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 Monday, September 16, 2019


Symbol Listing:
 
Ratios
Total Put/Call Ratio 1.19
Index Put/Call Ratio 1.56
Exchange Traded Products Put/Call Ratio 1.80
Equity Put/Call Ratio 0.68
CBOE Volatility Index (VIX) Put/Call Ratio 0.72
Sum of All Products
  Call Put Total  
Volume 2,053,129 2,452,665 4,505,794  
Open Interest 160,974,296 167,733,248 328,707,544  
Index Options
  Call Put Total  
Volume 651,615 1,013,308 1,664,923  
Exchange Traded Products
  Call Put Total  
Volume 433,282 781,317 1,214,599  
Equity Options
  Call Put Total  
Volume 968,232 658,040 1,626,272  

Equity LEAPS
  Call Put Total  
Volume 26,656 33,804 60,460  
Open Interest 12,868,303 13,148,551 26,016,854  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 440,868 588,055 1,028,923  
Open Interest 7,129,115 7,124,459 14,253,574  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,459.29 1,459.57 1,458.51 1,459.48
VIX9D - CBOE S&P 500 9-Day Volatility Index
Open High Low Close
15.04 15.18 14.14 14.60
VIX6M - CBOE S&P 500 6-Month Volatility Index
Open High Low Close
18.53 18.56 18.29 18.47
VXTH - CBOE VIX Tail Hedge Index
      Close
      244.72
LOVOL - CBOE Low Volatility Index
Open High Low Close
232.76 233.00 232.46 232.82
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
954.93 956.96 953.49 955.67
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,204.72 2,206.03 2,203.63 2,204.86
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
660.59 661.03 660.49 660.83
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
349.14 349.20 348.78 349.12
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
273.87 274.92 273.56 274.55
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,896.46 1,896.86 1,896.38 1,896.76
VIX - CBOE Volatility Index
Open High Low Close
14.89 15.29 14.50 14.67
VVIX - CBOE VVIX Index
Open High Low Close
99.51 102.22 98.94 101.73
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
11.44 12.22 11.23 12.06
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
17.39 17.85 16.74 17.20
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.75 17.50 13.75 14.59
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
18.76 19.82 18.76 19.49
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
15.01 15.21 14.60 14.86
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
19.35 19.61 18.70 19.04
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      72.83
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
5.88 6.14 5.74 5.97
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
39.37 77.17 37.63 48.58
GVZ - CBOE Gold Volatility Index
Open High Low Close
15.77 16.24 15.35 16.07
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
5.90 6.82 5.84 6.43
VPD - CBOE VIX Premium Strategy Index
      Close
      438.01
VPN - CBOE Capped VIX Premium Strategy Index
      Close
      392.20
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
35.56 37.55 35.56 36.29
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
43.96 47.65 43.96 45.80
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
38.49 38.49 38.49 38.49