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 Thursday, October 19, 2017


Symbol Listing:
 
Ratios
Total Put/Call Ratio 0.97
Index Put/Call Ratio 1.08
Exchange Traded Products Put/Call Ratio 1.41
Equity Put/Call Ratio 0.70
CBOE Volatility Index (VIX) Put/Call Ratio 0.40
Sum of All Products
  Call Put Total  
Volume 2,472,489 2,409,194 4,881,683  
Open Interest 163,081,754 173,154,615 336,236,369  
Index Options
  Call Put Total  
Volume 995,658 1,072,520 2,068,178  
Exchange Traded Products
  Call Put Total  
Volume 429,645 607,018 1,036,663  
Equity Options
  Call Put Total  
Volume 1,047,186 729,656 1,776,842  

Equity LEAPS
  Call Put Total  
Volume 33,270 25,498 58,768  
Open Interest 12,794,007 11,681,658 24,475,665  
Weeklys Options (Note: No Weeklys are listed that expire on the 3rd Friday of the month)
  Call Put Total  
Volume 532,031 601,790 1,133,821  
Open Interest 7,370,618 9,151,383 16,522,001  
BXM - CBOE S&P 500 BuyWrite Index
Open High Low Close
1,342.33 1,343.41 1,341.39 1,342.68
VXST - CBOE Short-term Volatility Index
Open High Low Close
10.00 10.41 8.58 8.88
VXMT - CBOE Mid-Term Volatility Index
Open High Low Close
14.91 14.97 14.47 14.48
VXTH - CBOE VIX Tail Hedge Index
      Close
      225.19
LOVOL - CBOE Low Volatility Index
Open High Low Close
208.93 209.44 208.69 209.40
CLL - CBOE S&P 500 95-110 Collar Index
Open High Low Close
752.62 755.08 751.43 755.00
BXY - CBOE S&P 500 2% OTM BuyWrite Index
Open High Low Close
1,924.74 1,928.73 1,923.47 1,927.54
BXN - CBOE NASDAQ-100 BuyWrite Index
Open High Low Close
577.60 578.11 577.39 578.11
BXD - CBOE DJIA BuyWrite Index
Open High Low Close
313.01 313.82 312.35 313.71
BXR - CBOE Russell 2000 BuyWrite Index
Open High Low Close
253.67 253.76 253.11 253.51
PUT - CBOE S&P 500 PutWrite Index
Open High Low Close
1,814.29 1,814.47 1,814.18 1,814.47
VIX - CBOE Volatility Index
Open High Low Close
10.22 11.77 9.99 10.05
VVIX - CBOE VVIX Index
Open High Low Close
100.61 101.67 93.33 93.33
VXEFA - CBOE EFA ETF Volatility Index
Open High Low Close
10.22 10.44 8.39 8.81
VXEEM - CBOE Emerging Markets ETF Volatility Index
Open High Low Close
16.36 17.18 15.08 15.44
VXD - CBOE DJIA Volatility Index
Open High Low Close
10.93 17.28 10.06 11.39
RVX - CBOE Russell 2000 Volatility Index
Open High Low Close
14.54 14.60 13.27 13.83
VXO - CBOE S&P 100 Volatility Index
Open High Low Close
8.60 8.74 7.61 7.84
VXN - CBOE NASDAQ Volatility Index
Open High Low Close
15.28 15.97 14.62 14.64
VXV - CBOE S&P 500 3-Month Volatility Index
Open High Low Close
12.51 12.58 11.95 11.96
SRVIX - CBOE INTEREST RATE SWAP RATE VOLATILITY INDEX
      Close
      71.08
TYVIX - CBOE/CBOT 10-Year U.S. Treasury Note Volatility Index
Open High Low Close
4.25 4.30 3.85 4.13
OVX - CBOE Crude Oil Volatility Index
Open High Low Close
26.79 27.01 25.90 26.30
GVZ - CBOE Gold Volatility Index
Open High Low Close
12.00 12.02 11.76 11.94
EVZ - CBOE EuroCurrency Volatility Index
Open High Low Close
7.63 7.74 7.24 7.59
KCJ - CBOE S&P 500 Implied Correlation Index Jan 2012
Open High Low Close
17.44 17.86 15.11 15.28
ICJ - CBOE S&P 500 Implied Correlation Index Jan 2013
Open High Low Close
40.72 41.63 38.97 40.44
CYX - CBOE China Index
Open High Low Close
1,088.96 1,088.96 1073.00 1,080.83