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

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

  

Cboe Market Summary for Tuesday, February 20, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.86
Index Put/Call Ratio 0.99
Exchange Traded Products Put/Call Ratio 0.98
Equity Put/Call Ratio 0.66
CBOE Volatility Index (VIX) Put/Call Ratio 0.23
Sum of All Products
  Call Put Total  
Volume 2,396,334 2,055,649 4,451,983  
Open Interest 135,528,244 133,678,255 269,206,499  
Index Options
  Call Put Total  
Volume 926,687 919,535 1,846,222  
Exchange Traded Products
  Call Put Total  
Volume 507,775 499,198 1,006,973  
Equity Options
  Call Put Total  
Volume 961,872 636,916 1,598,788  

Equity LEAPS
  Call Put Total  
Volume 49,829 35,809 85,638  
Open Interest 22,910,634 21,702,219 44,612,853  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 731,668 875,559 1,607,227  
Open Interest 11,003,614 11,921,771 22,925,385  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,364.13 1,369.44 1,360.60 1,363.85
VXST - CBOE Short-term Volatility Index
Open High Low Close
23.32 23.32 19.76 20.64
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
20.09 20.35 19.25 20.04
VXTH - CBOE VIX Tail Hedge Index
      Close
      239.93
LOVOL - CBOE Low Volatility Index
Open High Low Close
219.23 220.29 218.48 219.00
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
802.88 806.75 798.71 801.18
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,982.85 1,993.08 1,974.96 1,981.20
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
609.38 613.47 609.06 610.65
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
317.87 318.71 316.36 317.09
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
261.63 262.55 260.77 261.07
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,821.96 1,828.65 1,816.36 1,820.57
VIX - CBOE Volatility Index
Open High Low Close
20.53 21.61 19.75 20.60
VVIX - CBOE VVIX Index
Open High Low Close
123.15 125.19 119.33 122.58
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
19.38 19.66 16.93 18.38
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
25.70 25.70 23.03 24.04
VXD - CBOE DJIA Volatility Index
Open High Low Close
18.83 20.51 17.73 19.80
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
19.21 20.70 18.70 19.74
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
18.27 18.99 17.12 18.20
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
20.46 22.51 20.46 21.67
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      75.83
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.78 4.87 4.65 4.77
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
26.97 28.14 26.89 27.58
GVZ - CBOE Gold Volatility Index
Open High Low Close
13.96 14.08 13.48 14.08
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
8.92 10.28 8.92 9.73
VPD - CBOE VIX Premium Strategy Index
      Close
      355.90
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      329.31
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
44.09 47.26 42.69 45.37
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
42.42 48.07 40.06 41.90

Special Offers
*Third Party Advertisements

Advertisement Advertisement