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 Thursday, March 26, 2015


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 1.04
Exchange Traded Products Put/Call Ratio 1.65
Equity Put/Call Ratio 0.58
CBOE Volatility Index (VIX) Put/Call Ratio 0.20
Sum of All Products
  Call Put Total  
Volume 2,262,836 2,196,346 4,459,182  
Open Interest 123,604,331 122,401,847 246,006,178  
Index Options
  Call Put Total  
Volume 788,332 821,579 1,609,911  
Exchange Traded Products
  Call Put Total  
Volume 480,272 793,181 1,273,453  
Equity Options
  Call Put Total  
Volume 994,232 581,586 1,575,818  

Equity LEAPS
  Call Put Total  
Volume 60,457 33,424 93,881  
Open Interest 33,948,509 27,456,108 61,404,617  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 668,053 778,311 1,446,364  
Open Interest 8,900,161 9,562,353 18,462,514  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,088.61 1,096.12 1,085.64 1,091.12
VXST - CBOE Short-term Volatility Index
Open High Low Close
17.04 18.01 15.43 15.92
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
19.57 19.70 18.80 18.99
VXTH - CBOE VIX Tail Hedge Index
      Close
      197.93
LOVOL - CBOE Low Volatility Index
Open High Low Close
179.70 180.87 179.30 180.08
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
671.21 674.09 670.20 671.77
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,488.83 1,500.26 1,484.66 1,492.43
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
436.18 441.23 435.72 438.99
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
266.95 268.49 265.83 267.30
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
206.60 208.06 206.25 207.28
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,448.73 1,458.80 1,445.43 1,452.63
VIX - CBOE Volatility Index
Open High Low Close
16.64 17.19 15.23 15.80
VVIX - CBOE VVIX Index
Open High Low Close
87.11 88.65 82.86 87.03
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
16.95 17.69 16.82 16.82
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
19.88 20.79 19.58 19.95
VXD - CBOE DJIA Volatility Index
Open High Low Close
15.38 16.96 15.24 15.52
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.67 19.36 17.60 18.17
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
17.53 18.41 16.03 16.60
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
18.44 19.07 16.88 17.50
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
18.41 18.57 17.29 17.57
SRVX - CBOE Interest Rate Swap Rate Volatility Index
      Close
      93.01
VXTYN - CBOE/CBOT 10-year U.S. Treasury Note Volatility Index
Open High Low Close
5.72 5.82 5.61 5.63
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
47.69 50.31 47.69 49.58
GVZ - CBOE Gold Volatility Index
Open High Low Close
16.46 16.56 16.01 16.02
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
12.56 13.19 12.56 13.19
VPD - CBOE VIX Premium Strategy Index
      Close
      262.92
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      254.34
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
65.57 65.94 62.70 63.71
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
62.56 62.84 57.55 58.53
CYX - CBOE China Index
Open High Low Close
760.79 760.98 756.53 757.49
  VIX Snapshot

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