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

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Cboe Market Summary for Friday, November 17, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.80
Index Put/Call Ratio 0.92
Exchange Traded Products Put/Call Ratio 1.04
Equity Put/Call Ratio 0.56
CBOE Volatility Index (VIX) Put/Call Ratio 0.13
Sum of All Products
  Call Put Total  
Volume 3,048,964 2,429,295 5,478,259  
Open Interest 174,294,874 180,268,541 354,563,415  
Index Options
  Call Put Total  
Volume 1,194,442 1,095,899 2,290,341  
Exchange Traded Products
  Call Put Total  
Volume 617,539 639,171 1,256,710  
Equity Options
  Call Put Total  
Volume 1,236,983 694,225 1,931,208  

Equity LEAPS
  Call Put Total  
Volume 34,179 20,645 54,824  
Open Interest 15,244,338 14,054,763 29,299,101  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 792,222 941,299 1,733,521  
Open Interest 8,411,492 9,459,987 17,871,479  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,354.75 1,354.77 1,353.41 1,353.83
VXST - CBOE Short-term Volatility Index
Open High Low Close
8.58 8.73 7.94 8.49
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.06 16.10 15.89 15.98
VXTH - CBOE VIX Tail Hedge Index
      Close
      227.09
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,940.45 1,940.45 1,937.28 1,938.22
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
583.18 583.32 582.46 582.81
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
316.21 316.28 316.07 316.07
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
251.82 251.82 251.82 251.82
VIX - CBOE Volatility Index
Open High Low Close
11.75 12.01 11.16 11.43
VVIX - CBOE VVIX Index
Open High Low Close
100.38 100.38 95.97 97.12
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.29 11.57 10.50 11.24
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.80 17.39 15.82 16.32
VXD - CBOE DJIA Volatility Index
Open High Low Close
12.32 20.02 11.95 12.38
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.61 15.72 13.61 14.80
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
9.85 9.95 9.38 9.75
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
14.33 14.51 13.64 13.79
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      71.59
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.95 3.97 3.79 3.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
28.42 28.93 26.49 26.96
GVZ - CBOE Gold Volatility Index
Open High Low Close
11.02 15.81 10.60 10.62
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.24 7.70 6.90 7.23
VPD - CBOE VIX Premium Strategy Index
      Close
      377.58
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      351.36
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
17.18 18.09 15.15 16.28
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
40.30 40.74 38.96 39.77
CYX - CBOE China Index
Open High Low Close
1,096.40 1,112.04 1,093.33 1,102.97