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, May 25, 2018


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.92
Index Put/Call Ratio 1.30
Exchange Traded Products Put/Call Ratio 1.18
Equity Put/Call Ratio 0.61
CBOE Volatility Index (VIX) Put/Call Ratio 0.21
Sum of All Products
  Call Put Total  
Volume 1,966,658 1,801,471 3,768,129  
Open Interest 146,091,068 140,958,975 287,050,043  
Index Options
  Call Put Total  
Volume 546,422 709,433 1,255,855  
Exchange Traded Products
  Call Put Total  
Volume 392,741 463,962 856,703  
Equity Options
  Call Put Total  
Volume 1,027,495 628,076 1,655,571  

Equity LEAPS
  Call Put Total  
Volume 16,656 10,023 26,679  
Open Interest 6,631,784 6,660,007 13,291,791  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 883,662 921,159 1,804,821  
Open Interest 12,453,731 12,282,119 24,735,850  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,402.56 1,403.64 1,400.93 1,402.43
VXST - CBOE Short-term Volatility Index
Open High Low Close
11.44 11.83 10.81 11.46
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
16.36 16.53 16.22 16.43
VXTH - CBOE VIX Tail Hedge Index
      Close
      234.04
LOVOL - CBOE Low Volatility Index
Open High Low Close
218.24 218.42 217.75 218.22
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
794.78 795.52 792.41 794.07
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
2,024.75 2,027.14 2,019.81 2,023.94
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
622.64 623.40 622.10 622.92
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
327.82 328.35 327.40 327.93
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
275.12 275.66 275.06 275.66
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,878.19 1,879.69 1,876.06 1,877.45
VIX - CBOE Volatility Index
Open High Low Close
12.44 13.52 12.29 13.22
VVIX - CBOE VVIX Index
Open High Low Close
91.49 94.29 90.82 93.78
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
13.38 13.69 12.51 12.88
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
18.70 19.25 18.23 18.41
VXD - CBOE DJIA Volatility Index
Open High Low Close
13.41 14.14 13.14 13.91
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
14.51 14.91 13.63 14.64
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
12.80 12.98 12.08 12.74
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.83 16.61 15.79 16.06
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      71.63
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
3.78 3.96 3.74 3.81
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
25.37 28.02 24.55 27.76
GVZ - CBOE Gold Volatility Index
Open High Low Close
10.99 11.00 10.31 10.31
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.90 8.23 7.77 8.11
JCJ - CBOE S&P 500 Implied Correlation Index Jan 2014
Open High Low Close
40.12 42.49 39.63 41.64
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
34.61 37.97 34.35 36.02

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