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, September 04, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.48
Index Put/Call Ratio 1.85
Exchange Traded Products Put/Call Ratio 1.58
Equity Put/Call Ratio 0.89
CBOE Volatility Index (VIX) Put/Call Ratio 0.78
Sum of All Products
  Call Put Total  
Volume 1,767,730 2,616,692 4,384,422  
Open Interest 171,709,848 162,958,485 334,668,333  
Index Options
  Call Put Total  
Volume 706,494 1,310,151 2,016,645  
Exchange Traded Products
  Call Put Total  
Volume 525,669 830,663 1,356,332  
Equity Options
  Call Put Total  
Volume 535,567 475,878 1,011,445  

Equity LEAPS
  Call Put Total  
Volume 22,227 12,753 34,980  
Open Interest 13,690,649 10,117,874 23,808,523  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 717,110 1,201,977 1,919,087  
Open Interest 11,098,982 12,980,737 24,079,719  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,080.95 1,080.95 1,069.68 1,075.10
VXST - CBOE Short-term Volatility Index
Open High Low Close
26.67 29.40 24.90 26.88
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
26.54 27.53 25.79 26.25
VXTH - CBOE VIX Tail Hedge Index
      Close
      198.96
LOVOL - CBOE Low Volatility Index
Open High Low Close
179.49 180.02 178.68 179.74
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
644.70 644.70 641.49 641.94
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,445.98 1,445.98 1,429.83 1,437.46
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
430.31 432.73 428.68 430.90
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
258.31 258.31 255.38 256.50
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
200.16 201.42 199.90 200.74
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,456.04 1,463.03 1,447.98 1,455.92
VIX - CBOE Volatility Index
Open High Low Close
27.43 29.47 25.68 27.80
VVIX - CBOE VVIX Index
Open High Low Close
121.15 125.81 120.31 123.15
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
28.25 28.55 27.50 28.30
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
40.06 42.68 39.76 41.72
VXD - CBOE DJIA Volatility Index
Open High Low Close
24.83 28.20 24.83 26.92
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
27.66 29.07 27.02 27.37
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
27.99 30.19 27.64 28.04
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
28.10 30.35 28.10 28.92
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
27.34 29.52 26.14 28.07
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      90.17
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.70 9.39 5.46 5.66
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
50.44 50.49 49.20 49.29
GVZ - CBOE Gold Volatility Index
Open High Low Close
18.57 18.62 18.02 18.62
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.68 12.68 11.99 12.43
VPD - CBOE VIX Premium Strategy Index
      Close
      248.72
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      240.75
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
64.49 66.06 62.16 63.97
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
62.34 66.67 60.41 63.06
CYX - CBOE China Index
Open High Low Close
642.46 642.88 627.03 629.38
  VIX Snapshot

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