOVOL - CBOE Low Volatility Index
Open High Low Close
182.12 182.57 181.76 181.83
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
669.61 670.84 667.72 668.75
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,524.43 1,527.17 1,514.37 1,519.13
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
450.61 451.36 447.91 449.34
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
272.49 272.79 269.13 271.62
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
214.29 214.47 213.29 214.04
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,506.27 1,506.56 1,495.36 1,499.74
VIX - CBOE Volatility Index
Open High Low Close
17.60 19.80 17.49 18.23
VVIX - CBOE VVIX Index
Open High Low Close
108.60 117.84 107.87 110.17
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
21.03 22.84 21.01 22.37
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
21.42 21.55 21.17 21.42
VXD - CBOE DJIA Volatility Index
Open High Low Close
18.68 19.30 17.50 18.30
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.71 20.90 19.21 20.06
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.68 19.80 17.68 18.23
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.81 19.91 18.80 19.34
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
17.83 19.27 17.70 18.47
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      90.46
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
7.06 7.32 6.77 6.90
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
33.64 33.64 32.32 32.43
GVZ - CBOE Gold Volatility Index
Open High Low Close
14.50 15.92 14.50 15.34
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
14.31 14.68 14.08 14.10
VPD - CBOE VIX Premium Strategy Index
      Close
      272.51
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      262.95
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
63.66 64.44 62.17 62.89
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
60.28 61.75 57.26 59.08
CYX - CBOE China Index
Open High Low Close
802.64 808.94 801.43 803.62
  VIX Snapshot

*Third Party Advertisement