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 Tuesday, March 19, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.96
Index Put/Call Ratio 1.16
Exchange Traded Products Put/Call Ratio 1.54
Equity Put/Call Ratio 0.58
CBOE Volatility Index (VIX) Put/Call Ratio 0.26
Sum of All Products
  Call Put Total  
Volume 2,424,481 2,329,493 4,753,974  
Open Interest 118,163,106 120,347,413 238,510,519  
Index Options
  Call Put Total  
Volume 969,938 1,129,594 2,099,532  
Exchange Traded Products
  Call Put Total  
Volume 375,920 578,981 954,901  
Equity Options
  Call Put Total  
Volume 1,078,623 620,918 1,699,541  

Equity LEAPS
  Call Put Total  
Volume 65,223 34,663 99,886  
Open Interest 25,553,399 22,851,042 48,404,441  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 867,913 770,602 1,638,515  
Open Interest 9,641,970 10,645,113 20,287,083  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,394.78 1,395.20 1,389.70 1,391.70
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
12.24 13.93 12.22 13.53
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
16.13 16.76 16.13 16.61
VXTH - CBOE VIX Tail Hedge Index
      Close
      238.15
LOVOL - CBOE Low Volatility Index
Open High Low Close
221.86 221.86 221.86 221.86
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
910.58 913.04 904.69 907.26
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,074.88 2077.00 2,063.50 2,068.57
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
624.52 625.29 622.63 623.57
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
338.75 339.18 337.18 337.71
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
256.83 256.89 255.32 255.47
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,833.42 1,833.82 1,826.88 1,829.90
VIX - CBOE Volatility Index
Open High Low Close
12.89 13.77 12.37 13.56
VVIX - CBOE VVIX Index
Open High Low Close
83.74 87.92 83.74 87.36
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
10.93 11.85 10.02 10.77
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
15.77 16.70 15.77 16.54
VXD - CBOE DJIA Volatility Index
Open High Low Close
14.03 21.12 12.52 14.50
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
15.88 17.13 15.23 16.98
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
13.12 14.48 13.12 14.00
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
16.17 17.07 15.94 16.73
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      61.28
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.54 3.62 3.00 3.45
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
26.48 29.12 25.71 28.44
GVZ - CBOE Gold Volatility Index
Open High Low Close
9.79 9.88 9.65 9.82
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.52 14.12 5.32 5.55
VPD - CBOE VIX Premium Strategy Index
      Close
      390.57
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      352.40
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
39.01 42.74 34.80 38.87
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
43.43 47.89 41.20 42.31
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49